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author | Harpreet | 2016-08-04 15:25:44 +0530 |
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committer | Harpreet | 2016-08-04 15:25:44 +0530 |
commit | 9fd2976931c088dc523974afb901e96bad20f73c (patch) | |
tree | 22502de6e6988d5cd595290d11266f8432ad825b /build/cpp/sci_minuncTMINLP.cpp | |
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Diffstat (limited to 'build/cpp/sci_minuncTMINLP.cpp')
-rw-r--r-- | build/cpp/sci_minuncTMINLP.cpp | 237 |
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diff --git a/build/cpp/sci_minuncTMINLP.cpp b/build/cpp/sci_minuncTMINLP.cpp new file mode 100644 index 0000000..b02ab8e --- /dev/null +++ b/build/cpp/sci_minuncTMINLP.cpp @@ -0,0 +1,237 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani +// Organization: FOSSEE, IIT Bombay +// Email: toolbox@scilab.in +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt + +#include "minuncTMINLP.hpp" +#include "sci_iofunc.hpp" + +extern "C" +{ +#include "call_scilab.h" +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> +#include <string.h> +#include <assert.h> +} + +using namespace std; +using namespace Ipopt; +using namespace Bonmin; + +minuncTMINLP::~minuncTMINLP() +{ + free(finalX_); +} + +// Set the type of every variable - CONTINUOUS or INTEGER +bool minuncTMINLP::get_variables_types(Index n, VariableType* var_types) +{ + n = numVars_; + for(int i=0; i < n; i++) + var_types[i] = CONTINUOUS; + for(int i=0 ; i < intconSize_ ; ++i) + var_types[(int)(intcon_[i]-1)] = INTEGER; + return true; +} + +// The linearity of the variables - LINEAR or NON_LINEAR +bool minuncTMINLP::get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types) +{ + /* + n = numVars_; + for(int i = 0; i < n; i++) + var_types[i] = Ipopt::TNLP::LINEAR; + */ + return true; +} + +// The linearity of the constraints - LINEAR or NON_LINEAR +bool minuncTMINLP::get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types) +{ + /* m = numConstr_; + for(int i = 0; i < m; i++) + const_types[i] = Ipopt::TNLP::LINEAR; + */ + return true; +} + +//get NLP info such as number of variables,constraints,no.of elements in jacobian and hessian to allocate memory +bool minuncTMINLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, TNLP::IndexStyleEnum& index_style) +{ + n=numVars_; // Number of variables + m=0; // Number of constraints + nnz_jac_g = 0; // No. of elements in Jacobian of constraints + nnz_h_lag = n*(n+1)/2; // No. of elements in lower traingle of Hessian of the Lagrangian. + index_style=TNLP::C_STYLE; // Index style of matrices + return true; +} + +//get variable and constraint bound info +bool minuncTMINLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u) +{ + unsigned int i; + for(i=0;i<n;i++) + { + x_l[i]=-1.0e19; + x_u[i]=1.0e19; + } + + g_l=NULL; + g_u=NULL; + return true; +} + +// return the value of the constraints: g(x) +bool minuncTMINLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) +{ + // return the value of the constraints: g(x) + g=NULL; + return true; +} + +// return the structure or values of the jacobian +bool minuncTMINLP::eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values) +{ + if (values == NULL) + { + // return the structure of the jacobian of the constraints + iRow=NULL; + jCol=NULL; + } + else + { + values=NULL; + } + + return true; +} + +//get value of objective function at vector x +bool minuncTMINLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value) +{ + char name[20]="_f"; + Number *obj; + if (getFunctionFromScilab(n,name,x, 7, 1,2,&obj)) + { + return false; + } + obj_value = *obj; + return true; +} + +//get value of gradient of objective function at vector x. +bool minuncTMINLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f) +{ + char name[20]="_gradf"; + Number *resg; + if (getFunctionFromScilab(n,name,x, 7, 1, 2, &resg)) + { + return false; + } + + Index i; + for(i=0;i<numVars_;i++) + { + grad_f[i]=resg[i]; + } + return true; +} + +// This method sets initial values for required vectors . For now we are assuming 0 to all values. +bool minuncTMINLP::get_starting_point(Index n, bool init_x, Number* x,bool init_z, Number* z_L, Number* z_U,Index m, bool init_lambda,Number* lambda) +{ + assert(init_x == true); + assert(init_z == false); + assert(init_lambda == false); + if (init_x == true) + { //we need to set initial values for vector x + for (Index var=0;var<n;var++) + x[var]=varGuess_[var];//initialize with 0 or we can change. + } + + return true; +} + +/* + * Return either the sparsity structure of the Hessian of the Lagrangian, + * or the values of the Hessian of the Lagrangian for the given values for + * x,lambda,obj_factor. +*/ + +bool minuncTMINLP::eval_h(Index n, const Number* x, bool new_x,Number obj_factor, Index m, const Number* lambda,bool new_lambda, Index nele_hess, Index* iRow,Index* jCol, Number* values) +{ + double check; + if (values==NULL) + { + Index idx=0; + for (Index row = 0; row < numVars_; row++) + { + for (Index col = 0; col <= row; col++) + { + iRow[idx] = row; + jCol[idx] = col; + idx++; + } + } + } + + else + { + char name[20]="_gradhess"; + Number *resh; + if (getFunctionFromScilab(n,name,x, 7, 1,2,&resh)) + { + return false; + } + Index index=0; + for (Index row=0;row < numVars_ ;++row) + { + for (Index col=0; col <= row; ++col) + { + values[index++]=obj_factor*(resh[numVars_*row+col]); + } + } + return true; + } +} + + +void minuncTMINLP::finalize_solution(SolverReturn status,Index n, const Number* x, Number obj_value) +{ + finalObjVal_ = obj_value; + status_ = status; + if(status==0 ||status== 3) + { + finalX_ = (double*)malloc(sizeof(double) * numVars_ * 1); + for (Index i=0; i<numVars_; i++) + { + finalX_[i] = x[i]; + } + } + +} + +const double * minuncTMINLP::getX() +{ + return finalX_; +} + +double minuncTMINLP::getObjVal() +{ + return finalObjVal_; +} + +int minuncTMINLP::returnStatus() +{ + return status_; +} |