Structure updated and intqpipopt files added

1 files changed, 332 insertions, 0 deletions

diff --git a/newstructure/thirdparty/linux/include/coin/BonAmplTMINLP.hpp b/newstructure/thirdparty/linux/include/coin/BonAmplTMINLP.hpp
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+// (C) Copyright International Business Machines Corporation and
+// Carnegie Mellon University 2004, 2007
+//
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Carl D. Laird, Carnegie Mellon University,
+// Andreas Waechter, International Business Machines Corporation
+// Pierre Bonami, Carnegie Mellon University,
+//
+// Date : 12/01/2004
+
+#ifndef __IPAMPLTMINLP_HPP__
+#define __IPAMPLTMINLP_HPP__
+
+#include "BonTMINLP.hpp"
+#include "IpSmartPtr.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "OsiCuts.hpp"
+#include "BonRegisteredOptions.hpp"
+#include "BonTypes.hpp"
+
+/* non Ipopt forward declaration */
+struct ASL_pfgh;
+struct SufDecl;
+struct SufDesc;
+
+
+// Declarations, so that we don't have to include the Ipopt AMPL headers
+namespace Ipopt
+{
+  class AmplSuffixHandler;
+  class AmplOptionsList;
+  class AmplTNLP;
+}
+
+namespace Bonmin
+{
+
+  /** Ampl MINLP Interface.
+   *  Ampl MINLP Interface, implemented as a TMINLP.
+   *  This interface creates a AmplTNLP and also retrieves
+   *  the information about the binary and integer variables
+   */
+  class AmplTMINLP : public TMINLP
+  {
+  public:
+    /**@name Constructors/Destructors */
+    //@{
+    /** Constructor */
+    AmplTMINLP(const Ipopt::SmartPtr<const Ipopt::Journalist>& jnlst,
+        const Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
+        const Ipopt::SmartPtr<Ipopt::OptionsList> options,
+        char**& argv,
+        Ipopt::AmplSuffixHandler* suffix_handler = NULL,
+        const std::string& appName = "bonmin",
+        std::string* nl_file_content = NULL);
+
+    virtual void Initialize(const Ipopt::SmartPtr<const Ipopt::Journalist>& jnlst,
+        const Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
+        const Ipopt::SmartPtr<Ipopt::OptionsList> options,
+        char**& argv,
+        Ipopt::AmplSuffixHandler* suffix_handler =NULL,
+        const std::string& appName = "bonmin",
+        std::string* nl_file_content = NULL);
+
+    /** read the branching priorities from ampl suffixes.*/
+    void read_priorities();
+
+    /** read the sos constraints from ampl suffixes */
+    void read_sos();
+
+    /** Read suffixes which indicate which constraints are convex.*/
+    void read_convexities();
+
+    /** Read suffixes used to apply perspective in OA to some of the constraints.*/
+    void read_onoff();
+
+    /** Read suffixes on objective functions for upper bounding*/
+    void read_obj_suffixes();
+
+    /** Default constructor.*/
+    AmplTMINLP();
+
+    virtual AmplTMINLP * createEmpty()
+    {
+      AmplTMINLP * tminlp = new AmplTMINLP;
+      return tminlp;
+    }
+
+    /** destructor */
+    virtual ~AmplTMINLP();
+    //@}
+
+    /** Return the ampl solver object (ASL*) */
+    const ASL_pfgh* AmplSolverObject() const;
+
+
+    /**@name methods to gather information about the NLP. These
+    * methods are overloaded from TMINLP. See TMINLP for their more
+    * detailed documentation. */
+    //@{
+    /** returns dimensions of the nlp. Overloaded from TMINLP */
+    virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
+        Ipopt::Index& nnz_h_lag,
+        Ipopt::TNLP::IndexStyleEnum& index_style);
+
+    /** returns the vector of variable types */
+    virtual bool get_variables_types(Ipopt::Index n, VariableType* var_types);
+
+    /** return the variables linearity (linear or not)*/
+    virtual bool get_variables_linearity(Ipopt::Index n, Ipopt::TNLP::LinearityType * var_types);
+
+    /** Returns the constraint linearity.
+     * array should be alocated with length at least n.*/
+    virtual bool get_constraints_linearity(Ipopt::Index m,
+        Ipopt::TNLP::LinearityType* const_types);
+
+    /** returns bounds of the nlp. Overloaded from TMINLP */
+    virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
+        Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);
+
+    /** provides a starting point for the nlp variables. Overloaded
+    from TMINLP */
+    virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
+        bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
+        Ipopt::Index m, bool init_lambda, Ipopt::Number* lambda);
+
+    /** evaluates the objective value for the nlp. Overloaded from TMINLP */
+    virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Number& obj_value);
+
+    /** evaluates the gradient of the objective for the
+    nlp. Overloaded from TMINLP */
+    virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Number* grad_f);
+
+    /** evaluates the constraint residuals for the nlp. Overloaded from TMINLP */
+    virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Index m, Ipopt::Number* g);
+
+    /** specifies the jacobian structure (if values is NULL) and
+     *  evaluates the jacobian values (if values is not NULL) for the
+     *  nlp. Overloaded from TMINLP */
+    virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
+        Ipopt::Index *jCol, Ipopt::Number* values);
+
+    /** specifies the structure of the hessian of the lagrangian (if
+     *  values is NULL) and evaluates the values (if values is not
+     *  NULL). Overloaded from TMINLP */
+    virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
+        bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index* iRow,
+        Ipopt::Index* jCol, Ipopt::Number* values);
+
+    /** compute the value of a single constraint */
+    virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Index i, Ipopt::Number& gi);
+    /** compute the structure or values of the gradient for one
+    constraint */
+    virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+        Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol,
+        Ipopt::Number* values);
+    //@}
+
+    /** @name Solution Methods */
+    //@{
+    /** Called after optimizing to return results to ampl.
+      * Status code is put into solve_result_num according to the table below.
+      * <table>
+      * <tr> <td> <b> <center> Code </center> </b> </td> <td> <b> <center> Status </center> </b> </td> </tr>
+      * <tr> <td> 3 </td> <td> Integer optimal </td> </tr>
+      * <tr> <td> 220 </td> <td> problem is proven infeasible. </td> </tr>
+      * <tr> <td> 421 </td> <td> limit reached or user interrupt with integer feasible solution found. </td> </tr>
+      * <tr> <td> 410 </td> <td> limit reached or user interrupt without any integer feasible solution. </td> </tr>
+      * <tr> <td> 500 </td> <td> error. </td> </tr>
+      * <caption> Status codes for optimization. </caption>
+      * </table>
+      *    */
+    virtual void finalize_solution(TMINLP::SolverReturn status,
+        Ipopt::Index n, const Ipopt::Number* x, Ipopt::Number obj_value);
+
+    /** Write the solution using ampl's write_sol (called by finalize_solution).*/
+    void write_solution(const std::string & message, const Ipopt::Number *x_sol);
+    //@}
+
+    //@}
+
+
+    virtual const BranchingInfo * branchingInfo() const
+    {
+      return &branch_;
+    }
+
+    virtual const SosInfo * sosConstraints() const
+    {
+      return &sos_;
+    }
+
+    virtual const PerturbInfo* perturbInfo() const
+    {
+      return &perturb_info_;
+    }
+
+    /** @name User callbacks */
+    //@{
+    /** Additional application specific options.*/
+    virtual void fillApplicationOptions(Ipopt::AmplOptionsList* amplOptList)
+    {}
+    //@}
+
+
+    /** This methods gives the linear part of the objective function */
+    virtual void getLinearPartOfObjective(double * obj);
+
+
+    /** Do we have an alternate objective for upper bounding?*/
+    virtual bool hasUpperBoundingObjective()
+    {
+      return upperBoundingObj_ != -1;
+    }
+
+    /** This method to returns the value of an alternative objective function for
+      upper bounding (if one has been declared by using the prefix UBObj).*/
+    virtual bool eval_upper_bound_f(Ipopt::Index n, const Ipopt::Number* x,
+        Ipopt::Number& obj_value);
+
+    /** Get accest to constraint convexities.*/
+    virtual bool get_constraint_convexities(int m, TMINLP::Convexity * constraints_convexities)const
+    {
+      if (constraintsConvexities_ != NULL) {
+        CoinCopyN(constraintsConvexities_, m, constraints_convexities);
+      }
+      else {
+        CoinFillN(constraints_convexities, m, TMINLP::Convex);
+      }
+      return true;
+    }
+    /** Get dimension information on nonconvex constraints.*/
+    virtual bool get_number_nonconvex(int & number_non_conv, int & number_concave) const
+    {
+      number_non_conv = numberNonConvex_;
+      number_concave = numberSimpleConcave_;
+      return true;
+    }
+    /** Get array describing the constraints marked nonconvex in the model.*/
+    virtual bool get_constraint_convexities(int number_non_conv, MarkedNonConvex * non_convexes) const
+    {
+      assert(number_non_conv == numberNonConvex_);
+      CoinCopyN( nonConvexConstraintsAndRelaxations_, number_non_conv, non_convexes);
+      return true;
+    }
+    /** Fill array containing indices of simple concave constraints.*/
+    virtual bool get_simple_concave_constraints(int number_concave, SimpleConcaveConstraint * simple_concave) const
+    {
+      assert(number_concave == numberSimpleConcave_);
+      CoinCopyN(simpleConcaves_, numberSimpleConcave_, simple_concave);
+      return true;
+    }
+
+    /** Say if problem has a linear objective (for OA) */
+    virtual bool hasLinearObjective()
+    {
+      return hasLinearObjective_;
+    }
+
+  /** Access array describing onoff constraint.*/
+  virtual const int * get_const_xtra_id() const{
+    return c_extra_id_();
+  }
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+
+    /** Copy Constructor */
+    AmplTMINLP(const AmplTMINLP&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const AmplTMINLP&);
+    //@}
+     /** Name of application.*/
+    std::string appName_;
+
+    /** Index of the objective to use for upper bounding*/
+    int upperBoundingObj_;
+    /** pointer to the internal AmplTNLP */
+    Ipopt::AmplTNLP* ampl_tnlp_;
+    /** Journalist */
+    Ipopt::SmartPtr<const Ipopt::Journalist> jnlst_;
+
+    /** Storage of branching priorities information.*/
+    BranchingInfo branch_;
+    /** Storage of sos constraints */
+    SosInfo sos_;
+    /** Storage for perturbation radii */
+    PerturbInfo perturb_info_;
+    /** Store a suffix handler.*/
+    Ipopt::SmartPtr<Ipopt::AmplSuffixHandler> suffix_handler_;
+
+    /** Store constraints types.*/
+    TMINLP::Convexity * constraintsConvexities_;
+
+    /** Store onoff information.*/
+    vector<int> c_extra_id_; 
+
+    /** Ipopt::Number of nonConvex constraints.*/
+    int numberNonConvex_;
+    /** Store marked non-convex constraints and their relaxations.*/
+    MarkedNonConvex * nonConvexConstraintsAndRelaxations_;
+    /** Ipopt::Number of simpleConcave constraints.*/
+    int numberSimpleConcave_;
+    /** Store simple concave constraints descriptions.*/
+    SimpleConcaveConstraint * simpleConcaves_;
+
+    /** Flag to indicate if objective function is linear */
+    bool hasLinearObjective_;
+
+    /** Flag to say if AMPL solution file should be written.*/
+    int writeAmplSolFile_;
+  };
+} // namespace Ipopt
+
+#endif
+