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-// (C) Copyright International Business Machines Corporation and Carnegie Mellon University 2004, 2006
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// Authors :
-// Pierre Bonami, Carnegie Mellon University,
-// Carl D. Laird, Carnegie Mellon University,
-// Andreas Waechter, International Business Machines Corporation
-//
-// Date : 12/01/2004
-
-#ifndef __TMINLP2TNLP_HPP__
-#define __TMINLP2TNLP_HPP__
-
-#include "IpTNLP.hpp"
-#include "BonTMINLP.hpp"
-#include "IpSmartPtr.hpp"
-#include "IpIpoptApplication.hpp"
-#include "IpOptionsList.hpp"
-#include "BonTypes.hpp"
-
-namespace Bonmin
-{
- class IpoptInteriorWarmStarter;
-
- /** This is an adapter class that converts a TMINLP to
- * a TNLP to be solved by Ipopt. It allows an external
- * caller to modify the bounds of variables, allowing
- * the treatment of binary and integer variables as
- * relaxed, or fixed
- */
- class TMINLP2TNLP : public Ipopt::TNLP
- {
- public:
- /**@name Constructors/Destructors */
- //@{
- TMINLP2TNLP(const Ipopt::SmartPtr<TMINLP> tminlp
-#ifdef WARM_STARTER
- ,
- const OptionsList& options
-#endif
- );
-
- /** Copy Constructor
- * \warning source and copy point to the same tminlp_.
- */
- TMINLP2TNLP(const TMINLP2TNLP&);
-
- /** virtual copy .*/
- virtual TMINLP2TNLP * clone() const{
- return new TMINLP2TNLP(*this);}
-
- /** Default destructor */
- virtual ~TMINLP2TNLP();
- //@}
-
- /**@name Methods to modify the MINLP and form the NLP */
- //@{
-
- /** Get the number of variables */
- inline Ipopt::Index num_variables() const
- {
- assert(x_l_.size() == x_u_.size());
- return static_cast<int>(x_l_.size());
- }
-
- /** Get the number of constraints */
- inline Ipopt::Index num_constraints() const
- {
- assert(g_l_.size() == g_u_.size());
- return static_cast<int>(g_l_.size());
- }
- /** Get the nomber of nz in hessian */
- Ipopt::Index nnz_h_lag()
- {
- return nnz_h_lag_;
- }
- /** Get the variable types */
- const TMINLP::VariableType* var_types()
- {
- return &var_types_[0];
- }
-
- /** Get the current values for the lower bounds */
- const Ipopt::Number* x_l()
- {
- return &x_l_[0];
- }
- /** Get the current values for the upper bounds */
- const Ipopt::Number* x_u()
- {
- return &x_u_[0];
- }
-
- /** Get the original values for the lower bounds */
- const Ipopt::Number* orig_x_l() const
- {
- return &orig_x_l_[0];
- }
- /** Get the original values for the upper bounds */
- const Ipopt::Number* orig_x_u() const
- {
- return orig_x_u_();
- }
-
- /** Get the current values for constraints lower bounds */
- const Ipopt::Number* g_l()
- {
- return g_l_();
- }
- /** Get the current values for constraints upper bounds */
- const Ipopt::Number* g_u()
- {
- return g_u_();
- }
-
- /** get the starting primal point */
- const Ipopt::Number * x_init() const
- {
- return x_init_();
- }
-
- /** get the user provided starting primal point */
- const Ipopt::Number * x_init_user() const
- {
- return x_init_user_();
- }
-
- /** get the starting dual point */
- const Ipopt::Number * duals_init() const
- {
- return duals_init_;
- }
-
- /** get the solution values */
- const Ipopt::Number* x_sol() const
- {
- return x_sol_();
- }
-
- /** get the g solution (activities) */
- const Ipopt::Number* g_sol() const
- {
- return g_sol_();
- }
-
- /** get the dual values */
- const Ipopt::Number* duals_sol() const
- {
- return duals_sol_();
- }
-
- /** Get Optimization status */
- Ipopt::SolverReturn optimization_status() const
- {
- return return_status_;
- }
-
- /** Get the objective value */
- Ipopt::Number obj_value() const
- {
- return obj_value_;
- }
-
- /** Manually set objective value. */
- void set_obj_value(Ipopt::Number value)
- {
- obj_value_ = value;
- }
-
- /** force solution to be fractionnal.*/
- void force_fractionnal_sol();
-
- /** Change the bounds on the variables */
- void SetVariablesBounds(Ipopt::Index n,
- const Ipopt::Number * x_l,
- const Ipopt::Number * x_u);
-
- /** Change the lower bound on the variables */
- void SetVariablesLowerBounds(Ipopt::Index n,
- const Ipopt::Number * x_l);
-
- /** Change the upper bound on the variable */
- void SetVariablesUpperBounds(Ipopt::Index n,
- const Ipopt::Number * x_u);
-
- /** Change the bounds on the variable */
- void SetVariableBounds(Ipopt::Index var_no, Ipopt::Number x_l, Ipopt::Number x_u);
-
- /** Change the lower bound on the variable */
- void SetVariableLowerBound(Ipopt::Index var_no, Ipopt::Number x_l);
-
- /** Change the upper bound on the variable */
- void SetVariableUpperBound(Ipopt::Index var_no, Ipopt::Number x_u);
-
- /** reset the starting point to original one. */
- void resetStartingPoint();
-
- /** set the starting point to x_init */
- void setxInit(Ipopt::Index n,const Ipopt::Number* x_init);
-
- /** set the dual starting point to duals_init */
- void setDualsInit(Ipopt::Index n, const Ipopt::Number* duals_init);
-
- /** xInit has been set?
- * \return 0 if not, 1 if only primal 2 if primal dual.*/
- int has_x_init(){
- if(x_init_.empty()) return 0;
- if(duals_init_) return 2;
- return 1;
- }
- /** Set the contiuous solution */
- void Set_x_sol(Ipopt::Index n, const Ipopt::Number* x_sol);
-
- /** Set the contiuous dual solution */
- void Set_dual_sol(Ipopt::Index n, const Ipopt::Number* dual_sol);
-
- /** Change the type of the variable */
- void SetVariableType(Ipopt::Index n, TMINLP::VariableType type);
- //@}
- /** Procedure to ouptut relevant informations to reproduce a sub-problem.
- Compare the current problem to the problem to solve
- and writes files with bounds which have changed and current starting point.
- */
- void outputDiffs(const std::string& probName, const std::string* varNames);
-
- /**@name methods to gather information about the NLP */
- //@{
- /** This call is just passed onto the TMINLP object */
- virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
- Ipopt::Index& nnz_h_lag,
- TNLP::IndexStyleEnum& index_style);
-
- /** The caller is allowed to modify the bounds, so this
- * method returns the internal bounds information
- */
- 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);
-
- /** Returns the constraint linearity.
- * array should be alocated with length at least m..*/
- virtual bool get_constraints_linearity(Ipopt::Index m, LinearityType* const_types)
- {
- return tminlp_->get_constraints_linearity(m, const_types);
- }
-
- /** Returns the variables linearity.
- * array should be alocated with length at least n..*/
- virtual bool get_variables_linearity(Ipopt::Index n, LinearityType* var_types)
- {
- return tminlp_->get_variables_linearity(n, var_types);
- }
-
- /** returns true if objective is linear.*/
- virtual bool hasLinearObjective(){return tminlp_->hasLinearObjective();}
- /** Method called by Ipopt to get the starting point. The bools
- * init_x and init_lambda are both inputs and outputs. As inputs,
- * they indicate whether or not the algorithm wants you to
- * initialize x and lambda respectively. If, for some reason, the
- * algorithm wants you to initialize these and you cannot, set
- * the respective bool to false.
- */
- 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);
-
- /** Method that returns scaling parameters.
- */
- virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling,
- bool& use_x_scaling, Ipopt::Index n,
- Ipopt::Number* x_scaling,
- bool& use_g_scaling, Ipopt::Index m,
- Ipopt::Number* g_scaling);
-
-
- /** Methat that returns an Ipopt IteratesVector that has the
- * starting point for all internal varibles. */
- virtual bool get_warm_start_iterate(Ipopt::IteratesVector& warm_start_iterate);
-
- /** Returns the value of the objective function in x*/
- virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
- Ipopt::Number& obj_value);
-
- /** Returns the vector of the gradient of
- * the objective w.r.t. x */
- virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
- Ipopt::Number* grad_f);
-
- /** Returns the vector of constraint values in x*/
- virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
- Ipopt::Index m, Ipopt::Number* g);
-
- /** Returns the jacobian of the
- * constraints. The vectors iRow and jCol only need to be set
- * once. The first call is used to set the structure only (iRow
- * and jCol will be non-NULL, and values will be NULL) For
- * subsequent calls, iRow and jCol will be NULL. */
- 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);
-
- /** 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);
-
- /** Return the hessian of the
- * lagrangian. The vectors iRow and jCol only need to be set once
- * (during the first call). The first call is used to set the
- * structure only (iRow and jCol will be non-NULL, and values
- * will be NULL) For subsequent calls, iRow and jCol will be
- * NULL. This matrix is symmetric - specify the lower diagonal
- * only */
- 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);
- //@}
-
- /** @name Solution Methods */
- //@{
- /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
- virtual void finalize_solution(Ipopt::SolverReturn status,
- Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
- Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
- Ipopt::Number obj_value,
- const Ipopt::IpoptData* ip_data,
- Ipopt::IpoptCalculatedQuantities* ip_cq);
- /** Intermediate Callback method for the user. Providing dummy
- * default implementation. For details see IntermediateCallBack
- * in IpNLP.hpp. */
- virtual bool intermediate_callback(Ipopt::AlgorithmMode mode,
- Ipopt::Index iter, Ipopt::Number obj_value,
- Ipopt::Number inf_pr, Ipopt::Number inf_du,
- Ipopt::Number mu, Ipopt::Number d_norm,
- Ipopt::Number regularization_size,
- Ipopt::Number alpha_du, Ipopt::Number alpha_pr,
- Ipopt::Index ls_trials,
- const Ipopt::IpoptData* ip_data,
- Ipopt::IpoptCalculatedQuantities* ip_cq);
- //@}
-
- /** Method called to check wether a problem has still some variable not fixed. If there are no more
- unfixed vars, checks wether the solution given by the bounds is feasible.*/
-
- /** @name Methods for setting and getting the warm starter */
- //@{
- void SetWarmStarter(Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter);
-
- Ipopt::SmartPtr<IpoptInteriorWarmStarter> GetWarmStarter();
-
- //@}
-
- /** Say if has a specific function to compute upper bounds*/
- virtual bool hasUpperBoundingObjective(){
- return tminlp_->hasUpperBoundingObjective();}
-
- /** Evaluate the upper bounding function at given point and store the result.*/
- double evaluateUpperBoundingFunction(const double * x);
-
- /** \name Cuts management. */
- /** Methods are not implemented at this point. But I need the interface.*/
- //@{
-
-
- /** Add some linear cuts to the problem formulation (not implemented yet in base class).*/
- virtual void addCuts(unsigned int numberCuts, const OsiRowCut ** cuts){
- if(numberCuts > 0)
- throw CoinError("BonTMINLP2TNLP", "addCuts", "Not implemented");}
-
-
- /** Add some cuts to the problem formulaiton (handles Quadratics).*/
- virtual void addCuts(const OsiCuts &cuts){
- if(cuts.sizeRowCuts() > 0 || cuts.sizeColCuts() > 0)
- throw CoinError("BonTMINLP2TNLP", "addCuts", "Not implemented");}
-
- /** Remove some cuts to the formulation */
- virtual void removeCuts(unsigned int number ,const int * toRemove){
- if(number > 0)
- throw CoinError("BonTMINLP2TNLP", "removeCuts", "Not implemented");}
-
- //@}
-
-
- /** Access array describing constraint to which perspectives should be applied.*/
- virtual const int * get_const_xtra_id() const{
- return tminlp_->get_const_xtra_id();
- }
-
- /** Round and check the current solution, return norm inf of constraint violation.*/
- double check_solution(OsiObject ** objects = 0, int nObjects = -1);
- protected:
- /** \name These should be modified in derived class to always maintain there correctness.
- They are directly queried by OsiTMINLPInterface without virtual function for
- speed.*/
- /** @{ */
- /// Types of the variable (TMINLP::CONTINUOUS, TMINLP::INTEGER, TMINLP::BINARY).
- vector<TMINLP::VariableType> var_types_;
- /// Current lower bounds on variables
- vector<Ipopt::Number> x_l_;
- /// Current upper bounds on variables
- vector<Ipopt::Number> x_u_;
- /// Original lower bounds on variables
- vector<Ipopt::Number> orig_x_l_;
- /// Original upper bounds on variables
- vector<Ipopt::Number> orig_x_u_;
- /// Lower bounds on constraints values
- vector<Ipopt::Number> g_l_;
- /// Upper bounds on constraints values
- vector<Ipopt::Number> g_u_;
- /// Initial primal point
- vector<Ipopt::Number> x_init_;
- /** Initial values for all dual multipliers (constraints then lower bounds then upper bounds) */
- Ipopt::Number * duals_init_;
- /// User-provideed initial prmal point
- vector<Ipopt::Number> x_init_user_;
- /// Optimal solution
- vector<Ipopt::Number> x_sol_;
- /// Activities of constraint g( x_sol_)
- vector<Ipopt::Number> g_sol_;
- /** Dual multipliers of constraints and bounds*/
- vector<Ipopt::Number> duals_sol_;
- /** @} */
-
- /** Access number of entries in tminlp_ hessian*/
- Ipopt::Index nnz_h_lag() const{
- return nnz_h_lag_;}
- /** Access number of entries in tminlp_ hessian*/
- Ipopt::Index nnz_jac_g() const{
- return nnz_jac_g_;}
-
- /** Acces index_style.*/
- TNLP::IndexStyleEnum index_style() const{
- return index_style_;}
- 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. */
- //@{
- /** Default Constructor */
- TMINLP2TNLP();
-
- /** Overloaded Equals Operator */
- TMINLP2TNLP& operator=(const TMINLP2TNLP&);
- //@}
-
- /** pointer to the tminlp that is being adapted */
- Ipopt::SmartPtr<TMINLP> tminlp_;
-
- /** @name Internal copies of data allowing caller to modify the MINLP */
- //@{
- /// Number of non-zeroes in the constraints jacobian.
- Ipopt::Index nnz_jac_g_;
- /// Number of non-zeroes in the lagrangian hessian
- Ipopt::Index nnz_h_lag_;
- /**index style (fortran or C)*/
- TNLP::IndexStyleEnum index_style_;
-
- /** Return status of the optimization process*/
- Ipopt::SolverReturn return_status_;
- /** Value of the optimal solution found by Ipopt */
- Ipopt::Number obj_value_;
- //@}
-
- /** @name Warmstart object and related data */
- //@{
- /** Pointer to object that holds warmstart information */
- Ipopt::SmartPtr<IpoptInteriorWarmStarter> curr_warm_starter_;
- /** Value for a lower bound that denotes -infinity */
- Ipopt::Number nlp_lower_bound_inf_;
- /** Value for a upper bound that denotes infinity */
- Ipopt::Number nlp_upper_bound_inf_;
- /** Option from Ipopt - we currently use it to see if we want to
- * use some clever warm start or just the last iterate from the
- * previous run */
- bool warm_start_entire_iterate_;
- /** Do we need a new warm starter object */
- bool need_new_warm_starter_;
- //@}
-
-
- /** Private method that throws an exception if the variable bounds
- * are not consistent with the variable type */
- void throw_exception_on_bad_variable_bound(Ipopt::Index i);
-
- private:
- // Delete all arrays
- void gutsOfDelete();
-
- /** Copies all the arrays.
- \warning this and other should be two instances of the same problem
- \warning AW: I am trying to mimic a copy construction for Cbc
- use with great care not safe.
- */
- void gutsOfCopy(const TMINLP2TNLP &source);
- };
-
-} // namespace Ipopt
-
-#endif