Structure updated and intqpipopt files added

1 files changed, 488 insertions, 0 deletions

diff --git a/newstructure/thirdparty/linux/include/coin/IpOrigIpoptNLP.hpp b/newstructure/thirdparty/linux/include/coin/IpOrigIpoptNLP.hpp
new file mode 100644
index 0000000..41b10fa
--- /dev/null
+++ b/newstructure/thirdparty/linux/include/coin/IpOrigIpoptNLP.hpp
@@ -0,0 +1,488 @@
+// Copyright (C) 2004, 2010 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpOrigIpoptNLP.hpp 2594 2015-08-09 14:31:05Z stefan $
+//
+// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
+
+#ifndef __IPORIGIPOPTNLP_HPP__
+#define __IPORIGIPOPTNLP_HPP__
+
+#include "IpIpoptNLP.hpp"
+#include "IpException.hpp"
+#include "IpTimingStatistics.hpp"
+
+namespace Ipopt
+{
+
+  /** enumeration for the Hessian information type. */
+  enum HessianApproximationType {
+    EXACT=0,
+    LIMITED_MEMORY
+  };
+
+  /** enumeration for the Hessian approximation space. */
+  enum HessianApproximationSpace {
+    NONLINEAR_VARS=0,
+    ALL_VARS
+  };
+
+  /** This class maps the traditional NLP into
+   *  something that is more useful by Ipopt.
+   *  This class takes care of storing the
+   *  calculated model results, handles caching,
+   *  and (some day) takes care of addition of slacks.
+   */
+  class OrigIpoptNLP : public IpoptNLP
+  {
+  public:
+    /**@name Constructors/Destructors */
+    //@{
+    OrigIpoptNLP(const SmartPtr<const Journalist>& jnlst,
+                 const SmartPtr<NLP>& nlp,
+                 const SmartPtr<NLPScalingObject>& nlp_scaling);
+
+    /** Default destructor */
+    virtual ~OrigIpoptNLP();
+    //@}
+
+    /** Initialize - overloaded from IpoptNLP */
+    virtual bool Initialize(const Journalist& jnlst,
+                            const OptionsList& options,
+                            const std::string& prefix);
+
+    /** Initialize (create) structures for
+     *  the iteration data */
+    virtual bool InitializeStructures(SmartPtr<Vector>& x,
+                                      bool init_x,
+                                      SmartPtr<Vector>& y_c,
+                                      bool init_y_c,
+                                      SmartPtr<Vector>& y_d,
+                                      bool init_y_d,
+                                      SmartPtr<Vector>& z_L,
+                                      bool init_z_L,
+                                      SmartPtr<Vector>& z_U,
+                                      bool init_z_U,
+                                      SmartPtr<Vector>& v_L,
+                                      SmartPtr<Vector>& v_U
+                                     );
+
+    /** Method accessing the GetWarmStartIterate of the NLP */
+    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
+    {
+      return nlp_->GetWarmStartIterate(warm_start_iterate);
+    }
+    /** Accessor methods for model data */
+    //@{
+    /** Objective value */
+    virtual Number f(const Vector& x);
+
+    /** Objective value (depending in mu) - incorrect version for
+     *  OrigIpoptNLP */
+    virtual Number f(const Vector& x, Number mu);
+
+    /** Gradient of the objective */
+    virtual SmartPtr<const Vector> grad_f(const Vector& x);
+
+    /** Gradient of the objective (depending in mu) - incorrect
+     *  version for OrigIpoptNLP */
+    virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu);
+
+    /** Equality constraint residual */
+    virtual SmartPtr<const Vector> c(const Vector& x);
+
+    /** Jacobian Matrix for equality constraints */
+    virtual SmartPtr<const Matrix> jac_c(const Vector& x);
+
+    /** Inequality constraint residual (reformulated
+     *  as equalities with slacks */
+    virtual SmartPtr<const Vector> d(const Vector& x);
+
+    /** Jacobian Matrix for inequality constraints*/
+    virtual SmartPtr<const Matrix> jac_d(const Vector& x);
+
+    /** Hessian of the Lagrangian */
+    virtual SmartPtr<const SymMatrix> h(const Vector& x,
+                                        Number obj_factor,
+                                        const Vector& yc,
+                                        const Vector& yd
+                                       );
+
+    /** Hessian of the Lagrangian (depending in mu) - incorrect
+     *  version for OrigIpoptNLP */
+    virtual SmartPtr<const SymMatrix> h(const Vector& x,
+                                        Number obj_factor,
+                                        const Vector& yc,
+                                        const Vector& yd,
+                                        Number mu);
+
+    /** Provides a Hessian matrix from the correct matrix space with
+     *  uninitialized values.  This can be used in LeastSquareMults to
+     *  obtain a "zero Hessian". */
+    virtual SmartPtr<const SymMatrix> uninitialized_h();
+
+    /** Lower bounds on x */
+    virtual SmartPtr<const Vector> x_L() const
+    {
+      return x_L_;
+    }
+
+    /** Permutation matrix (x_L_ -> x) */
+    virtual SmartPtr<const Matrix> Px_L() const
+    {
+      return Px_L_;
+    }
+
+    /** Upper bounds on x */
+    virtual SmartPtr<const Vector> x_U() const
+    {
+      return x_U_;
+    }
+
+    /** Permutation matrix (x_U_ -> x */
+    virtual SmartPtr<const Matrix> Px_U() const
+    {
+      return Px_U_;
+    }
+
+    /** Lower bounds on d */
+    virtual SmartPtr<const Vector> d_L() const
+    {
+      return d_L_;
+    }
+
+    /** Permutation matrix (d_L_ -> d) */
+    virtual SmartPtr<const Matrix> Pd_L() const
+    {
+      return Pd_L_;
+    }
+
+    /** Upper bounds on d */
+    virtual SmartPtr<const Vector> d_U() const
+    {
+      return d_U_;
+    }
+
+    /** Permutation matrix (d_U_ -> d */
+    virtual SmartPtr<const Matrix> Pd_U() const
+    {
+      return Pd_U_;
+    }
+
+    virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
+    {
+      return h_space_;
+    }
+
+    virtual SmartPtr<const VectorSpace> x_space() const
+    {
+      return x_space_;
+    }
+    //@}
+
+    /** Accessor method for vector/matrix spaces pointers */
+    virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
+                           SmartPtr<const VectorSpace>& c_space,
+                           SmartPtr<const VectorSpace>& d_space,
+                           SmartPtr<const VectorSpace>& x_l_space,
+                           SmartPtr<const MatrixSpace>& px_l_space,
+                           SmartPtr<const VectorSpace>& x_u_space,
+                           SmartPtr<const MatrixSpace>& px_u_space,
+                           SmartPtr<const VectorSpace>& d_l_space,
+                           SmartPtr<const MatrixSpace>& pd_l_space,
+                           SmartPtr<const VectorSpace>& d_u_space,
+                           SmartPtr<const MatrixSpace>& pd_u_space,
+                           SmartPtr<const MatrixSpace>& Jac_c_space,
+                           SmartPtr<const MatrixSpace>& Jac_d_space,
+                           SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
+
+    /** Method for adapting the variable bounds.  This is called if
+     *  slacks are becoming too small */
+    virtual void AdjustVariableBounds(const Vector& new_x_L,
+                                      const Vector& new_x_U,
+                                      const Vector& new_d_L,
+                                      const Vector& new_d_U);
+
+    /** @name Counters for the number of function evaluations. */
+    //@{
+    virtual Index f_evals() const
+    {
+      return f_evals_;
+    }
+    virtual Index grad_f_evals() const
+    {
+      return grad_f_evals_;
+    }
+    virtual Index c_evals() const
+    {
+      return c_evals_;
+    }
+    virtual Index jac_c_evals() const
+    {
+      return jac_c_evals_;
+    }
+    virtual Index d_evals() const
+    {
+      return d_evals_;
+    }
+    virtual Index jac_d_evals() const
+    {
+      return jac_d_evals_;
+    }
+    virtual Index h_evals() const
+    {
+      return h_evals_;
+    }
+    //@}
+
+    /** Solution Routines - overloaded from IpoptNLP*/
+    //@{
+    void FinalizeSolution(SolverReturn status,
+                          const Vector& x, const Vector& z_L, const Vector& z_U,
+                          const Vector& c, const Vector& d,
+                          const Vector& y_c, const Vector& y_d,
+                          Number obj_value,
+                          const IpoptData* ip_data,
+                          IpoptCalculatedQuantities* ip_cq);
+    bool IntermediateCallBack(AlgorithmMode mode,
+                              Index iter, Number obj_value,
+                              Number inf_pr, Number inf_du,
+                              Number mu, Number d_norm,
+                              Number regularization_size,
+                              Number alpha_du, Number alpha_pr,
+                              Index ls_trials,
+                              SmartPtr<const IpoptData> ip_data,
+                              SmartPtr<IpoptCalculatedQuantities> ip_cq);
+    //@}
+
+    /** @name Methods for IpoptType */
+    //@{
+    /** Called by IpoptType to register the options */
+    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
+    //@}
+
+    /** Accessor method to the underlying NLP */
+    SmartPtr<NLP> nlp()
+    {
+      return nlp_;
+    }
+
+    /**@name Methods related to function evaluation timing. */
+    //@{
+
+    /** Reset the timing statistics */
+    void ResetTimes();
+
+    void PrintTimingStatistics(Journalist& jnlst,
+                               EJournalLevel level,
+                               EJournalCategory category) const;
+
+    const TimedTask& f_eval_time() const
+    {
+      return f_eval_time_;
+    }
+    const TimedTask& grad_f_eval_time() const
+    {
+      return grad_f_eval_time_;
+    }
+    const TimedTask& c_eval_time() const
+    {
+      return c_eval_time_;
+    }
+    const TimedTask& jac_c_eval_time() const
+    {
+      return jac_c_eval_time_;
+    }
+    const TimedTask& d_eval_time() const
+    {
+      return d_eval_time_;
+    }
+    const TimedTask& jac_d_eval_time() const
+    {
+      return jac_d_eval_time_;
+    }
+    const TimedTask& h_eval_time() const
+    {
+      return h_eval_time_;
+    }
+
+    Number TotalFunctionEvaluationCpuTime() const;
+    Number TotalFunctionEvaluationSysTime() const;
+    Number TotalFunctionEvaluationWallclockTime() const;
+    //@}
+
+  private:
+    /** journalist */
+    SmartPtr<const Journalist> jnlst_;
+
+    /** Pointer to the NLP */
+    SmartPtr<NLP> nlp_;
+
+    /** Necessary Vector/Matrix spaces */
+    //@{
+    SmartPtr<const VectorSpace> x_space_;
+    SmartPtr<const VectorSpace> c_space_;
+    SmartPtr<const VectorSpace> d_space_;
+    SmartPtr<const VectorSpace> x_l_space_;
+    SmartPtr<const MatrixSpace> px_l_space_;
+    SmartPtr<const VectorSpace> x_u_space_;
+    SmartPtr<const MatrixSpace> px_u_space_;
+    SmartPtr<const VectorSpace> d_l_space_;
+    SmartPtr<const MatrixSpace> pd_l_space_;
+    SmartPtr<const VectorSpace> d_u_space_;
+    SmartPtr<const MatrixSpace> pd_u_space_;
+    SmartPtr<const MatrixSpace> jac_c_space_;
+    SmartPtr<const MatrixSpace> jac_d_space_;
+    SmartPtr<const SymMatrixSpace> h_space_;
+
+    SmartPtr<const MatrixSpace> scaled_jac_c_space_;
+    SmartPtr<const MatrixSpace> scaled_jac_d_space_;
+    SmartPtr<const SymMatrixSpace> scaled_h_space_;
+    //@}
+    /**@name Storage for Model Quantities */
+    //@{
+    /** Objective function */
+    CachedResults<Number> f_cache_;
+
+    /** Gradient of the objective function */
+    CachedResults<SmartPtr<const Vector> > grad_f_cache_;
+
+    /** Equality constraint residuals */
+    CachedResults<SmartPtr<const Vector> > c_cache_;
+
+    /** Jacobian Matrix for equality constraints
+     *  (current iteration) */
+    CachedResults<SmartPtr<const Matrix> > jac_c_cache_;
+
+    /** Inequality constraint residual (reformulated
+     *  as equalities with slacks */
+    CachedResults<SmartPtr<const Vector> > d_cache_;
+
+    /** Jacobian Matrix for inequality constraints
+     *  (current iteration) */
+    CachedResults<SmartPtr<const Matrix> > jac_d_cache_;
+
+    /** Hessian of the lagrangian
+     *  (current iteration) */
+    CachedResults<SmartPtr<const SymMatrix> > h_cache_;
+
+    /** Unscaled version of x vector */
+    CachedResults<SmartPtr<const Vector> > unscaled_x_cache_;
+
+    /** Lower bounds on x */
+    SmartPtr<const Vector> x_L_;
+
+    /** Permutation matrix (x_L_ -> x) */
+    SmartPtr<const Matrix> Px_L_;
+
+    /** Upper bounds on x */
+    SmartPtr<const Vector> x_U_;
+
+    /** Permutation matrix (x_U_ -> x */
+    SmartPtr<const Matrix> Px_U_;
+
+    /** Lower bounds on d */
+    SmartPtr<const Vector> d_L_;
+
+    /** Permutation matrix (d_L_ -> d) */
+    SmartPtr<const Matrix> Pd_L_;
+
+    /** Upper bounds on d */
+    SmartPtr<const Vector> d_U_;
+
+    /** Permutation matrix (d_U_ -> d */
+    SmartPtr<const Matrix> Pd_U_;
+
+    /** Original unmodified lower bounds on x */
+    SmartPtr<const Vector> orig_x_L_;
+
+    /** Original unmodified upper bounds on x */
+    SmartPtr<const Vector> orig_x_U_;
+    //@}
+
+    /**@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 */
+    OrigIpoptNLP();
+
+    /** Copy Constructor */
+    OrigIpoptNLP(const OrigIpoptNLP&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const OrigIpoptNLP&);
+    //@}
+
+    /** @name auxilliary functions */
+    //@{
+    /** relax the bounds by a relative move of relax_bound_factor.
+     *  Here, relax_bound_factor should be negative (or zero) for
+     *  lower bounds, and positive (or zero) for upper bounds.
+     */
+    void relax_bounds(Number bound_relax_factor, Vector& bounds);
+    /** Method for getting the unscaled version of the x vector */
+    SmartPtr<const Vector> get_unscaled_x(const Vector& x);
+    //@}
+
+    /** @name Algorithmic parameters */
+    //@{
+    /** relaxation factor for the bounds */
+    Number bound_relax_factor_;
+    /** Flag indicating whether the primal variables should be
+     *  projected back into original bounds are optimization. */
+    bool honor_original_bounds_;
+    /** Flag indicating whether the TNLP with identical structure has
+     *  already been solved before. */
+    bool warm_start_same_structure_;
+    /** Flag indicating what Hessian information is to be used. */
+    HessianApproximationType hessian_approximation_;
+    /** Flag indicating in which space Hessian is to be approximated. */
+    HessianApproximationSpace hessian_approximation_space_;
+    /** Flag indicating whether it is desired to check if there are
+     *  Nan or Inf entries in first and second derivative matrices. */
+    bool check_derivatives_for_naninf_;
+    /** Flag indicating if we need to ask for equality constraint
+     *  Jacobians only once */
+    bool jac_c_constant_;
+    /** Flag indicating if we need to ask for inequality constraint
+     *  Jacobians only once */
+    bool jac_d_constant_;
+    /** Flag indicating if we need to ask for Hessian only once */
+    bool hessian_constant_;
+    //@}
+
+    /** @name Counters for the function evaluations */
+    //@{
+    Index f_evals_;
+    Index grad_f_evals_;
+    Index c_evals_;
+    Index jac_c_evals_;
+    Index d_evals_;
+    Index jac_d_evals_;
+    Index h_evals_;
+    //@}
+
+    /** Flag indicating if initialization method has been called */
+    bool initialized_;
+
+    /**@name Timing statistics for the function evaluations. */
+    //@{
+    TimedTask f_eval_time_;
+    TimedTask grad_f_eval_time_;
+    TimedTask c_eval_time_;
+    TimedTask jac_c_eval_time_;
+    TimedTask d_eval_time_;
+    TimedTask jac_d_eval_time_;
+    TimedTask h_eval_time_;
+    //@}
+  };
+
+} // namespace Ipopt
+
+#endif