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authorHarpreet2016-09-03 00:36:51 +0530
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-// Copyright (C) 2004, 2008 International Business Machines and others.
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// $Id: IpTNLPAdapter.hpp 2269 2013-05-05 11:32:40Z stefan $
-//
-// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
-
-#ifndef __IPTNLPADAPTER_HPP__
-#define __IPTNLPADAPTER_HPP__
-
-#include "IpNLP.hpp"
-#include "IpTNLP.hpp"
-#include "IpOrigIpoptNLP.hpp"
-#include <list>
-
-namespace Ipopt
-{
-
- // forward declarations
- class ExpansionMatrix;
- class ExpansionMatrixSpace;
- class IteratesVector;
- class TDependencyDetector;
-
- /** This class Adapts the TNLP interface so it looks like an NLP interface.
- * This is an Adapter class (Design Patterns) that converts a TNLP to an
- * NLP. This allows users to write to the "more convenient" TNLP interface.
- */
- class TNLPAdapter : public NLP
- {
- public:
- /**@name Constructors/Destructors */
- //@{
- /** Default constructor */
- TNLPAdapter(const SmartPtr<TNLP> tnlp,
- const SmartPtr<const Journalist> jnlst = NULL);
-
- /** Default destructor */
- virtual ~TNLPAdapter();
- //@}
-
- /**@name Exceptions */
- //@{
- DECLARE_STD_EXCEPTION(INVALID_TNLP);
- DECLARE_STD_EXCEPTION(ERROR_IN_TNLP_DERIVATIVE_TEST);
- //@}
-
- /** @name TNLPAdapter Initialization. */
- //@{
- virtual bool ProcessOptions(const OptionsList& options,
- const std::string& prefix);
-
- /** Method for creating the derived vector / matrix types
- * (Do not delete these, the ). */
- virtual bool 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 obtaining the bounds information */
- virtual bool GetBoundsInformation(const Matrix& Px_L,
- Vector& x_L,
- const Matrix& Px_U,
- Vector& x_U,
- const Matrix& Pd_L,
- Vector& d_L,
- const Matrix& Pd_U,
- Vector& d_U);
-
- /** Method for obtaining the starting point
- * for all the iterates. */
- virtual bool GetStartingPoint(
- SmartPtr<Vector> x,
- bool need_x,
- SmartPtr<Vector> y_c,
- bool need_y_c,
- SmartPtr<Vector> y_d,
- bool need_y_d,
- SmartPtr<Vector> z_L,
- bool need_z_L,
- SmartPtr<Vector> z_U,
- bool need_z_U
- );
-
- /** Method for obtaining an entire iterate as a warmstart point.
- * The incoming IteratesVector has to be filled. */
- virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate);
- //@}
-
- /** @name TNLPAdapter evaluation routines. */
- //@{
- virtual bool Eval_f(const Vector& x, Number& f);
-
- virtual bool Eval_grad_f(const Vector& x, Vector& g_f);
-
- virtual bool Eval_c(const Vector& x, Vector& c);
-
- virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c);
-
- virtual bool Eval_d(const Vector& x, Vector& d);
-
- virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);
-
- virtual bool Eval_h(const Vector& x,
- Number obj_factor,
- const Vector& yc,
- const Vector& yd,
- SymMatrix& h);
-
- virtual void GetScalingParameters(
- const SmartPtr<const VectorSpace> x_space,
- const SmartPtr<const VectorSpace> c_space,
- const SmartPtr<const VectorSpace> d_space,
- Number& obj_scaling,
- SmartPtr<Vector>& x_scaling,
- SmartPtr<Vector>& c_scaling,
- SmartPtr<Vector>& d_scaling) const;
- //@}
-
- /** @name Solution Reporting Methods */
- //@{
- virtual 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);
-
- virtual 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,
- const IpoptData* ip_data,
- IpoptCalculatedQuantities* ip_cq);
- //@}
-
- /** Method returning information on quasi-Newton approximation. */
- virtual void
- GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
- SmartPtr<Matrix>& P_approx);
-
- /** Enum for treatment of fixed variables option */
- enum FixedVariableTreatmentEnum
- {
- MAKE_PARAMETER=0,
- MAKE_CONSTRAINT,
- RELAX_BOUNDS
- };
-
- /** Enum for specifying which derivative test is to be performed. */
- enum DerivativeTestEnum
- {
- NO_TEST=0,
- FIRST_ORDER_TEST,
- SECOND_ORDER_TEST,
- ONLY_SECOND_ORDER_TEST
- };
-
- /** Enum for specifying technique for computing Jacobian */
- enum JacobianApproxEnum
- {
- JAC_EXACT=0,
- JAC_FINDIFF_VALUES
- };
-
- /** Method for performing the derivative test */
- bool CheckDerivatives(DerivativeTestEnum deriv_test,
- Index deriv_test_start_index);
-
- /** @name Methods for IpoptType */
- //@{
- static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
- //@}
-
- /** Accessor method for the underlying TNLP. */
- SmartPtr<TNLP> tnlp() const
- {
- return tnlp_;
- }
-
- /** @name Methods for translating data for IpoptNLP into the TNLP
- * data. These methods are used to obtain the current (or
- * final) data for the TNLP formulation from the IpoptNLP
- * structure. */
- //@{
- /** Sort the primal variables, and add the fixed values in x */
- void ResortX(const Vector& x, Number* x_orig);
- void ResortG(const Vector& c, const Vector& d, Number *g_orig);
- void ResortBnds(const Vector& x_L, Number* x_L_orig,
- const Vector& x_U, Number* x_U_orig);
- //@}
-
- 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 */
- TNLPAdapter(const TNLPAdapter&);
-
- /** Overloaded Equals Operator */
- void operator=(const TNLPAdapter&);
- //@}
-
- /** @name Method implementing the detection of linearly dependent
- equality constraints */
- bool DetermineDependentConstraints(Index n_x_var,
- const Index* x_not_fixed_map,
- const Number* x_l, const Number* x_u,
- const Number* g_l, const Number* g_u,
- Index n_c, const Index* c_map,
- std::list<Index>& c_deps);
-
- /** Pointer to the TNLP class (class specific to Number* vectors and
- * harwell triplet matrices) */
- SmartPtr<TNLP> tnlp_;
-
- /** Journalist */
- SmartPtr<const Journalist> jnlst_;
-
- /** Object that can be used to detect linearly dependent rows in
- * the equality constraint Jacobian */
- SmartPtr<TDependencyDetector> dependency_detector_;
-
- /**@name Algorithmic parameters */
- //@{
- /** Value for a lower bound that denotes -infinity */
- Number nlp_lower_bound_inf_;
- /** Value for a upper bound that denotes infinity */
- Number nlp_upper_bound_inf_;
- /** Flag indicating how fixed variables should be handled */
- FixedVariableTreatmentEnum fixed_variable_treatment_;
- /* Determines relaxation of fixing bound for RELAX_BOUNDS. */
- Number bound_relax_factor_;
- /* Maximal slack for one-sidedly bounded variables. If a
- * variable has only one bound, say a lower bound xL, then an
- * upper bound xL + max_onesided_bound_slack_. If this value is
- * zero, no upper bound is added. */
- /* Took this out: Number max_onesided_bound_slack_; */
- /** Enum indicating whether and which derivative test should be
- * performed at starting point. */
- DerivativeTestEnum derivative_test_;
- /** Size of the perturbation for the derivative test */
- Number derivative_test_perturbation_;
- /** Relative threshold for marking deviation from finite
- * difference test */
- Number derivative_test_tol_;
- /** Flag indicating if all test values should be printed, or only
- * those violating the threshold. */
- bool derivative_test_print_all_;
- /** Index of first quantity to be checked. */
- Index derivative_test_first_index_;
- /** 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_;
- /** Number of linear variables. */
- Index num_linear_variables_;
- /** Flag indicating how Jacobian is computed. */
- JacobianApproxEnum jacobian_approximation_;
- /** Size of the perturbation for the derivative approximation */
- Number findiff_perturbation_;
- /** Maximal perturbation of the initial point */
- Number point_perturbation_radius_;
- /** Flag indicating if rhs should be considered during dependency
- * detection */
- bool dependency_detection_with_rhs_;
-
- /** Overall convergence tolerance */
- Number tol_;
- //@}
-
- /**@name Problem Size Data */
- //@{
- /** full dimension of x (fixed + non-fixed) */
- Index n_full_x_;
- /** full dimension of g (c + d) */
- Index n_full_g_;
- /** non-zeros of the jacobian of c */
- Index nz_jac_c_;
- /** non-zeros of the jacobian of c without added constraints for
- * fixed variables. */
- Index nz_jac_c_no_extra_;
- /** non-zeros of the jacobian of d */
- Index nz_jac_d_;
- /** number of non-zeros in full-size Jacobian of g */
- Index nz_full_jac_g_;
- /** number of non-zeros in full-size Hessian */
- Index nz_full_h_;
- /** number of non-zeros in the non-fixed-size Hessian */
- Index nz_h_;
- /** Number of fixed variables */
- Index n_x_fixed_;
- //@}
-
- /** Numbering style of variables and constraints */
- TNLP::IndexStyleEnum index_style_;
-
- /** @name Local copy of spaces (for warm start) */
- //@{
- 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_;
- //@}
-
- /**@name Local Copy of the Data */
- //@{
- Number* full_x_; /** copy of the full x vector (fixed & non-fixed) */
- Number* full_lambda_; /** copy of lambda (yc & yd) */
- Number* full_g_; /** copy of g (c & d) */
- Number* jac_g_; /** the values for the full jacobian of g */
- Number* c_rhs_; /** the rhs values of c */
- //@}
-
- /**@name Tags for deciding when to update internal copies of vectors */
- //@{
- TaggedObject::Tag x_tag_for_iterates_;
- TaggedObject::Tag y_c_tag_for_iterates_;
- TaggedObject::Tag y_d_tag_for_iterates_;
- TaggedObject::Tag x_tag_for_g_;
- TaggedObject::Tag x_tag_for_jac_g_;
- //@}
-
- /**@name Methods to update the values in the local copies of vectors */
- //@{
- bool update_local_x(const Vector& x);
- bool update_local_lambda(const Vector& y_c, const Vector& y_d);
- //@}
-
- /**@name Internal routines for evaluating g and jac_g (values stored since
- * they are used in both c and d routines */
- //@{
- bool internal_eval_g(bool new_x);
- bool internal_eval_jac_g(bool new_x);
- //@}
-
- /** @name Internal methods for dealing with finite difference
- approxation */
- //@{
- /** Initialize sparsity structure for finite difference Jacobian */
- void initialize_findiff_jac(const Index* iRow, const Index* jCol);
- //@}
-
- /**@name Internal Permutation Spaces and matrices
- */
- //@{
- /** Expansion from fixed x (ipopt) to full x */
- SmartPtr<ExpansionMatrix> P_x_full_x_;
- SmartPtr<ExpansionMatrixSpace> P_x_full_x_space_;
-
- /** Expansion from fixed x_L (ipopt) to full x */
- SmartPtr<ExpansionMatrix> P_x_x_L_;
- SmartPtr<ExpansionMatrixSpace> P_x_x_L_space_;
-
- /** Expansion from fixed x_U (ipopt) to full x */
- SmartPtr<ExpansionMatrix> P_x_x_U_;
- SmartPtr<ExpansionMatrixSpace> P_x_x_U_space_;
-
- /** Expansion from c only (ipopt) to full ampl c */
- SmartPtr<ExpansionMatrixSpace> P_c_g_space_;
- SmartPtr<ExpansionMatrix> P_c_g_;
-
- /** Expansion from d only (ipopt) to full ampl d */
- SmartPtr<ExpansionMatrixSpace> P_d_g_space_;
- SmartPtr<ExpansionMatrix> P_d_g_;
-
- Index* jac_idx_map_;
- Index* h_idx_map_;
-
- /** Position of fixed variables. This is required for a warm start */
- Index* x_fixed_map_;
- //@}
-
- /** @name Data for finite difference approximations of derivatives */
- //@{
- /** Number of unique nonzeros in constraint Jacobian */
- Index findiff_jac_nnz_;
- /** Start position for nonzero indices in ja for each column of
- Jacobian */
- Index* findiff_jac_ia_;
- /** Ordered by columns, for each column the row indices in
- Jacobian */
- Index* findiff_jac_ja_;
- /** Position of entry in original triplet matrix */
- Index* findiff_jac_postriplet_;
- /** Copy of the lower bounds */
- Number* findiff_x_l_;
- /** Copy of the upper bounds */
- Number* findiff_x_u_;
- //@}
- };
-
-} // namespace Ipopt
-
-#endif