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author | Harpreet | 2016-09-03 00:36:51 +0530 |
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committer | Harpreet | 2016-09-03 00:36:51 +0530 |
commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp')
-rw-r--r-- | newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp | 427 |
1 files changed, 0 insertions, 427 deletions
diff --git a/newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp b/newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp deleted file mode 100644 index 6eea8e3..0000000 --- a/newstructure/thirdparty/linux/include/coin/IpTNLPAdapter.hpp +++ /dev/null @@ -1,427 +0,0 @@ -// 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 |