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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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treed9d06639fb7fa61aef59be0363655e4747105ec7 /newstructure/thirdparty/linux/include/coin/IpTNLPReducer.hpp
parentd19794fb80a271a4c885ed90f97cfc12baa012f2 (diff)
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+// Copyright (C) 2008 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $
+//
+// Authors: Andreas Waechter IBM 2008-08-10
+
+#ifndef __IPTNLPREDUCER_HPP__
+#define __IPTNLPREDUCER_HPP__
+
+#include "IpTNLP.hpp"
+
+namespace Ipopt
+{
+ /** This is a wrapper around a given TNLP class that takes out a
+ * list of constraints that are given to the constructor. It is
+ * provided for convenience, if one wants to experiment with
+ * problems that consist of only a subset of the constraints. But
+ * keep in mind that this is not efficient, since behind the scenes
+ * we are still evaluation all functions and derivatives, and are
+ * making copies of the original data. */
+ class TNLPReducer : public TNLP
+ {
+ public:
+ /**@name Constructors/Destructors */
+ //@{
+ /** Constructor is given the indices of the constraints that
+ * should be taken out of the problem statement, as well as the
+ * original TNLP. */
+ TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip,
+ Index n_xL_skip, const Index* index_xL_skip,
+ Index n_xU_skip, const Index* index_xU_skip,
+ Index n_x_fix, const Index* index_f_fix);
+
+ /** Default destructor */
+ virtual ~TNLPReducer();
+ //@}
+
+ /** @name Overloaded methods from TNLP */
+ virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
+ Index& nnz_h_lag, IndexStyleEnum& index_style);
+
+ virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
+ Index m, Number* g_l, Number* g_u);
+
+ virtual bool get_scaling_parameters(Number& obj_scaling,
+ bool& use_x_scaling, Index n,
+ Number* x_scaling,
+ bool& use_g_scaling, Index m,
+ Number* g_scaling);
+
+ virtual bool get_variables_linearity(Index n, LinearityType* var_types);
+
+ virtual bool get_constraints_linearity(Index m, LinearityType* const_types);
+
+ virtual bool get_starting_point(Index n, bool init_x, Number* x,
+ bool init_z, Number* z_L, Number* z_U,
+ Index m, bool init_lambda,
+ Number* lambda);
+
+ virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate);
+
+ virtual bool eval_f(Index n, const Number* x, bool new_x,
+ Number& obj_value);
+
+ virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
+ Number* grad_f);
+
+ virtual bool eval_g(Index n, const Number* x, bool new_x,
+ Index m, Number* g);
+
+ virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
+ Index m, Index nele_jac, Index* iRow,
+ Index *jCol, Number* values);
+
+ virtual bool eval_h(Index n, const Number* x, bool new_x,
+ Number obj_factor, Index m, const Number* lambda,
+ bool new_lambda, Index nele_hess,
+ Index* iRow, Index* jCol, Number* values);
+
+ virtual void finalize_solution(SolverReturn status,
+ Index n, const Number* x, const Number* z_L, const Number* z_U,
+ Index m, const Number* g, const Number* lambda,
+ Number obj_value,
+ const IpoptData* ip_data,
+ IpoptCalculatedQuantities* ip_cq);
+
+ virtual bool intermediate_callback(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);
+
+ virtual Index get_number_of_nonlinear_variables();
+
+ virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
+ Index* pos_nonlin_vars);
+ //@}
+
+ 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 */
+ TNLPReducer();
+
+ /** Copy Constructor */
+ TNLPReducer(const TNLPReducer&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const TNLPReducer&);
+ //@}
+
+ /** @name original TNLP */
+ //@{
+ SmartPtr<TNLP> tnlp_;
+ Index m_orig_;
+ Index nnz_jac_g_orig_;
+ //@}
+
+ /** Number of constraints to be skipped */
+ Index n_g_skip_;
+
+ /** Array of indices of the constraints that are to be skipped.
+ * This is provided at the beginning in the constructor. */
+ Index* index_g_skip_;
+
+ /** Index style for original problem. Internally, we use C-Style
+ * now. */
+ IndexStyleEnum index_style_orig_;
+
+ /** Map from original constraints to new constraints. A -1 means
+ * that a constraint is skipped. */
+ Index* g_keep_map_;
+
+ /** Number of constraints in reduced NLP */
+ Index m_reduced_;
+
+ /** Number of Jacobian nonzeros in the reduced NLP */
+ Index nnz_jac_g_reduced_;
+
+ /** Number of Jacobian nonzeros that are skipped */
+ Index nnz_jac_g_skipped_;
+
+ /** Array of Jacobian elements that are to be skipped. This is in
+ * increasing order. */
+ Index* jac_g_skipped_;
+
+ /** Number of lower variable bounds to be skipped. */
+ Index n_xL_skip_;
+
+ /** Array of indices of the lower variable bounds to be skipped. */
+ Index* index_xL_skip_;
+
+ /** Number of upper variable bounds to be skipped. */
+ Index n_xU_skip_;
+
+ /** Array of indices of the upper variable bounds to be skipped. */
+ Index* index_xU_skip_;
+
+ /** Number of variables that are to be fixed to initial value. */
+ Index n_x_fix_;
+
+ /** Array of indices of the variables that are to be fixed. */
+ Index* index_x_fix_;
+ };
+
+} // namespace Ipopt
+
+#endif