Structure updated and intqpipopt files added

1 files changed, 774 insertions, 0 deletions

diff --git a/newstructure/thirdparty/linux/include/coin/IpVector.hpp b/newstructure/thirdparty/linux/include/coin/IpVector.hpp
new file mode 100644
index 0000000..a903558
--- /dev/null
+++ b/newstructure/thirdparty/linux/include/coin/IpVector.hpp
@@ -0,0 +1,774 @@
+// Copyright (C) 2004, 2008 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpVector.hpp 2472 2014-04-05 17:47:20Z stefan $
+//
+// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
+
+#ifndef __IPVECTOR_HPP__
+#define __IPVECTOR_HPP__
+
+#include "IpTypes.hpp"
+#include "IpTaggedObject.hpp"
+#include "IpCachedResults.hpp"
+#include "IpSmartPtr.hpp"
+#include "IpJournalist.hpp"
+#include "IpException.hpp"
+
+#include <vector>
+
+namespace Ipopt
+{
+  /** Exception that can be used to flag unimplemented linear algebra
+   *  methods */
+  DECLARE_STD_EXCEPTION(UNIMPLEMENTED_LINALG_METHOD_CALLED);
+
+  /* forward declarations */
+  class VectorSpace;
+
+  /** Vector Base Class.
+   * This is the base class for all derived vector types.  Those vectors
+   * are meant to store entities like iterates, Lagrangian multipliers,
+   * constraint values etc.  The implementation of a vector type depends
+   * on the computational environment (e.g. just a double array on a shared
+   * memory machine, or distributed double arrays for a distributed
+   * memory machine.)
+   * 
+   * Deriving from Vector: This class inherits from tagged object to
+   * implement an advanced caching scheme. Because of this, the
+   * TaggedObject method ObjectChanged() must be called each time the
+   * Vector changes. If you overload the XXXX_Impl protected methods,
+   * this taken care of (along with caching if possible) for you. If
+   * you have additional methods in your derived class that change the
+   * underlying data (vector values), you MUST remember to call
+   * ObjectChanged() AFTER making the change!
+   */
+  class Vector : public TaggedObject
+  {
+  public:
+    /** @name Constructor/Destructor */
+    //@{
+    /** Constructor.  It has to be given a pointer to the
+     *  corresponding VectorSpace.
+     */
+    inline
+    Vector(const VectorSpace* owner_space);
+
+    /** Destructor */
+    inline
+    virtual ~Vector();
+    //@}
+
+    /** Create new Vector of the same type with uninitialized data */
+    inline
+    Vector* MakeNew() const;
+
+    /** Create new Vector of the same type and copy the data over */
+    inline
+    Vector* MakeNewCopy() const;
+
+    /**@name Standard BLAS-1 Operations
+     *  (derived classes do NOT overload these 
+     *  methods, instead, overload the 
+     *  protected versions of these methods). */
+    //@{
+    /** Copy the data of the vector x into this vector (DCOPY). */
+    inline
+    void Copy(const Vector& x);
+
+    /** Scales the vector by scalar alpha (DSCAL) */
+    void Scal(Number alpha);
+
+    /** Add the multiple alpha of vector x to this vector (DAXPY) */
+    inline
+    void Axpy(Number alpha, const Vector &x);
+
+    /** Computes inner product of vector x with this (DDOT) */
+    inline
+    Number Dot(const Vector &x) const;
+
+    /** Computes the 2-norm of this vector (DNRM2) */
+    inline
+    Number Nrm2() const;
+
+    /** Computes the 1-norm of this vector (DASUM) */
+    inline
+    Number Asum() const;
+
+    /** Computes the max-norm of this vector (based on IDAMAX) */
+    inline
+    Number Amax() const;
+    //@}
+
+    /** @name Additional (Non-BLAS) Vector Methods
+     *  (derived classes do NOT overload these 
+     *  methods, instead, overload the 
+     *  protected versions of these methods). */
+    //@{
+    /** Set each element in the vector to the scalar alpha. */
+    inline
+    void Set(Number alpha);
+
+    /** Element-wise division  \f$y_i \gets y_i/x_i\f$*/
+    inline
+    void ElementWiseDivide(const Vector& x);
+
+    /** Element-wise multiplication \f$y_i \gets y_i*x_i\f$ */
+    inline
+    void ElementWiseMultiply(const Vector& x);
+
+    /** Element-wise max against entries in x */
+    inline
+    void ElementWiseMax(const Vector& x);
+
+    /** Element-wise min against entries in x */
+    inline
+    void ElementWiseMin(const Vector& x);
+
+    /** Reciprocates the entries in the vector */
+    inline
+    void ElementWiseReciprocal();
+
+    /** Absolute values of the entries in the vector */
+    inline
+    void ElementWiseAbs();
+
+    /** Element-wise square root of the entries in the vector */
+    inline
+    void ElementWiseSqrt();
+
+    /** Replaces the vector values with their sgn values
+    ( -1 if x_i < 0, 0 if x_i == 0, and 1 if x_i > 0)
+    */
+    inline
+    void ElementWiseSgn();
+
+    /** Add scalar to every vector component */
+    inline
+    void AddScalar(Number scalar);
+
+    /** Returns the maximum value in the vector */
+    inline
+    Number Max() const;
+
+    /** Returns the minimum value in the vector */
+    inline
+    Number Min() const;
+
+    /** Returns the sum of the vector entries */
+    inline
+    Number Sum() const;
+
+    /** Returns the sum of the logs of each vector entry */
+    inline
+    Number SumLogs() const;
+    //@}
+
+    /** @name Methods for specialized operations.  A prototype
+     *  implementation is provided, but for efficient implementation
+     *  those should be specially implemented.
+     */
+    //@{
+    /** Add one vector, y = a * v1 + c * y.  This is automatically
+     *  reduced to call AddTwoVectors.  */
+    inline
+    void AddOneVector(Number a, const Vector& v1, Number c);
+
+    /** Add two vectors, y = a * v1 + b * v2 + c * y.  Here, this
+     *  vector is y */
+    inline void AddTwoVectors(Number a, const Vector& v1,
+                       Number b, const Vector& v2, Number c);
+    /** Fraction to the boundary parameter.  Computes \f$\alpha =
+     *  \max\{\bar\alpha\in(0,1] : x + \bar\alpha \Delta \geq (1-\tau)x\}\f$
+     */
+    inline
+    Number FracToBound(const Vector& delta, Number tau) const;
+    /** Add the quotient of two vectors, y = a * z/s + c * y. */
+    inline
+    void AddVectorQuotient(Number a, const Vector& z, const Vector& s,
+                           Number c);
+    //@}
+
+    /** Method for determining if all stored numbers are valid (i.e.,
+     *  no Inf or Nan). */
+    inline
+    bool HasValidNumbers() const;
+
+    /** @name Accessor methods */
+    //@{
+    /** Dimension of the Vector */
+    inline
+    Index Dim() const;
+
+    /** Return the owner VectorSpace*/
+    inline
+    SmartPtr<const VectorSpace> OwnerSpace() const;
+    //@}
+
+    /** @name Output methods
+     *  (derived classes do NOT overload these 
+     *  methods, instead, overload the 
+     *  protected versions of these methods). */
+    //@{
+    /** Print the entire vector */
+    void Print(SmartPtr<const Journalist> jnlst,
+               EJournalLevel level,
+               EJournalCategory category,
+               const std::string& name,
+               Index indent=0,
+               const std::string& prefix="") const;
+    void Print(const Journalist& jnlst,
+               EJournalLevel level,
+               EJournalCategory category,
+               const std::string& name,
+               Index indent=0,
+               const std::string& prefix="") const;
+    //@}
+
+  protected:
+    /** @name implementation methods (derived classes MUST
+     *  overload these pure virtual protected methods.)
+     */
+    //@{
+    /** Copy the data of the vector x into this vector (DCOPY). */
+    virtual void CopyImpl(const Vector& x)=0;
+
+    /** Scales the vector by scalar alpha (DSCAL) */
+    virtual void ScalImpl(Number alpha)=0;
+
+    /** Add the multiple alpha of vector x to this vector (DAXPY) */
+    virtual void AxpyImpl(Number alpha, const Vector &x)=0;
+
+    /** Computes inner product of vector x with this (DDOT) */
+    virtual Number DotImpl(const Vector &x) const =0;
+
+    /** Computes the 2-norm of this vector (DNRM2) */
+    virtual Number Nrm2Impl() const =0;
+
+    /** Computes the 1-norm of this vector (DASUM) */
+    virtual Number AsumImpl() const =0;
+
+    /** Computes the max-norm of this vector (based on IDAMAX) */
+    virtual Number AmaxImpl() const =0;
+
+    /** Set each element in the vector to the scalar alpha. */
+    virtual void SetImpl(Number alpha)=0;
+
+    /** Element-wise division  \f$y_i \gets y_i/x_i\f$*/
+    virtual void ElementWiseDivideImpl(const Vector& x)=0;
+
+    /** Element-wise multiplication \f$y_i \gets y_i*x_i\f$ */
+    virtual void ElementWiseMultiplyImpl(const Vector& x)=0;
+
+    /** Element-wise max against entries in x */
+    virtual void ElementWiseMaxImpl(const Vector& x)=0;
+
+    /** Element-wise min against entries in x */
+    virtual void ElementWiseMinImpl(const Vector& x)=0;
+
+    /** Reciprocates the elements of the vector */
+    virtual void ElementWiseReciprocalImpl()=0;
+
+    /** Take elementwise absolute values of the elements of the vector */
+    virtual void ElementWiseAbsImpl()=0;
+
+    /** Take elementwise square-root of the elements of the vector */
+    virtual void ElementWiseSqrtImpl()=0;
+
+    /** Replaces entries with sgn of the entry */
+    virtual void ElementWiseSgnImpl()=0;
+
+    /** Add scalar to every component of vector */
+    virtual void AddScalarImpl(Number scalar)=0;
+
+    /** Max value in the vector */
+    virtual Number MaxImpl() const=0;
+
+    /** Min number in the vector */
+    virtual Number MinImpl() const=0;
+
+    /** Sum of entries in the vector */
+    virtual Number SumImpl() const=0;
+
+    /** Sum of logs of entries in the vector */
+    virtual Number SumLogsImpl() const=0;
+
+    /** Add two vectors (a * v1 + b * v2).  Result is stored in this
+    vector. */
+    virtual void AddTwoVectorsImpl(Number a, const Vector& v1,
+                                   Number b, const Vector& v2, Number c);
+
+    /** Fraction to boundary parameter. */
+    virtual Number FracToBoundImpl(const Vector& delta, Number tau) const;
+
+    /** Add the quotient of two vectors */
+    virtual void AddVectorQuotientImpl(Number a, const Vector& z,
+                                       const Vector& s, Number c);
+
+    /** Method for determining if all stored numbers are valid (i.e.,
+     *  no Inf or Nan). A default implementation using Asum is
+     *  provided. */
+    virtual bool HasValidNumbersImpl() const;
+
+    /** Print the entire vector */
+    virtual void PrintImpl(const Journalist& jnlst,
+                           EJournalLevel level,
+                           EJournalCategory category,
+                           const std::string& name,
+                           Index indent,
+                           const std::string& prefix) const =0;
+    //@}
+
+  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 */
+    Vector();
+
+    /** Copy constructor */
+    Vector(const Vector&);
+
+    /** Overloaded Equals Operator */
+    Vector& operator=(const Vector&);
+    //@}
+
+    /** Vector Space */
+    const SmartPtr<const VectorSpace> owner_space_;
+
+    /**@name CachedResults data members */
+    //@{
+    /** Cache for dot products */
+    mutable CachedResults<Number> dot_cache_;
+
+    mutable TaggedObject::Tag nrm2_cache_tag_;
+    mutable Number cached_nrm2_;
+
+    mutable TaggedObject::Tag asum_cache_tag_;
+    mutable Number cached_asum_;
+
+    mutable TaggedObject::Tag amax_cache_tag_;
+    mutable Number cached_amax_;
+
+    mutable TaggedObject::Tag max_cache_tag_;
+    mutable Number cached_max_;
+
+    mutable TaggedObject::Tag min_cache_tag_;
+    mutable Number cached_min_;
+
+    mutable TaggedObject::Tag sum_cache_tag_;
+    mutable Number cached_sum_;
+
+    mutable TaggedObject::Tag sumlogs_cache_tag_;
+    mutable Number cached_sumlogs_;
+
+    mutable TaggedObject::Tag valid_cache_tag_;
+    mutable bool cached_valid_;
+
+    //     AW: I removed this cache since it gets in the way for the
+    //         quality function search
+    //     /** Cache for FracToBound */
+    //     mutable CachedResults<Number> frac_to_bound_cache_;
+    //@}
+
+  };
+
+  /** VectorSpace base class, corresponding to the Vector base class.
+   *  For each Vector implementation, a corresponding VectorSpace has
+   *  to be implemented.  A VectorSpace is able to create new Vectors
+   *  of a specific type.  The VectorSpace should also store
+   *  information that is common to all Vectors of that type.  For
+   *  example, the dimension of a Vector is stored in the VectorSpace
+   *  base class.
+   */
+  class VectorSpace : public ReferencedObject
+  {
+  public:
+    /** @name Constructors/Destructors */
+    //@{
+    /** Constructor, given the dimension of all vectors generated by
+     *  this VectorSpace.
+     */
+    VectorSpace(Index dim);
+
+    /** Destructor */
+    virtual ~VectorSpace()
+    {}
+    //@}
+
+    /** Pure virtual method for creating a new Vector of the
+     *  corresponding type.
+     */
+    virtual Vector* MakeNew() const=0;
+
+    /** Accessor function for the dimension of the vectors of this type.*/
+    Index Dim() const
+    {
+      return dim_;
+    }
+
+  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 */
+    VectorSpace();
+
+    /** Copy constructor */
+    VectorSpace(const VectorSpace&);
+
+    /** Overloaded Equals Operator */
+    VectorSpace& operator=(const VectorSpace&);
+    //@}
+
+    /** Dimension of the vectors in this vector space. */
+    const Index dim_;
+  };
+
+  /* inline methods */
+  inline
+  Vector::~Vector()
+  {}
+
+  inline
+  Vector::Vector(const VectorSpace* owner_space)
+      :
+      TaggedObject(),
+      owner_space_(owner_space),
+      dot_cache_(10),
+      nrm2_cache_tag_(0),
+      asum_cache_tag_(0),
+      amax_cache_tag_(0),
+      max_cache_tag_(0),
+      min_cache_tag_(0),
+      sum_cache_tag_(0),
+      sumlogs_cache_tag_(0),
+      cached_valid_(0)
+  {
+    DBG_ASSERT(IsValid(owner_space_));
+  }
+
+  inline
+  Vector* Vector::MakeNew() const
+  {
+    return owner_space_->MakeNew();
+  }
+
+  inline
+  Vector* Vector::MakeNewCopy() const
+  {
+    // ToDo: We can probably copy also the cached values for Norms etc here
+    Vector* copy = MakeNew();
+    copy->Copy(*this);
+    return copy;
+  }
+
+  inline
+  void Vector::Copy(const Vector& x)
+  {
+    CopyImpl(x);
+    ObjectChanged();
+    // Also copy any cached scalar values from the original vector
+    // ToDo: Check if that is too much overhead
+    TaggedObject::Tag x_tag = x.GetTag();
+    if (x_tag == x.nrm2_cache_tag_) {
+      nrm2_cache_tag_ = GetTag();
+      cached_nrm2_ = x.cached_nrm2_;
+    }
+    if (x_tag == x.asum_cache_tag_) {
+      asum_cache_tag_ = GetTag();
+      cached_asum_ = x.cached_asum_;
+    }
+    if (x_tag == x.amax_cache_tag_) {
+      amax_cache_tag_ = GetTag();
+      cached_amax_ = x.cached_amax_;
+    }
+    if (x_tag == x.max_cache_tag_) {
+      max_cache_tag_ = GetTag();
+      cached_max_ = x.cached_max_;
+    }
+    if (x_tag == x.min_cache_tag_) {
+      min_cache_tag_ = GetTag();
+      cached_min_ = x.cached_min_;
+    }
+    if (x_tag == x.sum_cache_tag_) {
+      sum_cache_tag_ = GetTag();
+      cached_sum_ = x.cached_sum_;
+    }
+    if (x_tag == x.sumlogs_cache_tag_) {
+      sumlogs_cache_tag_ = GetTag();
+      cached_sumlogs_ = x.cached_sumlogs_;
+    }
+  }
+
+  inline
+  void Vector::Axpy(Number alpha, const Vector &x)
+  {
+    AxpyImpl(alpha, x);
+    ObjectChanged();
+  }
+
+  inline
+  Number Vector::Dot(const Vector &x) const
+  {
+    // The current implementation of the caching doesn't allow to have
+    // a dependency of something with itself.  Therefore, we use the
+    // Nrm2 method if the dot product is to be taken with the vector
+    // itself.  Might be more efficient anyway.
+    if (this==&x) {
+      Number nrm2 = Nrm2();
+      return nrm2*nrm2;
+    }
+    Number retValue;
+    if (!dot_cache_.GetCachedResult2Dep(retValue, this, &x)) {
+      retValue = DotImpl(x);
+      dot_cache_.AddCachedResult2Dep(retValue, this, &x);
+    }
+    return retValue;
+  }
+
+  inline
+  Number Vector::Nrm2() const
+  {
+    if (nrm2_cache_tag_ != GetTag()) {
+      cached_nrm2_ = Nrm2Impl();
+      nrm2_cache_tag_ = GetTag();
+    }
+    return cached_nrm2_;
+  }
+
+  inline
+  Number Vector::Asum() const
+  {
+    if (asum_cache_tag_ != GetTag()) {
+      cached_asum_ = AsumImpl();
+      asum_cache_tag_ = GetTag();
+    }
+    return cached_asum_;
+  }
+
+  inline
+  Number Vector::Amax() const
+  {
+    if (amax_cache_tag_ != GetTag()) {
+      cached_amax_ = AmaxImpl();
+      amax_cache_tag_ = GetTag();
+    }
+    return cached_amax_;
+  }
+
+  inline
+  Number Vector::Sum() const
+  {
+    if (sum_cache_tag_ != GetTag()) {
+      cached_sum_ = SumImpl();
+      sum_cache_tag_ = GetTag();
+    }
+    return cached_sum_;
+  }
+
+  inline
+  Number Vector::SumLogs() const
+  {
+    if (sumlogs_cache_tag_ != GetTag()) {
+      cached_sumlogs_ = SumLogsImpl();
+      sumlogs_cache_tag_ = GetTag();
+    }
+    return cached_sumlogs_;
+  }
+
+  inline
+  void Vector::ElementWiseSgn()
+  {
+    ElementWiseSgnImpl();
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::Set(Number alpha)
+  {
+    // Could initialize caches here
+    SetImpl(alpha);
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseDivide(const Vector& x)
+  {
+    ElementWiseDivideImpl(x);
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseMultiply(const Vector& x)
+  {
+    ElementWiseMultiplyImpl(x);
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseReciprocal()
+  {
+    ElementWiseReciprocalImpl();
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseMax(const Vector& x)
+  {
+    // Could initialize some caches here
+    ElementWiseMaxImpl(x);
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseMin(const Vector& x)
+  {
+    // Could initialize some caches here
+    ElementWiseMinImpl(x);
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseAbs()
+  {
+    // Could initialize some caches here
+    ElementWiseAbsImpl();
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::ElementWiseSqrt()
+  {
+    ElementWiseSqrtImpl();
+    ObjectChanged();
+  }
+
+  inline
+  void Vector::AddScalar(Number scalar)
+  {
+    // Could initialize some caches here
+    AddScalarImpl(scalar);
+    ObjectChanged();
+  }
+
+  inline
+  Number Vector::Max() const
+  {
+    if (max_cache_tag_ != GetTag()) {
+      cached_max_ = MaxImpl();
+      max_cache_tag_ = GetTag();
+    }
+    return cached_max_;
+  }
+
+  inline
+  Number Vector::Min() const
+  {
+    if (min_cache_tag_ != GetTag()) {
+      cached_min_ = MinImpl();
+      min_cache_tag_ = GetTag();
+    }
+    return cached_min_;
+  }
+
+  inline
+  void Vector::AddOneVector(Number a, const Vector& v1, Number c)
+  {
+    AddTwoVectors(a, v1, 0., v1, c);
+  }
+
+  inline
+  void Vector::AddTwoVectors(Number a, const Vector& v1,
+                             Number b, const Vector& v2, Number c)
+  {
+    AddTwoVectorsImpl(a, v1, b, v2, c);
+    ObjectChanged();
+  }
+
+  inline
+  Number Vector::FracToBound(const Vector& delta, Number tau) const
+  {
+    /* AW: I avoid the caching here, since it leads to overhead in the
+       quality function search.  Caches for this are in
+       CalculatedQuantities.
+    Number retValue;
+    std::vector<const TaggedObject*> tdeps(1);
+    tdeps[0] = &delta;
+    std::vector<Number> sdeps(1);
+    sdeps[0] = tau;
+    if (!frac_to_bound_cache_.GetCachedResult(retValue, tdeps, sdeps)) {
+      retValue = FracToBoundImpl(delta, tau);
+      frac_to_bound_cache_.AddCachedResult(retValue, tdeps, sdeps);
+    }
+    return retValue;
+    */
+    return FracToBoundImpl(delta, tau);
+  }
+
+  inline
+  void Vector::AddVectorQuotient(Number a, const Vector& z,
+                                 const Vector& s, Number c)
+  {
+    AddVectorQuotientImpl(a, z, s, c);
+    ObjectChanged();
+  }
+
+  inline
+  bool Vector::HasValidNumbers() const
+  {
+    if (valid_cache_tag_ != GetTag()) {
+      cached_valid_ = HasValidNumbersImpl();
+      valid_cache_tag_ = GetTag();
+    }
+    return cached_valid_;
+  }
+
+  inline
+  Index Vector::Dim() const
+  {
+    return owner_space_->Dim();
+  }
+
+  inline
+  SmartPtr<const VectorSpace> Vector::OwnerSpace() const
+  {
+    return owner_space_;
+  }
+
+  inline
+  VectorSpace::VectorSpace(Index dim)
+      :
+      dim_(dim)
+  {}
+
+} // namespace Ipopt
+
+// Macro definitions for debugging vectors
+#if COIN_IPOPT_VERBOSITY == 0
+# define DBG_PRINT_VECTOR(__verbose_level, __vec_name, __vec)
+#else
+# define DBG_PRINT_VECTOR(__verbose_level, __vec_name, __vec) \
+   if (dbg_jrnl.Verbosity() >= (__verbose_level)) { \
+      if (dbg_jrnl.Jnlst()!=NULL) { \
+        (__vec).Print(dbg_jrnl.Jnlst(), \
+        J_ERROR, J_DBG, \
+        __vec_name, \
+        dbg_jrnl.IndentationLevel()*2, \
+        "# "); \
+      } \
+   }
+#endif //if COIN_IPOPT_VERBOSITY == 0
+
+#endif