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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+// Copyright (C) 2016 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+
+#ifndef QuadTMINLP_HPP
+#define QuadTMINLP_HPP
+
+#include "BonTMINLP.hpp"
+#include "IpTNLP.hpp"
+
+using namespace Ipopt;
+using namespace Bonmin;
+
+class QuadTMINLP : public TMINLP
+{
+ private:
+ Index numVars_; // Number of variables.
+
+ Index numCons_; // Number of constraints.
+
+ Index intconSize_; // Number of integer constraints
+
+ const Number *qMatrix_ = NULL; //qMatrix_ is a pointer to matrix of size numVars X numVars_
+ // with coefficents of quadratic terms in objective function.
+
+ const Number *lMatrix_ = NULL;//lMatrix_ is a pointer to matrix of size 1*numVars_
+ // with coefficents of linear terms in objective function.
+
+ const Number *intcon_ = NULL; // The matrix containing the integer constraints
+
+ const Number *conMatrix_ = NULL;//conMatrix_ is a pointer to matrix of size numCons X numVars
+ // with coefficients of terms in a each objective in each row.
+
+ const Number *conUB_= NULL; //conUB_ is a pointer to a matrix of size of 1*numCons_
+ // with upper bounds of all constraints.
+
+ const Number *conLB_ = NULL; //conLB_ is a pointer to a matrix of size of 1*numConsn_
+ // with lower bounds of all constraints.
+
+ const Number *varUB_= NULL; //varUB_ is a pointer to a matrix of size of 1*numVar_
+ // with upper bounds of all variables.
+
+ const Number *varLB_= NULL; //varLB_ is a pointer to a matrix of size of 1*numVar_
+ // with lower bounds of all variables.
+
+ const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVar_
+ // with initial guess of all variables.
+
+ Number *finalX_= NULL; //finalX_ is a pointer to a matrix of size of 1*numVar_
+ // with final value for the primal variables.
+
+ Number *finalZl_= NULL; //finalZl_ is a pointer to a matrix of size of 1*numVar_
+ // with final values for the lower bound multipliers
+
+ Number *finalZu_= NULL; //finalZu_ is a pointer to a matrix of size of 1*numVar_
+ // with final values for the upper bound multipliers
+
+ Number *finalLambda_= NULL; //finalLambda_ is a pointer to a matrix of size of 1*numConstr_
+ // with final values for the upper bound multipliers
+
+ Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective.
+
+ int status_; //Solver return status
+
+public:
+ // Constructor
+ QuadTMINLP(Index nV, Index nC, Index intconSize,Number *qM, Number *lM, Number *intcon,Number *cM, Number *cLB, Number *cUB, Number *vLB, Number *vUB,Number *vG):
+ numVars_(nV),numCons_(nC),intconSize_(intconSize),qMatrix_(qM),lMatrix_(lM),intcon_(intcon),conMatrix_(cM),conLB_(cLB),conUB_(cUB),varLB_(vLB),varUB_(vUB),varGuess_(vG), finalObjVal_(0){ }
+
+ // virtual destructor.
+ virtual ~QuadTMINLP(){}
+
+ /* Copy constructor.*/
+ QuadTMINLP(const QuadTMINLP &other){}
+
+ // Go to http://coin-or.org/Bonmin for the details of the below methods
+
+ virtual bool get_variables_types(Index n, VariableType* var_types);
+
+ virtual bool get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types);
+
+ virtual bool get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types);
+
+
+ virtual bool get_nlp_info(Index& n, Index&m, Index& nnz_jac_g,
+ Index& nnz_h_lag, TNLP::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_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 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 QuadTMINLP::finalize_solution(TMINLP::SolverReturn status,
+ Index n, const Number* x,Number obj_value);
+
+ virtual const SosInfo * sosConstraints() const{return NULL;}
+ virtual const BranchingInfo* branchingInfo() const{return NULL;}
+
+ // Bonmin methods end here
+
+ virtual const double * getX(); //Returns a pointer to a matrix of size of 1*numVar
+ // with final value for the primal variables.
+
+ virtual double getObjVal(); //Returns the output of the final value of the objective.
+
+ virtual int returnStatus(); //Returns the status count
+};
+
+#endif