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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 /sci_gateway/cpp/QuadTMINLP.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'sci_gateway/cpp/QuadTMINLP.hpp')
-rw-r--r-- | sci_gateway/cpp/QuadTMINLP.hpp | 134 |
1 files changed, 134 insertions, 0 deletions
diff --git a/sci_gateway/cpp/QuadTMINLP.hpp b/sci_gateway/cpp/QuadTMINLP.hpp new file mode 100644 index 0000000..84704be --- /dev/null +++ b/sci_gateway/cpp/QuadTMINLP.hpp @@ -0,0 +1,134 @@ +// 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 |