cbcintlinprog added

1 files changed, 188 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/BonIpoptSolver.hpp b/thirdparty/linux/include/coin/BonIpoptSolver.hpp
new file mode 100644
index 0000000..0f96693
--- /dev/null
+++ b/thirdparty/linux/include/coin/BonIpoptSolver.hpp
@@ -0,0 +1,188 @@
+// (C) Copyright International Business Machines (IBM) 2005, 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, IBM
+//
+// Date : 26/09/2006
+
+#ifndef IpoptSolver_HPP
+#define IpoptSolver_HPP
+#include "BonTNLPSolver.hpp"
+#include "IpIpoptApplication.hpp"
+
+
+namespace Bonmin
+{
+  class IpoptSolver: public TNLPSolver
+  {
+  public:
+  class UnsolvedIpoptError: public TNLPSolver::UnsolvedError
+    {
+    public:
+      UnsolvedIpoptError(int errorNum,
+          Ipopt::SmartPtr<TMINLP2TNLP> problem,
+          std::string name):
+          TNLPSolver::UnsolvedError(errorNum, problem, name)
+      {}
+      virtual const std::string& errorName() const;
+
+      virtual const std::string& solverName() const;
+      virtual ~UnsolvedIpoptError()
+      {}
+    private:
+      static std::string errorNames [17];
+      static std::string solverName_;
+    };
+
+    virtual UnsolvedError * newUnsolvedError(int num,
+        Ipopt::SmartPtr<TMINLP2TNLP> problem,
+        std::string name)
+    {
+      return new UnsolvedIpoptError(num, problem, name);
+    }
+
+
+
+    /// Constructor
+    IpoptSolver(bool createEmpty = false);
+
+/// Constructor with Passed in journalist, registered options, options
+    IpoptSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
+        Ipopt::SmartPtr<Ipopt::OptionsList> options,
+        Ipopt::SmartPtr<Ipopt::Journalist> journalist,
+        const std::string & prefix);
+
+/// Constructor with Passed in journalist, registered options, options
+    IpoptSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
+        Ipopt::SmartPtr<Ipopt::OptionsList> options,
+        Ipopt::SmartPtr<Ipopt::Journalist> journalist);
+
+    /// Copy constructor
+    IpoptSolver(const IpoptSolver &other);
+
+    ///virtual copy constructor
+    virtual Ipopt::SmartPtr<TNLPSolver> clone();
+
+    /// Virtual destructor
+    virtual ~IpoptSolver();
+
+    /** Initialize the TNLPSolver (read options from params_file)
+    */
+    virtual bool Initialize(std::string params_file);
+
+    /** Initialize the TNLPSolver (read options from istream is)
+    */
+    virtual bool Initialize(std::istream& is);
+
+    /** @name Solve methods */
+    //@{
+    /// Solves a problem expresses as a TNLP
+    virtual TNLPSolver::ReturnStatus OptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp);
+
+    /// Resolves a problem expresses as a TNLP
+    virtual TNLPSolver::ReturnStatus ReOptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp);
+
+    /// Set the warm start in the solver
+    virtual bool setWarmStart(const CoinWarmStart * warm,
+        Ipopt::SmartPtr<TMINLP2TNLP> tnlp);
+
+   /// Get warm start used in last optimization
+   virtual CoinWarmStart * getUsedWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const;
+
+
+    /// Get the warm start form the solver
+    virtual CoinWarmStart * getWarmStart(Ipopt::SmartPtr<Bonmin::TMINLP2TNLP> tnlp) const;
+
+    virtual CoinWarmStart * getEmptyWarmStart() const;
+
+    /** Check that warm start object is valid.*/
+    virtual bool warmStartIsValid(const CoinWarmStart * ws) const;
+
+    /// Enable the warm start options in the solver
+    virtual void enableWarmStart();
+
+    /// Disable the warm start options in the solver
+    virtual void disableWarmStart();
+
+    //@}
+
+    /// Get the CpuTime of the last optimization.
+    virtual double CPUTime();
+
+    /// Get the iteration count of the last optimization.
+    virtual int IterationCount();
+
+    /// turn off all output from the solver
+    virtual void setOutputToDefault();
+    /// turn on all output from the solver
+    virtual void forceSolverOutput(int log_level);
+
+    /// Get the solver name
+    virtual std::string & solverName()
+    {
+      return solverName_;
+    }
+
+    /// Register this solver options into passed roptions
+    static void RegisterOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
+    {
+      Ipopt::IpoptApplication::RegisterAllIpoptOptions(GetRawPtr(roptions));
+    }
+
+
+
+    /// Return status of last optimization
+    Ipopt::ApplicationReturnStatus getOptStatus() const
+    {
+      return optimizationStatus_;
+    }
+
+    Ipopt::IpoptApplication& getIpoptApp()
+    {
+      return *app_;
+    }
+
+    virtual int errorCode() const
+    {
+      return (int) optimizationStatus_;
+    }
+  private:
+    /** Set default Ipopt parameters for use in a MINLP */
+    void setMinlpDefaults(Ipopt::SmartPtr< Ipopt::OptionsList> Options);
+
+    /** get Bonmin return status from Ipopt one. */
+    TNLPSolver::ReturnStatus solverReturnStatus(Ipopt::ApplicationReturnStatus optimization_status) const;
+
+    /** Ipopt application */
+    Ipopt::SmartPtr<Ipopt::IpoptApplication> app_;
+    /** return status of last optimization.*/
+    Ipopt::ApplicationReturnStatus optimizationStatus_;
+    //@}
+
+
+    /** Flag to indicate if last problem solved had 0 dimension. (in this case Ipopt was not called).*/
+    bool problemHadZeroDimension_;
+
+    /** Warm start strategy :
+    <ol>
+    <li> no warm start,</li>
+    <li> simple warm start (optimal point),</li>
+    <li> more elaborate strategies (interior point...).</li>
+    </ol>
+    */
+    int warmStartStrategy_;
+
+    /** flag remembering if we want to use warm start option */
+    bool enable_warm_start_;
+
+    /** flag remembering if we have call the Optimize method of the
+        IpoptInterface before */
+    bool optimized_before_;
+    //name of solver (Ipopt)
+    static std::string  solverName_;
+  };
+}
+#endif
+