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authorHarpreet2016-09-03 00:36:51 +0530
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+// (C) Copyright International Business Machines Corporation and
+// Carnegie Mellon University 2004, 2007
+//
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, Carnegie Mellon University,
+// Carl D. Laird, Carnegie Mellon University,
+// Andreas Waechter, International Business Machines Corporation
+//
+// Date : 12/01/2004
+
+#ifndef __TMINLP_HPP__
+#define __TMINLP_HPP__
+
+#include "IpUtils.hpp"
+#include "IpReferenced.hpp"
+#include "IpException.hpp"
+#include "IpAlgTypes.hpp"
+#include "CoinPackedMatrix.hpp"
+#include "OsiCuts.hpp"
+#include "IpTNLP.hpp"
+#include "CoinError.hpp"
+#include "CoinHelperFunctions.hpp"
+
+namespace Bonmin
+{
+ DECLARE_STD_EXCEPTION(TMINLP_INVALID);
+ DECLARE_STD_EXCEPTION(TMINLP_INVALID_VARIABLE_BOUNDS);
+
+ /** Base class for all MINLPs that use a standard triplet matrix form
+ * and dense vectors.
+ * The class TMINLP2TNLP allows the caller to produce a viable TNLP
+ * from the MINLP (by relaxing binary and/or integers, or by
+ * fixing them), which can then be solved by Ipopt.
+ *
+ * This interface presents the problem form:
+ * \f[
+ * \begin{array}{rl}
+ * &min f(x)\\
+ *
+ * \mbox{s.t.}&\\
+ * & g^L <= g(x) <= g^U\\
+ *
+ * & x^L <= x <= x^U\\
+ * \end{array}
+ * \f]
+ * Where each x_i is either a continuous, binary, or integer variable.
+ * If x_i is binary, the bounds [xL,xU] are assumed to be [0,1].
+ * In order to specify an equality constraint, set gL_i = gU_i =
+ * rhs. The value that indicates "infinity" for the bounds
+ * (i.e. the variable or constraint has no lower bound (-infinity)
+ * or upper bound (+infinity)) is set through the option
+ * nlp_lower_bound_inf and nlp_upper_bound_inf. To indicate that a
+ * variable has no upper or lower bound, set the bound to
+ * -ipopt_inf or +ipopt_inf respectively
+ */
+ class TMINLP : public Ipopt::ReferencedObject
+ {
+ public:
+ friend class TMINLP2TNLP;
+ /** Return statuses of algorithm.*/
+ enum SolverReturn{
+ SUCCESS,
+ INFEASIBLE,
+ CONTINUOUS_UNBOUNDED,
+ LIMIT_EXCEEDED,
+ USER_INTERRUPT,
+ MINLP_ERROR};
+ /** Class to store sos constraints for model */
+ struct SosInfo
+ {
+ /** Number of SOS constraints.*/
+ int num;
+ /** Type of sos. At present Only type '1' SOS are supported by Cbc*/
+ char * types;
+ /** priorities of sos constraints.*/
+ int * priorities;
+
+ /** \name Sparse storage of the elements of the SOS constraints.*/
+ /** @{ */
+ /** Total number of non zeroes in SOS constraints.*/
+ int numNz;
+ /** For 0 <= i < nums, start[i] gives the indice of indices and weights arrays at which the description of constraints i begins..*/
+ int * starts;
+ /** indices of elements belonging to the SOS.*/
+ int * indices;
+ /** weights of the elements of the SOS.*/
+ double * weights;
+ /** @} */
+ /** default constructor. */
+ SosInfo();
+ /** Copy constructor.*/
+ SosInfo(const SosInfo & source);
+
+
+ /** destructor*/
+ ~SosInfo()
+ {
+ gutsOfDestructor();
+ }
+
+
+ /** Reset information */
+ void gutsOfDestructor();
+
+ };
+
+ /** Stores branching priorities information. */
+ struct BranchingInfo
+ {
+ /**number of variables*/
+ int size;
+ /** User set priorities on variables. */
+ int * priorities;
+ /** User set preferered branching direction. */
+ int * branchingDirections;
+ /** User set up pseudo costs.*/
+ double * upPsCosts;
+ /** User set down pseudo costs.*/
+ double * downPsCosts;
+ BranchingInfo():
+ size(0),
+ priorities(NULL),
+ branchingDirections(NULL),
+ upPsCosts(NULL),
+ downPsCosts(NULL)
+ {}
+ BranchingInfo(const BranchingInfo &other)
+ {
+ gutsOfDestructor();
+ size = other.size;
+ priorities = CoinCopyOfArray(other.priorities, size);
+ branchingDirections = CoinCopyOfArray(other.branchingDirections, size);
+ upPsCosts = CoinCopyOfArray(other.upPsCosts, size);
+ downPsCosts = CoinCopyOfArray(other.downPsCosts, size);
+ }
+ void gutsOfDestructor()
+ {
+ if (priorities != NULL) delete [] priorities;
+ priorities = NULL;
+ if (branchingDirections != NULL) delete [] branchingDirections;
+ branchingDirections = NULL;
+ if (upPsCosts != NULL) delete [] upPsCosts;
+ upPsCosts = NULL;
+ if (downPsCosts != NULL) delete [] downPsCosts;
+ downPsCosts = NULL;
+ }
+ ~BranchingInfo()
+ {
+ gutsOfDestructor();
+ }
+ };
+
+ /** Class to store perturbation radii for variables in the model */
+ class PerturbInfo
+ {
+ public:
+ /** default constructor. */
+ PerturbInfo() :
+ perturb_radius_(NULL)
+ {}
+
+ /** destructor*/
+ ~PerturbInfo()
+ {
+ delete [] perturb_radius_;
+ }
+
+ /** Method for setting the perturbation radii. */
+ void SetPerturbationArray(Ipopt::Index numvars, const double* perturb_radius);
+
+ /** Method for getting the array for the perturbation radii in
+ * order to use the values. */
+ const double* GetPerturbationArray() const {
+ return perturb_radius_;
+ }
+
+ private:
+ /** Copy constructor.*/
+ PerturbInfo(const PerturbInfo & source);
+
+ /** Perturbation radii for all variables. A negative value
+ * means that the radius has not been given. If the pointer is
+ * NULL, then no variables have been assigned a perturbation
+ * radius. */
+ double* perturb_radius_;
+ };
+
+ /** Type of the variables.*/
+ enum VariableType
+ {
+ CONTINUOUS,
+ BINARY,
+ INTEGER
+ };
+
+ /**@name Constructors/Destructors */
+ //@{
+ TMINLP();
+
+ /** Default destructor */
+ virtual ~TMINLP();
+ //@}
+
+ /**@name methods to gather information about the MINLP */
+ //@{
+ /** overload this method to return the number of variables
+ * and constraints, and the number of non-zeros in the jacobian and
+ * the hessian. */
+ virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
+ Ipopt::Index& nnz_h_lag, Ipopt::TNLP::IndexStyleEnum& index_style)=0;
+
+ /** overload this method to return scaling parameters. This is
+ * only called if the options are set to retrieve user scaling.
+ * There, use_x_scaling (or use_g_scaling) should get set to true
+ * only if the variables (or constraints) are to be scaled. This
+ * method should return true only if the scaling parameters could
+ * be provided.
+ */
+ virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling,
+ bool& use_x_scaling, Ipopt::Index n,
+ Ipopt::Number* x_scaling,
+ bool& use_g_scaling, Ipopt::Index m,
+ Ipopt::Number* g_scaling)
+ {
+ return false;
+ }
+
+
+ /** overload this method to provide the variables types. The var_types
+ * array will be allocated with length n. */
+ virtual bool get_variables_types(Ipopt::Index n, VariableType* var_types)=0;
+
+ /** overload this method to provide the variables linearity.
+ * array should be allocated with length at least n.*/
+ virtual bool get_variables_linearity(Ipopt::Index n,
+ Ipopt::TNLP::LinearityType* var_types) = 0;
+
+ /** overload this method to provide the constraint linearity.
+ * array should be allocated with length at least m.*/
+ virtual bool get_constraints_linearity(Ipopt::Index m,
+ Ipopt::TNLP::LinearityType* const_types) = 0;
+
+ /** overload this method to return the information about the bound
+ * on the variables and constraints. The value that indicates
+ * that a bound does not exist is specified in the parameters
+ * nlp_lower_bound_inf and nlp_upper_bound_inf. By default,
+ * nlp_lower_bound_inf is -1e19 and nlp_upper_bound_inf is
+ * 1e19.
+ * An exception will be thrown if x_l and x_u are not 0,1 for binary variables
+ */
+ virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
+ Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u)=0;
+
+ /** overload this method to return the starting point. The bools
+ * init_x and init_lambda are both inputs and outputs. As inputs,
+ * they indicate whether or not the algorithm wants you to
+ * initialize x and lambda respectively. If, for some reason, the
+ * algorithm wants you to initialize these and you cannot, set
+ * the respective bool to false.
+ */
+ virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
+ bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
+ Ipopt::Index m, bool init_lambda,
+ Ipopt::Number* lambda)=0;
+
+ /** overload this method to return the value of the objective function */
+ virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number& obj_value)=0;
+
+ /** overload this method to return the vector of the gradient of
+ * the objective w.r.t. x */
+ virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number* grad_f)=0;
+
+ /** overload this method to return the vector of constraint values */
+ virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Number* g)=0;
+
+ /** overload this method to return the jacobian of the
+ * constraints. The vectors iRow and jCol only need to be set
+ * once. The first call is used to set the structure only (iRow
+ * and jCol will be non-NULL, and values will be NULL) For
+ * subsequent calls, iRow and jCol will be NULL. */
+ virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
+ Ipopt::Index *jCol, Ipopt::Number* values)=0;
+
+ /** overload this method to return the hessian of the
+ * lagrangian. The vectors iRow and jCol only need to be set once
+ * (during the first call). The first call is used to set the
+ * structure only (iRow and jCol will be non-NULL, and values
+ * will be NULL) For subsequent calls, iRow and jCol will be
+ * NULL. This matrix is symmetric - specify the lower diagonal
+ * only */
+ virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
+ bool new_lambda, Ipopt::Index nele_hess,
+ Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values)=0;
+ /** Compute the value of a single constraint. The constraint
+ * number is i (starting counting from 0. */
+ virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index i, Ipopt::Number& gi)
+ {
+ std::cerr << "Method eval_gi not overloaded from TMINLP\n";
+ throw -1;
+ }
+ /** Compute the structure or values of the gradient for one
+ * constraint. The constraint * number is i (starting counting
+ * from 0. Other things are like with eval_jac_g. */
+ virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol,
+ Ipopt::Number* values)
+ {
+ std::cerr << "Method eval_grad_gi not overloaded from TMINLP\n";
+ throw -1;
+ }
+ //@}
+
+ /** @name Solution Methods */
+ //@{
+ /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
+ virtual void finalize_solution(TMINLP::SolverReturn status,
+ Ipopt::Index n, const Ipopt::Number* x, Ipopt::Number obj_value) =0;
+ //@}
+
+ virtual const BranchingInfo * branchingInfo() const = 0;
+
+ virtual const SosInfo * sosConstraints() const = 0;
+
+ virtual const PerturbInfo* perturbInfo() const
+ {
+ return NULL;
+ }
+
+ /** Say if has a specific function to compute upper bounds*/
+ virtual bool hasUpperBoundingObjective(){
+ return false;}
+
+ /** overload this method to return the value of an alternative objective function for
+ upper bounding (to use it hasUpperBoundingObjective should return true).*/
+ virtual bool eval_upper_bound_f(Ipopt::Index n, const Ipopt::Number* x,
+ Ipopt::Number& obj_value){ return false; }
+
+ /** Used to mark constraints of the problem.*/
+ enum Convexity {
+ Convex/** Constraint is convex.*/,
+ NonConvex/** Constraint is non-convex.*/,
+ SimpleConcave/** Constraint is concave of the simple form y >= F(x).*/};
+
+ /** Structure for marked non-convex constraints. With possibility of
+ storing index of a constraint relaxing the non-convex constraint*/
+ struct MarkedNonConvex {
+ /** Default constructor gives "safe" values.*/
+ MarkedNonConvex():
+ cIdx(-1), cRelaxIdx(-1){}
+ /** Index of the nonconvex constraint.*/
+ int cIdx;
+ /** Index of constraint relaxing the nonconvex constraint.*/
+ int cRelaxIdx;};
+ /** Structure which describes a constraints of the form
+ $f[ y \gt F(x) \f]
+ with \f$ F(x) \f$ a concave function.*/
+ struct SimpleConcaveConstraint{
+ /** Default constructor gives "safe" values.*/
+ SimpleConcaveConstraint():
+ xIdx(-1), yIdx(-1), cIdx(-1){}
+ /** Index of the variable x.*/
+ int xIdx;
+ /** Index of the variable y.*/
+ int yIdx;
+ /** Index of the constraint.*/
+ int cIdx;};
+ /** Get accest to constraint convexities.*/
+ virtual bool get_constraint_convexities(int m, TMINLP::Convexity * constraints_convexities)const {
+ CoinFillN(constraints_convexities, m, TMINLP::Convex);
+ return true;}
+ /** Get dimension information on nonconvex constraints.*/
+ virtual bool get_number_nonconvex(int & number_non_conv, int & number_concave) const{
+ number_non_conv = 0;
+ number_concave = 0;
+ return true;}
+ /** Get array describing the constraints marked nonconvex in the model.*/
+ virtual bool get_constraint_convexities(int number_non_conv, MarkedNonConvex * non_convs) const{
+ assert(number_non_conv == 0);
+ return true;}
+ /** Fill array containing indices of simple concave constraints.*/
+ virtual bool get_simple_concave_constraints(int number_concave, SimpleConcaveConstraint * simple_concave) const{
+ assert(number_concave == 0);
+ return true;}
+
+ /** Say if problem has a linear objective (for OA) */
+ virtual bool hasLinearObjective(){return false;}
+
+ /** Say if problem has general integer variables.*/
+ bool hasGeneralInteger();
+
+ /** Access array describing constraint to which perspectives should be applied.*/
+ virtual const int * get_const_xtra_id() const{
+ return NULL;
+ }
+ protected:
+ /** Copy constructor */
+ //@{
+ /** Copy Constructor */
+ TMINLP(const TMINLP&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const TMINLP&);
+ //@}
+
+ private:
+ };
+
+} // namespace Ipopt
+
+#endif
+