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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+// (C) Copyright International Business Machines Corporation 2007
+// All Rights Reserved.
+//
+// Authors :
+// Pierre Bonami, International Business Machines Corporation
+//
+// Date : 08/16/2007
+
+
+#ifndef TMINLPLinObj_H
+#define TMINLPLinObj_H
+
+#include "BonTMINLP.hpp"
+
+namespace Bonmin {
+/** From a TMINLP, this class adapts to another TMINLP where the original objective is transformed into a constraint
+ by adding an extra variable which is minimized.
+
+ More precisely
+ \f[
+ \begin{array}{l}
+ \min f(x)\\
+ s.t\\
+ g_l \leq g(x) \leq g_u\\
+ x_l \leq x \leq u
+ \end{array}
+ \f]
+ is transformed ino
+ \begin{array}{l}
+ \min \eta\\
+ s.t\\
+ -\infty \leq f(x) - \eta \leq 0\\
+ g_l \leq g(x) \leq g_u\\
+ x_l \leq x \leq u
+ \end{array}
+ \f]
+ The objective is put as first constraint of the problem and the extra variable is the last one.
+ .*/
+class TMINLPLinObj: public Bonmin::TMINLP {
+ public:
+ /** Default constructor*/
+ TMINLPLinObj();
+
+ /** destructor.*/
+ virtual ~TMINLPLinObj();
+
+ /** set reference TMINLP */
+ void setTminlp(Ipopt::SmartPtr<TMINLP> tminlp);
+
+ /**@name methods to gather information about the MINLP */
+ //@{
+ /** Return the number of variables
+ * and constraints, and the number of non-zeros in the jacobian and
+ * the hessian. Call tminlp_ one but number of constraints and non-zeroes in the jacobian is stored internally.*/
+ 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);
+ /** Return scaling parameters. If tminlp_ method returns true, translate
+ * constraint scaling (if asked).
+ */
+ 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);
+
+
+ /** Get the variable type. Just call tminlp_'s method;. */
+ virtual bool get_variables_types(Ipopt::Index n, VariableType* var_types){
+ assert(IsValid(tminlp_));
+ assert(n == n_);
+ var_types[n-1] = TMINLP::CONTINUOUS;
+ return tminlp_->get_variables_types(n - 1, var_types);
+ }
+
+ /** Return the constraints linearity. Call tminlp_'s method and translate.
+ */
+ virtual bool get_constraints_linearity(Ipopt::Index m,
+ Ipopt::TNLP::LinearityType* const_types);
+
+ /** Return the information about the bound
+ * on the variables and constraints. Call tminlp_'s method and translate
+ * constraints bounds.*/
+ 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);
+
+ /** Return the starting point.
+ Have to translate z_L and z_U.
+ */
+ 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);
+
+ /** Return the value of the objective function.
+ * Just call tminlp_ method. */
+ virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number& obj_value){
+ assert(n == n_);
+ obj_value = x[n-1];
+ return true;}
+
+ /** Return the vector of the gradient of
+ * the objective w.r.t. x. Just call tminlp_ method. */
+ virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number* grad_f){
+ assert(IsValid(tminlp_));
+ assert(n == n_);
+ n--;
+ for(int i = 0 ; i < n ; i++){
+ grad_f[i] = 0;}
+ grad_f[n] = 1;
+ return true;}
+
+ /** Return the vector of constraint values.
+ * Use tminlp_ functions and use mapping to get the needed values. */
+ virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Number* g);
+
+ /** Return the jacobian of the constraints.
+ * In first call nothing to change. In later just fix the values for the simple concaves
+ * and remove entries corresponding to nonConvex constraints. */
+ 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);
+
+ /** \brief Return the hessian of the lagrangian.
+ * Here we just put lambda in the correct format and call
+ * tminlp_'s function.*/
+ 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);
+ /** 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);
+ /** 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);
+ //@}
+
+ virtual bool get_variables_linearity(Ipopt::Index n, Ipopt::TNLP::LinearityType* c){
+ assert(IsValid(tminlp_));
+ assert(n == n_);
+ bool r_val = tminlp_->get_variables_linearity(n-1, c);
+ c[n - 1] = Ipopt::TNLP::LINEAR;
+ return r_val;
+ }
+
+
+ /** @name Solution Methods */
+ //@{
+ /** Use tminlp_ function.*/
+ virtual void finalize_solution(TMINLP::SolverReturn status,
+ Ipopt::Index n, const Ipopt::Number* x, Ipopt::Number obj_value){
+ return tminlp_->finalize_solution(status, n - 1, x,
+ obj_value);
+ }
+ //@}
+
+ /** Use tminlp_ function.*/
+ virtual const BranchingInfo * branchingInfo() const{
+ return tminlp_->branchingInfo();
+ }
+
+ /** Use tminlp_ function.
+ \bug Has to translate sos information.*/
+ virtual const SosInfo * sosConstraints() const{
+ return tminlp_->sosConstraints();
+ }
+ /** Use tminlp_ function.*/
+ virtual const PerturbInfo* perturbInfo() const
+ {
+ return tminlp_->perturbInfo();
+ }
+
+ /** Use tminlp_ function.*/
+ virtual bool hasUpperBoundingObjective(){
+ assert(IsValid(tminlp_));
+ return tminlp_->hasUpperBoundingObjective();}
+
+ /** Use tminlp_ function.*/
+ virtual bool eval_upper_bound_f(Ipopt::Index n, const Ipopt::Number* x,
+ Ipopt::Number& obj_value){
+ assert(IsValid(tminlp_));
+ return tminlp_->eval_upper_bound_f(n - 1, x, obj_value); }
+
+ /** Say if problem has a linear objective (for OA) */
+ virtual bool hasLinearObjective(){return true;}
+ /** return pointer to tminlp_.*/
+ Ipopt::SmartPtr<TMINLP> tminlp(){return tminlp_;}
+ private:
+ /** Reset all data.*/
+ void gutsOfDestructor();
+
+ /** Reference TMINLP which is to be relaxed.*/
+ Ipopt::SmartPtr<TMINLP> tminlp_;
+ /** Ipopt::Number of constraints in the transformed MINLP.*/
+ int m_;
+ /** Ipopt::Number of variables in the transformed MINLP.*/
+ int n_;
+ /** number of non-zeroes in the jacobian of the transformed MINLP.*/
+ int nnz_jac_;
+ /** offset for jacobian.*/
+ int offset_;
+
+};
+
+
+}/* Ends Bonmin namepsace.*/
+
+#endif
+