cbcintlinprog added

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diff --git a/thirdparty/linux/include/coin/BonTNLPSolver.hpp b/thirdparty/linux/include/coin/BonTNLPSolver.hpp
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+++ b/thirdparty/linux/include/coin/BonTNLPSolver.hpp
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+// (C) Copyright International Business Machines (IBM) 2006, 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, IBM
+//
+// Date : 26/09/2006
+
+
+#ifndef TNLPSolver_H
+#define TNLPSolver_H
+#include "IpTNLP.hpp"
+#include "BonTMINLP2TNLP.hpp"
+
+//Some declarations
+#include "IpOptionsList.hpp"
+#include "CoinWarmStart.hpp"
+#include "BonRegisteredOptions.hpp"
+#include "CoinTime.hpp"
+namespace Bonmin  {
+/** This is a generic class for calling an NLP solver to solve a TNLP.
+    A TNLPSolver is able to solve and resolve a problem, it has some options (stored
+    with Ipopt OptionList structure and registeredOptions) it produces some statistics (in SolveStatisctics and sometimes some errorCodes.
+*/
+class TNLPSolver: public Ipopt::ReferencedObject{
+ public:
+
+  enum ReturnStatus /** Standard return statuses for a solver*/{
+    iterationLimit = -3/** Solver reached iteration limit. */,
+    timeLimit = 5/** Solver reached iteration limit. */,
+    doesNotConverge = -8/** Algorithm does not converge.*/,
+    computationError = -2/** Some error was made in the computations. */,
+    notEnoughFreedom = -1/** not enough degrees of freedom.*/,
+    illDefinedProblem = -4/** The solver finds that the problem is not well defined. */,
+    illegalOption =-5/** An option is not valid. */,
+    externalException =-6/** Some unrecovered exception occured in an external tool used by the solver. */,
+    exception =-7/** Some unrocevered exception */,
+    solvedOptimal = 1/** Problem solved to an optimal solution.*/,
+    solvedOptimalTol =2/** Problem solved to "acceptable level of tolerance. */,
+    provenInfeasible =3/** Infeasibility Proven. */,
+    unbounded = 4/** Problem is unbounded.*/,
+    numReturnCodes/**Fake member to know size*/
+  };
+
+
+
+//#############################################################################
+
+  /** We will throw this error when a problem is not solved.
+      Eventually store the error code from solver*/
+  class UnsolvedError
+  {
+  public:
+    /** Constructor */
+    UnsolvedError(int errorNum = -10000, 
+                  Ipopt::SmartPtr<TMINLP2TNLP> model = NULL,
+                  std::string name="")
+    :
+     errorNum_(errorNum),
+     model_(model),
+     name_(name)
+    {if(name_=="") 
+{
+#ifndef NDEBUG
+	std::cerr<<"FIXME"<<std::endl;
+#endif
+}}
+    /** Print error message.*/
+    void printError(std::ostream & os);
+    /** Get the string corresponding to error.*/
+    virtual const std::string& errorName() const = 0;
+    /** Return the name of the solver. */
+    virtual const std::string& solverName() const = 0;
+    /** Return error number. */
+    int errorNum() const{
+    return errorNum_;}
+    /** destructor. */
+    virtual ~UnsolvedError(){}
+    /** write files with differences between input model and
+        this one */
+    void writeDiffFiles(const std::string prefix=std::string()) const;
+  private:
+    /** Error code (solver dependent). */
+    int errorNum_;
+
+    /** model_ on which error occured*/
+    Ipopt::SmartPtr< TMINLP2TNLP > model_;
+
+    /** name of the model on which error occured. */
+    std::string name_;
+  }
+  ;
+
+  virtual UnsolvedError * newUnsolvedError(int num,
+					   Ipopt::SmartPtr<TMINLP2TNLP> problem,
+					   std::string name) = 0;
+ 
+
+
+  /// default Constructor
+   TNLPSolver();
+
+  ///Constructor with options initialization
+TNLPSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
+           Ipopt::SmartPtr<Ipopt::OptionsList> options,
+           Ipopt::SmartPtr<Ipopt::Journalist> journalist,
+           const std::string & prefix);
+
+  ///virtual copy constructor
+  virtual Ipopt::SmartPtr<TNLPSolver> clone() = 0;
+
+   /// Virtual destructor
+   virtual ~TNLPSolver();
+
+   /** Initialize the TNLPSolver (read options from params_file)
+   */
+   virtual bool Initialize(std::string params_file) = 0;
+
+   /** Initialize the TNLPSolver (read options from istream is)
+   */
+   virtual bool Initialize(std::istream& is) = 0;
+
+   /** @name Solve methods */
+   //@{
+   /// Solves a problem expresses as a TNLP 
+   virtual ReturnStatus OptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp) = 0;
+
+   /// Resolves a problem expresses as a TNLP 
+   virtual ReturnStatus ReOptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp) = 0;
+
+  /// Set the warm start in the solver
+  virtual bool setWarmStart(const CoinWarmStart * warm, 
+                            Ipopt::SmartPtr<TMINLP2TNLP> tnlp) = 0;
+
+/// Get warm start used in last optimization
+  virtual CoinWarmStart * getUsedWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const = 0;
+
+  /// Get the warm start form the solver
+  virtual CoinWarmStart * getWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const = 0;
+
+  virtual CoinWarmStart * getEmptyWarmStart() const = 0;
+
+  /** Check that warm start object is valid.*/
+  virtual bool warmStartIsValid(const CoinWarmStart * ws) const = 0;  
+
+  /// Enable the warm start options in the solver
+  virtual void enableWarmStart() = 0;
+
+  /// Disable the warm start options in the solver
+  virtual void disableWarmStart() = 0;
+   //@}
+
+  ///Get a pointer to a journalist
+  Ipopt::SmartPtr<Ipopt::Journalist> journalist(){
+    return journalist_;}
+
+   ///Get a pointer to RegisteredOptions (generally used to add new ones)
+   Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions(){
+     return roptions_;}
+
+   /// Get the options (for getting their values).
+   Ipopt::SmartPtr<const Ipopt::OptionsList> options() const {
+     return ConstPtr(options_);}
+
+   /// Get the options (for getting and setting their values).
+   Ipopt::SmartPtr<Ipopt::OptionsList> options() {
+     return options_;}
+
+  /// Get the prefix
+  const char * prefix(){
+    return prefix_.c_str();
+  }
+   /// Register this solver options into passed roptions
+static void RegisterOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions){}
+
+   /// Get the CpuTime of the last optimization.
+   virtual double CPUTime() = 0;
+
+   /// Get the iteration count of the last optimization.
+   virtual int IterationCount() = 0;
+
+
+  /// turn off all output from the solver 
+  virtual void setOutputToDefault() = 0 ;
+  /// turn on all output from the solver
+  virtual void forceSolverOutput(int log_level) = 0;
+  /// Get the solver name
+  virtual std::string & solverName() = 0;
+
+    /** Say if an optimization status for a problem which failed is recoverable
+        (problem may be solvable).*/
+  bool isRecoverable(ReturnStatus &r);
+
+  /** Setup for a global time limit for solver.*/
+  void setup_global_time_limit(double time_limit){
+    time_limit_ = time_limit + 5;
+    start_time_ = CoinCpuTime();
+  }
+
+  /** Say if return status is an error.*/
+  bool isError(ReturnStatus &r){
+    return r < 0;}
+  /** Error code (solver specific).*/
+virtual int errorCode() const = 0;
+protected:
+   /** Determine if problem is of dimension zero and if it is check if solution
+       is feasible.*/
+   bool zeroDimension(const Ipopt::SmartPtr<Ipopt::TNLP> &tnlp, 
+		     ReturnStatus &optimization_status);
+
+   /** Initializes options and journalist.*/
+   void initializeOptionsAndJournalist();
+
+    /** Storage of Journalist for output */
+    Ipopt::SmartPtr<Ipopt::Journalist> journalist_;
+    
+    /** List of Options */
+    Ipopt::SmartPtr<Ipopt::OptionsList> options_;
+    
+    /** Registered Options */
+    Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions_;
+   
+    /** Prefix to use for reading bonmin's options.*/
+   std::string prefix_;
+   /** Global start time.*/
+   double start_time_;
+
+   /** Global time limit.*/
+   double time_limit_;
+
+   /** To record default log level.*/
+   int default_log_level_;
+  /// Copy Constructor
+  TNLPSolver(const TNLPSolver & other);
+
+};
+}
+#endif
+
+