cbcintlinprog added

1 files changed, 689 insertions, 0 deletions

diff --git a/thirdparty/linux/include/coin/IpIteratesVector.hpp b/thirdparty/linux/include/coin/IpIteratesVector.hpp
new file mode 100644
index 0000000..2ed7580
--- /dev/null
+++ b/thirdparty/linux/include/coin/IpIteratesVector.hpp
@@ -0,0 +1,689 @@
+// Copyright (C) 2004, 2006 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpIteratesVector.hpp 2472 2014-04-05 17:47:20Z stefan $
+//
+// Authors:  Carl Laird, Andreas Waechter     IBM    2004-06-06
+
+#ifndef __IPITERATESVECTOR_HPP__
+#define __IPITERATESVECTOR_HPP__
+
+#include "IpCompoundVector.hpp"
+
+namespace Ipopt
+{
+  /* forward declarations */
+  class IteratesVectorSpace;
+
+  /** Specialized CompoundVector class specifically for the algorithm
+   *  iterates.  This class inherits from CompoundVector and is a
+   *  specialized class for handling the iterates of the Ipopt
+   *  Algorithm, that is, x, s, y_c, y_d, z_L, z_U, v_L, and v_U. It
+   *  inherits from CompoundVector so it can behave like a CV in most
+   *  calculations, but it has fixed dimensions and cannot be
+   *  customized
+   */
+  class IteratesVector : public CompoundVector
+  {
+  public:
+    /** Constructors / Destructors */
+    //@{
+    IteratesVector(const IteratesVectorSpace* owner_space, bool create_new);
+
+    virtual ~IteratesVector();
+    //@}
+
+    /** Make New methods */
+    //@{
+    /** Use this method to create a new iterates vector. The MakeNew
+     *  method on the Vector class also works, but it does not give
+     *  the create_new option.
+     */
+    SmartPtr<IteratesVector> MakeNewIteratesVector(bool create_new = true) const;
+
+    /** Use this method to create a new iterates vector with a copy of
+     *  all the data.
+     */
+    SmartPtr<IteratesVector> MakeNewIteratesVectorCopy() const
+    {
+      SmartPtr<IteratesVector> ret = MakeNewIteratesVector(true);
+      ret->Copy(*this);
+      return ret;
+    }
+
+    /** Use this method to create a new iterates vector
+     *  container. This creates a new NonConst container, but the
+     *  elements inside the iterates vector may be const. Therefore,
+     *  the container can be modified to point to new entries, but the
+     *  existing entries may or may not be modifiable.
+     */
+    SmartPtr<IteratesVector> MakeNewContainer() const;
+    //@}
+
+    /** Iterates Set/Get Methods */
+    //@{
+    /** Get the x iterate (const) */
+    SmartPtr<const Vector> x() const
+    {
+      return GetIterateFromComp(0);
+    }
+
+    /** Get the x iterate (non-const) - this can only be called if the
+     *  vector was created intenally, or the Set_x_NonConst method was
+     *  used. */
+    SmartPtr<Vector> x_NonConst()
+    {
+      return GetNonConstIterateFromComp(0);
+    }
+
+    /** Create a new vector in the x entry */
+    inline
+    SmartPtr<Vector> create_new_x();
+
+    /** Create a new vector in the x entry and copy the current values
+     *  into it. */
+    SmartPtr<Vector> create_new_x_copy()
+    {
+      SmartPtr<const Vector> curr_x = GetComp(0);
+      Set_x_NonConst(*curr_x->MakeNew());
+      x_NonConst()->Copy(*curr_x);
+      return x_NonConst();
+    }
+
+    /** Set the x iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_x(const Vector& vec)
+    {
+      SetComp(0, vec);
+    }
+
+    /** Set the x iterate (non-const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_x_NonConst(Vector& vec)
+    {
+      SetCompNonConst(0, vec);
+    }
+
+    /** Get the s iterate (const) */
+    SmartPtr<const Vector> s() const
+    {
+      return GetIterateFromComp(1);
+    }
+
+    /** Get the s iterate (non-const) - this can only be called if the
+     *  vector was created intenally, or the Set_s_NonConst method was
+     *  used. */
+    SmartPtr<Vector> s_NonConst()
+    {
+      return GetNonConstIterateFromComp(1);
+    }
+
+    /** Create a new vector in the s entry */
+    inline
+    SmartPtr<Vector> create_new_s();
+
+    /** Create a new vector in the s entry and copy the current values
+     *  into it. */
+    SmartPtr<Vector> create_new_s_copy()
+    {
+      SmartPtr<const Vector> curr_s = GetComp(1);
+      Set_s_NonConst(*curr_s->MakeNew());
+      s_NonConst()->Copy(*curr_s);
+      return s_NonConst();
+    }
+
+    /** Set the s iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_s(const Vector& vec)
+    {
+      SetComp(1, vec);
+    }
+
+    /** Set the s iterate (non-const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_s_NonConst(Vector& vec)
+    {
+      SetCompNonConst(1, vec);
+    }
+
+    /** Get the y_c iterate (const) */
+    SmartPtr<const Vector> y_c() const
+    {
+      return GetIterateFromComp(2);
+    }
+
+    /** Get the y_c iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_y_c_NonConst
+     *  method was used. */
+    SmartPtr<Vector> y_c_NonConst()
+    {
+      return GetNonConstIterateFromComp(2);
+    }
+
+    /** Create a new vector in the y_c entry */
+    inline
+    SmartPtr<Vector> create_new_y_c();
+
+    /** Create a new vector in the y_c entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_y_c_copy()
+    {
+      SmartPtr<const Vector> curr_y_c = GetComp(2);
+      Set_y_c_NonConst(*curr_y_c->MakeNew());
+      y_c_NonConst()->Copy(*curr_y_c);
+      return y_c_NonConst();
+    }
+
+    /** Set the y_c iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_y_c(const Vector& vec)
+    {
+      SetComp(2, vec);
+    }
+
+    /** Set the y_c iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_y_c_NonConst(Vector& vec)
+    {
+      SetCompNonConst(2, vec);
+    }
+
+    /** Get the y_d iterate (const) */
+    SmartPtr<const Vector> y_d() const
+    {
+      return GetIterateFromComp(3);
+    }
+
+    /** Get the y_d iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_y_d_NonConst
+     *  method was used. */
+    SmartPtr<Vector> y_d_NonConst()
+    {
+      return GetNonConstIterateFromComp(3);
+    }
+
+    /** Create a new vector in the y_d entry */
+    inline
+    SmartPtr<Vector> create_new_y_d();
+
+    /** Create a new vector in the y_d entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_y_d_copy()
+    {
+      SmartPtr<const Vector> curr_y_d = GetComp(3);
+      Set_y_d_NonConst(*curr_y_d->MakeNew());
+      y_d_NonConst()->Copy(*curr_y_d);
+      return y_d_NonConst();
+    }
+
+    /** Set the y_d iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_y_d(const Vector& vec)
+    {
+      SetComp(3, vec);
+    }
+
+    /** Set the y_d iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_y_d_NonConst(Vector& vec)
+    {
+      SetCompNonConst(3, vec);
+    }
+
+    /** Get the z_L iterate (const) */
+    SmartPtr<const Vector> z_L() const
+    {
+      return GetIterateFromComp(4);
+    }
+
+    /** Get the z_L iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_z_L_NonConst
+     *  method was used. */
+    SmartPtr<Vector> z_L_NonConst()
+    {
+      return GetNonConstIterateFromComp(4);
+    }
+
+    /** Create a new vector in the z_L entry */
+    inline
+    SmartPtr<Vector> create_new_z_L();
+
+    /** Create a new vector in the z_L entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_z_L_copy()
+    {
+      SmartPtr<const Vector> curr_z_L = GetComp(4);
+      Set_z_L_NonConst(*curr_z_L->MakeNew());
+      z_L_NonConst()->Copy(*curr_z_L);
+      return z_L_NonConst();
+    }
+
+    /** Set the z_L iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_z_L(const Vector& vec)
+    {
+      SetComp(4, vec);
+    }
+
+    /** Set the z_L iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_z_L_NonConst(Vector& vec)
+    {
+      SetCompNonConst(4, vec);
+    }
+
+    /** Get the z_U iterate (const) */
+    SmartPtr<const Vector> z_U() const
+    {
+      return GetIterateFromComp(5);
+    }
+
+    /** Get the z_U iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_z_U_NonConst
+     *  method was used. */
+    SmartPtr<Vector> z_U_NonConst()
+    {
+      return GetNonConstIterateFromComp(5);
+    }
+
+    /** Create a new vector in the z_U entry */
+    inline
+    SmartPtr<Vector> create_new_z_U();
+
+    /** Create a new vector in the z_U entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_z_U_copy()
+    {
+      SmartPtr<const Vector> curr_z_U = GetComp(5);
+      Set_z_U_NonConst(*curr_z_U->MakeNew());
+      z_U_NonConst()->Copy(*curr_z_U);
+      return z_U_NonConst();
+    }
+
+    /** Set the z_U iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_z_U(const Vector& vec)
+    {
+      SetComp(5, vec);
+    }
+
+    /** Set the z_U iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_z_U_NonConst(Vector& vec)
+    {
+      SetCompNonConst(5, vec);
+    }
+
+    /** Get the v_L iterate (const) */
+    SmartPtr<const Vector> v_L() const
+    {
+      return GetIterateFromComp(6);
+    }
+
+    /** Get the v_L iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_v_L_NonConst
+     *  method was used. */
+    SmartPtr<Vector> v_L_NonConst()
+    {
+      return GetNonConstIterateFromComp(6);
+    }
+
+    /** Create a new vector in the v_L entry */
+    inline
+    SmartPtr<Vector> create_new_v_L();
+
+    /** Create a new vector in the v_L entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_v_L_copy()
+    {
+      SmartPtr<const Vector> curr_v_L = GetComp(6);
+      Set_v_L_NonConst(*curr_v_L->MakeNew());
+      v_L_NonConst()->Copy(*curr_v_L);
+      return v_L_NonConst();
+    }
+
+    /** Set the v_L iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_v_L(const Vector& vec)
+    {
+      SetComp(6, vec);
+    }
+
+    /** Set the v_L iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_v_L_NonConst(Vector& vec)
+    {
+      SetCompNonConst(6, vec);
+    }
+
+    /** Get the v_U iterate (const) */
+    SmartPtr<const Vector> v_U() const
+    {
+      return GetIterateFromComp(7);
+    }
+
+    /** Get the v_U iterate (non-const) - this can only be called if
+     *  the vector was created intenally, or the Set_v_U_NonConst
+     *  method was used. */
+    SmartPtr<Vector> v_U_NonConst()
+    {
+      return GetNonConstIterateFromComp(7);
+    }
+
+    /** Create a new vector in the v_U entry */
+    inline
+    SmartPtr<Vector> create_new_v_U();
+
+    /** Create a new vector in the v_U entry and copy the current
+     *  values into it. */
+    SmartPtr<Vector> create_new_v_U_copy()
+    {
+      SmartPtr<const Vector> curr_v_U = GetComp(7);
+      Set_v_U_NonConst(*curr_v_U->MakeNew());
+      v_U_NonConst()->Copy(*curr_v_U);
+      return v_U_NonConst();
+    }
+
+    /** Set the v_U iterate (const). Sets the pointer, does NOT copy
+     *  data. */
+    void Set_v_U(const Vector& vec)
+    {
+      SetComp(7, vec);
+    }
+
+    /** Set the v_U iterate (non-const). Sets the pointer, does NOT
+     *  copy data. */
+    void Set_v_U_NonConst(Vector& vec)
+    {
+      SetCompNonConst(7, vec);
+    }
+
+    /** Set the primal variables all in one shot. Sets the pointers,
+     *  does NOT copy data */
+    void Set_primal(const Vector& x, const Vector& s)
+    {
+      SetComp(0, x);
+      SetComp(1, s);
+    }
+    void Set_primal_NonConst(Vector& x, Vector& s)
+    {
+      SetCompNonConst(0, x);
+      SetCompNonConst(1, s);
+    }
+
+    /** Set the eq multipliers all in one shot. Sets the pointers,
+     *  does not copy data. */
+    void Set_eq_mult(const Vector& y_c, const Vector& y_d)
+    {
+      SetComp(2, y_c);
+      SetComp(3, y_d);
+    }
+    void Set_eq_mult_NonConst(Vector& y_c, Vector& y_d)
+    {
+      SetCompNonConst(2, y_c);
+      SetCompNonConst(3, y_d);
+    }
+
+    /** Set the bound multipliers all in one shot. Sets the pointers,
+     *  does not copy data. */
+    void Set_bound_mult(const Vector& z_L, const Vector& z_U, const Vector& v_L, const Vector& v_U)
+    {
+      SetComp(4, z_L);
+      SetComp(5, z_U);
+      SetComp(6, v_L);
+      SetComp(7, v_U);
+    }
+    void Set_bound_mult_NonConst(Vector& z_L, Vector& z_U, Vector& v_L, Vector& v_U)
+    {
+      SetCompNonConst(4, z_L);
+      SetCompNonConst(5, z_U);
+      SetCompNonConst(6, v_L);
+      SetCompNonConst(7, v_U);
+    }
+
+    /** Get a sum of the tags of the contained items. There is no
+     *  guarantee that this is unique, but there is a high chance it
+     *  is unique and it can be used for debug checks relatively
+     *  reliably.
+     */
+    TaggedObject::Tag GetTagSum() const
+    {
+      TaggedObject::Tag tag = 0;
+
+      if (IsValid(x())) {
+        tag += x()->GetTag();
+      }
+      if (IsValid(s())) {
+        tag += s()->GetTag();
+      }
+      if (IsValid(y_c())) {
+        tag += y_c()->GetTag();
+      }
+      if (IsValid(y_d())) {
+        tag += y_d()->GetTag();
+      }
+      if (IsValid(z_L())) {
+        tag += z_L()->GetTag();
+      }
+      if (IsValid(z_U())) {
+        tag += z_U()->GetTag();
+      }
+      if (IsValid(v_L())) {
+        tag += v_L()->GetTag();
+      }
+      if (IsValid(v_U())) {
+        tag += v_U()->GetTag();
+      }
+
+      return tag;
+    }
+    //@}
+
+  private:
+    /**@name Default Compiler Generated Methods (Hidden to avoid
+     * implicit creation/calling).  These methods are not implemented
+     * and we do not want the compiler to implement them for us, so we
+     * declare them private and do not define them. This ensures that
+     * they will not be implicitly created/called.
+     */
+    //@{
+    /** Default Constructor */
+    IteratesVector();
+
+    /** Copy Constructor */
+    IteratesVector(const IteratesVector&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const IteratesVector&);
+    //@}
+
+    const IteratesVectorSpace* owner_space_;
+
+    /** private method to return the const element from the compound
+     *  vector.  This method will return NULL if none is currently
+     *  set.
+     */
+    SmartPtr<const Vector> GetIterateFromComp(Index i) const
+    {
+      if (IsCompNull(i)) {
+        return NULL;
+      }
+      return GetComp(i);
+    }
+
+    /** private method to return the non-const element from the
+     *  compound vector.  This method will return NULL if none is
+     *  currently set.
+     */
+    SmartPtr<Vector> GetNonConstIterateFromComp(Index i)
+    {
+      if (IsCompNull(i)) {
+        return NULL;
+      }
+      return GetCompNonConst(i);
+    }
+
+  };
+
+  /** Vector Space for the IteratesVector class.  This is a
+   *  specialized vector space for the IteratesVector class.
+   */
+  class IteratesVectorSpace : public CompoundVectorSpace
+  {
+  public:
+    /** @name Constructors/Destructors. */
+    //@{
+    /** Constructor that takes the spaces for each of the iterates.
+     *  Warning! None of these can be NULL ! 
+     */
+    IteratesVectorSpace(const VectorSpace& x_space, const VectorSpace& s_space,
+                        const VectorSpace& y_c_space, const VectorSpace& y_d_space,
+                        const VectorSpace& z_L_space, const VectorSpace& z_U_space,
+                        const VectorSpace& v_L_space, const VectorSpace& v_U_space
+                       );
+
+    virtual ~IteratesVectorSpace();
+    //@}
+
+    /** Method for creating vectors . */
+    //@{
+    /** Use this to create a new IteratesVector. You can pass-in
+     *  create_new = false if you only want a container and do not
+     *  want vectors allocated.
+     */
+    virtual IteratesVector* MakeNewIteratesVector(bool create_new = true) const
+    {
+      return new IteratesVector(this, create_new);
+    }
+
+    /** Use this method to create a new const IteratesVector. You must pass in
+     *  valid pointers for all of the entries.
+     */
+    const SmartPtr<const IteratesVector> MakeNewIteratesVector(const Vector& x, const Vector& s,
+        const Vector& y_c, const Vector& y_d,
+        const Vector& z_L, const Vector& z_U,
+        const Vector& v_L, const Vector& v_U)
+    {
+      SmartPtr<IteratesVector> newvec = MakeNewIteratesVector(false);
+      newvec->Set_x(x);
+      newvec->Set_s(s);
+      newvec->Set_y_c(y_c);
+      newvec->Set_y_d(y_d);
+      newvec->Set_z_L(z_L);
+      newvec->Set_z_U(z_U);
+      newvec->Set_v_L(v_L);
+      newvec->Set_v_U(v_U);
+      return ConstPtr(newvec);
+    }
+
+
+    /** This method overloads
+     *  ComooundVectorSpace::MakeNewCompoundVector to make sure that
+     *  we get a vector of the correct type
+     */
+    virtual CompoundVector* MakeNewCompoundVector(bool create_new = true) const
+    {
+      return MakeNewIteratesVector(create_new);
+    }
+
+    /** This method creates a new vector (and allocates space in all
+     *  the contained vectors. This is really only used for code that
+     *  does not know what type of vector it is dealing with - for
+     *  example, this method is called from Vector::MakeNew()
+     */
+    virtual Vector* MakeNew() const
+    {
+      return MakeNewIteratesVector();
+    }
+    //@}
+
+    /** This method hides the CompoundVectorSpace::SetCompSpace method
+     *  since the components of the Iterates are fixed at
+     *  construction.
+     */
+    virtual void SetCompSpace(Index icomp, const VectorSpace& vec_space)
+    {
+      DBG_ASSERT(false && "This is an IteratesVectorSpace - a special compound vector for Ipopt iterates. The contained spaces should not be modified.");
+    }
+
+  private:
+    /**@name Default Compiler Generated Methods (Hidden to avoid
+    * implicit creation/calling).  These methods are not implemented
+    * and we do not want the compiler to implement them for us, so we
+    * declare them private and do not define them. This ensures that
+    * they will not be implicitly created/called. */
+    //@{
+    /** Default constructor */
+    IteratesVectorSpace();
+
+    /** Copy Constructor */
+    IteratesVectorSpace(const IteratesVectorSpace&);
+
+    /** Overloaded Equals Operator */
+    IteratesVectorSpace& operator=(const IteratesVectorSpace&);
+    //@}
+
+    /** Contained Spaces */
+    SmartPtr<const VectorSpace> x_space_;
+    SmartPtr<const VectorSpace> s_space_;
+    SmartPtr<const VectorSpace> y_c_space_;
+    SmartPtr<const VectorSpace> y_d_space_;
+    SmartPtr<const VectorSpace> z_L_space_;
+    SmartPtr<const VectorSpace> z_U_space_;
+    SmartPtr<const VectorSpace> v_L_space_;
+    SmartPtr<const VectorSpace> v_U_space_;
+  };
+
+
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_x()
+  {
+    Set_x_NonConst(*owner_space_->GetCompSpace(0)->MakeNew());
+    return x_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_s()
+  {
+    Set_s_NonConst(*owner_space_->GetCompSpace(1)->MakeNew());
+    return s_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_y_c()
+  {
+    Set_y_c_NonConst(*owner_space_->GetCompSpace(2)->MakeNew());
+    return y_c_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_y_d()
+  {
+    Set_y_d_NonConst(*owner_space_->GetCompSpace(3)->MakeNew());
+    return y_d_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_z_L()
+  {
+    Set_z_L_NonConst(*owner_space_->GetCompSpace(4)->MakeNew());
+    return z_L_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_z_U()
+  {
+    Set_z_U_NonConst(*owner_space_->GetCompSpace(5)->MakeNew());
+    return z_U_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_v_L()
+  {
+    Set_v_L_NonConst(*owner_space_->GetCompSpace(6)->MakeNew());
+    return v_L_NonConst();
+  }
+  inline
+  SmartPtr<Vector> IteratesVector::create_new_v_U()
+  {
+    Set_v_U_NonConst(*owner_space_->GetCompSpace(7)->MakeNew());
+    return v_U_NonConst();
+  }
+} // namespace Ipopt
+
+#endif