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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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+// Copyright (C) 2004, 2006 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpNLP.hpp 2269 2013-05-05 11:32:40Z stefan $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPNLP_HPP__
+#define __IPNLP_HPP__
+
+#include "IpUtils.hpp"
+#include "IpVector.hpp"
+#include "IpSmartPtr.hpp"
+#include "IpMatrix.hpp"
+#include "IpSymMatrix.hpp"
+#include "IpOptionsList.hpp"
+#include "IpAlgTypes.hpp"
+#include "IpReturnCodes.hpp"
+
+namespace Ipopt
+{
+ // forward declarations
+ class IpoptData;
+ class IpoptCalculatedQuantities;
+ class IteratesVector;
+
+ /** Brief Class Description.
+ * Detailed Class Description.
+ */
+ class NLP : public ReferencedObject
+ {
+ public:
+ /**@name Constructors/Destructors */
+ //@{
+ /** Default constructor */
+ NLP()
+ {}
+
+ /** Default destructor */
+ virtual ~NLP()
+ {}
+ //@}
+
+ /** Exceptions */
+ //@{
+ DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED);
+ DECLARE_STD_EXCEPTION(INVALID_NLP);
+ //@}
+
+ /** @name NLP Initialization (overload in
+ * derived classes).*/
+ //@{
+ /** Overload if you want the chance to process options or parameters that
+ * may be specific to the NLP */
+ virtual bool ProcessOptions(const OptionsList& options,
+ const std::string& prefix)
+ {
+ return true;
+ }
+
+ /** Method for creating the derived vector / matrix types. The
+ * Hess_lagrangian_space pointer can be NULL if a quasi-Newton
+ * options is chosen. */
+ virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
+ SmartPtr<const VectorSpace>& c_space,
+ SmartPtr<const VectorSpace>& d_space,
+ SmartPtr<const VectorSpace>& x_l_space,
+ SmartPtr<const MatrixSpace>& px_l_space,
+ SmartPtr<const VectorSpace>& x_u_space,
+ SmartPtr<const MatrixSpace>& px_u_space,
+ SmartPtr<const VectorSpace>& d_l_space,
+ SmartPtr<const MatrixSpace>& pd_l_space,
+ SmartPtr<const VectorSpace>& d_u_space,
+ SmartPtr<const MatrixSpace>& pd_u_space,
+ SmartPtr<const MatrixSpace>& Jac_c_space,
+ SmartPtr<const MatrixSpace>& Jac_d_space,
+ SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0;
+
+ /** Method for obtaining the bounds information */
+ virtual bool GetBoundsInformation(const Matrix& Px_L,
+ Vector& x_L,
+ const Matrix& Px_U,
+ Vector& x_U,
+ const Matrix& Pd_L,
+ Vector& d_L,
+ const Matrix& Pd_U,
+ Vector& d_U)=0;
+
+ /** Method for obtaining the starting point for all the
+ * iterates. ToDo it might not make sense to ask for initial
+ * values for v_L and v_U? */
+ virtual bool GetStartingPoint(
+ SmartPtr<Vector> x,
+ bool need_x,
+ SmartPtr<Vector> y_c,
+ bool need_y_c,
+ SmartPtr<Vector> y_d,
+ bool need_y_d,
+ SmartPtr<Vector> z_L,
+ bool need_z_L,
+ SmartPtr<Vector> z_U,
+ bool need_z_U
+ )=0;
+
+ /** Method for obtaining an entire iterate as a warmstart point.
+ * The incoming IteratesVector has to be filled. The default
+ * dummy implementation returns false. */
+ virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
+ {
+ return false;
+ }
+ //@}
+
+ /** @name NLP evaluation routines (overload
+ * in derived classes. */
+ //@{
+ virtual bool Eval_f(const Vector& x, Number& f) = 0;
+
+ virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0;
+
+ virtual bool Eval_c(const Vector& x, Vector& c) = 0;
+
+ virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0;
+
+ virtual bool Eval_d(const Vector& x, Vector& d) = 0;
+
+ virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0;
+
+ virtual bool Eval_h(const Vector& x,
+ Number obj_factor,
+ const Vector& yc,
+ const Vector& yd,
+ SymMatrix& h) = 0;
+ //@}
+
+ /** @name NLP solution routines. Have default dummy
+ * implementations that can be overloaded. */
+ //@{
+ /** This method is called at the very end of the optimization. It
+ * provides the final iterate to the user, so that it can be
+ * stored as the solution. The status flag indicates the outcome
+ * of the optimization, where SolverReturn is defined in
+ * IpAlgTypes.hpp. */
+ virtual void FinalizeSolution(SolverReturn status,
+ const Vector& x, const Vector& z_L,
+ const Vector& z_U,
+ const Vector& c, const Vector& d,
+ const Vector& y_c, const Vector& y_d,
+ Number obj_value,
+ const IpoptData* ip_data,
+ IpoptCalculatedQuantities* ip_cq)
+ {}
+
+ /** This method is called once per iteration, after the iteration
+ * summary output has been printed. It provides the current
+ * information to the user to do with it anything she wants. It
+ * also allows the user to ask for a premature termination of the
+ * optimization by returning false, in which case Ipopt will
+ * terminate with a corresponding return status. The basic
+ * information provided in the argument list has the quantities
+ * values printed in the iteration summary line. If more
+ * information is required, a user can obtain it from the IpData
+ * and IpCalculatedQuantities objects. However, note that the
+ * provided quantities are all for the problem that Ipopt sees,
+ * i.e., the quantities might be scaled, fixed variables might be
+ * sorted out, etc. The status indicates things like whether the
+ * algorithm is in the restoration phase... In the restoration
+ * phase, the dual variables are probably not not changing. */
+ virtual bool IntermediateCallBack(AlgorithmMode mode,
+ Index iter, Number obj_value,
+ Number inf_pr, Number inf_du,
+ Number mu, Number d_norm,
+ Number regularization_size,
+ Number alpha_du, Number alpha_pr,
+ Index ls_trials,
+ const IpoptData* ip_data,
+ IpoptCalculatedQuantities* ip_cq)
+ {
+ return true;
+ }
+ //@}
+
+ /** Routines to get the scaling parameters. These do not need to
+ * be overloaded unless the options are set for User scaling
+ */
+ //@{
+ virtual void GetScalingParameters(
+ const SmartPtr<const VectorSpace> x_space,
+ const SmartPtr<const VectorSpace> c_space,
+ const SmartPtr<const VectorSpace> d_space,
+ Number& obj_scaling,
+ SmartPtr<Vector>& x_scaling,
+ SmartPtr<Vector>& c_scaling,
+ SmartPtr<Vector>& d_scaling) const
+ {
+ THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED,
+ "You have set options for user provided scaling, but have"
+ " not implemented GetScalingParameters in the NLP interface");
+ }
+ //@}
+
+ /** Method for obtaining the subspace in which the limited-memory
+ * Hessian approximation should be done. This is only called if
+ * the limited-memory Hessian approximation is chosen. Since the
+ * Hessian is zero in the space of all variables that appear in
+ * the problem functions only linearly, this allows the user to
+ * provide a VectorSpace for all nonlinear variables, and an
+ * ExpansionMatrix to lift from this VectorSpace to the
+ * VectorSpace of the primal variables x. If the returned values
+ * are NULL, it is assumed that the Hessian is to be approximated
+ * in the space of all x variables. The default instantiation of
+ * this method returns NULL, and a user only has to overwrite
+ * this method if the approximation is to be done only in a
+ * subspace. */
+ virtual void
+ GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
+ SmartPtr<Matrix>& P_approx)
+ {
+ approx_space = NULL;
+ P_approx = NULL;
+ }
+
+ 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. */
+ //@{
+ /** Copy Constructor */
+ NLP(const NLP&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const NLP&);
+ //@}
+ };
+
+} // namespace Ipopt
+
+#endif