cbcintlinprog added

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diff --git a/thirdparty/linux/include/coin/IpStdCInterface.h b/thirdparty/linux/include/coin/IpStdCInterface.h
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+++ b/thirdparty/linux/include/coin/IpStdCInterface.h
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+/*************************************************************************
+   Copyright (C) 2004, 2010 International Business Machines and others.
+   All Rights Reserved.
+   This code is published under the Eclipse Public License.
+ 
+   $Id: IpStdCInterface.h 2082 2012-02-16 03:00:34Z andreasw $
+ 
+   Authors:  Carl Laird, Andreas Waechter     IBM    2004-09-02
+ *************************************************************************/
+
+#ifndef __IPSTDCINTERFACE_H__
+#define __IPSTDCINTERFACE_H__
+
+#ifndef IPOPT_EXPORT
+#ifdef _MSC_VER
+#ifdef IPOPT_DLL
+#define IPOPT_EXPORT(type) __declspec(dllexport) type __cdecl
+#else
+#define IPOPT_EXPORT(type) type __cdecl
+#endif
+#else 
+#define IPOPT_EXPORT(type) type
+#endif
+#endif
+
+#ifdef __cplusplus
+extern "C"
+{
+#endif
+
+  /** Type for all number.  We need to make sure that this is
+      identical with what is defined in Common/IpTypes.hpp */
+  typedef double Number;
+
+  /** Type for all incides.  We need to make sure that this is
+      identical with what is defined in Common/IpTypes.hpp */
+  typedef int Index;
+
+  /** Type for all integers.  We need to make sure that this is
+      identical with what is defined in Common/IpTypes.hpp */
+  typedef int Int;
+
+  /* This includes the SolverReturn enum type */
+#include "IpReturnCodes.h"
+
+  /** Structure collecting all information about the problem
+   *  definition and solve statistics etc.  This is defined in the
+   *  source file. */
+  struct IpoptProblemInfo;
+
+  /** Pointer to a Ipopt Problem. */
+  typedef struct IpoptProblemInfo* IpoptProblem;
+
+  /** define a boolean type for C */
+  typedef int Bool;
+#ifndef TRUE
+# define TRUE (1)
+#endif
+#ifndef FALSE
+# define FALSE (0)
+#endif
+
+  /** A pointer for anything that is to be passed between the called
+   *  and individual callback function */
+  typedef void * UserDataPtr;
+
+  /** Type defining the callback function for evaluating the value of
+   *  the objective function.  Return value should be set to false if
+   *  there was a problem doing the evaluation. */
+  typedef Bool (*Eval_F_CB)(Index n, Number* x, Bool new_x,
+                            Number* obj_value, UserDataPtr user_data);
+
+  /** Type defining the callback function for evaluating the gradient of
+   *  the objective function.  Return value should be set to false if
+   *  there was a problem doing the evaluation. */
+  typedef Bool (*Eval_Grad_F_CB)(Index n, Number* x, Bool new_x,
+                                 Number* grad_f, UserDataPtr user_data);
+
+  /** Type defining the callback function for evaluating the value of
+   *  the constraint functions.  Return value should be set to false if
+   *  there was a problem doing the evaluation. */
+  typedef Bool (*Eval_G_CB)(Index n, Number* x, Bool new_x,
+                            Index m, Number* g, UserDataPtr user_data);
+
+  /** Type defining the callback function for evaluating the Jacobian of
+   *  the constrant functions.  Return value should be set to false if
+   *  there was a problem doing the evaluation. */
+  typedef Bool (*Eval_Jac_G_CB)(Index n, Number *x, Bool new_x,
+                                Index m, Index nele_jac,
+                                Index *iRow, Index *jCol, Number *values,
+                                UserDataPtr user_data);
+
+  /** Type defining the callback function for evaluating the Hessian of
+   *  the Lagrangian function.  Return value should be set to false if
+   *  there was a problem doing the evaluation. */
+  typedef Bool (*Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor,
+                            Index m, Number *lambda, Bool new_lambda,
+                            Index nele_hess, Index *iRow, Index *jCol,
+                            Number *values, UserDataPtr user_data);
+
+  /** Type defining the callback function for giving intermediate
+   *  execution control to the user.  If set, it is called once per
+   *  iteration, providing the user with some information on the state
+   *  of the optimization.  This can be used to print some
+   *  user-defined output.  It also gives the user a way to terminate
+   *  the optimization prematurely.  If this method returns false,
+   *  Ipopt will terminate the optimization. */
+  typedef Bool (*Intermediate_CB)(Index alg_mod, /* 0 is regular, 1 is resto */
+				  Index iter_count, 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, UserDataPtr user_data);
+
+  /** Function for creating a new Ipopt Problem object.  This function
+   *  returns an object that can be passed to the IpoptSolve call.  It
+   *  contains the basic definition of the optimization problem, such
+   *  as number of variables and constraints, bounds on variables and
+   *  constraints, information about the derivatives, and the callback
+   *  function for the computation of the optimization problem
+   *  functions and derivatives.  During this call, the options file
+   *  PARAMS.DAT is read as well.
+   *
+   *  If NULL is returned, there was a problem with one of the inputs
+   *  or reading the options file. */
+  IPOPT_EXPORT(IpoptProblem) CreateIpoptProblem(
+      Index n             /** Number of optimization variables */
+    , Number* x_L         /** Lower bounds on variables. This array of
+                              size n is copied internally, so that the
+                              caller can change the incoming data after
+                              return without that IpoptProblem is
+                              modified.  Any value less or equal than
+                              the number specified by option
+                              'nlp_lower_bound_inf' is interpreted to
+                              be minus infinity. */
+    , Number* x_U         /** Upper bounds on variables. This array of
+                              size n is copied internally, so that the
+                              caller can change the incoming data after
+                              return without that IpoptProblem is
+                              modified.  Any value greater or equal
+                              than the number specified by option
+                              'nlp_upper_bound_inf' is interpreted to
+                              be plus infinity. */
+    , Index m             /** Number of constraints. */
+    , Number* g_L         /** Lower bounds on constraints. This array of
+                              size m is copied internally, so that the
+                              caller can change the incoming data after
+                              return without that IpoptProblem is
+                              modified.  Any value less or equal than
+                              the number specified by option
+                              'nlp_lower_bound_inf' is interpreted to
+                              be minus infinity. */
+    , Number* g_U         /** Upper bounds on constraints. This array of
+                              size m is copied internally, so that the
+                              caller can change the incoming data after
+                              return without that IpoptProblem is
+                              modified.  Any value greater or equal
+                              than the number specified by option
+                              'nlp_upper_bound_inf' is interpreted to
+                              be plus infinity. */
+    , Index nele_jac      /** Number of non-zero elements in constraint
+                              Jacobian. */
+    , Index nele_hess     /** Number of non-zero elements in Hessian of
+                              Lagrangian. */
+    , Index index_style   /** indexing style for iRow & jCol,
+				 0 for C style, 1 for Fortran style */
+    , Eval_F_CB eval_f    /** Callback function for evaluating
+                              objective function */
+    , Eval_G_CB eval_g    /** Callback function for evaluating
+                              constraint functions */
+    , Eval_Grad_F_CB eval_grad_f
+                          /** Callback function for evaluating gradient
+                              of objective function */
+    , Eval_Jac_G_CB eval_jac_g
+                          /** Callback function for evaluating Jacobian
+                              of constraint functions */
+    , Eval_H_CB eval_h    /** Callback function for evaluating Hessian
+                              of Lagrangian function */
+  );
+
+  /** Method for freeing a previously created IpoptProblem.  After
+      freeing an IpoptProblem, it cannot be used anymore. */
+  IPOPT_EXPORT(void) FreeIpoptProblem(IpoptProblem ipopt_problem);
+
+
+  /** Function for adding a string option.  Returns FALSE the option
+   *  could not be set (e.g., if keyword is unknown) */
+  IPOPT_EXPORT(Bool) AddIpoptStrOption(IpoptProblem ipopt_problem, char* keyword, char* val);
+
+  /** Function for adding a Number option.  Returns FALSE the option
+   *  could not be set (e.g., if keyword is unknown) */
+  IPOPT_EXPORT(Bool) AddIpoptNumOption(IpoptProblem ipopt_problem, char* keyword, Number val);
+
+  /** Function for adding an Int option.  Returns FALSE the option
+   *  could not be set (e.g., if keyword is unknown) */
+  IPOPT_EXPORT(Bool) AddIpoptIntOption(IpoptProblem ipopt_problem, char* keyword, Int val);
+
+  /** Function for opening an output file for a given name with given
+   *  printlevel.  Returns false, if there was a problem opening the
+   *  file. */
+  IPOPT_EXPORT(Bool) OpenIpoptOutputFile(IpoptProblem ipopt_problem, char* file_name,
+                           Int print_level);
+
+  /** Optional function for setting scaling parameter for the NLP.
+   *  This corresponds to the get_scaling_parameters method in TNLP.
+   *  If the pointers x_scaling or g_scaling are NULL, then no scaling
+   *  for x resp. g is done. */
+  IPOPT_EXPORT(Bool) SetIpoptProblemScaling(IpoptProblem ipopt_problem,
+			      Number obj_scaling,
+			      Number* x_scaling,
+			      Number* g_scaling);
+
+  /** Setting a callback function for the "intermediate callback"
+   *  method in the TNLP.  This gives control back to the user once
+   *  per iteration.  If set, it provides the user with some
+   *  information on the state of the optimization.  This can be used
+   *  to print some user-defined output.  It also gives the user a way
+   *  to terminate the optimization prematurely.  If the callback
+   *  method returns false, Ipopt will terminate the optimization.
+   *  Calling this set method to set the CB pointer to NULL disables
+   *  the intermediate callback functionality. */
+  IPOPT_EXPORT(Bool) SetIntermediateCallback(IpoptProblem ipopt_problem,
+					     Intermediate_CB intermediate_cb);
+
+  /** Function calling the Ipopt optimization algorithm for a problem
+      previously defined with CreateIpoptProblem.  The return
+      specified outcome of the optimization procedure (e.g., success,
+      failure etc).
+   */
+  IPOPT_EXPORT(enum ApplicationReturnStatus) IpoptSolve(
+      IpoptProblem ipopt_problem
+                         /** Problem that is to be optimized.  Ipopt
+                             will use the options previously specified with
+                             AddIpoptOption (etc) for this problem. */
+    , Number* x          /** Input:  Starting point
+                             Output: Optimal solution */
+    , Number* g          /** Values of constraint at final point
+                             (output only - ignored if set to NULL) */
+    , Number* obj_val    /** Final value of objective function
+                             (output only - ignored if set to NULL) */
+    , Number* mult_g     /** Input: Initial values for the constraint
+                                    multipliers (only if warm start option
+                                    is chosen)
+                             Output: Final multipliers for constraints
+                                     (ignored if set to NULL) */
+    , Number* mult_x_L   /** Input: Initial values for the multipliers for
+                                    lower variable bounds (only if warm start
+                                    option is chosen)
+                             Output: Final multipliers for lower variable
+                                     bounds (ignored if set to NULL) */
+    , Number* mult_x_U   /** Input: Initial values for the multipliers for
+                                    upper variable bounds (only if warm start
+                                    option is chosen)
+                             Output: Final multipliers for upper variable
+                                     bounds (ignored if set to NULL) */
+    , UserDataPtr user_data
+                         /** Pointer to user data.  This will be
+                             passed unmodified to the callback
+                             functions. */
+  );
+
+  /**
+  void IpoptStatisticsCounts;
+
+  void IpoptStatisticsInfeasibilities; */
+#ifdef __cplusplus
+} /* extern "C" { */
+#endif
+
+#endif