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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