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Diffstat (limited to 'thirdparty/linux/include/coin/BonTNLPSolver.hpp')
| -rw-r--r-- | thirdparty/linux/include/coin/BonTNLPSolver.hpp | 241 |
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diff --git a/thirdparty/linux/include/coin/BonTNLPSolver.hpp b/thirdparty/linux/include/coin/BonTNLPSolver.hpp new file mode 100644 index 0000000..195fbad --- /dev/null +++ b/thirdparty/linux/include/coin/BonTNLPSolver.hpp @@ -0,0 +1,241 @@ +// (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 + + |