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Diffstat (limited to 'thirdparty/linux/include/coin/IpTNLPReducer.hpp')
| -rw-r--r-- | thirdparty/linux/include/coin/IpTNLPReducer.hpp | 180 |
1 files changed, 180 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/IpTNLPReducer.hpp b/thirdparty/linux/include/coin/IpTNLPReducer.hpp new file mode 100644 index 0000000..bce1478 --- /dev/null +++ b/thirdparty/linux/include/coin/IpTNLPReducer.hpp @@ -0,0 +1,180 @@ +// Copyright (C) 2008 International Business Machines and others. +// All Rights Reserved. +// This code is published under the Eclipse Public License. +// +// $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $ +// +// Authors: Andreas Waechter IBM 2008-08-10 + +#ifndef __IPTNLPREDUCER_HPP__ +#define __IPTNLPREDUCER_HPP__ + +#include "IpTNLP.hpp" + +namespace Ipopt +{ + /** This is a wrapper around a given TNLP class that takes out a + * list of constraints that are given to the constructor. It is + * provided for convenience, if one wants to experiment with + * problems that consist of only a subset of the constraints. But + * keep in mind that this is not efficient, since behind the scenes + * we are still evaluation all functions and derivatives, and are + * making copies of the original data. */ + class TNLPReducer : public TNLP + { + public: + /**@name Constructors/Destructors */ + //@{ + /** Constructor is given the indices of the constraints that + * should be taken out of the problem statement, as well as the + * original TNLP. */ + TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip, + Index n_xL_skip, const Index* index_xL_skip, + Index n_xU_skip, const Index* index_xU_skip, + Index n_x_fix, const Index* index_f_fix); + + /** Default destructor */ + virtual ~TNLPReducer(); + //@} + + /** @name Overloaded methods from TNLP */ + virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, + Index& nnz_h_lag, IndexStyleEnum& index_style); + + virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, + Index m, Number* g_l, Number* g_u); + + virtual bool get_scaling_parameters(Number& obj_scaling, + bool& use_x_scaling, Index n, + Number* x_scaling, + bool& use_g_scaling, Index m, + Number* g_scaling); + + virtual bool get_variables_linearity(Index n, LinearityType* var_types); + + virtual bool get_constraints_linearity(Index m, LinearityType* const_types); + + virtual bool get_starting_point(Index n, bool init_x, Number* x, + bool init_z, Number* z_L, Number* z_U, + Index m, bool init_lambda, + Number* lambda); + + virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate); + + virtual bool eval_f(Index n, const Number* x, bool new_x, + Number& obj_value); + + virtual bool eval_grad_f(Index n, const Number* x, bool new_x, + Number* grad_f); + + virtual bool eval_g(Index n, const Number* x, bool new_x, + Index m, Number* g); + + virtual bool eval_jac_g(Index n, const Number* x, bool new_x, + Index m, Index nele_jac, Index* iRow, + Index *jCol, Number* values); + + virtual bool eval_h(Index n, const Number* x, bool new_x, + Number obj_factor, Index m, const Number* lambda, + bool new_lambda, Index nele_hess, + Index* iRow, Index* jCol, Number* values); + + virtual void finalize_solution(SolverReturn status, + Index n, const Number* x, const Number* z_L, const Number* z_U, + Index m, const Number* g, const Number* lambda, + Number obj_value, + const IpoptData* ip_data, + IpoptCalculatedQuantities* ip_cq); + + virtual bool intermediate_callback(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); + + virtual Index get_number_of_nonlinear_variables(); + + virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, + Index* pos_nonlin_vars); + //@} + + 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 */ + TNLPReducer(); + + /** Copy Constructor */ + TNLPReducer(const TNLPReducer&); + + /** Overloaded Equals Operator */ + void operator=(const TNLPReducer&); + //@} + + /** @name original TNLP */ + //@{ + SmartPtr<TNLP> tnlp_; + Index m_orig_; + Index nnz_jac_g_orig_; + //@} + + /** Number of constraints to be skipped */ + Index n_g_skip_; + + /** Array of indices of the constraints that are to be skipped. + * This is provided at the beginning in the constructor. */ + Index* index_g_skip_; + + /** Index style for original problem. Internally, we use C-Style + * now. */ + IndexStyleEnum index_style_orig_; + + /** Map from original constraints to new constraints. A -1 means + * that a constraint is skipped. */ + Index* g_keep_map_; + + /** Number of constraints in reduced NLP */ + Index m_reduced_; + + /** Number of Jacobian nonzeros in the reduced NLP */ + Index nnz_jac_g_reduced_; + + /** Number of Jacobian nonzeros that are skipped */ + Index nnz_jac_g_skipped_; + + /** Array of Jacobian elements that are to be skipped. This is in + * increasing order. */ + Index* jac_g_skipped_; + + /** Number of lower variable bounds to be skipped. */ + Index n_xL_skip_; + + /** Array of indices of the lower variable bounds to be skipped. */ + Index* index_xL_skip_; + + /** Number of upper variable bounds to be skipped. */ + Index n_xU_skip_; + + /** Array of indices of the upper variable bounds to be skipped. */ + Index* index_xU_skip_; + + /** Number of variables that are to be fixed to initial value. */ + Index n_x_fix_; + + /** Array of indices of the variables that are to be fixed. */ + Index* index_x_fix_; + }; + +} // namespace Ipopt + +#endif |