// Copyright (C) 2016 - IIT Bombay - FOSSEE // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt // Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani // Organization: FOSSEE, IIT Bombay // Email: toolbox@scilab.in #ifndef QuadTMINLP_HPP #define QuadTMINLP_HPP #include "BonTMINLP.hpp" #include "IpTNLP.hpp" using namespace Ipopt; using namespace Bonmin; class QuadTMINLP : public TMINLP { private: Index numVars_; // Number of variables. Index numCons_; // Number of constraints. Index intconSize_; // Number of integer constraints const Number *qMatrix_ = NULL; //qMatrix_ is a pointer to matrix of size numVars X numVars_ // with coefficents of quadratic terms in objective function. const Number *lMatrix_ = NULL;//lMatrix_ is a pointer to matrix of size 1*numVars_ // with coefficents of linear terms in objective function. const Number *intcon_ = NULL; // The matrix containing the integer constraints const Number *conMatrix_ = NULL;//conMatrix_ is a pointer to matrix of size numCons X numVars // with coefficients of terms in a each objective in each row. const Number *conUB_= NULL; //conUB_ is a pointer to a matrix of size of 1*numCons_ // with upper bounds of all constraints. const Number *conLB_ = NULL; //conLB_ is a pointer to a matrix of size of 1*numConsn_ // with lower bounds of all constraints. const Number *varUB_= NULL; //varUB_ is a pointer to a matrix of size of 1*numVar_ // with upper bounds of all variables. const Number *varLB_= NULL; //varLB_ is a pointer to a matrix of size of 1*numVar_ // with lower bounds of all variables. const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVar_ // with initial guess of all variables. Number *finalX_= NULL; //finalX_ is a pointer to a matrix of size of 1*numVar_ // with final value for the primal variables. Number *finalZl_= NULL; //finalZl_ is a pointer to a matrix of size of 1*numVar_ // with final values for the lower bound multipliers Number *finalZu_= NULL; //finalZu_ is a pointer to a matrix of size of 1*numVar_ // with final values for the upper bound multipliers Number *finalLambda_= NULL; //finalLambda_ is a pointer to a matrix of size of 1*numConstr_ // with final values for the upper bound multipliers Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective. int status_; //Solver return status public: // Constructor QuadTMINLP(Index nV, Index nC, Index intconSize,Number *qM, Number *lM, Number *intcon,Number *cM, Number *cLB, Number *cUB, Number *vLB, Number *vUB,Number *vG): numVars_(nV),numCons_(nC),intconSize_(intconSize),qMatrix_(qM),lMatrix_(lM),intcon_(intcon),conMatrix_(cM),conLB_(cLB),conUB_(cUB),varLB_(vLB),varUB_(vUB),varGuess_(vG), finalObjVal_(0){ } // virtual destructor. virtual ~QuadTMINLP(){} /* Copy constructor.*/ QuadTMINLP(const QuadTMINLP &other){} // Go to http://coin-or.org/Bonmin for the details of the below methods virtual bool get_variables_types(Index n, VariableType* var_types); virtual bool get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types); virtual bool get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types); virtual bool get_nlp_info(Index& n, Index&m, Index& nnz_jac_g, Index& nnz_h_lag, TNLP::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_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 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 QuadTMINLP::finalize_solution(TMINLP::SolverReturn status, Index n, const Number* x,Number obj_value); virtual const SosInfo * sosConstraints() const{return NULL;} virtual const BranchingInfo* branchingInfo() const{return NULL;} // Bonmin methods end here virtual const double * getX(); //Returns a pointer to a matrix of size of 1*numVar // with final value for the primal variables. virtual double getObjVal(); //Returns the output of the final value of the objective. virtual int returnStatus(); //Returns the status count }; #endif