1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
|
// Copyright (C) 2015 - IIT Bombay - FOSSEE
//
// Author: Harpreet Singh
// Organization: FOSSEE, IIT Bombay
// Email: toolbox@scilab.in
// 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
#include "minbndTMINLP.hpp"
#include "sci_iofunc.hpp"
extern "C"
{
#include "call_scilab.h"
#include <api_scilab.h>
#include <Scierror.h>
#include <BOOL.h>
#include <localization.h>
#include <sciprint.h>
#include <string.h>
#include <assert.h>
}
using namespace Ipopt;
using namespace Bonmin;
minbndTMINLP::~minbndTMINLP()
{
if(finalX_) delete[] finalX_;
}
// Set the type of every variable - CONTINUOUS or INTEGER
bool minbndTMINLP::get_variables_types(Index n, VariableType* var_types)
{
n = numVars_;
for(int i=0; i < n; i++)
var_types[i] = CONTINUOUS;
for(int i=0 ; i < intconSize_ ; ++i)
var_types[(int)(intcon_[i]-1)] = INTEGER;
return true;
}
// The linearity of the variables - LINEAR or NON_LINEAR
bool minbndTMINLP::get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types)
{ return true; }
// The linearity of the constraints - LINEAR or NON_LINEAR
bool minbndTMINLP::get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types)
{ return true;}
//get NLP info such as number of variables,constraints,no.of elements in jacobian and hessian to allocate memory
bool minbndTMINLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, TNLP::IndexStyleEnum& index_style)
{
n=numVars_; // Number of variables
m=0; // Number of constraints
nnz_jac_g = 0; // No. of elements in Jacobian of constraints
nnz_h_lag = n*(n+1)/2; // No. of elements in lower traingle of Hessian of the Lagrangian.
index_style=TNLP::C_STYLE; // Index style of matrices
return true;
}
//get variable and constraint bound info
bool minbndTMINLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u)
{
unsigned int i;
for(i=0;i<n;i++)
{
x_l[i]=lb_[i]+0.0000001;
x_u[i]=ub_[i]-0.0000001;
}
g_l=NULL;
g_u=NULL;
return true;
}
// return the value of the constraints: g(x)
bool minbndTMINLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
{
// return the value of the constraints: g(x)
g=NULL;
return true;
}
// return the structure or values of the jacobian
bool minbndTMINLP::eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values)
{
if (values == NULL)
{
// return the structure of the jacobian of the constraints
iRow=NULL;
jCol=NULL;
}
else
{
values=NULL;
}
return true;
}
//get value of objective function at vector x
bool minbndTMINLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
{
char name[20]="_f";
Number *obj;
if (getFunctionFromScilab(n,name,x, 7, 1,2,&obj))
{
return false;
}
obj_value = *obj;
return true;
}
//get value of gradient of objective function at vector x.
bool minbndTMINLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
{
char name[20]="_gradf";
Number *resg;
if (getFunctionFromScilab(n,name,x, 7, 1,2,&resg))
{
return false;
}
Index i;
for(i=0;i<numVars_;i++)
{
grad_f[i]=resg[i];
}
return true;
}
// This method sets initial values for required vectors . For now we are assuming 0 to all values.
bool minbndTMINLP::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)
{
assert(init_x == true);
assert(init_z == false);
assert(init_lambda == false);
if (init_x == true)
{ //we need to set initial values for vector x
for (Index var=0;var<n;var++)
{x[var]=0.0;}//initialize with 0.
}
return true;
}
/*
* Return either the sparsity structure of the Hessian of the Lagrangian,
* or the values of the Hessian of the Lagrangian for the given values for
* x,lambda,obj_factor.
*/
bool minbndTMINLP::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)
{
double check;
if (values==NULL)
{
Index idx=0;
for (Index row = 0; row < numVars_; row++)
{
for (Index col = 0; col <= row; col++)
{ iRow[idx] = row;
jCol[idx] = col;
idx++;
}
}
}
else
{ char name[20]="_gradhess";
Number *resh;
if (getFunctionFromScilab(n,name,x, 7, 1,2,&resh))
{
return false;
}
Index index=0;
for (Index row=0;row < numVars_ ;++row)
{
for (Index col=0; col <= row; ++col)
{
values[index++]=obj_factor*(resh[numVars_*row+col]);
}
}
}
return true;
}
void minbndTMINLP::finalize_solution(SolverReturn status,Index n, const Number* x, Number obj_value)
{
finalObjVal_ = obj_value;
status_ = status;
if(status==0 ||status== 3)
{
finalX_ = new double[n];
for (Index i=0; i<numVars_; i++)
{
finalX_[i] = x[i];
}
}
}
const double * minbndTMINLP::getX()
{
return finalX_;
}
double minbndTMINLP::getObjVal()
{
return finalObjVal_;
}
int minbndTMINLP::returnStatus()
{
return status_;
}
|