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// (C) Copyright International Business Machines Corporation 2006
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: BonIpoptInteriorWarmStarter.hpp 2106 2015-01-20 10:33:55Z stefan $
//
// Authors: Andreas Waechter IBM 2006-03-02
#ifndef __IPOPTINTERIORWARMSTARTER_HPP__
#define __IPOPTINTERIORWARMSTARTER_HPP__
#include "IpSmartPtr.hpp"
#include "IpNLP.hpp"
#include <vector>
namespace Bonmin
{
class IpoptInteriorWarmStarter : public Ipopt::ReferencedObject
{
public:
/**@name Constructors/Destructors */
//@{
/** Constructor. We give it the values of the current bounds so that
* it can figure out which variables are fixed for this NLP. */
IpoptInteriorWarmStarter(Ipopt::Index n, const Ipopt::Number* x_L, const Ipopt::Number* x_u,
Ipopt::Number nlp_lower_bound_inf,
Ipopt::Number nlp_upper_bound_inf,
bool store_several_iterates);
/** Default destructor */
~IpoptInteriorWarmStarter();
//@}
/** Method for possibly storing another iterate during the current
* optimizatin for possible use for a warm start for a new
* problem */
bool UpdateStoredIterates(Ipopt::AlgorithmMode mode,
const Ipopt::IpoptData& ip_data,
Ipopt::IpoptCalculatedQuantities& ip_cq);
/** Method for doing whatever needs to be done after the parent NLP
* has been solved */
bool Finalize();
/** Method for computing the initial point based on the stored
* information */
bool WarmStartIterate(Ipopt::Index n, const Ipopt::Number* x_l_new, const Ipopt::Number* x_u_new,
Ipopt::IteratesVector& warm_start_iterate);
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. */
IpoptInteriorWarmStarter();
/** Copy Constructor */
IpoptInteriorWarmStarter(const IpoptInteriorWarmStarter&);
/** Overloaded Equals Operator */
void operator=(const IpoptInteriorWarmStarter&);
//@}
//@{
/** Value for a lower bound that denotes -infinity */
Ipopt::Number nlp_lower_bound_inf_;
/** Value for a upper bound that denotes infinity */
Ipopt::Number nlp_upper_bound_inf_;
/** Flag indicating whether more than one iterate is to be
* stored. */
bool store_several_iterates_;
//@}
/** @name Copy of the bounds for the previously solved NLP. This is
* required to find out the remapping for fixed variables, and it
* might also help to see how large the perturbation of the new
* problem is. */
//@{
Ipopt::Index n_;
Ipopt::Number* x_l_prev_;
Ipopt::Number* x_u_prev_;
//@}
/** @name Selected Iterates and quantities from the previous
* optimization */
//@{
Ipopt::Index n_stored_iterates_;
std::vector<Ipopt::Index> stored_iter_;
std::vector<Ipopt::SmartPtr<const Ipopt::IteratesVector> > stored_iterates_;
std::vector<Ipopt::Number> stored_mu_;
std::vector<Ipopt::Number> stored_nlp_error_;
std::vector<Ipopt::Number> stored_primal_inf_;
std::vector<Ipopt::Number> stored_dual_inf_;
std::vector<Ipopt::Number> stored_compl_;
//@}
};
}
#endif
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