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/*************************************************************************
Copyright (C) 2004, 2010 International Business Machines and others.
All Rights Reserved.
This code is published under the Eclipse Public License.
$Id: IpStdCInterface.h 2082 2012-02-16 03:00:34Z andreasw $
Authors: Carl Laird, Andreas Waechter IBM 2004-09-02
*************************************************************************/
#ifndef __IPSTDCINTERFACE_H__
#define __IPSTDCINTERFACE_H__
#ifndef IPOPT_EXPORT
#ifdef _MSC_VER
#ifdef IPOPT_DLL
#define IPOPT_EXPORT(type) __declspec(dllexport) type __cdecl
#else
#define IPOPT_EXPORT(type) type __cdecl
#endif
#else
#define IPOPT_EXPORT(type) type
#endif
#endif
#ifdef __cplusplus
extern "C"
{
#endif
/** Type for all number. We need to make sure that this is
identical with what is defined in Common/IpTypes.hpp */
typedef double Number;
/** Type for all incides. We need to make sure that this is
identical with what is defined in Common/IpTypes.hpp */
typedef int Index;
/** Type for all integers. We need to make sure that this is
identical with what is defined in Common/IpTypes.hpp */
typedef int Int;
/* This includes the SolverReturn enum type */
#include "IpReturnCodes.h"
/** Structure collecting all information about the problem
* definition and solve statistics etc. This is defined in the
* source file. */
struct IpoptProblemInfo;
/** Pointer to a Ipopt Problem. */
typedef struct IpoptProblemInfo* IpoptProblem;
/** define a boolean type for C */
typedef int Bool;
#ifndef TRUE
# define TRUE (1)
#endif
#ifndef FALSE
# define FALSE (0)
#endif
/** A pointer for anything that is to be passed between the called
* and individual callback function */
typedef void * UserDataPtr;
/** Type defining the callback function for evaluating the value of
* the objective function. Return value should be set to false if
* there was a problem doing the evaluation. */
typedef Bool (*Eval_F_CB)(Index n, Number* x, Bool new_x,
Number* obj_value, UserDataPtr user_data);
/** Type defining the callback function for evaluating the gradient of
* the objective function. Return value should be set to false if
* there was a problem doing the evaluation. */
typedef Bool (*Eval_Grad_F_CB)(Index n, Number* x, Bool new_x,
Number* grad_f, UserDataPtr user_data);
/** Type defining the callback function for evaluating the value of
* the constraint functions. Return value should be set to false if
* there was a problem doing the evaluation. */
typedef Bool (*Eval_G_CB)(Index n, Number* x, Bool new_x,
Index m, Number* g, UserDataPtr user_data);
/** Type defining the callback function for evaluating the Jacobian of
* the constrant functions. Return value should be set to false if
* there was a problem doing the evaluation. */
typedef Bool (*Eval_Jac_G_CB)(Index n, Number *x, Bool new_x,
Index m, Index nele_jac,
Index *iRow, Index *jCol, Number *values,
UserDataPtr user_data);
/** Type defining the callback function for evaluating the Hessian of
* the Lagrangian function. Return value should be set to false if
* there was a problem doing the evaluation. */
typedef Bool (*Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor,
Index m, Number *lambda, Bool new_lambda,
Index nele_hess, Index *iRow, Index *jCol,
Number *values, UserDataPtr user_data);
/** Type defining the callback function for giving intermediate
* execution control to the user. If set, it is called once per
* iteration, providing the user with some information on the state
* of the optimization. This can be used to print some
* user-defined output. It also gives the user a way to terminate
* the optimization prematurely. If this method returns false,
* Ipopt will terminate the optimization. */
typedef Bool (*Intermediate_CB)(Index alg_mod, /* 0 is regular, 1 is resto */
Index iter_count, 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, UserDataPtr user_data);
/** Function for creating a new Ipopt Problem object. This function
* returns an object that can be passed to the IpoptSolve call. It
* contains the basic definition of the optimization problem, such
* as number of variables and constraints, bounds on variables and
* constraints, information about the derivatives, and the callback
* function for the computation of the optimization problem
* functions and derivatives. During this call, the options file
* PARAMS.DAT is read as well.
*
* If NULL is returned, there was a problem with one of the inputs
* or reading the options file. */
IPOPT_EXPORT(IpoptProblem) CreateIpoptProblem(
Index n /** Number of optimization variables */
, Number* x_L /** Lower bounds on variables. This array of
size n is copied internally, so that the
caller can change the incoming data after
return without that IpoptProblem is
modified. Any value less or equal than
the number specified by option
'nlp_lower_bound_inf' is interpreted to
be minus infinity. */
, Number* x_U /** Upper bounds on variables. This array of
size n is copied internally, so that the
caller can change the incoming data after
return without that IpoptProblem is
modified. Any value greater or equal
than the number specified by option
'nlp_upper_bound_inf' is interpreted to
be plus infinity. */
, Index m /** Number of constraints. */
, Number* g_L /** Lower bounds on constraints. This array of
size m is copied internally, so that the
caller can change the incoming data after
return without that IpoptProblem is
modified. Any value less or equal than
the number specified by option
'nlp_lower_bound_inf' is interpreted to
be minus infinity. */
, Number* g_U /** Upper bounds on constraints. This array of
size m is copied internally, so that the
caller can change the incoming data after
return without that IpoptProblem is
modified. Any value greater or equal
than the number specified by option
'nlp_upper_bound_inf' is interpreted to
be plus infinity. */
, Index nele_jac /** Number of non-zero elements in constraint
Jacobian. */
, Index nele_hess /** Number of non-zero elements in Hessian of
Lagrangian. */
, Index index_style /** indexing style for iRow & jCol,
0 for C style, 1 for Fortran style */
, Eval_F_CB eval_f /** Callback function for evaluating
objective function */
, Eval_G_CB eval_g /** Callback function for evaluating
constraint functions */
, Eval_Grad_F_CB eval_grad_f
/** Callback function for evaluating gradient
of objective function */
, Eval_Jac_G_CB eval_jac_g
/** Callback function for evaluating Jacobian
of constraint functions */
, Eval_H_CB eval_h /** Callback function for evaluating Hessian
of Lagrangian function */
);
/** Method for freeing a previously created IpoptProblem. After
freeing an IpoptProblem, it cannot be used anymore. */
IPOPT_EXPORT(void) FreeIpoptProblem(IpoptProblem ipopt_problem);
/** Function for adding a string option. Returns FALSE the option
* could not be set (e.g., if keyword is unknown) */
IPOPT_EXPORT(Bool) AddIpoptStrOption(IpoptProblem ipopt_problem, char* keyword, char* val);
/** Function for adding a Number option. Returns FALSE the option
* could not be set (e.g., if keyword is unknown) */
IPOPT_EXPORT(Bool) AddIpoptNumOption(IpoptProblem ipopt_problem, char* keyword, Number val);
/** Function for adding an Int option. Returns FALSE the option
* could not be set (e.g., if keyword is unknown) */
IPOPT_EXPORT(Bool) AddIpoptIntOption(IpoptProblem ipopt_problem, char* keyword, Int val);
/** Function for opening an output file for a given name with given
* printlevel. Returns false, if there was a problem opening the
* file. */
IPOPT_EXPORT(Bool) OpenIpoptOutputFile(IpoptProblem ipopt_problem, char* file_name,
Int print_level);
/** Optional function for setting scaling parameter for the NLP.
* This corresponds to the get_scaling_parameters method in TNLP.
* If the pointers x_scaling or g_scaling are NULL, then no scaling
* for x resp. g is done. */
IPOPT_EXPORT(Bool) SetIpoptProblemScaling(IpoptProblem ipopt_problem,
Number obj_scaling,
Number* x_scaling,
Number* g_scaling);
/** Setting a callback function for the "intermediate callback"
* method in the TNLP. This gives control back to the user once
* per iteration. If set, it provides the user with some
* information on the state of the optimization. This can be used
* to print some user-defined output. It also gives the user a way
* to terminate the optimization prematurely. If the callback
* method returns false, Ipopt will terminate the optimization.
* Calling this set method to set the CB pointer to NULL disables
* the intermediate callback functionality. */
IPOPT_EXPORT(Bool) SetIntermediateCallback(IpoptProblem ipopt_problem,
Intermediate_CB intermediate_cb);
/** Function calling the Ipopt optimization algorithm for a problem
previously defined with CreateIpoptProblem. The return
specified outcome of the optimization procedure (e.g., success,
failure etc).
*/
IPOPT_EXPORT(enum ApplicationReturnStatus) IpoptSolve(
IpoptProblem ipopt_problem
/** Problem that is to be optimized. Ipopt
will use the options previously specified with
AddIpoptOption (etc) for this problem. */
, Number* x /** Input: Starting point
Output: Optimal solution */
, Number* g /** Values of constraint at final point
(output only - ignored if set to NULL) */
, Number* obj_val /** Final value of objective function
(output only - ignored if set to NULL) */
, Number* mult_g /** Input: Initial values for the constraint
multipliers (only if warm start option
is chosen)
Output: Final multipliers for constraints
(ignored if set to NULL) */
, Number* mult_x_L /** Input: Initial values for the multipliers for
lower variable bounds (only if warm start
option is chosen)
Output: Final multipliers for lower variable
bounds (ignored if set to NULL) */
, Number* mult_x_U /** Input: Initial values for the multipliers for
upper variable bounds (only if warm start
option is chosen)
Output: Final multipliers for upper variable
bounds (ignored if set to NULL) */
, UserDataPtr user_data
/** Pointer to user data. This will be
passed unmodified to the callback
functions. */
);
/**
void IpoptStatisticsCounts;
void IpoptStatisticsInfeasibilities; */
#ifdef __cplusplus
} /* extern "C" { */
#endif
#endif
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