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
|
// 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
|
