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author | Georgey | 2017-07-05 11:40:43 +0530 |
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committer | Georgey | 2017-07-05 11:40:43 +0530 |
commit | 938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427 (patch) | |
tree | b343c0ee5609433c80e0de1db8b6886c9126dc2d /thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp | |
parent | 5b72577efe080c5294b32d804e4d26351fef30bc (diff) | |
download | FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.gz FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.tar.bz2 FOSSEE-Optimization-toolbox-938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427.zip |
Added linux shared libraries and header files for int and ecos functions
Diffstat (limited to 'thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp | 103 |
1 files changed, 103 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp b/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp new file mode 100644 index 0000000..d477548 --- /dev/null +++ b/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp @@ -0,0 +1,103 @@ +// (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 |