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authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
commit938fef4a37a7b7c61b4b6ff74cb4cfd2f100c427 (patch)
treeb343c0ee5609433c80e0de1db8b6886c9126dc2d /thirdparty/linux/include/coin/BonIpoptWarmStart.hpp
parent5b72577efe080c5294b32d804e4d26351fef30bc (diff)
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Added linux shared libraries and header files for int and ecos functions
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+// (C) Copyright International Business Machines Corporation, Carnegie Mellon University 2006
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, Carnegie Mellon University,
+// Andreas Waechter, International Business Machines Corporation
+//
+// Date : 02/15/2006
+
+
+#ifndef IpoptWarmStart_HPP
+#define IpoptWarmStart_HPP
+#include "CoinWarmStartBasis.hpp"
+#include "CoinWarmStartPrimalDual.hpp"
+#include "BonIpoptInteriorWarmStarter.hpp"
+
+
+namespace Bonmin
+{
+ class TMINLP2TNLP;
+
+ /** \brief Class for storing warm start informations for Ipopt.<br>
+ * This class inherits from CoinWarmStartPrimalDual, because that's what
+ * this warmstart really is. <br>
+ * For practical reason (integration in Cbc) this class also inherits from
+ * CoinWarmStartBasis. <br>
+ * This class stores a starting point (primal and dual values) for Ipopt.
+ * <br>
+ * <p>
+ * The primal part of the base class contains the value of each primal
+ * variable.
+ * <p>
+ * The dual part of the base class consists of three sections (the number of
+ * values is 2*numcols+numrows):
+ <UL>
+ <li> First, values for dual variables associated with the lower bound
+ constraints on structurals, i.e., primal variables (constraints
+ \f$ l \leq x \f$);
+ <li> Then values for dual variables associated with upper bound
+ constraints on structurals (constraints \f$ x \leq u\f$).
+ <li> the values for dual variables associated with regular constraints
+ (constraints \f$ g(x) \leq 0 \f$)
+ </UL>
+ */
+ class IpoptWarmStart :
+ public virtual CoinWarmStartPrimalDual, public virtual CoinWarmStartBasis
+ {
+ public:
+
+ /// Default constructor
+ IpoptWarmStart(bool empty = 1, int numvars = 0, int numcont = 0);
+ /// Usefull constructor, stores the current optimum of ipopt
+ IpoptWarmStart(const Ipopt::SmartPtr<TMINLP2TNLP> tnlp,
+ Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter);
+ /// Another usefull constructor, stores the passed point
+ IpoptWarmStart(int primal_size, int dual_size,
+ const double * primal, const double * dual);
+ /// Copy constructor
+ IpoptWarmStart( const IpoptWarmStart &other, bool ownValues = 1);
+ /// A constructor from a CoinWarmStartPrimalDual
+ IpoptWarmStart(const CoinWarmStartPrimalDual& pdws);
+ /// Abstract destructor
+ virtual ~IpoptWarmStart();
+
+ /// `Virtual constructor'
+ virtual CoinWarmStart *clone() const
+ {
+ return new IpoptWarmStart(*this,1);
+ }
+
+ /** Generate the "differences" between two IpoptWarmStart.*/
+ virtual CoinWarmStartDiff*
+ generateDiff(const CoinWarmStart *const oldCWS) const;
+ /** \brief Apply 'differences' to an Ipopt warm start.
+ * What this actually does is get a copy to the vector of values stored
+ in IpoptWarmStartDiff.*/
+ virtual void
+ applyDiff (const CoinWarmStartDiff *const cwsdDiff);
+
+ /** Accessor to warm start information obecjt */
+ Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter() const
+ {
+ return warm_starter_;
+ }
+
+ /// flush the starting point
+ void flushPoint();
+
+ ///Is this an empty warm start?
+ bool empty() const
+ {
+ return empty_;
+ }
+ private:
+ /** warm start information object */
+ mutable Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter_;
+ ///Say if warm start is empty
+ bool empty_;
+ };
+
+ //###########################################################################
+
+ /** \brief Diff class for IpoptWarmStart.
+ * Actually get the differences from CoinWarmStartBasis and stores the
+ whole vector of values.
+ \todo Find a way to free unused values.
+ */
+ class IpoptWarmStartDiff : public CoinWarmStartPrimalDualDiff
+ {
+ public:
+ friend class IpoptWarmStart;
+ /** Useful constructor; takes over the data in \c diff */
+ IpoptWarmStartDiff(CoinWarmStartPrimalDualDiff * diff,
+ Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter):
+ CoinWarmStartPrimalDualDiff(),
+ warm_starter_(NULL)//(warm_starter)
+ {
+ CoinWarmStartPrimalDualDiff::swap(*diff);
+ }
+ /** Copy constructor. */
+ IpoptWarmStartDiff(const IpoptWarmStartDiff &other):
+ CoinWarmStartPrimalDualDiff(other),
+ warm_starter_(NULL /*other.warm_starter_*/) {}
+
+ /// Abstract destructor
+ virtual ~IpoptWarmStartDiff() {}
+
+ /// `Virtual constructor'
+ virtual CoinWarmStartDiff *clone() const
+ {
+ return new IpoptWarmStartDiff(*this);
+ }
+
+ /** Accessor to warm start information obecjt */
+ Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter() const
+ {
+ return warm_starter_;
+ }
+ void flushPoint();
+ private:
+
+ /** warm start information object */
+ Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter_;
+ };
+
+}
+#endif