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Diffstat (limited to 'sci_gateway/cpp/sci_ipopt.cpp')
| -rw-r--r-- | sci_gateway/cpp/sci_ipopt.cpp | 194 |
1 files changed, 194 insertions, 0 deletions
diff --git a/sci_gateway/cpp/sci_ipopt.cpp b/sci_gateway/cpp/sci_ipopt.cpp new file mode 100644 index 0000000..a7ea33e --- /dev/null +++ b/sci_gateway/cpp/sci_ipopt.cpp @@ -0,0 +1,194 @@ +/* + * Quadratic Programming Toolbox for Scilab using IPOPT library + * Authors : + Sai Kiran + Keyur Joshi + Iswarya + */ + + +#include "sci_iofunc.hpp" +#include "IpIpoptApplication.hpp" +#include "QuadNLP.hpp" + +extern "C"{ +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> + +int j; +double *op_x, *op_obj,*p; + +bool readSparse(int arg,int *iRows,int *iCols,int *iNbItem,int** piNbItemRow, int** piColPos, double** pdblReal){ + SciErr sciErr; + int* piAddr = NULL; + int iType = 0; + int iRet = 0; + sciErr = getVarAddressFromPosition(pvApiCtx, arg, &piAddr); + if(sciErr.iErr) { + printError(&sciErr, 0); + return false; + } + sciprint("\ndone\n"); + if(isSparseType(pvApiCtx, piAddr)){ + sciprint("done\n"); + sciErr =getSparseMatrix(pvApiCtx, piAddr, iRows, iCols, iNbItem, piNbItemRow, piColPos, pdblReal); + if(sciErr.iErr) { + printError(&sciErr, 0); + return false; + } + } + + else { + sciprint("\nSparse matrix required\n"); + return false; + } + return true; + } + +int sci_solveqp(char *fname) +{ + + CheckInputArgument(pvApiCtx, 9, 9); // We need total 9 input arguments. + CheckOutputArgument(pvApiCtx, 7, 7); + + double *QItems=NULL,*PItems=NULL,*ConItems=NULL,*conUB=NULL,*conLB=NULL,*varUB=NULL,*varLB=NULL,x,f,iter; + unsigned int nVars,nCons; + + + unsigned int arg = 1,temp1,temp2; + + if ( !getIntFromScilab(arg,&nVars) && arg++ && !getIntFromScilab(arg,&nCons) && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&QItems) && temp1 == nVars && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&PItems) && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&ConItems) && temp1 == nCons &&((nCons !=0 && temp2 == nVars)||(temp2==0)) && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&conLB) && temp2 == nCons && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&conUB) && temp2 == nCons && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&varLB) && temp2 == nVars && arg++ && + !getDoubleMatrixFromScilab(arg,&temp1,&temp2,&varUB) && temp2 == nVars){ + + + + using namespace Ipopt; + SmartPtr<QuadNLP> Prob = new QuadNLP(nVars,nCons,QItems,PItems,ConItems,conUB,conLB,varUB,varLB); + SmartPtr<IpoptApplication> app = IpoptApplicationFactory(); + app->RethrowNonIpoptException(true); + + // Change some options + // Note: The following choices are only examples, they might not be + // suitable for your optimization problem. + app->Options()->SetNumericValue("tol", 1e-7); + app->Options()->SetStringValue("mu_strategy", "adaptive"); + + // Indicates whether all equality constraints are linear + app->Options()->SetStringValue("jac_c_constant", "yes"); + // Indicates whether all inequality constraints are linear + app->Options()->SetStringValue("jac_d_constant", "yes"); + // Indicates whether the problem is a quadratic problem + app->Options()->SetStringValue("hessian_constant", "yes"); + + // Initialize the IpoptApplication and process the options + ApplicationReturnStatus status; + status = app->Initialize(); + if (status != Solve_Succeeded) { + sciprint("\n*** Error during initialization!\n"); + return0toScilab(); + return (int) status; + } + // Ask Ipopt to solve the problem + + status = app->OptimizeTNLP(Prob); + + double *fX = Prob->getX(); + double ObjVal = Prob->getObjVal(); + double *Zl = Prob->getZl(); + double *Zu = Prob->getZu(); + double *Lambda = Prob->getLambda(); + double iteration = Prob->iterCount(); + int stats = Prob->returnStatus(); + SciErr sciErr; + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 1, 1, nVars, fX); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 2,1,1,&ObjVal); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfInteger32(pvApiCtx, nbInputArgument(pvApiCtx) + 3,1,1,&stats); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 4,1,1,&iteration); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 5, 1, nVars, Zl); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 6, 1, nVars, Zu); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + sciErr = createMatrixOfDouble(pvApiCtx, nbInputArgument(pvApiCtx) + 7, 1, nCons, Lambda); + if (sciErr.iErr) + { + printError(&sciErr, 0); + return 0; + } + + + AssignOutputVariable(pvApiCtx, 1) = nbInputArgument(pvApiCtx) + 1; + AssignOutputVariable(pvApiCtx, 2) = nbInputArgument(pvApiCtx) + 2; + AssignOutputVariable(pvApiCtx, 3) = nbInputArgument(pvApiCtx) + 3; + AssignOutputVariable(pvApiCtx, 4) = nbInputArgument(pvApiCtx) + 4; + AssignOutputVariable(pvApiCtx, 5) = nbInputArgument(pvApiCtx) + 5; + AssignOutputVariable(pvApiCtx, 6) = nbInputArgument(pvApiCtx) + 6; + AssignOutputVariable(pvApiCtx, 7) = nbInputArgument(pvApiCtx) + 7; + + // As the SmartPtrs go out of scope, the reference count + // will be decremented and the objects will automatically + // be deleted. + + + } + else { + + sciprint("\nError:: check argument %d\n",arg); + return0toScilab(); + return 1; + } + + return 0; + } + +} + +/* +hessian_constan +jacobian _constant + +j_s_d constant : yes +*/ + |