diff options
Diffstat (limited to 'sci_gateway/cpp/sci_ipoptfminbnd.cpp')
| -rw-r--r-- | sci_gateway/cpp/sci_ipoptfminbnd.cpp | 195 |
1 files changed, 195 insertions, 0 deletions
diff --git a/sci_gateway/cpp/sci_ipoptfminbnd.cpp b/sci_gateway/cpp/sci_ipoptfminbnd.cpp new file mode 100644 index 0000000..aa5addf --- /dev/null +++ b/sci_gateway/cpp/sci_ipoptfminbnd.cpp @@ -0,0 +1,195 @@ +// Copyright (C) 2015 - IIT Bombay - FOSSEE +// +// Author: R.Vidyadhar & Vignesh Kannan +// Organization: FOSSEE, IIT Bombay +// Email: rvidhyadar@gmail.com & vignesh2496@gmail.com +// 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 + + +#include "sci_iofunc.hpp" +#include "IpIpoptApplication.hpp" +#include "minbndNLP.hpp" +#include <IpSolveStatistics.hpp> + +extern "C" +{ +#include <api_scilab.h> +#include <Scierror.h> +#include <BOOL.h> +#include <localization.h> +#include <sciprint.h> +#include <iostream> + +using namespace std; + +int sci_solveminbndp(char *fname) +{ + using namespace Ipopt; + + CheckInputArgument(pvApiCtx, 5, 5); + CheckOutputArgument(pvApiCtx, 9, 9); + + // Error management variable + SciErr sciErr; + + //Function pointers,lower bound and upper bound pointers + int* funptr=NULL; + int* gradhesptr=NULL; + double* varLB=NULL; + double* varUB=NULL; + + // Input arguments + double *cpu_time=NULL,*max_iter=NULL,*tol_val=NULL; + static unsigned int nVars = 0,nCons = 0; + unsigned int temp1 = 0,temp2 = 0, iret = 0; + int x1_rows, x1_cols, x2_rows, x2_cols; + + // Output arguments + double *fX = NULL, ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0; + double *fZl=NULL; + double *fZu=NULL; + double dual_inf, constr_viol, complementarity, kkt_error; + int rstatus = 0; + int int_fobj_eval, int_constr_eval, int_fobj_grad_eval, int_constr_jac_eval, int_hess_eval; + + ////////// Manage the input argument ////////// + + //Objective Function + if(getFunctionFromScilab(1,&funptr)) + { + return 1; + } + + //Function for gradient and hessian + if(getFunctionFromScilab(2,&gradhesptr)) + { + return 1; + } + + //x1(lower bound) matrix from scilab + if(getDoubleMatrixFromScilab(3, &x1_rows, &x1_cols, &varLB)) + { + return 1; + } + + //x2(upper bound) matrix from scilab + if(getDoubleMatrixFromScilab(4, &x2_rows, &x2_cols, &varUB)) + { + return 1; + } + + //Getting number of iterations + if(getFixedSizeDoubleMatrixInList(5,2,temp1,temp2,&max_iter)) + { + return 1; + } + + //Getting Cpu Time + if(getFixedSizeDoubleMatrixInList(5,4,temp1,temp2,&cpu_time)) + { + return 1; + } + + //Getting Tolerance Value + if(getFixedSizeDoubleMatrixInList(5,6,temp1,temp2,&tol_val)) + { + return 1; + } + + + //Initialization of parameters + nVars=x1_rows; + nCons=0; + + // Starting Ipopt + + SmartPtr<minbndNLP> Prob = new minbndNLP(nVars,nCons,varLB,varUB); + + SmartPtr<IpoptApplication> app = IpoptApplicationFactory(); + app->RethrowNonIpoptException(true); + + ////////// Managing the parameters ////////// + + app->Options()->SetNumericValue("tol", *tol_val); + app->Options()->SetIntegerValue("max_iter", (int)*max_iter); + app->Options()->SetNumericValue("max_cpu_time", *cpu_time); + + ///////// Initialize the IpoptApplication and process the options ///////// + ApplicationReturnStatus status; + status = app->Initialize(); + if (status != Solve_Succeeded) { + sciprint("\n*** Error during initialization!\n"); + return (int) status; + } + // Ask Ipopt to solve the problem + status = app->OptimizeTNLP(Prob); + + //Get the solve statistics + cpuTime = app->Statistics()->TotalCPUTime(); + app->Statistics()->NumberOfEvaluations(int_fobj_eval, int_constr_eval, int_fobj_grad_eval, int_constr_jac_eval, int_hess_eval); + app->Statistics()->Infeasibilities(dual_inf, constr_viol, complementarity, kkt_error); + rstatus = Prob->returnStatus(); + + ////////// Manage the output argument ////////// + + + fX = Prob->getX(); + ObjVal = Prob->getObjVal(); + iteration = Prob->iterCount(); + fobj_eval=(double)int_fobj_eval; + fZl = Prob->getZl(); + fZu = Prob->getZu(); + + if (returnDoubleMatrixToScilab(1, 1, nVars, fX)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal)) + { + return 1; + } + + if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(4, 1, 1, &iteration)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(5, 1, 1, &cpuTime)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(6, 1, 1, &fobj_eval)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(7, 1, 1, &dual_inf)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(8, 1, nVars, fZl)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(9, 1, nVars, fZu)) + { + return 1; + } + + + return 0; +} +} |