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Diffstat (limited to 'sci_gateway/cpp/sci_ipoptfminunc.cpp')
| -rw-r--r-- | sci_gateway/cpp/sci_ipoptfminunc.cpp | 201 |
1 files changed, 201 insertions, 0 deletions
diff --git a/sci_gateway/cpp/sci_ipoptfminunc.cpp b/sci_gateway/cpp/sci_ipoptfminunc.cpp new file mode 100644 index 0000000..19c59ac --- /dev/null +++ b/sci_gateway/cpp/sci_ipoptfminunc.cpp @@ -0,0 +1,201 @@ +// 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 "minuncNLP.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_solveminuncp(char *fname) +{ + using namespace Ipopt; + + CheckInputArgument(pvApiCtx, 8, 8); + CheckOutputArgument(pvApiCtx, 9, 9); + + // Error management variable + SciErr sciErr; + + //Function pointers, input matrix(Starting point) pointer, flag variable + int* funptr=NULL; + int* gradhesptr=NULL; + double* x0ptr=NULL; + double flag1,flag2; + + + // Input arguments + double *cpu_time=NULL,*max_iter=NULL; + static unsigned int nVars = 0,nCons = 0; + unsigned int temp1 = 0,temp2 = 0, iret = 0; + int x0_rows, x0_cols; + + // Output arguments + double *fX = NULL, ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0; + double dual_inf, constr_viol, complementarity, kkt_error; + double *fGrad= NULL; + double *fHess= NULL; + 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; + } + + //Flag for Gradient from Scilab + if(getDoubleFromScilab(3, &flag1)) + { + return 1; + } + + //Flag for Hessian from Scilab + if(getDoubleFromScilab(5, &flag2)) + { + return 1; + } + + //x0(starting point) matrix from scilab + if(getDoubleMatrixFromScilab(7, &x0_rows, &x0_cols, &x0ptr)) + { + return 1; + } + + //Getting number of iterations + if(getFixedSizeDoubleMatrixInList(8,2,temp1,temp2,&max_iter)) + { + return 1; + } + + //Getting Cpu Time + if(getFixedSizeDoubleMatrixInList(8,4,temp1,temp2,&cpu_time)) + { + return 1; + } + + + //Initialization of parameters + nVars=x0_cols; + nCons=0; + + // Starting Ipopt + + SmartPtr<minuncNLP> Prob = new minuncNLP(nVars, nCons, x0ptr, flag1, flag2); + SmartPtr<IpoptApplication> app = IpoptApplicationFactory(); + app->RethrowNonIpoptException(true); + + ////////// Managing the parameters ////////// + + app->Options()->SetNumericValue("tol", 1e-7); + 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); + + 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(); + fGrad = Prob->getGrad(); + fHess = Prob->getHess(); + ObjVal = Prob->getObjVal(); + iteration = Prob->iterCount(); + fobj_eval = (double)int_fobj_eval; + + 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, fGrad)) + { + return 1; + } + + if (returnDoubleMatrixToScilab(9, 1, nVars*nVars, fHess)) + { + return 1; + } + + // As the SmartPtrs go out of scope, the reference count + // will be decremented and the objects will automatically + // be deleted.*/ + + return 0; +} +} |