diff options
Diffstat (limited to 'sci_gateway/cpp/sci_minconNLP.cpp')
| -rw-r--r-- | sci_gateway/cpp/sci_minconNLP.cpp | 706 |
1 files changed, 353 insertions, 353 deletions
diff --git a/sci_gateway/cpp/sci_minconNLP.cpp b/sci_gateway/cpp/sci_minconNLP.cpp index ab15392..e800221 100644 --- a/sci_gateway/cpp/sci_minconNLP.cpp +++ b/sci_gateway/cpp/sci_minconNLP.cpp @@ -23,23 +23,23 @@ extern "C" #include <string.h> #include <assert.h> -using namespace std; -using namespace Ipopt; + using namespace std; + using namespace Ipopt; -minconNLP::~minconNLP() -{ - if(finalX_) delete[] finalX_; - if(finalZl_) delete[] finalZl_; - if(finalZu_) delete[] finalZu_; - if(finalLambda_) delete[] finalLambda_; -} + minconNLP::~minconNLP() + { + if(finalX_) delete[] finalX_; + if(finalZl_) delete[] finalZl_; + if(finalZu_) delete[] finalZu_; + if(finalLambda_) delete[] finalLambda_; + } //get NLP info such as number of variables,constraints,no.of elements in jacobian and hessian to allocate memory -bool minconNLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style) -{ - finalGradient_ = (double*)malloc(sizeof(double) * numVars_ * 1); - finalHessian_ = (double*)malloc(sizeof(double) * numVars_ * numVars_); - + bool minconNLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style) + { + finalGradient_ = (double*)malloc(sizeof(double) * numVars_ * 1); + finalHessian_ = (double*)malloc(sizeof(double) * numVars_ * numVars_); + n=numVars_; // Number of variables m=numConstr_; // Number of constraints @@ -63,9 +63,9 @@ bool minconNLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Numb } if(m==0) - { + { g_l=NULL; - g_u=NULL; + g_u=NULL; } else @@ -79,7 +79,7 @@ bool minconNLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Numb g_u[c]=0; c++; } - + //bounds of non-linear equality constraints for(i=0;i<nonlinCon_-nonlinIneqCon_;i++) { @@ -111,9 +111,9 @@ bool minconNLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Numb // This method sets initial values for required vectors . For now we are assuming 0 to all values. bool minconNLP::get_starting_point(Index n, bool init_x, Number* x,bool init_z, Number* z_L, Number* z_U,Index m, bool init_lambda,Number* lambda) { - assert(init_x == true); - assert(init_z == false); - assert(init_lambda == false); + assert(init_x == true); + assert(init_z == false); + assert(init_lambda == false); if (init_x == true) { //we need to set initial values for vector x for (Index var=0;var<n;var++) @@ -126,27 +126,27 @@ bool minconNLP::get_starting_point(Index n, bool init_x, Number* x,bool init_z, //get value of objective function at vector x bool minconNLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value) { - int* funptr=NULL; - if(getFunctionFromScilab(1,&funptr)) - { + int* funptr=NULL; + if(getFunctionFromScilab(1,&funptr)) + { return 1; - } - char name[18]="f"; - double obj=0; - const Number *xNew=x; - double check; - createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); - int positionFirstElementOnStackForScilabFunction = 14; - int numberOfRhsOnScilabFunction = 1; - int numberOfLhsOnScilabFunction = 2; - int pointerOnScilabFunction = *funptr; - - C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, - &numberOfLhsOnScilabFunction, - &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); - - if(getDoubleFromScilab(15,&check)) - { + } + char name[18]="f"; + double obj=0; + const Number *xNew=x; + double check; + createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); + int positionFirstElementOnStackForScilabFunction = 14; + int numberOfRhsOnScilabFunction = 1; + int numberOfLhsOnScilabFunction = 2; + int pointerOnScilabFunction = *funptr; + + C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, + &numberOfLhsOnScilabFunction, + &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); + + if(getDoubleFromScilab(15,&check)) + { return true; } if (check==1) @@ -156,44 +156,44 @@ bool minconNLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value) } else { - if(getDoubleFromScilab(14,&obj)) - { + if(getDoubleFromScilab(14,&obj)) + { sciprint("No obj value"); return 1; - } - obj_value=obj; - - return true; + } + obj_value=obj; + + return true; } } //get value of gradient of objective function at vector x. bool minconNLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f) { - + - int* gradptr=NULL; - if(getFunctionFromScilab(11,&gradptr)) - { - return 1; - } - const Number *xNew=x; - createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); - int positionFirstElementOnStackForScilabFunction = 14; - int numberOfRhsOnScilabFunction = 1; - int numberOfLhsOnScilabFunction = 2; - int pointerOnScilabFunction = *gradptr; - char name[18]="fGrad1"; - - C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, - &numberOfLhsOnScilabFunction, - &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); + int* gradptr=NULL; + if(getFunctionFromScilab(11,&gradptr)) + { + return 1; + } + const Number *xNew=x; + createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); + int positionFirstElementOnStackForScilabFunction = 14; + int numberOfRhsOnScilabFunction = 1; + int numberOfLhsOnScilabFunction = 2; + int pointerOnScilabFunction = *gradptr; + char name[18]="fGrad1"; + + C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, + &numberOfLhsOnScilabFunction, + &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); double* resg; double check; - int x0_rows,x0_cols; - if(getDoubleFromScilab(15,&check)) - { + int x0_rows,x0_cols; + if(getDoubleFromScilab(15,&check)) + { return true; } if (check==1) @@ -202,21 +202,21 @@ bool minconNLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f } else { - if(getDoubleMatrixFromScilab(14, &x0_rows, &x0_cols, &resg)) - { + if(getDoubleMatrixFromScilab(14, &x0_rows, &x0_cols, &resg)) + { sciprint("No results"); return 1; } - Index i; - for(i=0;i<numVars_;i++) - { + Index i; + for(i=0;i<numVars_;i++) + { grad_f[i]=resg[i]; - finalGradient_[i]=resg[i]; - } + finalGradient_[i]=resg[i]; + } } - return true; + return true; } // return the value of the constraints: g(x) @@ -227,7 +227,7 @@ bool minconNLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) unsigned int j; if(m==0) - g=NULL; + g=NULL; else { @@ -237,28 +237,28 @@ bool minconNLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) if(nonlinCon_!=0) { int* constr=NULL; - if(getFunctionFromScilab(10,&constr)) - { + if(getFunctionFromScilab(10,&constr)) + { return 1; - } - - const Number *xNew=x; - double check; - createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); - int positionFirstElementOnStackForScilabFunction = 14; - int numberOfRhsOnScilabFunction = 1; - int numberOfLhsOnScilabFunction = 2; - int pointerOnScilabFunction = *constr; - char name[18]="addnlc1"; - - C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, - &numberOfLhsOnScilabFunction, - &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); + } + + const Number *xNew=x; + double check; + createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); + int positionFirstElementOnStackForScilabFunction = 14; + int numberOfRhsOnScilabFunction = 1; + int numberOfLhsOnScilabFunction = 2; + int pointerOnScilabFunction = *constr; + char name[18]="addnlc1"; + + C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, + &numberOfLhsOnScilabFunction, + &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); double* resc; - int xC_rows,xC_cols; - if(getDoubleFromScilab(15,&check)) - { + int xC_rows,xC_cols; + if(getDoubleFromScilab(15,&check)) + { return true; } if (check==1) @@ -267,12 +267,12 @@ bool minconNLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) } else { - if(getDoubleMatrixFromScilab(14, &xC_rows, &xC_cols, &resc)) - { + if(getDoubleMatrixFromScilab(14, &xC_rows, &xC_cols, &resc)) + { sciprint("No results"); return 1; - - } + + } for(i=0;i<nonlinCon_;i++) { @@ -302,115 +302,115 @@ bool minconNLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) } - return true; + return true; } // return the structure or values of the jacobian bool minconNLP::eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values) { - if (values == NULL) - { + if (values == NULL) + { if(m==0)// return the structure of the jacobian of the constraints { - iRow=NULL; - jCol=NULL; - } + iRow=NULL; + jCol=NULL; + } - else - { - unsigned int i,j,idx=0; - for(int i=0;i<m;i++) - for(j=0;j<n;j++) - { - iRow[idx]=i; - jCol[idx]=j; - idx++; - } - } - } - - else - { - if(m==0) - values=NULL; + else + { + unsigned int i,j,idx=0; + for(int i=0;i<m;i++) + for(j=0;j<n;j++) + { + iRow[idx]=i; + jCol[idx]=j; + idx++; + } + } + } + + else + { + if(m==0) + values=NULL; - else - { - unsigned int i,j,c=0; - double check; + else + { + unsigned int i,j,c=0; + double check; //jacobian of non-linear constraints - if(nonlinCon_!=0) - { - int* jacptr=NULL; - if(getFunctionFromScilab(13,&jacptr)) - { - return 1; - } - - const Number *xNew=x; - createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); - int positionFirstElementOnStackForScilabFunction = 14; - int numberOfRhsOnScilabFunction = 1; - int numberOfLhsOnScilabFunction = 2; - int pointerOnScilabFunction = *jacptr; - char name[18]="addcGrad1"; - - C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, - &numberOfLhsOnScilabFunction, - &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); - - double* resj; - int xJ_rows,xJ_cols; - if(getDoubleFromScilab(15,&check)) - { - return true; - } - if (check==1) - { - return true; - } - else - { - if(getDoubleMatrixFromScilab(14, &xJ_rows, &xJ_cols, &resj)) - { - sciprint("No results"); - return 1; - } - - for(i=0;i<nonlinCon_;i++) - for(j=0;j<n;j++) - { - values[c] = resj[j*(int)nonlinCon_+i]; - c++; - } - } - } + if(nonlinCon_!=0) + { + int* jacptr=NULL; + if(getFunctionFromScilab(13,&jacptr)) + { + return 1; + } + + const Number *xNew=x; + createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); + int positionFirstElementOnStackForScilabFunction = 14; + int numberOfRhsOnScilabFunction = 1; + int numberOfLhsOnScilabFunction = 2; + int pointerOnScilabFunction = *jacptr; + char name[18]="addcGrad1"; + + C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, + &numberOfLhsOnScilabFunction, + &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); + + double* resj; + int xJ_rows,xJ_cols; + if(getDoubleFromScilab(15,&check)) + { + return true; + } + if (check==1) + { + return true; + } + else + { + if(getDoubleMatrixFromScilab(14, &xJ_rows, &xJ_cols, &resj)) + { + sciprint("No results"); + return 1; + } + + for(i=0;i<nonlinCon_;i++) + for(j=0;j<n;j++) + { + values[c] = resj[j*(int)nonlinCon_+i]; + c++; + } + } + } //jacobian of linear equality constraints - for(i=0;i<Aeqrows_;i++) - { - for(j=0;j<Aeqcols_;j++) - { - values[c] = Aeq_[j*Aeqrows_+i]; - c++; - } - } + for(i=0;i<Aeqrows_;i++) + { + for(j=0;j<Aeqcols_;j++) + { + values[c] = Aeq_[j*Aeqrows_+i]; + c++; + } + } //jacobian of linear inequality constraints - for(i=0;i<Arows_;i++) - { - for(j=0;j<Acols_;j++) - { - values[c] = A_[j*Arows_+i]; - c++; - } - } + for(i=0;i<Arows_;i++) + { + for(j=0;j<Acols_;j++) + { + values[c] = A_[j*Arows_+i]; + c++; + } + } - } - } + } + } - return true; -} + return true; + } /* * Return either the sparsity structure of the Hessian of the Lagrangian, @@ -418,168 +418,168 @@ bool minconNLP::eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index n * x,lambda,obj_factor. */ -bool minconNLP::eval_h(Index n, const Number* x, bool new_x,Number obj_factor, Index m, const Number* lambda,bool new_lambda, Index nele_hess, Index* iRow,Index* jCol, Number* values) -{ - if (values==NULL) - { - Index idx=0; - for (Index row = 0; row < numVars_; row++) - { - for (Index col = 0; col < numVars_; col++) - { - iRow[idx] = row; - jCol[idx] = col; - idx++; - } - } - } - - else - { - double check; - - int* hessptr=NULL; - if(getFunctionFromScilab(12,&hessptr)) - { - return 1; - } - const Number *xNew=x; - const Number *lambdaNew=lambda; - double objfac=obj_factor; - createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); - createScalarDouble(pvApiCtx, 15,objfac); - createMatrixOfDouble(pvApiCtx, 16, 1, numConstr_, lambdaNew); - int positionFirstElementOnStackForScilabFunction = 14; - int numberOfRhsOnScilabFunction = 3; - int numberOfLhsOnScilabFunction = 2; - int pointerOnScilabFunction = *hessptr; - char name[18]="lHess1"; - - C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, - &numberOfLhsOnScilabFunction, - &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); - - double* resCh; - int xCh_rows,xCh_cols; - if(getDoubleFromScilab(15,&check)) - { - return true; - } - if (check==1) - { - return true; - } - else - { - if(getDoubleMatrixFromScilab(14, &xCh_rows, &xCh_cols, &resCh)) - { - sciprint("No results"); - return 1; - } - - Index index=0; - for (Index row=0;row < numVars_ ;++row) - { - for (Index col=0; col < numVars_; ++col) - { - values[index++]=resCh[numVars_*row+col]; - } - } - } - - Index index=0; - for (Index row=0;row < numVars_ ;++row) - { - for (Index col=0; col <= row; ++col) - { - finalHessian_[n*row+col]=values[index++]; - } - } - - index=0; - for (Index col=0;col < numVars_ ;++col) - { - for (Index row=0; row <= col; ++row) - { - finalHessian_[n*row+col]=values[index++]; - } - } - - } - return true; -} + bool minconNLP::eval_h(Index n, const Number* x, bool new_x,Number obj_factor, Index m, const Number* lambda,bool new_lambda, Index nele_hess, Index* iRow,Index* jCol, Number* values) + { + if (values==NULL) + { + Index idx=0; + for (Index row = 0; row < numVars_; row++) + { + for (Index col = 0; col < numVars_; col++) + { + iRow[idx] = row; + jCol[idx] = col; + idx++; + } + } + } + + else + { + double check; + + int* hessptr=NULL; + if(getFunctionFromScilab(12,&hessptr)) + { + return 1; + } + const Number *xNew=x; + const Number *lambdaNew=lambda; + double objfac=obj_factor; + createMatrixOfDouble(pvApiCtx, 14, 1, numVars_, xNew); + createScalarDouble(pvApiCtx, 15,objfac); + createMatrixOfDouble(pvApiCtx, 16, 1, numConstr_, lambdaNew); + int positionFirstElementOnStackForScilabFunction = 14; + int numberOfRhsOnScilabFunction = 3; + int numberOfLhsOnScilabFunction = 2; + int pointerOnScilabFunction = *hessptr; + char name[18]="lHess1"; + + C2F(scistring)(&positionFirstElementOnStackForScilabFunction,name, + &numberOfLhsOnScilabFunction, + &numberOfRhsOnScilabFunction,(unsigned long)strlen(name)); + + double* resCh; + int xCh_rows,xCh_cols; + if(getDoubleFromScilab(15,&check)) + { + return true; + } + if (check==1) + { + return true; + } + else + { + if(getDoubleMatrixFromScilab(14, &xCh_rows, &xCh_cols, &resCh)) + { + sciprint("No results"); + return 1; + } + + Index index=0; + for (Index row=0;row < numVars_ ;++row) + { + for (Index col=0; col < numVars_; ++col) + { + values[index++]=resCh[numVars_*row+col]; + } + } + } + + Index index=0; + for (Index row=0;row < numVars_ ;++row) + { + for (Index col=0; col <= row; ++col) + { + finalHessian_[n*row+col]=values[index++]; + } + } + + index=0; + for (Index col=0;col < numVars_ ;++col) + { + for (Index row=0; row <= col; ++row) + { + finalHessian_[n*row+col]=values[index++]; + } + } + + } + return true; + } //returning the results -void minconNLP::finalize_solution(SolverReturn status,Index n, const Number* x, const Number* z_L, const Number* z_U,Index m, const Number* g, const Number* lambda, Number obj_value,const IpoptData* ip_data,IpoptCalculatedQuantities* ip_cq) -{ - finalX_ = new double[n]; - for (Index i=0; i<n; i++) - { - finalX_[i] = x[i]; - } - - finalZl_ = new double[n]; - for (Index i=0; i<n; i++) - { - finalZl_[i] = z_L[i]; - } - - finalZu_ = new double[n]; - for (Index i=0; i<n; i++) - { - finalZu_[i] = z_U[i]; - } - - finalLambda_ = new double[m]; - for (Index i=0; i<m; i++) - { - finalLambda_[i] = lambda[i]; - } - - finalObjVal_ = obj_value; - status_ = status; -} - - -const double * minconNLP::getX() -{ - return finalX_; -} - -const double * minconNLP::getGrad() -{ - return finalGradient_; -} - -const double * minconNLP::getHess() -{ - return finalHessian_; -} - -const double * minconNLP::getZl() -{ - return finalZl_; -} - -const double * minconNLP::getZu() -{ - return finalZu_; -} - -const double * minconNLP::getLambda() -{ - return finalLambda_; -} - -double minconNLP::getObjVal() -{ - return finalObjVal_; -} - -int minconNLP::returnStatus() -{ - return status_; -} - -} + void minconNLP::finalize_solution(SolverReturn status,Index n, const Number* x, const Number* z_L, const Number* z_U,Index m, const Number* g, const Number* lambda, Number obj_value,const IpoptData* ip_data,IpoptCalculatedQuantities* ip_cq) + { + finalX_ = new double[n]; + for (Index i=0; i<n; i++) + { + finalX_[i] = x[i]; + } + + finalZl_ = new double[n]; + for (Index i=0; i<n; i++) + { + finalZl_[i] = z_L[i]; + } + + finalZu_ = new double[n]; + for (Index i=0; i<n; i++) + { + finalZu_[i] = z_U[i]; + } + + finalLambda_ = new double[m]; + for (Index i=0; i<m; i++) + { + finalLambda_[i] = lambda[i]; + } + + finalObjVal_ = obj_value; + status_ = status; + } + + + const double * minconNLP::getX() + { + return finalX_; + } + + const double * minconNLP::getGrad() + { + return finalGradient_; + } + + const double * minconNLP::getHess() + { + return finalHessian_; + } + + const double * minconNLP::getZl() + { + return finalZl_; + } + + const double * minconNLP::getZu() + { + return finalZu_; + } + + const double * minconNLP::getLambda() + { + return finalLambda_; + } + + double minconNLP::getObjVal() + { + return finalObjVal_; + } + + int minconNLP::returnStatus() + { + return status_; + } + + } |