1 files changed, 103 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp b/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp
new file mode 100644
index 0000000..d477548
--- /dev/null
+++ b/thirdparty/linux/include/coin/BonIpoptInteriorWarmStarter.hpp
@@ -0,0 +1,103 @@
+// (C) Copyright International Business Machines Corporation 2006
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: BonIpoptInteriorWarmStarter.hpp 2106 2015-01-20 10:33:55Z stefan $
+//
+// Authors:  Andreas Waechter               IBM    2006-03-02
+
+#ifndef __IPOPTINTERIORWARMSTARTER_HPP__
+#define __IPOPTINTERIORWARMSTARTER_HPP__
+
+#include "IpSmartPtr.hpp"
+#include "IpNLP.hpp"
+#include <vector>
+
+namespace Bonmin
+{
+  class IpoptInteriorWarmStarter : public Ipopt::ReferencedObject
+  {
+  public:
+    /**@name Constructors/Destructors */
+    //@{
+    /** Constructor. We give it the values of the current bounds so that
+     *  it can figure out which variables are fixed for this NLP. */
+    IpoptInteriorWarmStarter(Ipopt::Index n, const Ipopt::Number* x_L, const Ipopt::Number* x_u,
+        Ipopt::Number nlp_lower_bound_inf,
+        Ipopt::Number nlp_upper_bound_inf,
+        bool store_several_iterates);
+
+    /** Default destructor */
+    ~IpoptInteriorWarmStarter();
+    //@}
+
+    /** Method for possibly storing another iterate during the current
+     *  optimizatin for possible use for a warm start for a new
+     *  problem */
+    bool UpdateStoredIterates(Ipopt::AlgorithmMode mode,
+        const Ipopt::IpoptData& ip_data,
+        Ipopt::IpoptCalculatedQuantities& ip_cq);
+
+    /** Method for doing whatever needs to be done after the parent NLP
+     *  has been solved */
+    bool Finalize();
+
+    /** Method for computing the initial point based on the stored
+     *  information */
+    bool WarmStartIterate(Ipopt::Index n, const Ipopt::Number* x_l_new, const Ipopt::Number* x_u_new,
+        Ipopt::IteratesVector& warm_start_iterate);
+
+  private:
+    /**@name Default Compiler Generated Methods
+     * (Hidden to avoid implicit creation/calling).
+     * These methods are not implemented and
+     * we do not want the compiler to implement
+     * them for us, so we declare them private
+     * and do not define them. This ensures that
+     * they will not be implicitly created/called. */
+    //@{
+    /** Default constructor. */
+    IpoptInteriorWarmStarter();
+
+    /** Copy Constructor */
+    IpoptInteriorWarmStarter(const IpoptInteriorWarmStarter&);
+
+    /** Overloaded Equals Operator */
+    void operator=(const IpoptInteriorWarmStarter&);
+    //@}
+
+    //@{
+    /** Value for a lower bound that denotes -infinity */
+    Ipopt::Number nlp_lower_bound_inf_;
+    /** Value for a upper bound that denotes infinity */
+    Ipopt::Number nlp_upper_bound_inf_;
+    /** Flag indicating whether more than one iterate is to be
+     *  stored. */
+    bool store_several_iterates_;
+    //@}
+
+    /** @name Copy of the bounds for the previously solved NLP.  This is
+     *  required to find out the remapping for fixed variables, and it
+     *  might also help to see how large the perturbation of the new
+     *  problem is. */
+    //@{
+    Ipopt::Index n_;
+    Ipopt::Number* x_l_prev_;
+    Ipopt::Number* x_u_prev_;
+    //@}
+
+    /** @name Selected Iterates and quantities from the previous
+     *  optimization */
+    //@{
+    Ipopt::Index n_stored_iterates_;
+    std::vector<Ipopt::Index> stored_iter_;
+    std::vector<Ipopt::SmartPtr<const Ipopt::IteratesVector> > stored_iterates_;
+    std::vector<Ipopt::Number> stored_mu_;
+    std::vector<Ipopt::Number> stored_nlp_error_;
+    std::vector<Ipopt::Number> stored_primal_inf_;
+    std::vector<Ipopt::Number> stored_dual_inf_;
+    std::vector<Ipopt::Number> stored_compl_;
+    //@}
+  };
+}
+#endif