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Diffstat (limited to 'thirdparty/linux/include/coin/BonTMINLP.hpp')
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diff --git a/thirdparty/linux/include/coin/BonTMINLP.hpp b/thirdparty/linux/include/coin/BonTMINLP.hpp new file mode 100644 index 0000000..b6d21e1 --- /dev/null +++ b/thirdparty/linux/include/coin/BonTMINLP.hpp @@ -0,0 +1,420 @@ +// (C) Copyright International Business Machines Corporation and +// Carnegie Mellon University 2004, 2007 +// +// All Rights Reserved. +// This code is published under the Eclipse Public License. +// +// Authors : +// Pierre Bonami, Carnegie Mellon University, +// Carl D. Laird, Carnegie Mellon University, +// Andreas Waechter, International Business Machines Corporation +// +// Date : 12/01/2004 + +#ifndef __TMINLP_HPP__ +#define __TMINLP_HPP__ + +#include "IpUtils.hpp" +#include "IpReferenced.hpp" +#include "IpException.hpp" +#include "IpAlgTypes.hpp" +#include "CoinPackedMatrix.hpp" +#include "OsiCuts.hpp" +#include "IpTNLP.hpp" +#include "CoinError.hpp" +#include "CoinHelperFunctions.hpp" + +namespace Bonmin +{ + DECLARE_STD_EXCEPTION(TMINLP_INVALID); + DECLARE_STD_EXCEPTION(TMINLP_INVALID_VARIABLE_BOUNDS); + + /** Base class for all MINLPs that use a standard triplet matrix form + * and dense vectors. + * The class TMINLP2TNLP allows the caller to produce a viable TNLP + * from the MINLP (by relaxing binary and/or integers, or by + * fixing them), which can then be solved by Ipopt. + * + * This interface presents the problem form: + * \f[ + * \begin{array}{rl} + * &min f(x)\\ + * + * \mbox{s.t.}&\\ + * & g^L <= g(x) <= g^U\\ + * + * & x^L <= x <= x^U\\ + * \end{array} + * \f] + * Where each x_i is either a continuous, binary, or integer variable. + * If x_i is binary, the bounds [xL,xU] are assumed to be [0,1]. + * In order to specify an equality constraint, set gL_i = gU_i = + * rhs. The value that indicates "infinity" for the bounds + * (i.e. the variable or constraint has no lower bound (-infinity) + * or upper bound (+infinity)) is set through the option + * nlp_lower_bound_inf and nlp_upper_bound_inf. To indicate that a + * variable has no upper or lower bound, set the bound to + * -ipopt_inf or +ipopt_inf respectively + */ + class TMINLP : public Ipopt::ReferencedObject + { + public: + friend class TMINLP2TNLP; + /** Return statuses of algorithm.*/ + enum SolverReturn{ + SUCCESS, + INFEASIBLE, + CONTINUOUS_UNBOUNDED, + LIMIT_EXCEEDED, + USER_INTERRUPT, + MINLP_ERROR}; + /** Class to store sos constraints for model */ + struct SosInfo + { + /** Number of SOS constraints.*/ + int num; + /** Type of sos. At present Only type '1' SOS are supported by Cbc*/ + char * types; + /** priorities of sos constraints.*/ + int * priorities; + + /** \name Sparse storage of the elements of the SOS constraints.*/ + /** @{ */ + /** Total number of non zeroes in SOS constraints.*/ + int numNz; + /** For 0 <= i < nums, start[i] gives the indice of indices and weights arrays at which the description of constraints i begins..*/ + int * starts; + /** indices of elements belonging to the SOS.*/ + int * indices; + /** weights of the elements of the SOS.*/ + double * weights; + /** @} */ + /** default constructor. */ + SosInfo(); + /** Copy constructor.*/ + SosInfo(const SosInfo & source); + + + /** destructor*/ + ~SosInfo() + { + gutsOfDestructor(); + } + + + /** Reset information */ + void gutsOfDestructor(); + + }; + + /** Stores branching priorities information. */ + struct BranchingInfo + { + /**number of variables*/ + int size; + /** User set priorities on variables. */ + int * priorities; + /** User set preferered branching direction. */ + int * branchingDirections; + /** User set up pseudo costs.*/ + double * upPsCosts; + /** User set down pseudo costs.*/ + double * downPsCosts; + BranchingInfo(): + size(0), + priorities(NULL), + branchingDirections(NULL), + upPsCosts(NULL), + downPsCosts(NULL) + {} + BranchingInfo(const BranchingInfo &other) + { + gutsOfDestructor(); + size = other.size; + priorities = CoinCopyOfArray(other.priorities, size); + branchingDirections = CoinCopyOfArray(other.branchingDirections, size); + upPsCosts = CoinCopyOfArray(other.upPsCosts, size); + downPsCosts = CoinCopyOfArray(other.downPsCosts, size); + } + void gutsOfDestructor() + { + if (priorities != NULL) delete [] priorities; + priorities = NULL; + if (branchingDirections != NULL) delete [] branchingDirections; + branchingDirections = NULL; + if (upPsCosts != NULL) delete [] upPsCosts; + upPsCosts = NULL; + if (downPsCosts != NULL) delete [] downPsCosts; + downPsCosts = NULL; + } + ~BranchingInfo() + { + gutsOfDestructor(); + } + }; + + /** Class to store perturbation radii for variables in the model */ + class PerturbInfo + { + public: + /** default constructor. */ + PerturbInfo() : + perturb_radius_(NULL) + {} + + /** destructor*/ + ~PerturbInfo() + { + delete [] perturb_radius_; + } + + /** Method for setting the perturbation radii. */ + void SetPerturbationArray(Ipopt::Index numvars, const double* perturb_radius); + + /** Method for getting the array for the perturbation radii in + * order to use the values. */ + const double* GetPerturbationArray() const { + return perturb_radius_; + } + + private: + /** Copy constructor.*/ + PerturbInfo(const PerturbInfo & source); + + /** Perturbation radii for all variables. A negative value + * means that the radius has not been given. If the pointer is + * NULL, then no variables have been assigned a perturbation + * radius. */ + double* perturb_radius_; + }; + + /** Type of the variables.*/ + enum VariableType + { + CONTINUOUS, + BINARY, + INTEGER + }; + + /**@name Constructors/Destructors */ + //@{ + TMINLP(); + + /** Default destructor */ + virtual ~TMINLP(); + //@} + + /**@name methods to gather information about the MINLP */ + //@{ + /** overload this method to return the number of variables + * and constraints, and the number of non-zeros in the jacobian and + * the hessian. */ + virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g, + Ipopt::Index& nnz_h_lag, Ipopt::TNLP::IndexStyleEnum& index_style)=0; + + /** overload this method to return scaling parameters. This is + * only called if the options are set to retrieve user scaling. + * There, use_x_scaling (or use_g_scaling) should get set to true + * only if the variables (or constraints) are to be scaled. This + * method should return true only if the scaling parameters could + * be provided. + */ + virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling, + bool& use_x_scaling, Ipopt::Index n, + Ipopt::Number* x_scaling, + bool& use_g_scaling, Ipopt::Index m, + Ipopt::Number* g_scaling) + { + return false; + } + + + /** overload this method to provide the variables types. The var_types + * array will be allocated with length n. */ + virtual bool get_variables_types(Ipopt::Index n, VariableType* var_types)=0; + + /** overload this method to provide the variables linearity. + * array should be allocated with length at least n.*/ + virtual bool get_variables_linearity(Ipopt::Index n, + Ipopt::TNLP::LinearityType* var_types) = 0; + + /** overload this method to provide the constraint linearity. + * array should be allocated with length at least m.*/ + virtual bool get_constraints_linearity(Ipopt::Index m, + Ipopt::TNLP::LinearityType* const_types) = 0; + + /** overload this method to return the information about the bound + * on the variables and constraints. The value that indicates + * that a bound does not exist is specified in the parameters + * nlp_lower_bound_inf and nlp_upper_bound_inf. By default, + * nlp_lower_bound_inf is -1e19 and nlp_upper_bound_inf is + * 1e19. + * An exception will be thrown if x_l and x_u are not 0,1 for binary variables + */ + virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u, + Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u)=0; + + /** overload this method to return the starting point. The bools + * init_x and init_lambda are both inputs and outputs. As inputs, + * they indicate whether or not the algorithm wants you to + * initialize x and lambda respectively. If, for some reason, the + * algorithm wants you to initialize these and you cannot, set + * the respective bool to false. + */ + virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x, + bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U, + Ipopt::Index m, bool init_lambda, + Ipopt::Number* lambda)=0; + + /** overload this method to return the value of the objective function */ + virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Number& obj_value)=0; + + /** overload this method to return the vector of the gradient of + * the objective w.r.t. x */ + virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Number* grad_f)=0; + + /** overload this method to return the vector of constraint values */ + virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Index m, Ipopt::Number* g)=0; + + /** overload this method to return the jacobian of the + * constraints. The vectors iRow and jCol only need to be set + * once. The first call is used to set the structure only (iRow + * and jCol will be non-NULL, and values will be NULL) For + * subsequent calls, iRow and jCol will be NULL. */ + virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow, + Ipopt::Index *jCol, Ipopt::Number* values)=0; + + /** overload this method to return the hessian of the + * lagrangian. The vectors iRow and jCol only need to be set once + * (during the first call). The first call is used to set the + * structure only (iRow and jCol will be non-NULL, and values + * will be NULL) For subsequent calls, iRow and jCol will be + * NULL. This matrix is symmetric - specify the lower diagonal + * only */ + virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda, + bool new_lambda, Ipopt::Index nele_hess, + Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values)=0; + /** Compute the value of a single constraint. The constraint + * number is i (starting counting from 0. */ + virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Index i, Ipopt::Number& gi) + { + std::cerr << "Method eval_gi not overloaded from TMINLP\n"; + throw -1; + } + /** Compute the structure or values of the gradient for one + * constraint. The constraint * number is i (starting counting + * from 0. Other things are like with eval_jac_g. */ + virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x, + Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol, + Ipopt::Number* values) + { + std::cerr << "Method eval_grad_gi not overloaded from TMINLP\n"; + throw -1; + } + //@} + + /** @name Solution Methods */ + //@{ + /** This method is called when the algorithm is complete so the TNLP can store/write the solution */ + virtual void finalize_solution(TMINLP::SolverReturn status, + Ipopt::Index n, const Ipopt::Number* x, Ipopt::Number obj_value) =0; + //@} + + virtual const BranchingInfo * branchingInfo() const = 0; + + virtual const SosInfo * sosConstraints() const = 0; + + virtual const PerturbInfo* perturbInfo() const + { + return NULL; + } + + /** Say if has a specific function to compute upper bounds*/ + virtual bool hasUpperBoundingObjective(){ + return false;} + + /** overload this method to return the value of an alternative objective function for + upper bounding (to use it hasUpperBoundingObjective should return true).*/ + virtual bool eval_upper_bound_f(Ipopt::Index n, const Ipopt::Number* x, + Ipopt::Number& obj_value){ return false; } + + /** Used to mark constraints of the problem.*/ + enum Convexity { + Convex/** Constraint is convex.*/, + NonConvex/** Constraint is non-convex.*/, + SimpleConcave/** Constraint is concave of the simple form y >= F(x).*/}; + + /** Structure for marked non-convex constraints. With possibility of + storing index of a constraint relaxing the non-convex constraint*/ + struct MarkedNonConvex { + /** Default constructor gives "safe" values.*/ + MarkedNonConvex(): + cIdx(-1), cRelaxIdx(-1){} + /** Index of the nonconvex constraint.*/ + int cIdx; + /** Index of constraint relaxing the nonconvex constraint.*/ + int cRelaxIdx;}; + /** Structure which describes a constraints of the form + $f[ y \gt F(x) \f] + with \f$ F(x) \f$ a concave function.*/ + struct SimpleConcaveConstraint{ + /** Default constructor gives "safe" values.*/ + SimpleConcaveConstraint(): + xIdx(-1), yIdx(-1), cIdx(-1){} + /** Index of the variable x.*/ + int xIdx; + /** Index of the variable y.*/ + int yIdx; + /** Index of the constraint.*/ + int cIdx;}; + /** Get accest to constraint convexities.*/ + virtual bool get_constraint_convexities(int m, TMINLP::Convexity * constraints_convexities)const { + CoinFillN(constraints_convexities, m, TMINLP::Convex); + return true;} + /** Get dimension information on nonconvex constraints.*/ + virtual bool get_number_nonconvex(int & number_non_conv, int & number_concave) const{ + number_non_conv = 0; + number_concave = 0; + return true;} + /** Get array describing the constraints marked nonconvex in the model.*/ + virtual bool get_constraint_convexities(int number_non_conv, MarkedNonConvex * non_convs) const{ + assert(number_non_conv == 0); + return true;} + /** Fill array containing indices of simple concave constraints.*/ + virtual bool get_simple_concave_constraints(int number_concave, SimpleConcaveConstraint * simple_concave) const{ + assert(number_concave == 0); + return true;} + + /** Say if problem has a linear objective (for OA) */ + virtual bool hasLinearObjective(){return false;} + + /** Say if problem has general integer variables.*/ + bool hasGeneralInteger(); + + /** Access array describing constraint to which perspectives should be applied.*/ + virtual const int * get_const_xtra_id() const{ + return NULL; + } + protected: + /** Copy constructor */ + //@{ + /** Copy Constructor */ + TMINLP(const TMINLP&); + + /** Overloaded Equals Operator */ + void operator=(const TMINLP&); + //@} + + private: + }; + +} // namespace Ipopt + +#endif + |