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Diffstat (limited to 'thirdparty/linux/include/coin1/IpStdCInterface.h')
-rw-r--r-- | thirdparty/linux/include/coin1/IpStdCInterface.h | 271 |
1 files changed, 271 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin1/IpStdCInterface.h b/thirdparty/linux/include/coin1/IpStdCInterface.h new file mode 100644 index 0000000..4f11336 --- /dev/null +++ b/thirdparty/linux/include/coin1/IpStdCInterface.h @@ -0,0 +1,271 @@ +/************************************************************************* + Copyright (C) 2004, 2010 International Business Machines and others. + All Rights Reserved. + This code is published under the Eclipse Public License. + + $Id: IpStdCInterface.h 2082 2012-02-16 03:00:34Z andreasw $ + + Authors: Carl Laird, Andreas Waechter IBM 2004-09-02 + *************************************************************************/ + +#ifndef __IPSTDCINTERFACE_H__ +#define __IPSTDCINTERFACE_H__ + +#ifndef IPOPT_EXPORT +#ifdef _MSC_VER +#ifdef IPOPT_DLL +#define IPOPT_EXPORT(type) __declspec(dllexport) type __cdecl +#else +#define IPOPT_EXPORT(type) type __cdecl +#endif +#else +#define IPOPT_EXPORT(type) type +#endif +#endif + +#ifdef __cplusplus +extern "C" +{ +#endif + + /** Type for all number. We need to make sure that this is + identical with what is defined in Common/IpTypes.hpp */ + typedef double Number; + + /** Type for all incides. We need to make sure that this is + identical with what is defined in Common/IpTypes.hpp */ + typedef int Index; + + /** Type for all integers. We need to make sure that this is + identical with what is defined in Common/IpTypes.hpp */ + typedef int Int; + + /* This includes the SolverReturn enum type */ +#include "IpReturnCodes.h" + + /** Structure collecting all information about the problem + * definition and solve statistics etc. This is defined in the + * source file. */ + struct IpoptProblemInfo; + + /** Pointer to a Ipopt Problem. */ + typedef struct IpoptProblemInfo* IpoptProblem; + + /** define a boolean type for C */ + typedef int Bool; +#ifndef TRUE +# define TRUE (1) +#endif +#ifndef FALSE +# define FALSE (0) +#endif + + /** A pointer for anything that is to be passed between the called + * and individual callback function */ + typedef void * UserDataPtr; + + /** Type defining the callback function for evaluating the value of + * the objective function. Return value should be set to false if + * there was a problem doing the evaluation. */ + typedef Bool (*Eval_F_CB)(Index n, Number* x, Bool new_x, + Number* obj_value, UserDataPtr user_data); + + /** Type defining the callback function for evaluating the gradient of + * the objective function. Return value should be set to false if + * there was a problem doing the evaluation. */ + typedef Bool (*Eval_Grad_F_CB)(Index n, Number* x, Bool new_x, + Number* grad_f, UserDataPtr user_data); + + /** Type defining the callback function for evaluating the value of + * the constraint functions. Return value should be set to false if + * there was a problem doing the evaluation. */ + typedef Bool (*Eval_G_CB)(Index n, Number* x, Bool new_x, + Index m, Number* g, UserDataPtr user_data); + + /** Type defining the callback function for evaluating the Jacobian of + * the constrant functions. Return value should be set to false if + * there was a problem doing the evaluation. */ + typedef Bool (*Eval_Jac_G_CB)(Index n, Number *x, Bool new_x, + Index m, Index nele_jac, + Index *iRow, Index *jCol, Number *values, + UserDataPtr user_data); + + /** Type defining the callback function for evaluating the Hessian of + * the Lagrangian function. Return value should be set to false if + * there was a problem doing the evaluation. */ + typedef Bool (*Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor, + Index m, Number *lambda, Bool new_lambda, + Index nele_hess, Index *iRow, Index *jCol, + Number *values, UserDataPtr user_data); + + /** Type defining the callback function for giving intermediate + * execution control to the user. If set, it is called once per + * iteration, providing the user with some information on the state + * of the optimization. This can be used to print some + * user-defined output. It also gives the user a way to terminate + * the optimization prematurely. If this method returns false, + * Ipopt will terminate the optimization. */ + typedef Bool (*Intermediate_CB)(Index alg_mod, /* 0 is regular, 1 is resto */ + Index iter_count, Number obj_value, + Number inf_pr, Number inf_du, + Number mu, Number d_norm, + Number regularization_size, + Number alpha_du, Number alpha_pr, + Index ls_trials, UserDataPtr user_data); + + /** Function for creating a new Ipopt Problem object. This function + * returns an object that can be passed to the IpoptSolve call. It + * contains the basic definition of the optimization problem, such + * as number of variables and constraints, bounds on variables and + * constraints, information about the derivatives, and the callback + * function for the computation of the optimization problem + * functions and derivatives. During this call, the options file + * PARAMS.DAT is read as well. + * + * If NULL is returned, there was a problem with one of the inputs + * or reading the options file. */ + IPOPT_EXPORT(IpoptProblem) CreateIpoptProblem( + Index n /** Number of optimization variables */ + , Number* x_L /** Lower bounds on variables. This array of + size n is copied internally, so that the + caller can change the incoming data after + return without that IpoptProblem is + modified. Any value less or equal than + the number specified by option + 'nlp_lower_bound_inf' is interpreted to + be minus infinity. */ + , Number* x_U /** Upper bounds on variables. This array of + size n is copied internally, so that the + caller can change the incoming data after + return without that IpoptProblem is + modified. Any value greater or equal + than the number specified by option + 'nlp_upper_bound_inf' is interpreted to + be plus infinity. */ + , Index m /** Number of constraints. */ + , Number* g_L /** Lower bounds on constraints. This array of + size m is copied internally, so that the + caller can change the incoming data after + return without that IpoptProblem is + modified. Any value less or equal than + the number specified by option + 'nlp_lower_bound_inf' is interpreted to + be minus infinity. */ + , Number* g_U /** Upper bounds on constraints. This array of + size m is copied internally, so that the + caller can change the incoming data after + return without that IpoptProblem is + modified. Any value greater or equal + than the number specified by option + 'nlp_upper_bound_inf' is interpreted to + be plus infinity. */ + , Index nele_jac /** Number of non-zero elements in constraint + Jacobian. */ + , Index nele_hess /** Number of non-zero elements in Hessian of + Lagrangian. */ + , Index index_style /** indexing style for iRow & jCol, + 0 for C style, 1 for Fortran style */ + , Eval_F_CB eval_f /** Callback function for evaluating + objective function */ + , Eval_G_CB eval_g /** Callback function for evaluating + constraint functions */ + , Eval_Grad_F_CB eval_grad_f + /** Callback function for evaluating gradient + of objective function */ + , Eval_Jac_G_CB eval_jac_g + /** Callback function for evaluating Jacobian + of constraint functions */ + , Eval_H_CB eval_h /** Callback function for evaluating Hessian + of Lagrangian function */ + ); + + /** Method for freeing a previously created IpoptProblem. After + freeing an IpoptProblem, it cannot be used anymore. */ + IPOPT_EXPORT(void) FreeIpoptProblem(IpoptProblem ipopt_problem); + + + /** Function for adding a string option. Returns FALSE the option + * could not be set (e.g., if keyword is unknown) */ + IPOPT_EXPORT(Bool) AddIpoptStrOption(IpoptProblem ipopt_problem, char* keyword, char* val); + + /** Function for adding a Number option. Returns FALSE the option + * could not be set (e.g., if keyword is unknown) */ + IPOPT_EXPORT(Bool) AddIpoptNumOption(IpoptProblem ipopt_problem, char* keyword, Number val); + + /** Function for adding an Int option. Returns FALSE the option + * could not be set (e.g., if keyword is unknown) */ + IPOPT_EXPORT(Bool) AddIpoptIntOption(IpoptProblem ipopt_problem, char* keyword, Int val); + + /** Function for opening an output file for a given name with given + * printlevel. Returns false, if there was a problem opening the + * file. */ + IPOPT_EXPORT(Bool) OpenIpoptOutputFile(IpoptProblem ipopt_problem, char* file_name, + Int print_level); + + /** Optional function for setting scaling parameter for the NLP. + * This corresponds to the get_scaling_parameters method in TNLP. + * If the pointers x_scaling or g_scaling are NULL, then no scaling + * for x resp. g is done. */ + IPOPT_EXPORT(Bool) SetIpoptProblemScaling(IpoptProblem ipopt_problem, + Number obj_scaling, + Number* x_scaling, + Number* g_scaling); + + /** Setting a callback function for the "intermediate callback" + * method in the TNLP. This gives control back to the user once + * per iteration. If set, it provides the user with some + * information on the state of the optimization. This can be used + * to print some user-defined output. It also gives the user a way + * to terminate the optimization prematurely. If the callback + * method returns false, Ipopt will terminate the optimization. + * Calling this set method to set the CB pointer to NULL disables + * the intermediate callback functionality. */ + IPOPT_EXPORT(Bool) SetIntermediateCallback(IpoptProblem ipopt_problem, + Intermediate_CB intermediate_cb); + + /** Function calling the Ipopt optimization algorithm for a problem + previously defined with CreateIpoptProblem. The return + specified outcome of the optimization procedure (e.g., success, + failure etc). + */ + IPOPT_EXPORT(enum ApplicationReturnStatus) IpoptSolve( + IpoptProblem ipopt_problem + /** Problem that is to be optimized. Ipopt + will use the options previously specified with + AddIpoptOption (etc) for this problem. */ + , Number* x /** Input: Starting point + Output: Optimal solution */ + , Number* g /** Values of constraint at final point + (output only - ignored if set to NULL) */ + , Number* obj_val /** Final value of objective function + (output only - ignored if set to NULL) */ + , Number* mult_g /** Input: Initial values for the constraint + multipliers (only if warm start option + is chosen) + Output: Final multipliers for constraints + (ignored if set to NULL) */ + , Number* mult_x_L /** Input: Initial values for the multipliers for + lower variable bounds (only if warm start + option is chosen) + Output: Final multipliers for lower variable + bounds (ignored if set to NULL) */ + , Number* mult_x_U /** Input: Initial values for the multipliers for + upper variable bounds (only if warm start + option is chosen) + Output: Final multipliers for upper variable + bounds (ignored if set to NULL) */ + , UserDataPtr user_data + /** Pointer to user data. This will be + passed unmodified to the callback + functions. */ + ); + + /** + void IpoptStatisticsCounts; + + void IpoptStatisticsInfeasibilities; */ +#ifdef __cplusplus +} /* extern "C" { */ +#endif + +#endif |