diff options
Diffstat (limited to 'thirdparty/windows/include/coin/IpStdCInterface.h')
| -rw-r--r-- | thirdparty/windows/include/coin/IpStdCInterface.h | 506 |
1 files changed, 271 insertions, 235 deletions
diff --git a/thirdparty/windows/include/coin/IpStdCInterface.h b/thirdparty/windows/include/coin/IpStdCInterface.h index 151a8f5..ef96ca4 100644 --- a/thirdparty/windows/include/coin/IpStdCInterface.h +++ b/thirdparty/windows/include/coin/IpStdCInterface.h @@ -1,235 +1,271 @@ -/************************************************************************* - Copyright (C) 2004, 2006 International Business Machines and others. - All Rights Reserved. - This code is published under the Common Public License. - - $Id: IpStdCInterface.h 1586 2009-10-27 15:55:03Z 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); - - /** 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); - - /** 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 /** Final multipliers for constraints - (output only - ignored if set to NULL) */ - , Number* mult_x_L /** Final multipliers for lower variable bounds - (output only - ignored if set to NULL) */ - , Number* mult_x_U /** Final multipliers for upper variable bounds - (output only - 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 +/*************************************************************************
+ 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
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