/* * Quadratic Programming Toolbox for Scilab using IPOPT library * Authors : Sai Kiran Keyur Joshi Iswarya * Optimizing (minimizing) the quadratic objective function having any number of variables and linear constraints. * */ #ifndef __QuadNLP_HPP__ #define __QuadNLP_HPP__ #include "IpTNLP.hpp" extern "C"{ #include } using namespace Ipopt; class QuadNLP : public TNLP { private: Index numVars_; // Number of variables. Index numConstr_; // Number of constraints. const Number *qMatrix_ = NULL; //qMatrix_ is a pointer to matrix of size numVars X numVars_ // with coefficents of quadratic terms in objective function. const Number *lMatrix_ = NULL;//lMatrix_ is a pointer to matrix of size 1*numVars_ // with coefficents of linear terms in objective function. const Number *conMatrix_ = NULL;//conMatrix_ is a pointer to matrix of size numConstr X numVars // with coefficients of terms in a each objective in each row. const Number *conUB_= NULL; //conUB_ is a pointer to a matrix of size of 1*numConstr_ // with upper bounds of all constraints. const Number *conLB_ = NULL; //conLB_ is a pointer to a matrix of size of 1*numConstr_ // with lower bounds of all constraints. const Number *varUB_= NULL; //varUB_ is a pointer to a matrix of size of 1*numVar_ // with upper bounds of all variables. const Number *varLB_= NULL; //varLB_ is a pointer to a matrix of size of 1*numVar_ // with lower bounds of all variables. const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVar_ // with initial guess of all variables. Number *finalX_= NULL; //finalX_ is a pointer to a matrix of size of 1*numVar_ // with final value for the primal variables. Number *finalZl_= NULL; //finalZl_ is a pointer to a matrix of size of 1*numVar_ // with final values for the lower bound multipliers Number *finalZu_= NULL; //finalZu_ is a pointer to a matrix of size of 1*numVar_ // with final values for the upper bound multipliers Number *finalLambda_= NULL; //finalLambda_ is a pointer to a matrix of size of 1*numConstr_ // with final values for the upper bound multipliers Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective. int iter_; //Number of iteration. int status_; //Solver return status QuadNLP(const QuadNLP&); QuadNLP& operator=(const QuadNLP&); public: /* * Constructor */ QuadNLP(Index nV, Index nC, Number *qM, Number *lM, Number *cM, Number *cUB, Number *cLB, Number *vUB, Number *vLB): numVars_(nV),numConstr_(nC),qMatrix_(qM),lMatrix_(lM),conMatrix_(cM),conUB_(cUB),conLB_(cLB),varUB_(vUB),varLB_(vLB),finalX_(0), finalZl_(0), finalZu_(0), finalObjVal_(1e20){ } /* Go to : http://www.coin-or.org/Ipopt/documentation/node23.html#SECTION00053130000000000000 For details about these below methods. */ virtual ~QuadNLP(); virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style); virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u); virtual bool 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); virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value); virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f); virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g); virtual bool eval_jac_g(Index n, const Number* x, bool new_x, Index m, Index nele_jac, Index* iRow, Index *jCol, Number* values); virtual bool 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); virtual void 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); const double * getX(); //Returns a pointer to a matrix of size of 1*numVar // with final value for the primal variables. const double * getZu(); //Returns a pointer to a matrix of size of 1*numVars // with final values for the upper bound multipliers const double * getZl(); //Returns a pointer to a matrix of size of 1*numVars // with final values for the upper bound multipliers const double * getLambda(); //Returns a pointer to a matrix of size of 1*numConstr // with final values for the constraint multipliers double getObjVal(); //Returns the output of the final value of the objective. double iterCount(); //Returns the iteration count int returnStatus(); //Returns the status count }; #endif __QuadNLP_HPP__