// Copyright (C) 2015 - IIT Bombay - FOSSEE // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt // Author: R.Vidyadhar & Vignesh Kannan // Organization: FOSSEE, IIT Bombay // Email: toolbox@scilab.in #ifndef __minbndNLP_HPP__ #define __minbndNLP_HPP__ #include "IpTNLP.hpp" using namespace Ipopt; class minbndNLP : public TNLP { private: Index numVars_; //Number of input variables Index numConstr_; //Number of constraints Number *finalX_; //finalX_ is a pointer to a matrix of size of 1*1 //with final value for the primal variable. Number *finalZl_; //finalZl_ is a pointer to a matrix of size of 1*numVar_ // with final values for the lower bound multipliers Number *finalZu_; //finalZu_ is a pointer to a matrix of size of 1*numVar_ // with final values for the upper bound multipliers Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective. int status_; //Solver return status const Number *varUB_; //varUB_ is a pointer to a matrix of size of 1*1 // with upper bounds of all variable. const Number *varLB_; //varLB_ is a pointer to a matrix of size of 1*1 // with lower bounds of all variable. minbndNLP(const minbndNLP&); minbndNLP& operator=(const minbndNLP&); public: /** user defined constructor */ minbndNLP(Index nV, Index nC,Number *LB,Number *UB):numVars_(nV),numConstr_(nC),finalX_(0),finalZl_(0), finalZu_(0),varLB_(LB),varUB_(UB),finalObjVal_(1e20){ } /** default destructor */ virtual ~minbndNLP(); /** Method to return some info about the nlp */ virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style); /** Method to return the bounds for my problem */ virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u); /** Method to return the starting point for the algorithm */ 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); /** Method to return the objective value */ virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value); /** Method to return the gradient of the objective */ virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f); /** Method to return the constraint residuals */ virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g); /** Method to return: * 1) The structure of the jacobian (if "values" is NULL) * 2) The values of the jacobian (if "values" is not NULL) */ virtual bool eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values); /** Method to return: * 1) The structure of the hessian of the lagrangian (if "values" is NULL) * 2) The values of the hessian of the lagrangian (if "values" is not NULL) */ 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); /** This method is called when the algorithm is complete so the TNLP can store/write the solution */ 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*1 //with final value for the primal variable. const double * getZl(); //Returns a pointer to a matrix of size of 1*numVars_ // with final values for the lower bound multipliers const double * getZu(); //Returns a pointer to a matrix of size of 1*numVars_ //with final values for the upper bound multipliers double getObjVal(); //Returns the output of the final value of the objective. int returnStatus(); //Returns the status count }; #endif