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// 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: Harpreet Singh, Sai Kiran, Keyur Joshi, Iswarya
// Organization: FOSSEE, IIT Bombay
// Email: toolbox@scilab.in
#ifndef __QuadNLP_HPP__
#define __QuadNLP_HPP__
#include "IpTNLP.hpp"
extern "C"{
#include <sciprint.h>
}
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,Number *vG):
numVars_(nV),numConstr_(nC),qMatrix_(qM),lMatrix_(lM),conMatrix_(cM),conUB_(cUB),conLB_(cLB),varUB_(vUB),varLB_(vLB),varGuess_(vG),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__
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