1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
|
// 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
#include "sci_iofunc.hpp"
#include "IpIpoptApplication.hpp"
#include "minconNLP.hpp"
#include <IpSolveStatistics.hpp>
extern "C"
{
#include <api_scilab.h>
#include <Scierror.h>
#include <BOOL.h>
#include <localization.h>
#include <sciprint.h>
int sci_solveminconp(char *fname)
{
using namespace Ipopt;
CheckInputArgument(pvApiCtx, 16, 16);
CheckOutputArgument(pvApiCtx, 12, 12);
// Error management variable
SciErr sciErr;
//Function pointers, input matrix(Starting point) pointer, flag variable
double *x0ptr=NULL, *lbptr=NULL, *ubptr=NULL,*Aptr=NULL, *bptr=NULL, *Aeqptr=NULL, *beqptr=NULL;
double nonlinCon=0,nonlinIneqCon=0;
// Input arguments
double *cpu_time=NULL,*max_iter=NULL;
static unsigned int nVars = 0,nCons = 0;
unsigned int temp1 = 0,temp2 = 0, iret = 0;
int x0_rows=0, x0_cols=0, lb_rows=0, lb_cols=0, ub_rows=0, ub_cols=0, A_rows=0, A_cols=0, b_rows=0, b_cols=0, Aeq_rows=0, Aeq_cols=0, beq_rows=0, beq_cols=0;
// Output arguments
double ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0;
double dual_inf, constr_viol, complementarity, kkt_error;
const double *fX = NULL, *fGrad = NULL;
const double *fHess = NULL;
const double *fLambda = NULL;
const double *fZl=NULL;
const double *fZu=NULL;
int rstatus = 0;
int int_fobj_eval, int_constr_eval, int_fobj_grad_eval, int_constr_jac_eval, int_hess_eval;
////////// Manage the input argument //////////
//Getting matrix representing linear inequality constraints
if(getDoubleMatrixFromScilab(2, &A_rows, &A_cols, &Aptr))
{
return 1;
}
//Getting matrix representing bounds of linear inequality constraints
if(getDoubleMatrixFromScilab(3, &b_rows, &b_cols, &bptr))
{
return 1;
}
//Getting matrix representing linear equality constraints
if(getDoubleMatrixFromScilab(4, &Aeq_rows, &Aeq_cols, &Aeqptr))
{
return 1;
}
//Getting matrix representing bounds of linear inequality constraints
if(getDoubleMatrixFromScilab(5, &beq_rows, &beq_cols, &beqptr))
{
return 1;
}
//Getting matrix representing linear inequality constraints
if(getDoubleMatrixFromScilab(6, &lb_rows, &lb_cols, &lbptr))
{
return 1;
}
//Getting matrix representing linear inequality constraints
if(getDoubleMatrixFromScilab(7, &ub_rows, &ub_cols, &ubptr))
{
return 1;
}
//Number of non-linear constraints
if(getDoubleFromScilab(8, &nonlinCon))
{
return 1;
}
//Number of non-linear inequality constraints
if(getDoubleFromScilab(9, &nonlinIneqCon))
{
return 1;
}
//x0(starting point) matrix from scilab
if(getDoubleMatrixFromScilab(14, &x0_rows, &x0_cols, &x0ptr))
{
return 1;
}
//Getting number of iterations
if(getFixedSizeDoubleMatrixInList(15,2,temp1,temp2,&max_iter))
{
return 1;
}
//Getting Cpu Time
if(getFixedSizeDoubleMatrixInList(15,4,temp1,temp2,&cpu_time))
{
return 1;
}
//Number of variables and constraints
nVars = x0_cols;
nCons = A_rows + Aeq_rows + nonlinCon;
// Starting Ipopt
SmartPtr<minconNLP> Prob = new minconNLP(nVars, nCons, x0ptr, Aptr, bptr, Aeqptr, beqptr, A_rows, A_cols, b_rows, b_cols, Aeq_rows, Aeq_cols, beq_rows, beq_cols, lbptr, ubptr, nonlinCon, nonlinIneqCon);
SmartPtr<IpoptApplication> app = IpoptApplicationFactory();
////////// Managing the parameters //////////
app->Options()->SetNumericValue("tol", 1e-6);
app->Options()->SetIntegerValue("max_iter", (int)*max_iter);
app->Options()->SetNumericValue("max_cpu_time", *cpu_time);
// app->Options()->SetStringValue("hessian_approximation", "limited-memory");
///////// Initialize the IpoptApplication and process the options /////////
ApplicationReturnStatus status;
status = app->Initialize();
if (status != Solve_Succeeded)
{
sciprint("\n*** Error during initialization!\n");
return (int) status;
}
// Ask Ipopt to solve the problem
status = app->OptimizeTNLP((SmartPtr<TNLP>&)Prob);
//Get the solve statistics
cpuTime = app->Statistics()->TotalCPUTime();
app->Statistics()->NumberOfEvaluations(int_fobj_eval, int_constr_eval, int_fobj_grad_eval, int_constr_jac_eval, int_hess_eval);
app->Statistics()->Infeasibilities(dual_inf, constr_viol, complementarity, kkt_error);
rstatus = Prob->returnStatus();
fobj_eval=(double)int_fobj_eval;
////////// Manage the output argument //////////
fX = Prob->getX();
fGrad = Prob->getGrad();
fHess = Prob->getHess();
fLambda = Prob->getLambda();
fZl = Prob->getZl();
fZu = Prob->getZu();
ObjVal = Prob->getObjVal();
iteration = (double)app->Statistics()->IterationCount();
if (returnDoubleMatrixToScilab(1, 1, nVars, fX))
{
return 1;
}
if (returnDoubleMatrixToScilab(2, 1, 1, &ObjVal))
{
return 1;
}
if (returnIntegerMatrixToScilab(3, 1, 1, &rstatus))
{
return 1;
}
if (returnDoubleMatrixToScilab(4, 1, 1, &iteration))
{
return 1;
}
if (returnDoubleMatrixToScilab(5, 1, 1, &cpuTime))
{
return 1;
}
if (returnDoubleMatrixToScilab(6, 1, 1, &fobj_eval))
{
return 1;
}
if (returnDoubleMatrixToScilab(7, 1, 1, &dual_inf))
{
return 1;
}
if (returnDoubleMatrixToScilab(8, 1, nCons, fLambda))
{
return 1;
}
if (returnDoubleMatrixToScilab(9, 1, nVars, fZl))
{
return 1;
}
if (returnDoubleMatrixToScilab(10, 1, nVars, fZu))
{
return 1;
}
if (returnDoubleMatrixToScilab(11, 1, nVars, fGrad))
{
return 1;
}
if (returnDoubleMatrixToScilab(12, 1, nVars*nVars, fHess))
{
return 1;
}
// As the SmartPtrs go out of scope, the reference count
// will be decremented and the objects will automatically
// be deleted.*/
return 0;
}
}
|