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// Copyright (C) 2015 - IIT Bombay - FOSSEE
//
// Author: R.Vidyadhar & Vignesh Kannan
// Organization: FOSSEE, IIT Bombay
// Email: rvidhyadar@gmail.com & vignesh2496@gmail.com
// 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
#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>
#include <iostream>
using namespace std;
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 *fX = NULL, ObjVal=0,iteration=0,cpuTime=0,fobj_eval=0;
double dual_inf, constr_viol, complementarity, kkt_error;
double *fGrad = NULL;
double *fHess = NULL;
double *fLambda = NULL;
double *fZl=NULL;
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();
app->RethrowNonIpoptException(true);
////////// 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(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 = Prob->iterCount();
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;
}
}
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