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author | Harpreet | 2016-08-31 01:43:18 +0530 |
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committer | Harpreet | 2016-08-31 01:43:18 +0530 |
commit | 2269cb2d89c9e27b1edeb14849f201e90cbf89f7 (patch) | |
tree | 11aeb2a81fc9a0dcbe8aef079f4c4798a260b101 /thirdparty/windows/include/coin/IpNLP.hpp | |
parent | 234aa4fb8bcf86c518444601903fcfee4c40f59a (diff) | |
download | symphony-2269cb2d89c9e27b1edeb14849f201e90cbf89f7.tar.gz symphony-2269cb2d89c9e27b1edeb14849f201e90cbf89f7.tar.bz2 symphony-2269cb2d89c9e27b1edeb14849f201e90cbf89f7.zip |
Windows 32 bit bug fixed and third party updated
Diffstat (limited to 'thirdparty/windows/include/coin/IpNLP.hpp')
-rw-r--r-- | thirdparty/windows/include/coin/IpNLP.hpp | 486 |
1 files changed, 243 insertions, 243 deletions
diff --git a/thirdparty/windows/include/coin/IpNLP.hpp b/thirdparty/windows/include/coin/IpNLP.hpp index 20ee64b..814f089 100644 --- a/thirdparty/windows/include/coin/IpNLP.hpp +++ b/thirdparty/windows/include/coin/IpNLP.hpp @@ -1,243 +1,243 @@ -// Copyright (C) 2004, 2006 International Business Machines and others. -// All Rights Reserved. -// This code is published under the Common Public License. -// -// $Id: IpNLP.hpp 1312 2008-08-29 22:21:40Z andreasw $ -// -// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13 - -#ifndef __IPNLP_HPP__ -#define __IPNLP_HPP__ - -#include "IpUtils.hpp" -#include "IpVector.hpp" -#include "IpSmartPtr.hpp" -#include "IpMatrix.hpp" -#include "IpSymMatrix.hpp" -#include "IpOptionsList.hpp" -#include "IpAlgTypes.hpp" -#include "IpReturnCodes.hpp" - -namespace Ipopt -{ - // forward declarations - class IpoptData; - class IpoptCalculatedQuantities; - class IteratesVector; - - /** Brief Class Description. - * Detailed Class Description. - */ - class NLP : public ReferencedObject - { - public: - /**@name Constructors/Destructors */ - //@{ - /** Default constructor */ - NLP() - {} - - /** Default destructor */ - virtual ~NLP() - {} - //@} - - /** Exceptions */ - //@{ - DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED); - DECLARE_STD_EXCEPTION(INVALID_NLP); - //@} - - /** @name NLP Initialization (overload in - * derived classes).*/ - //@{ - /** Overload if you want the chance to process options or parameters that - * may be specific to the NLP */ - virtual bool ProcessOptions(const OptionsList& options, - const std::string& prefix) - { - return true; - } - - /** Method for creating the derived vector / matrix types. The - * Hess_lagrangian_space pointer can be NULL if a quasi-Newton - * options is chosen. */ - virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space, - SmartPtr<const VectorSpace>& c_space, - SmartPtr<const VectorSpace>& d_space, - SmartPtr<const VectorSpace>& x_l_space, - SmartPtr<const MatrixSpace>& px_l_space, - SmartPtr<const VectorSpace>& x_u_space, - SmartPtr<const MatrixSpace>& px_u_space, - SmartPtr<const VectorSpace>& d_l_space, - SmartPtr<const MatrixSpace>& pd_l_space, - SmartPtr<const VectorSpace>& d_u_space, - SmartPtr<const MatrixSpace>& pd_u_space, - SmartPtr<const MatrixSpace>& Jac_c_space, - SmartPtr<const MatrixSpace>& Jac_d_space, - SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0; - - /** Method for obtaining the bounds information */ - virtual bool GetBoundsInformation(const Matrix& Px_L, - Vector& x_L, - const Matrix& Px_U, - Vector& x_U, - const Matrix& Pd_L, - Vector& d_L, - const Matrix& Pd_U, - Vector& d_U)=0; - - /** Method for obtaining the starting point for all the - * iterates. ToDo it might not make sense to ask for initial - * values for v_L and v_U? */ - virtual bool GetStartingPoint( - SmartPtr<Vector> x, - bool need_x, - SmartPtr<Vector> y_c, - bool need_y_c, - SmartPtr<Vector> y_d, - bool need_y_d, - SmartPtr<Vector> z_L, - bool need_z_L, - SmartPtr<Vector> z_U, - bool need_z_U - )=0; - - /** Method for obtaining an entire iterate as a warmstart point. - * The incoming IteratesVector has to be filled. The default - * dummy implementation returns false. */ - virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate) - { - return false; - } - //@} - - /** @name NLP evaluation routines (overload - * in derived classes. */ - //@{ - virtual bool Eval_f(const Vector& x, Number& f) = 0; - - virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0; - - virtual bool Eval_c(const Vector& x, Vector& c) = 0; - - virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0; - - virtual bool Eval_d(const Vector& x, Vector& d) = 0; - - virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0; - - virtual bool Eval_h(const Vector& x, - Number obj_factor, - const Vector& yc, - const Vector& yd, - SymMatrix& h) = 0; - //@} - - /** @name NLP solution routines. Have default dummy - * implementations that can be overloaded. */ - //@{ - /** This method is called at the very end of the optimization. It - * provides the final iterate to the user, so that it can be - * stored as the solution. The status flag indicates the outcome - * of the optimization, where SolverReturn is defined in - * IpAlgTypes.hpp. */ - virtual void FinalizeSolution(SolverReturn status, - const Vector& x, const Vector& z_L, - const Vector& z_U, - const Vector& c, const Vector& d, - const Vector& y_c, const Vector& y_d, - Number obj_value, - const IpoptData* ip_data, - IpoptCalculatedQuantities* ip_cq) - {} - - /** This method is called once per iteration, after the iteration - * summary output has been printed. It provides the current - * information to the user to do with it anything she wants. It - * also allows the user to ask for a premature termination of the - * optimization by returning false, in which case Ipopt will - * terminate with a corresponding return status. The basic - * information provided in the argument list has the quantities - * values printed in the iteration summary line. If more - * information is required, a user can obtain it from the IpData - * and IpCalculatedQuantities objects. However, note that the - * provided quantities are all for the problem that Ipopt sees, - * i.e., the quantities might be scaled, fixed variables might be - * sorted out, etc. The status indicates things like whether the - * algorithm is in the restoration phase... In the restoration - * phase, the dual variables are probably not not changing. */ - virtual bool IntermediateCallBack(AlgorithmMode mode, - Index iter, Number obj_value, - Number inf_pr, Number inf_du, - Number mu, Number d_norm, - Number regularization_size, - Number alpha_du, Number alpha_pr, - Index ls_trials, - const IpoptData* ip_data, - IpoptCalculatedQuantities* ip_cq) - { - return true; - } - //@} - - /** Routines to get the scaling parameters. These do not need to - * be overloaded unless the options are set for User scaling - */ - //@{ - virtual void GetScalingParameters( - const SmartPtr<const VectorSpace> x_space, - const SmartPtr<const VectorSpace> c_space, - const SmartPtr<const VectorSpace> d_space, - Number& obj_scaling, - SmartPtr<Vector>& x_scaling, - SmartPtr<Vector>& c_scaling, - SmartPtr<Vector>& d_scaling) const - { - THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED, - "You have set options for user provided scaling, but have" - " not implemented GetScalingParameters in the NLP interface"); - } - //@} - - /** Method for obtaining the subspace in which the limited-memory - * Hessian approximation should be done. This is only called if - * the limited-memory Hessian approximation is chosen. Since the - * Hessian is zero in the space of all variables that appear in - * the problem functions only linearly, this allows the user to - * provide a VectorSpace for all nonlinear variables, and an - * ExpansionMatrix to lift from this VectorSpace to the - * VectorSpace of the primal variables x. If the returned values - * are NULL, it is assumed that the Hessian is to be approximated - * in the space of all x variables. The default instantiation of - * this method returns NULL, and a user only has to overwrite - * this method if the approximation is to be done only in a - * subspace. */ - virtual void - GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space, - SmartPtr<Matrix>& P_approx) - { - approx_space = NULL; - P_approx = NULL; - } - - private: - /**@name Default Compiler Generated Methods - * (Hidden to avoid implicit creation/calling). - * These methods are not implemented and - * we do not want the compiler to implement - * them for us, so we declare them private - * and do not define them. This ensures that - * they will not be implicitly created/called. */ - //@{ - /** Copy Constructor */ - NLP(const NLP&); - - /** Overloaded Equals Operator */ - void operator=(const NLP&); - //@} - }; - -} // namespace Ipopt - -#endif +// Copyright (C) 2004, 2006 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPNLP_HPP__
+#define __IPNLP_HPP__
+
+#include "IpUtils.hpp"
+#include "IpVector.hpp"
+#include "IpSmartPtr.hpp"
+#include "IpMatrix.hpp"
+#include "IpSymMatrix.hpp"
+#include "IpOptionsList.hpp"
+#include "IpAlgTypes.hpp"
+#include "IpReturnCodes.hpp"
+
+namespace Ipopt
+{
+ // forward declarations
+ class IpoptData;
+ class IpoptCalculatedQuantities;
+ class IteratesVector;
+
+ /** Brief Class Description.
+ * Detailed Class Description.
+ */
+ class NLP : public ReferencedObject
+ {
+ public:
+ /**@name Constructors/Destructors */
+ //@{
+ /** Default constructor */
+ NLP()
+ {}
+
+ /** Default destructor */
+ virtual ~NLP()
+ {}
+ //@}
+
+ /** Exceptions */
+ //@{
+ DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED);
+ DECLARE_STD_EXCEPTION(INVALID_NLP);
+ //@}
+
+ /** @name NLP Initialization (overload in
+ * derived classes).*/
+ //@{
+ /** Overload if you want the chance to process options or parameters that
+ * may be specific to the NLP */
+ virtual bool ProcessOptions(const OptionsList& options,
+ const std::string& prefix)
+ {
+ return true;
+ }
+
+ /** Method for creating the derived vector / matrix types. The
+ * Hess_lagrangian_space pointer can be NULL if a quasi-Newton
+ * options is chosen. */
+ virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
+ SmartPtr<const VectorSpace>& c_space,
+ SmartPtr<const VectorSpace>& d_space,
+ SmartPtr<const VectorSpace>& x_l_space,
+ SmartPtr<const MatrixSpace>& px_l_space,
+ SmartPtr<const VectorSpace>& x_u_space,
+ SmartPtr<const MatrixSpace>& px_u_space,
+ SmartPtr<const VectorSpace>& d_l_space,
+ SmartPtr<const MatrixSpace>& pd_l_space,
+ SmartPtr<const VectorSpace>& d_u_space,
+ SmartPtr<const MatrixSpace>& pd_u_space,
+ SmartPtr<const MatrixSpace>& Jac_c_space,
+ SmartPtr<const MatrixSpace>& Jac_d_space,
+ SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0;
+
+ /** Method for obtaining the bounds information */
+ virtual bool GetBoundsInformation(const Matrix& Px_L,
+ Vector& x_L,
+ const Matrix& Px_U,
+ Vector& x_U,
+ const Matrix& Pd_L,
+ Vector& d_L,
+ const Matrix& Pd_U,
+ Vector& d_U)=0;
+
+ /** Method for obtaining the starting point for all the
+ * iterates. ToDo it might not make sense to ask for initial
+ * values for v_L and v_U? */
+ virtual bool GetStartingPoint(
+ SmartPtr<Vector> x,
+ bool need_x,
+ SmartPtr<Vector> y_c,
+ bool need_y_c,
+ SmartPtr<Vector> y_d,
+ bool need_y_d,
+ SmartPtr<Vector> z_L,
+ bool need_z_L,
+ SmartPtr<Vector> z_U,
+ bool need_z_U
+ )=0;
+
+ /** Method for obtaining an entire iterate as a warmstart point.
+ * The incoming IteratesVector has to be filled. The default
+ * dummy implementation returns false. */
+ virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
+ {
+ return false;
+ }
+ //@}
+
+ /** @name NLP evaluation routines (overload
+ * in derived classes. */
+ //@{
+ virtual bool Eval_f(const Vector& x, Number& f) = 0;
+
+ virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0;
+
+ virtual bool Eval_c(const Vector& x, Vector& c) = 0;
+
+ virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0;
+
+ virtual bool Eval_d(const Vector& x, Vector& d) = 0;
+
+ virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0;
+
+ virtual bool Eval_h(const Vector& x,
+ Number obj_factor,
+ const Vector& yc,
+ const Vector& yd,
+ SymMatrix& h) = 0;
+ //@}
+
+ /** @name NLP solution routines. Have default dummy
+ * implementations that can be overloaded. */
+ //@{
+ /** This method is called at the very end of the optimization. It
+ * provides the final iterate to the user, so that it can be
+ * stored as the solution. The status flag indicates the outcome
+ * of the optimization, where SolverReturn is defined in
+ * IpAlgTypes.hpp. */
+ virtual void FinalizeSolution(SolverReturn status,
+ const Vector& x, const Vector& z_L,
+ const Vector& z_U,
+ const Vector& c, const Vector& d,
+ const Vector& y_c, const Vector& y_d,
+ Number obj_value,
+ const IpoptData* ip_data,
+ IpoptCalculatedQuantities* ip_cq)
+ {}
+
+ /** This method is called once per iteration, after the iteration
+ * summary output has been printed. It provides the current
+ * information to the user to do with it anything she wants. It
+ * also allows the user to ask for a premature termination of the
+ * optimization by returning false, in which case Ipopt will
+ * terminate with a corresponding return status. The basic
+ * information provided in the argument list has the quantities
+ * values printed in the iteration summary line. If more
+ * information is required, a user can obtain it from the IpData
+ * and IpCalculatedQuantities objects. However, note that the
+ * provided quantities are all for the problem that Ipopt sees,
+ * i.e., the quantities might be scaled, fixed variables might be
+ * sorted out, etc. The status indicates things like whether the
+ * algorithm is in the restoration phase... In the restoration
+ * phase, the dual variables are probably not not changing. */
+ virtual bool IntermediateCallBack(AlgorithmMode mode,
+ Index iter, Number obj_value,
+ Number inf_pr, Number inf_du,
+ Number mu, Number d_norm,
+ Number regularization_size,
+ Number alpha_du, Number alpha_pr,
+ Index ls_trials,
+ const IpoptData* ip_data,
+ IpoptCalculatedQuantities* ip_cq)
+ {
+ return true;
+ }
+ //@}
+
+ /** Routines to get the scaling parameters. These do not need to
+ * be overloaded unless the options are set for User scaling
+ */
+ //@{
+ virtual void GetScalingParameters(
+ const SmartPtr<const VectorSpace> x_space,
+ const SmartPtr<const VectorSpace> c_space,
+ const SmartPtr<const VectorSpace> d_space,
+ Number& obj_scaling,
+ SmartPtr<Vector>& x_scaling,
+ SmartPtr<Vector>& c_scaling,
+ SmartPtr<Vector>& d_scaling) const
+ {
+ THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED,
+ "You have set options for user provided scaling, but have"
+ " not implemented GetScalingParameters in the NLP interface");
+ }
+ //@}
+
+ /** Method for obtaining the subspace in which the limited-memory
+ * Hessian approximation should be done. This is only called if
+ * the limited-memory Hessian approximation is chosen. Since the
+ * Hessian is zero in the space of all variables that appear in
+ * the problem functions only linearly, this allows the user to
+ * provide a VectorSpace for all nonlinear variables, and an
+ * ExpansionMatrix to lift from this VectorSpace to the
+ * VectorSpace of the primal variables x. If the returned values
+ * are NULL, it is assumed that the Hessian is to be approximated
+ * in the space of all x variables. The default instantiation of
+ * this method returns NULL, and a user only has to overwrite
+ * this method if the approximation is to be done only in a
+ * subspace. */
+ virtual void
+ GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
+ SmartPtr<Matrix>& P_approx)
+ {
+ approx_space = NULL;
+ P_approx = NULL;
+ }
+
+ private:
+ /**@name Default Compiler Generated Methods
+ * (Hidden to avoid implicit creation/calling).
+ * These methods are not implemented and
+ * we do not want the compiler to implement
+ * them for us, so we declare them private
+ * and do not define them. This ensures that
+ * they will not be implicitly created/called. */
+ //@{
+ /** Copy Constructor */
+ NLP(const NLP&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const NLP&);
+ //@}
+ };
+
+} // namespace Ipopt
+
+#endif
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