// 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 #ifndef __minconNLP_HPP__ #define __minconNLP_HPP__ #include "IpTNLP.hpp" using namespace Ipopt; class minconNLP : public TNLP { private: Index numVars_; //Number of input variables Index numConstr_; //Number of constraints Number nonlinCon_; //Number of non-linear constraints Number nonlinIneqCon_; //Number of non-linear inequality constraints const Number *A_= NULL; //Matrix for linear inequality constraints const Number *b_= NULL; //Matrix for bounds of linear inequality constraints const Number *Aeq_= NULL; //Matrix for linear equality constraints const Number *beq_= NULL; //Matrix for bounds of linear equality constraints Index Arows_; //Number of rows of linear inequality constraints Index Acols_; //Number of columns of linear inequality constraints Index brows_; //Number of rows of bounds of linear inequality constraints Index bcols_; //Number of columns of bounds of linear inequality constraints Index Aeqrows_; //Number of rows of linear equality constraints Index Aeqcols_; //Number of columns of linear equality constraints Index beqrows_; //Number of rows of bounds of linear equality constraints Index beqcols_; //Number of columns of bounds of linear equality constraints const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVars_ //with initial guess of all variables. 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. 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 *finalX_= NULL; //finalX_ is a pointer to a matrix of size of 1*numVars_ //with final value for the primal variables. Number *finalGradient_=NULL; //finalGradient_ is a pointer to a matrix of size of numVars_*numVars_ //with final value of gradient for the primal variables. Number *finalHessian_=NULL; //finalHessian_ is a pointer to a matrix of size of 1*numVar_ //with final value of hessian for the primal variables. Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective. int iter_; //Number of iteration. int status_; //Solver return status minconNLP(const minconNLP&); minconNLP& operator=(const minconNLP&); public: /** user defined constructor */ minconNLP(Index nV, Index nC, Number *x0 ,Number *A, Number *b, Number* Aeq, Number *beq, Index Arows, Index Acols, Index brows, Index bcols, Index Aeqrows, Index Aeqcols, Index beqrows, Index beqcols, Number* LB, Number* UB, Number nlC, Number nlIC) : numVars_(nV), numConstr_(nC), varGuess_(x0), A_(A), b_(b), Aeq_(Aeq), beq_(beq), Arows_(Arows), Acols_(Acols), brows_(brows), bcols_(bcols), Aeqrows_(Aeqrows), Aeqcols_(Aeqcols), beqrows_(beqrows), beqcols_(beqcols), varLB_(LB), varUB_(UB), nonlinCon_(nlC), nonlinIneqCon_(nlIC), finalX_(0), finalZl_(0), finalZu_(0), finalGradient_(0), finalHessian_(0), finalObjVal_(1e20){ } /** default destructor */ virtual ~minconNLP(); /** 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*numVars_ //with final value for the primal variables. const double * getGrad(); //Returns a pointer to a matrix of size of 1*numVars_ //with final value of gradient for the primal variables. const double * getHess(); //Returns a pointer to a matrix of size of numVars_*numVars_ //with final value of hessian for the primal variables. 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 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