// 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 __minuncNLP_HPP__ #define __minuncNLP_HPP__ #include "IpTNLP.hpp" using namespace Ipopt; class minuncNLP : public TNLP { private: Index numVars_; //Number of input variables Index numConstr_; //Number of constraints Number flag1_; //Used for Gradient On/OFF Number flag2_; //Used for Hessian ON/OFF const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVars_ with initial guess of all variables. 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 minuncNLP(const minuncNLP&); minuncNLP& operator=(const minuncNLP&); public: /** user defined constructor */ minuncNLP(Index nV, Index nC,Number *x0,Number f1, Number f2):numVars_(nV),numConstr_(nC),varGuess_(x0),flag1_(f1),flag2_(f2),finalX_(0),finalGradient_(0),finalHessian_(0),finalObjVal_(1e20){ } /** default destructor */ virtual ~minuncNLP(); /** 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. 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