// 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 "minuncNLP.hpp" #include extern "C" { #include #include #include #include #include #include using namespace std; int sci_solveminuncp(char *fname) { using namespace Ipopt; CheckInputArgument(pvApiCtx, 8, 8); CheckOutputArgument(pvApiCtx, 9, 9); // Error management variable SciErr sciErr; //Function pointers, input matrix(Starting point) pointer, flag variable int* funptr=NULL; int* gradhesptr=NULL; double* x0ptr=NULL; double flag1,flag2; // 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, x0_cols; // 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; 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 ////////// //Objective Function if(getFunctionFromScilab(1,&funptr)) { return 1; } //Function for gradient and hessian if(getFunctionFromScilab(2,&gradhesptr)) { return 1; } //Flag for Gradient from Scilab if(getDoubleFromScilab(3, &flag1)) { return 1; } //Flag for Hessian from Scilab if(getDoubleFromScilab(5, &flag2)) { return 1; } //x0(starting point) matrix from scilab if(getDoubleMatrixFromScilab(7, &x0_rows, &x0_cols, &x0ptr)) { return 1; } //Getting number of iterations if(getFixedSizeDoubleMatrixInList(8,2,temp1,temp2,&max_iter)) { return 1; } //Getting Cpu Time if(getFixedSizeDoubleMatrixInList(8,4,temp1,temp2,&cpu_time)) { return 1; } //Initialization of parameters nVars=x0_cols; nCons=0; // Starting Ipopt SmartPtr Prob = new minuncNLP(nVars, nCons, x0ptr, flag1, flag2); SmartPtr app = IpoptApplicationFactory(); ////////// Managing the parameters ////////// app->Options()->SetNumericValue("tol", 1e-7); app->Options()->SetIntegerValue("max_iter", (int)*max_iter); app->Options()->SetNumericValue("max_cpu_time", *cpu_time); ///////// 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&)Prob); 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(); ////////// Manage the output argument ////////// fX = Prob->getX(); fGrad = Prob->getGrad(); fHess = Prob->getHess(); ObjVal = Prob->getObjVal(); iteration = (double)app->Statistics()->IterationCount(); fobj_eval = (double)int_fobj_eval; 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, nVars, fGrad)) { return 1; } if (returnDoubleMatrixToScilab(9, 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; } }