// Copyright (C) 2004, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpTNLPAdapter.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
#ifndef __IPTNLPADAPTER_HPP__
#define __IPTNLPADAPTER_HPP__
#include "IpNLP.hpp"
#include "IpTNLP.hpp"
#include "IpOrigIpoptNLP.hpp"
#include <list>
namespace Ipopt
{
// forward declarations
class ExpansionMatrix;
class ExpansionMatrixSpace;
class IteratesVector;
class TDependencyDetector;
/** This class Adapts the TNLP interface so it looks like an NLP interface.
* This is an Adapter class (Design Patterns) that converts a TNLP to an
* NLP. This allows users to write to the "more convenient" TNLP interface.
*/
class TNLPAdapter : public NLP
{
public:
/**@name Constructors/Destructors */
//@{
/** Default constructor */
TNLPAdapter(const SmartPtr<TNLP> tnlp,
const SmartPtr<const Journalist> jnlst = NULL);
/** Default destructor */
virtual ~TNLPAdapter();
//@}
/**@name Exceptions */
//@{
DECLARE_STD_EXCEPTION(INVALID_TNLP);
DECLARE_STD_EXCEPTION(ERROR_IN_TNLP_DERIVATIVE_TEST);
//@}
/** @name TNLPAdapter Initialization. */
//@{
virtual bool ProcessOptions(const OptionsList& options,
const std::string& prefix);
/** Method for creating the derived vector / matrix types
* (Do not delete these, the ). */
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);
/** 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);
/** Method for obtaining the starting point
* for all the iterates. */
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
);
/** Method for obtaining an entire iterate as a warmstart point.
* The incoming IteratesVector has to be filled. */
virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate);
//@}
/** @name TNLPAdapter evaluation routines. */
//@{
virtual bool Eval_f(const Vector& x, Number& f);
virtual bool Eval_grad_f(const Vector& x, Vector& g_f);
virtual bool Eval_c(const Vector& x, Vector& c);
virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c);
virtual bool Eval_d(const Vector& x, Vector& d);
virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);
virtual bool Eval_h(const Vector& x,
Number obj_factor,
const Vector& yc,
const Vector& yd,
SymMatrix& h);
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;
//@}
/** @name Solution Reporting Methods */
//@{
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);
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);
//@}
/** Method returning information on quasi-Newton approximation. */
virtual void
GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
SmartPtr<Matrix>& P_approx);
/** Enum for treatment of fixed variables option */
enum FixedVariableTreatmentEnum
{
MAKE_PARAMETER=0,
MAKE_CONSTRAINT,
RELAX_BOUNDS
};
/** Enum for specifying which derivative test is to be performed. */
enum DerivativeTestEnum
{
NO_TEST=0,
FIRST_ORDER_TEST,
SECOND_ORDER_TEST,
ONLY_SECOND_ORDER_TEST
};
/** Enum for specifying technique for computing Jacobian */
enum JacobianApproxEnum
{
JAC_EXACT=0,
JAC_FINDIFF_VALUES
};
/** Method for performing the derivative test */
bool CheckDerivatives(DerivativeTestEnum deriv_test,
Index deriv_test_start_index);
/** @name Methods for IpoptType */
//@{
static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
//@}
/** Accessor method for the underlying TNLP. */
SmartPtr<TNLP> tnlp() const
{
return tnlp_;
}
/** @name Methods for translating data for IpoptNLP into the TNLP
* data. These methods are used to obtain the current (or
* final) data for the TNLP formulation from the IpoptNLP
* structure. */
//@{
/** Sort the primal variables, and add the fixed values in x */
void ResortX(const Vector& x, Number* x_orig);
void ResortG(const Vector& c, const Vector& d, Number *g_orig);
void ResortBnds(const Vector& x_L, Number* x_L_orig,
const Vector& x_U, Number* x_U_orig);
//@}
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 */
TNLPAdapter(const TNLPAdapter&);
/** Overloaded Equals Operator */
void operator=(const TNLPAdapter&);
//@}
/** @name Method implementing the detection of linearly dependent
equality constraints */
bool DetermineDependentConstraints(Index n_x_var,
const Index* x_not_fixed_map,
const Number* x_l, const Number* x_u,
const Number* g_l, const Number* g_u,
Index n_c, const Index* c_map,
std::list<Index>& c_deps);
/** Pointer to the TNLP class (class specific to Number* vectors and
* harwell triplet matrices) */
SmartPtr<TNLP> tnlp_;
/** Journalist */
SmartPtr<const Journalist> jnlst_;
/** Object that can be used to detect linearly dependent rows in
* the equality constraint Jacobian */
SmartPtr<TDependencyDetector> dependency_detector_;
/**@name Algorithmic parameters */
//@{
/** Value for a lower bound that denotes -infinity */
Number nlp_lower_bound_inf_;
/** Value for a upper bound that denotes infinity */
Number nlp_upper_bound_inf_;
/** Flag indicating how fixed variables should be handled */
FixedVariableTreatmentEnum fixed_variable_treatment_;
/* Determines relaxation of fixing bound for RELAX_BOUNDS. */
Number bound_relax_factor_;
/* Maximal slack for one-sidedly bounded variables. If a
* variable has only one bound, say a lower bound xL, then an
* upper bound xL + max_onesided_bound_slack_. If this value is
* zero, no upper bound is added. */
/* Took this out: Number max_onesided_bound_slack_; */
/** Enum indicating whether and which derivative test should be
* performed at starting point. */
DerivativeTestEnum derivative_test_;
/** Size of the perturbation for the derivative test */
Number derivative_test_perturbation_;
/** Relative threshold for marking deviation from finite
* difference test */
Number derivative_test_tol_;
/** Flag indicating if all test values should be printed, or only
* those violating the threshold. */
bool derivative_test_print_all_;
/** Index of first quantity to be checked. */
Index derivative_test_first_index_;
/** Flag indicating whether the TNLP with identical structure has
* already been solved before. */
bool warm_start_same_structure_;
/** Flag indicating what Hessian information is to be used. */
HessianApproximationType hessian_approximation_;
/** Number of linear variables. */
Index num_linear_variables_;
/** Flag indicating how Jacobian is computed. */
JacobianApproxEnum jacobian_approximation_;
/** Size of the perturbation for the derivative approximation */
Number findiff_perturbation_;
/** Maximal perturbation of the initial point */
Number point_perturbation_radius_;
/** Flag indicating if rhs should be considered during dependency
* detection */
bool dependency_detection_with_rhs_;
/** Overall convergence tolerance */
Number tol_;
//@}
/**@name Problem Size Data */
//@{
/** full dimension of x (fixed + non-fixed) */
Index n_full_x_;
/** full dimension of g (c + d) */
Index n_full_g_;
/** non-zeros of the jacobian of c */
Index nz_jac_c_;
/** non-zeros of the jacobian of c without added constraints for
* fixed variables. */
Index nz_jac_c_no_extra_;
/** non-zeros of the jacobian of d */
Index nz_jac_d_;
/** number of non-zeros in full-size Jacobian of g */
Index nz_full_jac_g_;
/** number of non-zeros in full-size Hessian */
Index nz_full_h_;
/** number of non-zeros in the non-fixed-size Hessian */
Index nz_h_;
/** Number of fixed variables */
Index n_x_fixed_;
//@}
/** Numbering style of variables and constraints */
TNLP::IndexStyleEnum index_style_;
/** @name Local copy of spaces (for warm start) */
//@{
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_;
//@}
/**@name Local Copy of the Data */
//@{
Number* full_x_; /** copy of the full x vector (fixed & non-fixed) */
Number* full_lambda_; /** copy of lambda (yc & yd) */
Number* full_g_; /** copy of g (c & d) */
Number* jac_g_; /** the values for the full jacobian of g */
Number* c_rhs_; /** the rhs values of c */
//@}
/**@name Tags for deciding when to update internal copies of vectors */
//@{
TaggedObject::Tag x_tag_for_iterates_;
TaggedObject::Tag y_c_tag_for_iterates_;
TaggedObject::Tag y_d_tag_for_iterates_;
TaggedObject::Tag x_tag_for_g_;
TaggedObject::Tag x_tag_for_jac_g_;
//@}
/**@name Methods to update the values in the local copies of vectors */
//@{
bool update_local_x(const Vector& x);
bool update_local_lambda(const Vector& y_c, const Vector& y_d);
//@}
/**@name Internal routines for evaluating g and jac_g (values stored since
* they are used in both c and d routines */
//@{
bool internal_eval_g(bool new_x);
bool internal_eval_jac_g(bool new_x);
//@}
/** @name Internal methods for dealing with finite difference
approxation */
//@{
/** Initialize sparsity structure for finite difference Jacobian */
void initialize_findiff_jac(const Index* iRow, const Index* jCol);
//@}
/**@name Internal Permutation Spaces and matrices
*/
//@{
/** Expansion from fixed x (ipopt) to full x */
SmartPtr<ExpansionMatrix> P_x_full_x_;
SmartPtr<ExpansionMatrixSpace> P_x_full_x_space_;
/** Expansion from fixed x_L (ipopt) to full x */
SmartPtr<ExpansionMatrix> P_x_x_L_;
SmartPtr<ExpansionMatrixSpace> P_x_x_L_space_;
/** Expansion from fixed x_U (ipopt) to full x */
SmartPtr<ExpansionMatrix> P_x_x_U_;
SmartPtr<ExpansionMatrixSpace> P_x_x_U_space_;
/** Expansion from c only (ipopt) to full ampl c */
SmartPtr<ExpansionMatrixSpace> P_c_g_space_;
SmartPtr<ExpansionMatrix> P_c_g_;
/** Expansion from d only (ipopt) to full ampl d */
SmartPtr<ExpansionMatrixSpace> P_d_g_space_;
SmartPtr<ExpansionMatrix> P_d_g_;
Index* jac_idx_map_;
Index* h_idx_map_;
/** Position of fixed variables. This is required for a warm start */
Index* x_fixed_map_;
//@}
/** @name Data for finite difference approximations of derivatives */
//@{
/** Number of unique nonzeros in constraint Jacobian */
Index findiff_jac_nnz_;
/** Start position for nonzero indices in ja for each column of
Jacobian */
Index* findiff_jac_ia_;
/** Ordered by columns, for each column the row indices in
Jacobian */
Index* findiff_jac_ja_;
/** Position of entry in original triplet matrix */
Index* findiff_jac_postriplet_;
/** Copy of the lower bounds */
Number* findiff_x_l_;
/** Copy of the upper bounds */
Number* findiff_x_u_;
//@}
};
} // namespace Ipopt
#endif