OSInstance Class Reference

The in-memory representation of an OSiL instance.. More...

#include <OSInstance.h>

Collaboration diagram for OSInstance:

Collaboration graph
[legend]
List of all members.

Public Member Functions

 OSInstance ()
 The OSInstance class constructor.
 ~OSInstance ()
 The OSInstance class destructor.
bool IsEqual (OSInstance *that)
 A function to check for the equality of two objects.
std::string getInstanceName ()
 Get instance name.
std::string getInstanceSource ()
 Get instance source.
std::string getInstanceDescription ()
 Get instance description.
int getVariableNumber ()
 Get variable number.
std::string * getVariableNames ()
 Get variable names.
char * getVariableTypes ()
 Get variable types.
int getNumberOfIntegerVariables ()
 getNumberOfIntegerVariables
int getNumberOfBinaryVariables ()
 getNumberOfBinaryVariables
int getNumberOfSemiContinuousVariables ()
 getNumberOfSemiContinuousVariables
int getNumberOfSemiIntegerVariables ()
 getNumberOfSemiIntegerVariables
int getNumberOfStringVariables ()
 getNumberOfStringVariables
double * getVariableLowerBounds ()
 Get variable lower bounds.
double * getVariableUpperBounds ()
 Get variable upper bounds.
int getObjectiveNumber ()
 Get objective number.
std::string * getObjectiveNames ()
 Get objective names.
std::string * getObjectiveMaxOrMins ()
 Get objective maxOrMins.
int * getObjectiveCoefficientNumbers ()
 Get objective coefficient number.
double * getObjectiveConstants ()
 Get objective constants.
double * getObjectiveWeights ()
 Get objective weights.
SparseVector ** getObjectiveCoefficients ()
 Get objective coefficients.
double ** getDenseObjectiveCoefficients ()
 getDenseObjectiveCoefficients.
int getConstraintNumber ()
 Get constraint number.
std::string * getConstraintNames ()
 Get constraint names.
double * getConstraintLowerBounds ()
 Get constraint lower bounds.
double * getConstraintUpperBounds ()
 Get constraint upper bounds.
char * getConstraintTypes ()
 Get constraint types.
int getLinearConstraintCoefficientNumber ()
 Get number of specified (usually nonzero) linear constraint coefficient values.
bool getLinearConstraintCoefficientMajor ()
 Get whether the constraint coefficients is in column major (true) or row major (false).
SparseMatrixgetLinearConstraintCoefficientsInColumnMajor ()
 Get linear constraint coefficients in column major.
SparseMatrixgetLinearConstraintCoefficientsInRowMajor ()
 Get linear constraint coefficients in row major.
int getNumberOfQuadraticTerms ()
 Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.
QuadraticTermsgetQuadraticTerms ()
 Get all the quadratic terms in the instance.
int * getQuadraticRowIndexes ()
 Get the indexes of rows which have a quadratic term.
int getNumberOfQuadraticRowIndexes ()
 Get the number of rows which have a quadratic term.
int getNumberOfNonlinearExpressions ()
 Get number of nonlinear expressions.
OSExpressionTreegetNonlinearExpressionTree (int rowIdx)
 Get the expression tree for a given row index.
OSExpressionTreegetNonlinearExpressionTreeMod (int rowIdx)
 Get the expression tree for a given row index for the modified expression trees (quadratic terms added).
std::vector< OSnLNode * > getNonlinearExpressionTreeInPostfix (int rowIdx)
 Get the postfix tokens for a given row index.
std::vector< OSnLNode * > getNonlinearExpressionTreeModInPostfix (int rowIdx)
 Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).
std::vector< OSnLNode * > getNonlinearExpressionTreeInPrefix (int rowIdx)
 Get the prefix tokens for a given row index.
std::string getNonlinearExpressionTreeInInfix (int rowIdx)
 Get the infix representation for a given row (or objective function) index.
std::string printModel ()
 Print the infix representation of the problem.
std::string printModel (int rowIdx)
 Print the infix representation of the row (which could be an an objective function row) indexed by rowIdx.
std::vector< OSnLNode * > getNonlinearExpressionTreeModInPrefix (int rowIdx)
 Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).
int getNumberOfNonlinearObjectives ()
int getNumberOfNonlinearConstraints ()
std::map< int, OSExpressionTree * > getAllNonlinearExpressionTrees ()
std::map< int, OSExpressionTree * > getAllNonlinearExpressionTreesMod ()
int * getNonlinearExpressionTreeIndexes ()
 Get all the nonlinear expression tree indexes, i.e.
int getNumberOfNonlinearExpressionTreeIndexes ()
 Get the number of unique Nonlinear expression tree indexes.
int * getNonlinearExpressionTreeModIndexes ()
 Get all the nonlinear expression tree indexes, i.e.
int getNumberOfNonlinearExpressionTreeModIndexes ()
 Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.
std::string getTimeDomainFormat ()
 Get the format of the time domain ("stages"/"interval").
int getTimeDomainStageNumber ()
 Get the number of stages that make up the time domain.
std::string * getTimeDomainStageNames ()
 Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.
int * getTimeDomainStageNumberOfVariables ()
 Get the number of variables contained in each time stage.
int * getTimeDomainStageNumberOfConstraints ()
 Get the number of constraints contained in each time stage.
int * getTimeDomainStageNumberOfObjectives ()
 Get the number of objectives contained in each time stage.
int ** getTimeDomainStageVarList ()
 Get the list of variables in each stage.
int ** getTimeDomainStageConList ()
 Get the list of constraints in each stage.
int ** getTimeDomainStageObjList ()
 Get the list of objectives in each stage.
double getTimeDomainIntervalStart ()
 Get the start for the time domain interval.
double getTimeDomainIntervalHorizon ()
 Get the horizon for the time domain interval.
bool setInstanceSource (std::string source)
 set the instance source.
bool setInstanceDescription (std::string description)
 set the instance description.
bool setInstanceName (std::string name)
 set the instance name.
bool setVariableNumber (int number)
 set the variable number.
bool addVariable (int index, std::string name, double lowerBound, double upperBound, char type)
 add a variable.
bool setVariables (int number, std::string *names, double *lowerBounds, double *upperBounds, char *types)
 set all the variable related elements.
bool setObjectiveNumber (int number)
 set the objective number.
bool addObjective (int index, std::string name, std::string maxOrMin, double constant, double weight, SparseVector *objectiveCoefficients)
 add an objective.
bool setObjectives (int number, std::string *names, std::string *maxOrMins, double *constants, double *weights, SparseVector **objectitiveCoefficients)
 set all the objectives related elements.
bool setConstraintNumber (int number)
 set the constraint number.
bool addConstraint (int index, std::string name, double lowerBound, double upperBound, double constant)
 add a constraint.
bool setConstraints (int number, std::string *names, double *lowerBounds, double *upperBounds, double *constants)
 set all the constraint related elements.
bool setLinearConstraintCoefficients (int numberOfValues, bool isColumnMajor, double *values, int valuesBegin, int valuesEnd, int *indexes, int indexesBegin, int indexesEnd, int *starts, int startsBegin, int startsEnd)
 set linear constraint coefficients
bool setQuadraticTerms (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients, int begin, int end)
 set quadratic terms
bool setQuadraticTermsInNonlinearExpressions (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients)
 set quadratic terms in nonlinearExpressions
bool initializeNonLinearStructures ()
 Initialize the data structures for the nonlinear API.
double calculateFunctionValue (int idx, double *x, bool new_x)
 Calculate the function value for function (constraint or objective) indexed by idx.
double * calculateAllConstraintFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate all of the constraint function values.
double * calculateAllConstraintFunctionValues (double *x, bool new_x)
 Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
double * calculateAllObjectiveFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate all of the objective function values.
double * calculateAllObjectiveFunctionValues (double *x, bool new_x)
 Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
SparseJacobianMatrixcalculateAllConstraintFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the gradient of all constraint functions.
SparseVectorcalculateConstraintFunctionGradient (double *x, double *objLambda, double *conLambda, int idx, bool new_x, int highestOrder)
 Calculate the gradient of the constraint function indexed by idx.
SparseVectorcalculateConstraintFunctionGradient (double *x, int idx, bool new_x)
 Calculate the gradient of the constraint function indexed by idx this function is overloaded.
double ** calculateAllObjectiveFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the gradient of all objective functions.
double * calculateObjectiveFunctionGradient (double *x, double *objLambda, double *conLambda, int objIdx, bool new_x, int highestOrder)
 Calculate the gradient of the objective function indexed by objIdx.
double * calculateObjectiveFunctionGradient (double *x, int objIdx, bool new_x)
 Calculate the gradient of the objective function indexed by objIdx this function is overloaded.
SparseHessianMatrixcalculateLagrangianHessian (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.
SparseHessianMatrixcalculateHessian (double *x, int idx, bool new_x)
 Calculate the Hessian of a constraint or objective function.
bool getSparseJacobianFromColumnMajor ()
bool getSparseJacobianFromRowMajor ()
OSExpressionTreegetLagrangianExpTree ()
std::map< int, int > getAllNonlinearVariablesIndexMap ()
SparseHessianMatrixgetLagrangianHessianSparsityPattern ()
bool addQTermsToExressionTree ()
SparseJacobianMatrixgetJacobianSparsityPattern ()
void duplicateExpressionTreesMap ()
 duplicate the map of expression trees.
bool createOSADFun (std::vector< double > vdX)
 Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.
std::vector< double > forwardAD (int p, std::vector< double > vdX)
 Perform an AD forward sweep.
std::vector< double > reverseAD (int p, std::vector< double > vdlambda)
 Perform an AD reverse sweep.
int getADSparsityHessian ()
 Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.
bool getIterateResults (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Get the information for each iteration.
bool getZeroOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate function values.
bool getFirstOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate first derivatives.
bool getSecondOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate second derivatives.
bool initForAlgDiff ()
 This should be called by nonlinear solvers using callback functions.
bool initObjGradients ()
 This should be called by initForAlgDiff().
bool setTimeDomain (std::string format)
 This sets the format of the time domain ("stages"/"interval"/"none").
bool setTimeDomainStages (int number, std::string *names)
 This sets the number (and optionally names) of the time stages.
bool setTimeDomainStageVariablesOrdered (int numberOfStages, int *numberOfVariables, int *startIdx)
 This sets the variables associated with each time domain stage in temporal order.
bool setTimeDomainStageVariablesUnordered (int numberOfStages, int *numberOfVariables, int **varIndex)
 This sets the variables associated with each time domain stage in srbitrary order.
bool setTimeDomainStageConstraintsOrdered (int numberOfStages, int *numberOfConstraints, int *startIdx)
 This sets the constraints associated with each time domain stage in temporal order.
bool setTimeDomainStageConstraintsUnordered (int numberOfStages, int *numberOfConstraints, int **conIndex)
 This sets the constraints associated with each time domain stage in srbitrary order.
bool setTimeDomainStageObjectivesOrdered (int numberOfStages, int *numberOfObjectives, int *startIdx)
 This sets the objectives associated with each time domain stage in temporal order.
bool setTimeDomainStageObjectivesUnordered (int numberOfStages, int *numberOfObjectives, int **varIndex)
 This sets the objectives associated with each time domain stage in arbitrary order.
bool setTimeDomainInterval (double start, double horizon)
 This sets the start and end of the time interval.
 OSInstance ()
 The OSInstance class constructor.
 ~OSInstance ()
 The OSInstance class destructor.
std::string getInstanceName ()
 Get instance name.
std::string getInstanceSource ()
 Get instance source.
std::string getInstanceDescription ()
 Get instance description.
int getVariableNumber ()
 Get variable number.
std::string * getVariableNames ()
 Get variable names.
char * getVariableTypes ()
 Get variable types.
int getNumberOfIntegerVariables ()
 getNumberOfIntegerVariables
int getNumberOfBinaryVariables ()
 getNumberOfBinaryVariables
double * getVariableLowerBounds ()
 Get variable lower bounds.
double * getVariableUpperBounds ()
 Get variable upper bounds.
int getObjectiveNumber ()
 Get objective number.
std::string * getObjectiveNames ()
 Get objective names.
std::string * getObjectiveMaxOrMins ()
 Get objective maxOrMins.
int * getObjectiveCoefficientNumbers ()
 Get objective coefficient number.
double * getObjectiveConstants ()
 Get objective constants.
double * getObjectiveWeights ()
 Get objective weights.
SparseVector ** getObjectiveCoefficients ()
 Get objective coefficients.
double ** getDenseObjectiveCoefficients ()
 getDenseObjectiveCoefficients.
int getConstraintNumber ()
 Get constraint number.
std::string * getConstraintNames ()
 Get constraint names.
double * getConstraintLowerBounds ()
 Get constraint lower bounds.
double * getConstraintUpperBounds ()
 Get constraint upper bounds.
char * getConstraintTypes ()
 Get constraint types.
int getLinearConstraintCoefficientNumber ()
 Get number of specified (usually nonzero) linear constraint coefficient values.
bool getLinearConstraintCoefficientMajor ()
 Get whether the constraint coefficients is in column major (true) or row major (false).
SparseMatrixgetLinearConstraintCoefficientsInColumnMajor ()
 Get linear constraint coefficients in column major.
SparseMatrixgetLinearConstraintCoefficientsInRowMajor ()
 Get linear constraint coefficients in row major.
int getNumberOfQuadraticTerms ()
 Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.
QuadraticTermsgetQuadraticTerms ()
 Get all the quadratic terms in the instance.
int * getQuadraticRowIndexes ()
 Get the indexes of rows which have a quadratic term.
int getNumberOfQuadraticRowIndexes ()
 Get the number of rows which have a quadratic term.
int getNumberOfNonlinearExpressions ()
 Get number of nonlinear expressions.
OSExpressionTreegetNonlinearExpressionTree (int rowIdx)
 Get the expression tree for a given row index.
OSExpressionTreegetNonlinearExpressionTreeMod (int rowIdx)
 Get the expression tree for a given row index for the modified expression trees (quadratic terms added).
std::vector< OSnLNode * > getNonlinearExpressionTreeInPostfix (int rowIdx)
 Get the postfix tokens for a given row index.
std::vector< OSnLNode * > getNonlinearExpressionTreeModInPostfix (int rowIdx)
 Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).
std::vector< OSnLNode * > getNonlinearExpressionTreeInPrefix (int rowIdx)
 Get the prefix tokens for a given row index.
std::vector< OSnLNode * > getNonlinearExpressionTreeModInPrefix (int rowIdx)
 Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).
int getNumberOfNonlinearObjectives ()
int getNumberOfNonlinearConstraints ()
std::map< int, OSExpressionTree * > getAllNonlinearExpressionTrees ()
std::map< int, OSExpressionTree * > getAllNonlinearExpressionTreesMod ()
int * getNonlinearExpressionTreeIndexes ()
 Get all the nonlinear expression tree indexes, i.e.
int getNumberOfNonlinearExpressionTreeIndexes ()
 Get the number of unique Nonlinear expression tree indexes.
int * getNonlinearExpressionTreeModIndexes ()
 Get all the nonlinear expression tree indexes, i.e.
int getNumberOfNonlinearExpressionTreeModIndexes ()
 Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.
std::string getTimeDomainFormat ()
 Get the format of the time domain ("stages"/"interval").
int getTimeDomainStageNumber ()
 Get the number of stages that make up the time domain.
std::string * getTimeDomainStageNames ()
 Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.
int * getTimeDomainStageNumberOfVariables ()
 Get the number of variables contained in each time stage.
int * getTimeDomainStageNumberOfConstraints ()
 Get the number of constraints contained in each time stage.
int * getTimeDomainStageNumberOfObjectives ()
 Get the number of objectives contained in each time stage.
int ** getTimeDomainStageVarList ()
 Get the list of variables in each stage.
int ** getTimeDomainStageConList ()
 Get the list of constraints in each stage.
int ** getTimeDomainStageObjList ()
 Get the list of objectives in each stage.
double getTimeDomainIntervalStart ()
 Get the start for the time domain interval.
double getTimeDomainIntervalHorizon ()
 Get the horizon for the time domain interval.
bool setInstanceSource (std::string source)
 set the instance source.
bool setInstanceDescription (std::string description)
 set the instance description.
bool setInstanceName (std::string name)
 set the instance name.
bool setVariableNumber (int number)
 set the variable number.
bool addVariable (int index, std::string name, double lowerBound, double upperBound, char type)
 add a variable.
bool setVariables (int number, std::string *names, double *lowerBounds, double *upperBounds, char *types)
 set all the variable related elements.
bool setObjectiveNumber (int number)
 set the objective number.
bool addObjective (int index, std::string name, std::string maxOrMin, double constant, double weight, SparseVector *objectiveCoefficients)
 add an objective.
bool setObjectives (int number, std::string *names, std::string *maxOrMins, double *constants, double *weights, SparseVector **objectitiveCoefficients)
 set all the objectives related elements.
bool setConstraintNumber (int number)
 set the constraint number.
bool addConstraint (int index, std::string name, double lowerBound, double upperBound, double constant)
 add a constraint.
bool setConstraints (int number, std::string *names, double *lowerBounds, double *upperBounds, double *constants)
 set all the constraint related elements.
bool setLinearConstraintCoefficients (int numberOfValues, bool isColumnMajor, double *values, int valuesBegin, int valuesEnd, int *indexes, int indexesBegin, int indexesEnd, int *starts, int startsBegin, int startsEnd)
 set linear constraint coefficients
bool setQuadraticTerms (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients, int begin, int end)
 set quadratic terms
bool setQuadraticTermsInNonlinearExpressions (int number, int *rowIndexes, int *varOneIndexes, int *varTwoIndexes, double *coefficients)
 set quadratic terms in nonlinearExpressions
bool initializeNonLinearStructures ()
 Initialize the data structures for the nonlinear API.
double calculateFunctionValue (int idx, double *x, bool new_x)
 Calculate the function value for function (constraint or objective) indexed by idx.
double * calculateAllConstraintFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate all of the constraint function values.
double * calculateAllConstraintFunctionValues (double *x, bool new_x)
 Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
double * calculateAllObjectiveFunctionValues (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate all of the objective function values.
double * calculateAllObjectiveFunctionValues (double *x, bool new_x)
 Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.
SparseJacobianMatrixcalculateAllConstraintFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the gradient of all constraint functions.
SparseVectorcalculateConstraintFunctionGradient (double *x, double *objLambda, double *conLambda, int idx, bool new_x, int highestOrder)
 Calculate the gradient of the constraint function indexed by idx.
SparseVectorcalculateConstraintFunctionGradient (double *x, int idx, bool new_x)
 Calculate the gradient of the constraint function indexed by idx this function is overloaded.
double ** calculateAllObjectiveFunctionGradients (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the gradient of all objective functions.
double * calculateObjectiveFunctionGradient (double *x, double *objLambda, double *conLambda, int objIdx, bool new_x, int highestOrder)
 Calculate the gradient of the objective function indexed by objIdx.
double * calculateObjectiveFunctionGradient (double *x, int objIdx, bool new_x)
 Calculate the gradient of the objective function indexed by objIdx this function is overloaded.
SparseHessianMatrixcalculateLagrangianHessian (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.
SparseHessianMatrixcalculateHessian (double *x, int idx, bool new_x)
 Calculate the Hessian of a constraint or objective function.
bool getSparseJacobianFromColumnMajor ()
bool getSparseJacobianFromRowMajor ()
OSExpressionTreegetLagrangianExpTree ()
std::map< int, int > getAllNonlinearVariablesIndexMap ()
SparseHessianMatrixgetLagrangianHessianSparsityPattern ()
bool addQTermsToExressionTree ()
SparseJacobianMatrixgetJacobianSparsityPattern ()
void duplicateExpressionTreesMap ()
 duplicate the map of expression trees.
bool createOSADFun (std::vector< double > vdX)
 Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.
std::vector< double > forwardAD (int p, std::vector< double > vdX)
 Perform an AD forward sweep.
std::vector< double > reverseAD (int p, std::vector< double > vdlambda)
 Perform an AD reverse sweep.
int getADSparsityHessian ()
 Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.
bool getIterateResults (double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
 Get the information for each iteration.
bool getZeroOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate function values.
bool getFirstOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate first derivatives.
bool getSecondOrderResults (double *x, double *objLambda, double *conLambda)
 Calculate second derivatives.
bool initForAlgDiff ()
 This should be called by nonlinear solvers using callback functions.
bool initObjGradients ()
 This should be called by initForAlgDiff().
bool setTimeDomain (std::string format)
 This sets the format of the time domain ("stages"/"interval"/"none").
bool setTimeDomainStages (int number, std::string *names)
 This sets the number (and optionally names) of the time stages.
bool setTimeDomainStageVariablesOrdered (int numberOfStages, int *numberOfVariables, int *startIdx)
 This sets the variables associated with each time domain stage in temporal order.
bool setTimeDomainStageVariablesUnordered (int numberOfStages, int *numberOfVariables, int **varIndex)
 This sets the variables associated with each time domain stage in srbitrary order.
bool setTimeDomainStageConstraintsOrdered (int numberOfStages, int *numberOfConstraints, int *startIdx)
 This sets the constraints associated with each time domain stage in temporal order.
bool setTimeDomainStageConstraintsUnordered (int numberOfStages, int *numberOfConstraints, int **conIndex)
 This sets the constraints associated with each time domain stage in srbitrary order.
bool setTimeDomainStageObjectivesOrdered (int numberOfStages, int *numberOfObjectives, int *startIdx)
 This sets the objectives associated with each time domain stage in temporal order.
bool setTimeDomainStageObjectivesUnordered (int numberOfStages, int *numberOfObjectives, int **varIndex)
 This sets the objectives associated with each time domain stage in arbitrary order.
bool setTimeDomainInterval (double start, double horizon)
 This sets the start and end of the time interval.

Public Attributes

InstanceHeaderinstanceHeader
 A pointer to an InstanceHeader object.
InstanceDatainstanceData
 A pointer to an InstanceData object.
bool bVariablesModified
 bVariablesModified is true if the variables data has been modified.
bool bObjectivesModified
 bObjectivesModified is true if the objective function data has been modified.
bool bConstraintsModified
 bConstraintsModified is true if the constraints data has been modified.
bool bAMatrixModified
 bAMatrixModified is true if the A matrix data has been modified.
bool bUseExpTreeForFunEval
 bUseExpTreeForFunEval is set to true if you wish to use the OS Expression Tree for function evaluations instead of AD -- false by default.
InstanceHeaderinstanceHeader
 A pointer to an InstanceHeader object.
InstanceDatainstanceData
 A pointer to an InstanceData object.

Private Member Functions

bool processVariables ()
 process variables.
bool processObjectives ()
 process objectives.
bool processConstraints ()
 process constraints.
bool processLinearConstraintCoefficients ()
 process linear constraint coefficients.
bool processVariables ()
 process variables.
bool processObjectives ()
 process objectives.
bool processConstraints ()
 process constraints.
bool processLinearConstraintCoefficients ()
 process linear constraint coefficients.

Private Attributes

std::string m_sInstanceName
 m_sInstanceName holds the instance name.
std::string m_sInstanceSource
 m_sInstanceSource holds the instance source.
std::string m_sInstanceDescription
 m_sInstanceDescription holds the instance description.
bool m_bProcessVariables
 m_bProcessVariables holds whether the variables are processed.
int m_iVariableNumber
 m_iVariableNumber holds the variable number.
int m_iNumberOfIntegerVariables
 m_iNumberOfIntegerVariables holds the number of integer variables.
int m_iNumberOfBinaryVariables
 m_iNumberOfBinaryVariables holds the number of binary variables.
int m_iNumberOfSemiContinuousVariables
 m_iNumberOfSemiContinuousVariables holds the number of semi-continuous variables.
int m_iNumberOfSemiIntegerVariables
 m_iNumberOfSemiIntegerVariables holds the number of semi-integer variables.
int m_iNumberOfStringVariables
 m_iNumberOfStringVariables holds the number of string-valued variables.
int m_iNumberOfQuadraticRowIndexes
 m_iNumberOfQuadraticRowIndexes holds the number of distinct rows and objectives with quadratic terms.
bool m_bQuadraticRowIndexesProcessed
 m_bQuadraticRowIndexesProcessed is true if getQuadraticRowIndexes() has been called.
int * m_miQuadRowIndexes
 m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term.
int m_iNumberOfNonlinearExpressionTreeIndexes
 m_iNumberOfNonlinearExpressionTreeIndexes holds the number of distinct rows and objectives with nonlinear terms.
bool m_bNonlinearExpressionTreeIndexesProcessed
 m_bNonlinearExpressionTreeIndexesProcessed is true if getNonlinearExpressionTreeIndexes has been called.
int * m_miNonlinearExpressionTreeIndexes
 m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map.
int m_iNumberOfNonlinearExpressionTreeModIndexes
 m_iNumberOfNonlinearExpressionTreeModIndexes holds the number of distinct rows and objectives with nonlinear terms including quadratic terms added to the nonlinear expression trees.
bool m_bNonlinearExpressionTreeModIndexesProcessed
 m_bNonlinearExpressionTreeModIndexesProcessed is true if getNonlinearExpressionTreeModIndexes has been called.
int * m_miNonlinearExpressionTreeModIndexes
 m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map.
std::string * m_msVariableNames
 m_msVariableNames holds an array of variable names.
char * m_mcVariableTypes
 m_mcVariableTypes holds a char array of variable types (default = 'C').
double * m_mdVariableLowerBounds
 m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0).
double * m_mdVariableUpperBounds
 m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF).
bool m_bProcessObjectives
 m_bProcessObjectives holds whether the objectives are processed.
int m_iObjectiveNumber
 m_iObjectiveNumber is the number of objective functions.
int m_iObjectiveNumberNonlinear
 m_iObjectiveNumber is the number of objective functions with a nonlinear term.
std::string * m_msObjectiveNames
 m_msObjectiveNames holds an array of objective names.
std::string * m_msMaxOrMins
 m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min").
int * m_miNumberOfObjCoef
 m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0).
double * m_mdObjectiveConstants
 m_mdObjectiveConstants holds an array of objective constants (default = 0.0).
double * m_mdObjectiveWeights
 m_mdObjectiveWeights holds an array of objective weights (default = 1.0).
SparseVector ** m_mObjectiveCoefficients
 m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective.
bool m_bGetDenseObjectives
 m_bGetDenseObjectives holds whether the dense objective functions are processed.
double ** m_mmdDenseObjectiveCoefficients
 m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients
bool m_bProcessConstraints
 m_bProcessConstraints holds whether the constraints are processed.
int m_iConstraintNumber
 m_iConstraintNumber is the number of constraints.
int m_iConstraintNumberNonlinear
 m_iConstraintNumberNonlinear is the number of constraints that have a nonlinear term.
std::string * m_msConstraintNames
 m_msConstraintNames holds an array of constraint names.
double * m_mdConstraintLowerBounds
 m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF).
double * m_mdConstraintUpperBounds
 m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF).
double * m_mdConstraintConstants
 m_mdConstraintConstants holds an array of constraint constants (default = 0.0).
char * m_mcConstraintTypes
 m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained)
bool m_bProcessLinearConstraintCoefficients
 m_bProcessLinearConstraintCoefficients holds whether the linear constraint coefficients are processed.
int m_iLinearConstraintCoefficientNumber
 m_iLinearConstraintCoefficientNumber holds the number of specified (usually nonzero) linear constraint coefficient values.
bool m_bColumnMajor
 m_bColumnMajor holds whether the linear constraint coefficients are stored in column major.
bool m_binitForAlgDiff
 m_binitForAlgDiff is true if initForAlgDiff() has been called.
SparseMatrixm_linearConstraintCoefficientsInColumnMajor
 m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major.
SparseMatrixm_linearConstraintCoefficientsInRowMajor
 m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major.
bool m_bProcessQuadraticTerms
 m_bProcessQuadraticTerms holds whether the quadratic terms are processed.
int m_iQuadraticTermNumber
 m_iQuadraticTermNumber holds the number of specified (usually nonzero) qTerms in the quadratic coefficients.
double * m_mdConstraintFunctionValues
 m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber().
double * m_mdObjectiveFunctionValues
 m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber().
int m_iJacValueSize
 m_iJacValueSize is the number of nonzero partial derivates in the Jacobian.
int * m_miJacStart
 m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major).
int * m_miJacIndex
 m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major).
double * m_mdJacValue
 m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major).
int * m_miJacNumConTerms
 m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major).
SparseJacobianMatrixm_sparseJacMatrix
 m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format
int m_iHighestTaylorCoeffOrder
 m_iHighestTaylorCoeffOrder is the order of highest calculated Taylor coefficient
QuadraticTermsm_quadraticTerms
 m_quadraticTerms the data structure for all the quadratic terms in the instance.
bool m_bQTermsAdded
 m_bQTermsAdded is true if we add the quadratic terms to the expression tree
unsigned int m_iNumberOfNonlinearVariables
 m_iNumberOfNonlinearVariables is the number of variables that appear in a nonlinear expression.
bool m_bProcessNonlinearExpressions
 m_bProcessNonlinearExpressions holds whether the nonlinear expressions are processed.
int m_iNonlinearExpressionNumber
 m_iNonlinearExpressionNumber holds the number of nonlinear expressions.
int * m_miNonlinearExpressionIndexes
 m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives.
bool m_bProcessExpressionTrees
 m_bProcessExpressionTrees is true if the expression trees have been processed.
bool m_bProcessExpressionTreesMod
 m_bProcessExpressionTreesMod is true if the modified expression trees have been processed.
std::map< int, OSExpressionTree * > m_mapExpressionTrees
 m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
std::map< int, int > m_mapOSADFunRangeIndex
OSExpressionTreem_LagrangianExpTree
 m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function.
bool m_bLagrangianExpTreeCreated
 m_bLagrangianHessionCreated is true if a Lagrangian function for the Hessian has been created
SparseHessianMatrixm_LagrangianSparseHessian
 m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format
bool m_bLagrangianSparseHessianCreated
 m_bLagrangianSparseHessianCreated is true if the sparse Hessian Matrix for the Lagrangian was created
std::map< int, int > m_mapAllNonlinearVariablesIndex
 m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function
int * m_miNonLinearVarsReverseMap
 m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space
bool m_bAllNonlinearVariablesIndex
 m_bAllNonlinearVariablesIndexMap is true if the map of the variables in the Lagrangian function has been constructed
std::map< int, OSExpressionTree * > m_mapExpressionTreesMod
 m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row.
bool m_bOSADFunIsCreated
 m_bOSADFunIsCreated is true if we have created the OSInstanc OSAD Function
bool m_bCppADTapesBuilt
 is true if a CppAD Expresion Tree has been built for each row and objective with a nonlinear expression.
bool m_bCppADMustReTape
 is true if a CppAD Expresion Tree has an expression that can change depending on the value of the input, e.g.
bool m_bDuplicateExpressionTreesMap
 m_bDuplicateExpressionTreeMap is true if m_mapExpressionTrees was duplicated.
bool m_bNonLinearStructuresInitialized
 m_bNonLinearStructuresInitialized is true if initializeNonLinearStructures( ) has been called.
bool m_bSparseJacobianCalculated
 m_bSparseJacobianCalculated is true if getJacobianSparsityPattern() has been called.
std::map< int, std::vector<
OSnLNode * > > 
m_mapExpressionTreesInPostfix
 m_mapExpressionTreesInPostfix holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
int m_iHighestOrderEvaluated
 m_iHighestOrderEvaluated is the highest order derivative of the current iterate
double ** m_mmdObjGradient
 m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function
std::vector< double > m_vdX
 m_vdX is a vector of primal variables at each iteration
std::vector< double > m_vdYval
 m_vdYval is a vector of function values
std::vector< bool > m_vbLagHessNonz
 m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian
std::vector< double > m_vdYjacval
 m_vdYval is a vector equal to a column or row of the Jacobian
std::vector< double > m_vdw
 m_vdYval is a vector of derivatives -- output from a reverse sweep
std::vector< double > m_vdLambda
 m_vdYval is a vector of Lagrange multipliers
std::vector< double > m_vdDomainUnitVec
 m_vdDomainUnitVec is a unit vector in the domain space
std::vector< double > m_vdRangeUnitVec
 m_vdRangeUnitVec is a unit vector in the range space
bool m_bProcessTimeDomain
 m_bProcessTimeDomain holds whether the time domain has been processed.
bool m_bProcessTimeStages
 m_bProcessTimeStages holds whether the time stages have been processed.
bool m_bProcessTimeInterval
 m_bProcessTimeInterval holds whether a time interval has been processed.
bool m_bFiniteTimeStages
 m_bFiniteTimeStages holds whether the time domain has the form of finite (discrete) stages.
int m_iNumberOfTimeStages
 m_iNumberOfTimeStages holds the number of discrete stages
std::string m_sTimeDomainFormat
 m_sTimeDomainFormat holds the format ("stages"/"interval") of the time domain.
std::string * m_msTimeDomainStageNames
 m_msTimeDomainStageNames holds the names of the time stages.
int * m_miTimeDomainStageVariableNumber
 m_miTimeDomainStageVariableNumber holds the number of variables in each stage.
int ** m_mmiTimeDomainStageVarList
 m_mmiTimeDomainStageVarList holds the list of variables in each stage.
int * m_miTimeDomainStageConstraintNumber
 m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage.
int ** m_mmiTimeDomainStageConList
 m_mmiTimeDomainStageConList holds the list of constraints in each stage.
int * m_miTimeDomainStageObjectiveNumber
 m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage.
int ** m_mmiTimeDomainStageObjList
 m_mmiTimeDomainStageObjList holds the list of objectives in each stage.
int * m_miQuadRowIndexes
 m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term.
int * m_miNonlinearExpressionTreeIndexes
 m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map.
int * m_miNonlinearExpressionTreeModIndexes
 m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map.
std::string * m_msVariableNames
 m_msVariableNames holds an array of variable names.
char * m_mcVariableTypes
 m_mcVariableTypes holds a char array of variable types (default = 'C').
double * m_mdVariableLowerBounds
 m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0).
double * m_mdVariableUpperBounds
 m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF).
std::string * m_msObjectiveNames
 m_msObjectiveNames holds an array of objective names.
std::string * m_msMaxOrMins
 m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min").
int * m_miNumberOfObjCoef
 m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0).
double * m_mdObjectiveConstants
 m_mdObjectiveConstants holds an array of objective constants (default = 0.0).
double * m_mdObjectiveWeights
 m_mdObjectiveWeights holds an array of objective weights (default = 1.0).
SparseVector ** m_mObjectiveCoefficients
 m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective.
double ** m_mmdDenseObjectiveCoefficients
 m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients
std::string * m_msConstraintNames
 m_msConstraintNames holds an array of constraint names.
double * m_mdConstraintLowerBounds
 m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF).
double * m_mdConstraintUpperBounds
 m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF).
double * m_mdConstraintConstants
 m_mdConstraintConstants holds an array of constraint constants (default = 0.0).
char * m_mcConstraintTypes
 m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained)
SparseMatrixm_linearConstraintCoefficientsInColumnMajor
 m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major.
SparseMatrixm_linearConstraintCoefficientsInRowMajor
 m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major.
double * m_mdConstraintFunctionValues
 m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber().
double * m_mdObjectiveFunctionValues
 m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber().
int * m_miJacStart
 m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major).
int * m_miJacIndex
 m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major).
double * m_mdJacValue
 m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major).
int * m_miJacNumConTerms
 m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major).
SparseJacobianMatrixm_sparseJacMatrix
 m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format
QuadraticTermsm_quadraticTerms
 m_quadraticTerms the data structure for all the quadratic terms in the instance.
int * m_miNonlinearExpressionIndexes
 m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives.
std::map< int, OSExpressionTree * > m_mapExpressionTrees
 m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
std::map< int, int > m_mapOSADFunRangeIndex
OSExpressionTreem_LagrangianExpTree
 m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function.
SparseHessianMatrixm_LagrangianSparseHessian
 m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format
std::map< int, int > m_mapAllNonlinearVariablesIndex
 m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function
int * m_miNonLinearVarsReverseMap
 m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space
std::map< int, OSExpressionTree * > m_mapExpressionTreesMod
 m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row.
std::map< int, std::vector<
OSnLNode * > > 
m_mapExpressionTreesInPostfix
 m_mapExpressionTrees holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.
double ** m_mmdObjGradient
 m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function
std::vector< double > m_vdX
 m_vdX is a vector of primal variables at each iteration
std::vector< double > m_vdYval
 m_vdYval is a vector of function values
std::vector< bool > m_vbLagHessNonz
 m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian
std::vector< double > m_vdYjacval
 m_vdYval is a vector equal to a column or row of the Jacobian
std::vector< double > m_vdw
 m_vdYval is a vector of derivatives -- output from a reverse sweep
std::vector< double > m_vdLambda
 m_vdYval is a vector of Lagrange multipliers
std::vector< double > m_vdDomainUnitVec
 m_vdDomainUnitVec is a unit vector in the domain space
std::vector< double > m_vdRangeUnitVec
 m_vdRangeUnitVec is a unit vector in the range space
std::string * m_msTimeDomainStageNames
 m_msTimeDomainStageNames holds the names of the time stages.
int * m_miTimeDomainStageVariableNumber
 m_miTimeDomainStageVariableNumber holds the number of variables in each stage.
int ** m_mmiTimeDomainStageVarList
 m_mmiTimeDomainStageVarList holds the list of variables in each stage.
int * m_miTimeDomainStageConstraintNumber
 m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage.
int ** m_mmiTimeDomainStageConList
 m_mmiTimeDomainStageConList holds the list of constraints in each stage.
int * m_miTimeDomainStageObjectiveNumber
 m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage.
int ** m_mmiTimeDomainStageObjList
 m_mmiTimeDomainStageObjList holds the list of objectives in each stage.

Detailed Description

The in-memory representation of an OSiL instance..

Remarks:
1. Elements become objects of class type (the ComplexType is the class)

2. The attributes, children of the element, and text correspond to members of the class. (Note text does not have a name and becomes .value)

3. Model groups such as choice and sequence and all correspond to arrays

  1. anything specific to XML such as base64, multi, incr do not go into classes
  2. The root OSnLNode of each <nl> element is called ExpressionTree
  3. Root is not called osil it is called osinstance

The OSInstance class is composed of two objects: an InstanceHeader object and and InstanceData object

Definition at line 805 of file OSInstance.h.


Constructor & Destructor Documentation

OSInstance::OSInstance (  ) 

The OSInstance class constructor.

Definition at line 36 of file OSInstance.cpp.

References instanceData, and instanceHeader.

OSInstance::~OSInstance (  ) 

The OSInstance class destructor.

Definition at line 146 of file OSInstance.cpp.

References DEBUG, instanceData, m_bGetDenseObjectives, m_binitForAlgDiff, m_bProcessConstraints, m_bProcessObjectives, m_bProcessVariables, m_linearConstraintCoefficientsInColumnMajor, m_linearConstraintCoefficientsInRowMajor, m_mcConstraintTypes, m_mcVariableTypes, m_mdConstraintConstants, m_mdConstraintLowerBounds, m_mdConstraintUpperBounds, m_mdObjectiveConstants, m_mdObjectiveWeights, m_mdVariableLowerBounds, m_mdVariableUpperBounds, m_miNonLinearVarsReverseMap, m_miNumberOfObjCoef, m_mmdDenseObjectiveCoefficients, m_mmdObjGradient, m_mObjectiveCoefficients, m_msConstraintNames, m_msMaxOrMins, m_msObjectiveNames, m_msVariableNames, Objectives::numberOfObjectives, and InstanceData::objectives.

OSInstance::OSInstance (  ) 

The OSInstance class constructor.

OSInstance::~OSInstance (  ) 

The OSInstance class destructor.


Member Function Documentation

bool OSInstance::IsEqual ( OSInstance that  ) 

A function to check for the equality of two objects.

Definition at line 4834 of file OSInstance.cpp.

References instanceData, and instanceHeader.

Referenced by main().

bool OSInstance::processVariables (  )  [private]

process variables.

Returns:
true if the variables are processed.
Exceptions:
Exception if the elements in variables are logically inconsistent.

Definition at line 992 of file OSInstance.cpp.

References bVariablesModified, ENUM_VARTYPE_BINARY, ENUM_VARTYPE_CONTINUOUS, ENUM_VARTYPE_INTEGER, ENUM_VARTYPE_SEMICONTINUOUS, ENUM_VARTYPE_SEMIINTEGER, ENUM_VARTYPE_STRING, ErrorClass::errormsg, getVariableNumber(), instanceData, Variable::lb, m_bProcessVariables, m_iNumberOfBinaryVariables, m_iNumberOfIntegerVariables, m_iNumberOfSemiContinuousVariables, m_iNumberOfSemiIntegerVariables, m_iNumberOfStringVariables, m_mcVariableTypes, m_mdVariableLowerBounds, m_mdVariableUpperBounds, m_msVariableNames, Variable::name, returnVarType(), Variable::type, Variable::ub, Variables::var, and InstanceData::variables.

Referenced by getNumberOfBinaryVariables(), getNumberOfIntegerVariables(), getNumberOfSemiContinuousVariables(), getNumberOfSemiIntegerVariables(), getNumberOfStringVariables(), getVariableLowerBounds(), getVariableNames(), getVariableTypes(), getVariableUpperBounds(), initializeNonLinearStructures(), and printModel().

bool OSInstance::processObjectives (  )  [private]

process objectives.

Returns:
true if the objectives are processed.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1139 of file OSInstance.cpp.

References bObjectivesModified, Objective::coef, Objective::constant, ErrorClass::errormsg, getObjectiveNumber(), ObjCoef::idx, instanceData, m_bProcessObjectives, m_mdObjectiveConstants, m_mdObjectiveWeights, m_miNumberOfObjCoef, m_mObjectiveCoefficients, m_msMaxOrMins, m_msObjectiveNames, Objective::maxOrMin, Objective::name, SparseVector::number, Objective::numberOfObjCoef, Objectives::obj, InstanceData::objectives, ObjCoef::value, SparseVector::values, and Objective::weight.

Referenced by getObjectiveCoefficientNumbers(), getObjectiveCoefficients(), getObjectiveConstants(), getObjectiveMaxOrMins(), getObjectiveNames(), getObjectiveWeights(), initializeNonLinearStructures(), and printModel().

bool OSInstance::processConstraints (  )  [private]

process constraints.

Returns:
true if the constraints are processed.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

Definition at line 1263 of file OSInstance.cpp.

References bConstraintsModified, Constraints::con, Constraint::constant, InstanceData::constraints, ErrorClass::errormsg, getConstraintNumber(), instanceData, Constraint::lb, m_bProcessConstraints, m_mcConstraintTypes, m_mdConstraintConstants, m_mdConstraintLowerBounds, m_mdConstraintUpperBounds, m_msConstraintNames, Constraint::name, OSDBL_MAX, and Constraint::ub.

Referenced by getConstraintLowerBounds(), getConstraintNames(), getConstraintTypes(), getConstraintUpperBounds(), initializeNonLinearStructures(), and printModel().

bool OSInstance::processLinearConstraintCoefficients (  )  [private]

process linear constraint coefficients.

Returns:
true if the linear constraint coefficients are processed.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.

Definition at line 1352 of file OSInstance.cpp.

References bAMatrixModified, SparseMatrix::bDeleteArrays, LinearConstraintCoefficients::colIdx, InstanceData::constraints, DoubleVector::el, IntVector::el, ErrorClass::errormsg, getLinearConstraintCoefficientNumber(), SparseMatrix::indexes, instanceData, SparseMatrix::isColumnMajor, InstanceData::linearConstraintCoefficients, m_bColumnMajor, m_bProcessLinearConstraintCoefficients, m_linearConstraintCoefficientsInColumnMajor, m_linearConstraintCoefficientsInRowMajor, Constraints::numberOfConstraints, Variables::numberOfVariables, LinearConstraintCoefficients::rowIdx, LinearConstraintCoefficients::start, SparseMatrix::starts, SparseMatrix::startSize, LinearConstraintCoefficients::value, SparseMatrix::values, SparseMatrix::valueSize, and InstanceData::variables.

Referenced by getLinearConstraintCoefficientMajor(), getLinearConstraintCoefficientsInColumnMajor(), and getLinearConstraintCoefficientsInRowMajor().

string OSInstance::getInstanceName (  ) 

Get instance name.

Returns:
instance name. Null or empty std::string ("") if there is no instance name.

Definition at line 956 of file OSInstance.cpp.

References instanceHeader, m_sInstanceName, and InstanceHeader::name.

Referenced by LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::finalize_solution(), main(), LindoSolver::optimize(), KnitroSolver::solve(), CouenneSolver::solve(), CoinSolver::solve(), BonminSolver::solve(), CouenneSolver::writeResult(), and BonminSolver::writeResult().

string OSInstance::getInstanceSource (  ) 

Get instance source.

Returns:
instance source. Null or empty std::string ("") if there is no instance source.

Definition at line 965 of file OSInstance.cpp.

References instanceHeader, m_sInstanceSource, and InstanceHeader::source.

Referenced by LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), and BonminSolver::dataEchoCheck().

string OSInstance::getInstanceDescription (  ) 

Get instance description.

Returns:
instance description. Null or empty std::string ("") if there is no instance description.

Definition at line 974 of file OSInstance.cpp.

References InstanceHeader::description, instanceHeader, and m_sInstanceDescription.

Referenced by LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), and BonminSolver::dataEchoCheck().

int OSInstance::getVariableNumber (  ) 

Get variable number.

Returns:
variable number.

Definition at line 983 of file OSInstance.cpp.

References instanceData, m_iVariableNumber, Variables::numberOfVariables, and InstanceData::variables.

Referenced by LindoSolver::buildSolverInstance(), CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), IpoptSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::finalize_solution(), LindoSolver::generateLindoModel(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), IpoptProblem::get_starting_point(), BonminProblem::get_starting_point(), BonminProblem::get_variables_types(), OS_DipInterface::getBlockVarIndexes(), getDenseObjectiveCoefficients(), getLinearConstraintCoefficientsInColumnMajor(), OSRouteSolver::getSeparationInstance(), getSparseJacobianFromColumnMajor(), OS_DipInterface::getVariableNumber(), OS_tm::initialize_core(), initObjGradients(), KnitroProblem::loadProblemIntoKnitro(), main(), LindoSolver::optimize(), OSDipBlockBearcatSolver::OSDipBlockBearcatSolver(), OSDipBlockCoinSolver::OSDipBlockCoinSolver(), OSDipBlockSlpSolver::OSDipBlockSlpSolver(), printModel(), LindoSolver::processVariables(), processVariables(), OS_DipInterface::readOSiL(), CoinSolver::setCoinPackedMatrix(), CoinSolver::setSolverOptions(), KnitroSolver::solve(), CouenneSolver::solve(), CoinSolver::solve(), BonminSolver::solve(), OS_lp::unpack_module_data(), OSnl2osil::walkTree(), CouenneSolver::writeResult(), CoinSolver::writeResult(), and BonminSolver::writeResult().

string * OSInstance::getVariableNames (  ) 

Get variable names.

Returns:
a std::string array of variable names, null if no variable names.
Exceptions:
Exception if the elements in variables are logically inconsistent.

Definition at line 1072 of file OSInstance.cpp.

References m_msVariableNames, and processVariables().

Referenced by LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), IpoptSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), OS_DipInterface::generateInitialMaster(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), OS_DipInterface::getVariableNames(), OSgams2osil::parseGamsInstructions(), and LindoSolver::processVariables().

char * OSInstance::getVariableTypes (  ) 

Get variable types.

Returns:
a char array of variable types.
Exceptions:
Exception if the elements in variables are logically inconsistent.

Definition at line 1089 of file OSInstance.cpp.

References m_mcVariableTypes, and processVariables().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), IpoptSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), BonminProblem::get_variables_types(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getIntegerColumns(), OS_tm::initialize_core(), and LindoSolver::processVariables().

int OSInstance::getNumberOfIntegerVariables (  ) 

getNumberOfIntegerVariables

Returns:
an integer which is the number of I variables.

Definition at line 1099 of file OSInstance.cpp.

References m_iNumberOfIntegerVariables, and processVariables().

Referenced by buildSolver(), CoinSolver::buildSolverInstance(), IpoptProblem::get_nlp_info(), OS_DipInterface::getNumberOfIntegerVariables(), main(), LindoSolver::optimize(), CouenneSolver::solve(), CoinSolver::solve(), BonminSolver::solve(), and CoinSolver::writeResult().

int OSInstance::getNumberOfBinaryVariables (  ) 

getNumberOfBinaryVariables

Returns:
an integer which is the number of B variables.

Definition at line 1094 of file OSInstance.cpp.

References m_iNumberOfBinaryVariables, and processVariables().

Referenced by buildSolver(), CoinSolver::buildSolverInstance(), IpoptProblem::get_nlp_info(), OS_DipInterface::getNumberOfBinaryVariables(), main(), LindoSolver::optimize(), CouenneSolver::solve(), CoinSolver::solve(), BonminSolver::solve(), and CoinSolver::writeResult().

int OSInstance::getNumberOfSemiContinuousVariables (  ) 

getNumberOfSemiContinuousVariables

Returns:
an integer which is the number of D variables.

Definition at line 1104 of file OSInstance.cpp.

References m_iNumberOfSemiContinuousVariables, and processVariables().

Referenced by CoinSolver::buildSolverInstance().

int OSInstance::getNumberOfSemiIntegerVariables (  ) 

getNumberOfSemiIntegerVariables

Returns:
an integer which is the number of J variables.

Definition at line 1109 of file OSInstance.cpp.

References m_iNumberOfSemiIntegerVariables, and processVariables().

Referenced by CoinSolver::buildSolverInstance().

int OSInstance::getNumberOfStringVariables (  ) 

getNumberOfStringVariables

Returns:
an integer which is the number of S variables.

Definition at line 1114 of file OSInstance.cpp.

References m_iNumberOfStringVariables, and processVariables().

Referenced by CoinSolver::buildSolverInstance().

double * OSInstance::getVariableLowerBounds (  ) 

Get variable lower bounds.

Returns:
a double array of variable lower bounds.
Exceptions:
Exception if the elements in variables are logically inconsistent.

Definition at line 1119 of file OSInstance.cpp.

References m_mdVariableLowerBounds, and processVariables().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), IpoptSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::get_bounds_info(), BonminProblem::get_bounds_info(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getColLower(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), KnitroProblem::loadProblemIntoKnitro(), and LindoSolver::processVariables().

double * OSInstance::getVariableUpperBounds (  ) 

Get variable upper bounds.

Returns:
a double array of variable upper bounds.
Exceptions:
Exception if the elements in variables are logically inconsistent.

Definition at line 1124 of file OSInstance.cpp.

References m_mdVariableUpperBounds, and processVariables().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), IpoptSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::get_bounds_info(), BonminProblem::get_bounds_info(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getColUpper(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), KnitroProblem::loadProblemIntoKnitro(), and LindoSolver::processVariables().

int OSInstance::getObjectiveNumber (  ) 

Get objective number.

Returns:
objective number.

Definition at line 1130 of file OSInstance.cpp.

References instanceData, m_iObjectiveNumber, Objectives::numberOfObjectives, and InstanceData::objectives.

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), calculateAllObjectiveFunctionValues(), calculateFunctionValue(), calculateHessian(), IpoptProblem::eval_f(), BonminProblem::eval_f(), BonminProblem::eval_grad_f(), IpoptProblem::finalize_solution(), getDenseObjectiveCoefficients(), initObjGradients(), KnitroProblem::loadProblemIntoKnitro(), main(), LindoSolver::optimize(), printModel(), processObjectives(), IpoptSolver::setSolverOptions(), CouenneSolver::writeResult(), and BonminSolver::writeResult().

string * OSInstance::getObjectiveNames (  ) 

Get objective names.

Returns:
a std::string array of objective names. Null if no objective names.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1192 of file OSInstance.cpp.

References m_msObjectiveNames, and processObjectives().

string * OSInstance::getObjectiveMaxOrMins (  ) 

Get objective maxOrMins.

One maxOrMin for each objective.

Returns:
a std::string array of objective maxOrMins ("max" or "min"), null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1197 of file OSInstance.cpp.

References m_msMaxOrMins, and processObjectives().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), LindoSolver::generateLindoModel(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getObjectiveMaxOrMins(), and OS_tm::initialize_core().

int * OSInstance::getObjectiveCoefficientNumbers (  ) 

Get objective coefficient number.

One number for each objective.

Returns:
an integer array of size of which is equal to number of objectives, each element of the array is the number of nonzero coefficients in that objective function, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1202 of file OSInstance.cpp.

References m_miNumberOfObjCoef, and processObjectives().

double * OSInstance::getObjectiveConstants (  ) 

Get objective constants.

One constant for each objective.

Returns:
a double array of objective constants, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1207 of file OSInstance.cpp.

References m_mdObjectiveConstants, and processObjectives().

Referenced by CouenneSolver::buildSolverInstance(), LindoSolver::generateLindoModel(), OS_DipInterface::getObjectiveConstants(), and CoinSolver::setSolverOptions().

double * OSInstance::getObjectiveWeights (  ) 

Get objective weights.

One weight for each objective.

Returns:
a double array of objective weights, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1212 of file OSInstance.cpp.

References m_mdObjectiveWeights, and processObjectives().

Referenced by OS_DipInterface::getObjectiveWeights().

SparseVector ** OSInstance::getObjectiveCoefficients (  ) 

Get objective coefficients.

One set of objective coefficients for each objective.

See also:
org.optimizationservices.oscommon.datastructure.SparseVector
Returns:
an array of objective coefficients, null if objective coefficients. Each member of the array is of type ObjectiveCoefficients. The ObjectiveCoefficients class contains two arrays: variableIndexes is an integer array and values is a double array of coefficient values.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

Definition at line 1217 of file OSInstance.cpp.

References m_mObjectiveCoefficients, and processObjectives().

Referenced by CouenneSolver::buildSolverInstance(), calculateFunctionValue(), and getDenseObjectiveCoefficients().

double ** OSInstance::getDenseObjectiveCoefficients (  ) 

getDenseObjectiveCoefficients.

Returns:
an vector of pointers, each pointer points to a dense vector of ObjectiveCoefficients.

Definition at line 1223 of file OSInstance.cpp.

References bObjectivesModified, getObjectiveCoefficients(), getObjectiveNumber(), getVariableNumber(), SparseVector::indexes, instanceData, m_bGetDenseObjectives, m_mmdDenseObjectiveCoefficients, SparseVector::number, Objectives::obj, InstanceData::objectives, and SparseVector::values.

Referenced by CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), LindoSolver::generateLindoModel(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getObjectiveFunctionCoeff(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), initializeNonLinearStructures(), and initObjGradients().

int OSInstance::getConstraintNumber (  ) 

Get constraint number.

Returns:
constraint number.

Definition at line 1254 of file OSInstance.cpp.

References InstanceData::constraints, instanceData, m_iConstraintNumber, and Constraints::numberOfConstraints.

Referenced by CouenneSolver::buildSolverInstance(), calculateAllConstraintFunctionValues(), calculateFunctionValue(), calculateHessian(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::finalize_solution(), LindoSolver::generateLindoModel(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), OS_DipInterface::getConstraintNumber(), OS_DipInterface::getCoreConstraintIndexes(), getLinearConstraintCoefficientNumber(), getLinearConstraintCoefficientsInRowMajor(), OSRouteSolver::getSeparationInstance(), getSparseJacobianFromColumnMajor(), getSparseJacobianFromRowMajor(), OS_tm::initialize_core(), KnitroProblem::loadProblemIntoKnitro(), main(), LindoSolver::optimize(), printModel(), LindoSolver::processConstraints(), processConstraints(), OS_DipInterface::readOSiL(), CoinSolver::setCoinPackedMatrix(), KnitroSolver::solve(), CouenneSolver::solve(), CoinSolver::solve(), BonminSolver::solve(), OSColGenApp::solveRestrictedMasterRelaxation(), CouenneSolver::writeResult(), CoinSolver::writeResult(), and BonminSolver::writeResult().

string * OSInstance::getConstraintNames (  ) 

Get constraint names.

Returns:
a std::string array of constraint names, null if no constraint names.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

Definition at line 1320 of file OSInstance.cpp.

References m_msConstraintNames, and processConstraints().

Referenced by OSgams2osil::createOSInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), OS_DipInterface::getConstraintNames(), OSRouteSolver::getSeparationInstance(), printModel(), and LindoSolver::processConstraints().

double * OSInstance::getConstraintLowerBounds (  ) 

Get constraint lower bounds.

Returns:
a double array of constraint lower bounds, null if no constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

Definition at line 1326 of file OSInstance.cpp.

References m_mdConstraintLowerBounds, and processConstraints().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::get_bounds_info(), BonminProblem::get_bounds_info(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getRowLower(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), KnitroProblem::loadProblemIntoKnitro(), and LindoSolver::processConstraints().

double * OSInstance::getConstraintUpperBounds (  ) 

Get constraint upper bounds.

Returns:
a double array of constraint upper bounds, null if constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

Definition at line 1336 of file OSInstance.cpp.

References m_mdConstraintUpperBounds, and processConstraints().

Referenced by CouenneSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::get_bounds_info(), BonminProblem::get_bounds_info(), OS_DipInterface::getBlockOSInstances(), OS_DipInterface::getRowUpper(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), KnitroProblem::loadProblemIntoKnitro(), and LindoSolver::processConstraints().

char * OSInstance::getConstraintTypes (  ) 

Get constraint types.

Returns:
a char array of constraint types, null if constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

Definition at line 1331 of file OSInstance.cpp.

References m_mcConstraintTypes, and processConstraints().

Referenced by LindoSolver::processConstraints().

int OSInstance::getLinearConstraintCoefficientNumber (  ) 

Get number of specified (usually nonzero) linear constraint coefficient values.

Returns:
number of specified (usually nonzero) linear constraint coefficient values.

Definition at line 1342 of file OSInstance.cpp.

References getConstraintNumber(), instanceData, InstanceData::linearConstraintCoefficients, m_iLinearConstraintCoefficientNumber, and LinearConstraintCoefficients::numberOfValues.

Referenced by CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), LindoSolver::generateLindoModel(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), processLinearConstraintCoefficients(), OS_DipInterface::readOSiL(), and CoinSolver::setCoinPackedMatrix().

bool OSInstance::getLinearConstraintCoefficientMajor (  ) 

Get whether the constraint coefficients is in column major (true) or row major (false).

Returns:
whether the constraint coefficients is in column major (true) or row major (false).
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.

Definition at line 1406 of file OSInstance.cpp.

References m_bColumnMajor, and processLinearConstraintCoefficients().

Referenced by getJacobianSparsityPattern(), OS_tm::initialize_core(), and CoinSolver::setCoinPackedMatrix().

SparseMatrix * OSInstance::getLinearConstraintCoefficientsInColumnMajor (  ) 

Get linear constraint coefficients in column major.

Returns:
a sparse matrix reprsentation of linear constraint coefficients in column major, null if no linear constraint coefficients.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.SparseMatrix

Definition at line 1411 of file OSInstance.cpp.

References MathUtil::convertLinearConstraintCoefficientMatrixToTheOtherMajor(), getVariableNumber(), SparseMatrix::indexes, m_bColumnMajor, m_linearConstraintCoefficientsInColumnMajor, m_linearConstraintCoefficientsInRowMajor, processLinearConstraintCoefficients(), SparseMatrix::starts, SparseMatrix::startSize, SparseMatrix::values, and SparseMatrix::valueSize.

Referenced by LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), LindoSolver::generateLindoModel(), OS_DipInterface::getBlockConstraintIndexes(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), OS_DipInterface::readOSiL(), and CoinSolver::setCoinPackedMatrix().

SparseMatrix * OSInstance::getLinearConstraintCoefficientsInRowMajor (  ) 

Get linear constraint coefficients in row major.

Returns:
a sparse matrix reprsentation of linear constraint coefficients in row major, null if no linear constraint coefficients.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.SparseMatrix

Definition at line 1429 of file OSInstance.cpp.

References MathUtil::convertLinearConstraintCoefficientMatrixToTheOtherMajor(), getConstraintNumber(), SparseMatrix::indexes, m_bColumnMajor, m_linearConstraintCoefficientsInColumnMajor, m_linearConstraintCoefficientsInRowMajor, processLinearConstraintCoefficients(), SparseMatrix::starts, SparseMatrix::startSize, SparseMatrix::values, and SparseMatrix::valueSize.

Referenced by CouenneSolver::buildSolverInstance(), OS_DipInterface::getRow(), OSRouteSolver::getSeparationInstance(), OS_tm::initialize_core(), printModel(), OS_DipInterface::readOSiL(), and CoinSolver::setCoinPackedMatrix().

int OSInstance::getNumberOfQuadraticTerms (  ) 

Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.

Returns:
qTerm number.

Definition at line 1447 of file OSInstance.cpp.

References instanceData, m_iQuadraticTermNumber, QuadraticCoefficients::numberOfQuadraticTerms, and InstanceData::quadraticCoefficients.

Referenced by buildSolver(), LindoSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), getQuadraticRowIndexes(), getQuadraticTerms(), initializeNonLinearStructures(), main(), LindoSolver::processQuadraticTerms(), and IpoptSolver::setSolverOptions().

QuadraticTerms * OSInstance::getQuadraticTerms (  ) 

Get all the quadratic terms in the instance.

Returns:
the QuadraticTerms data structure for all quadratic terms in the instance, null if no quadratic terms. The QuadraticTerms contains four arrays: rowIndexes, varOneIndexes, varTwoIndexes, coefficients.
Exceptions:
Exception if the elements in quadratic coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.QuadraticTerms

Definition at line 1456 of file OSInstance.cpp.

References QuadraticTerm::coef, QuadraticTerms::coefficients, ErrorClass::errormsg, getNumberOfQuadraticTerms(), QuadraticTerm::idx, QuadraticTerm::idxOne, QuadraticTerm::idxTwo, instanceData, m_bProcessQuadraticTerms, m_quadraticTerms, QuadraticCoefficients::qTerm, InstanceData::quadraticCoefficients, QuadraticTerms::rowIndexes, QuadraticTerms::varOneIndexes, and QuadraticTerms::varTwoIndexes.

Referenced by addQTermsToExressionTree(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), getQuadraticRowIndexes(), and LindoSolver::processQuadraticTerms().

int * OSInstance::getQuadraticRowIndexes (  ) 

Get the indexes of rows which have a quadratic term.

Returns:
an integer pointer to the row indexes of rows with quadratic terms, objectives functions have index < 0 NULL if there are no quadratic terms.

Definition at line 1491 of file OSInstance.cpp.

References ErrorClass::errormsg, getNumberOfQuadraticTerms(), getQuadraticTerms(), m_bQuadraticRowIndexesProcessed, m_iNumberOfQuadraticRowIndexes, m_miQuadRowIndexes, and QuadraticTerms::rowIndexes.

Referenced by getNumberOfQuadraticRowIndexes().

int OSInstance::getNumberOfQuadraticRowIndexes (  ) 

Get the number of rows which have a quadratic term.

Returns:
an integer which is the number of distinct rows (including obj) with quadratic terms,

Definition at line 1486 of file OSInstance.cpp.

References getQuadraticRowIndexes(), m_bQuadraticRowIndexesProcessed, and m_iNumberOfQuadraticRowIndexes.

int OSInstance::getNumberOfNonlinearExpressions (  ) 

Get number of nonlinear expressions.

Returns:
the number of nonlinear expressions.

Definition at line 1522 of file OSInstance.cpp.

References instanceData, m_iNonlinearExpressionNumber, InstanceData::nonlinearExpressions, and NonlinearExpressions::numberOfNonlinearExpressions.

Referenced by buildSolver(), LindoSolver::buildSolverInstance(), CoinSolver::buildSolverInstance(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), and main().

OSExpressionTree * OSInstance::getNonlinearExpressionTree ( int  rowIdx  ) 

Get the expression tree for a given row index.

Returns:
an expression tree

define an iterator for the expression trees map allExpTrees

for(pos = m_mapExpressionTrees.begin(); pos != m_mapExpressionTrees.end(); ++pos){

Definition at line 1597 of file OSInstance.cpp.

References getAllNonlinearExpressionTrees(), m_bProcessExpressionTrees, and m_mapExpressionTrees.

Referenced by CouenneSolver::buildSolverInstance(), getNonlinearExpressionTreeInPostfix(), and getNonlinearExpressionTreeInPrefix().

OSExpressionTree * OSInstance::getNonlinearExpressionTreeMod ( int  rowIdx  ) 

Get the expression tree for a given row index for the modified expression trees (quadratic terms added).

Returns:
an expression tree

define an iterator for the expression trees map allExpTrees

for(pos = m_mapExpressionTrees.begin(); pos != m_mapExpressionTrees.end(); ++pos){

Definition at line 1613 of file OSInstance.cpp.

References getAllNonlinearExpressionTreesMod(), m_bProcessExpressionTreesMod, and m_mapExpressionTreesMod.

Referenced by getNonlinearExpressionTreeModInPostfix(), and getNonlinearExpressionTreeModInPrefix().

std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeInPostfix ( int  rowIdx  ) 

Get the postfix tokens for a given row index.

Returns:
a vector of pointers to OSnLNodes in postfix, if rowIdx does not index a row with a nonlinear term throw an exception

Definition at line 1629 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTrees(), getNonlinearExpressionTree(), OSnLNode::getPostfixFromExpressionTree(), m_bProcessExpressionTrees, m_mapExpressionTrees, and OSExpressionTree::m_treeRoot.

Referenced by getNonlinearExpressionTreeInInfix().

std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeModInPostfix ( int  rowIdx  ) 

Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).

Returns:
a vector of pointers to OSnLNodes in postfix, if rowIdx does not index a row with a nonlinear term throw an exception

Definition at line 2126 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTreesMod(), getNonlinearExpressionTreeMod(), OSnLNode::getPostfixFromExpressionTree(), m_bProcessExpressionTreesMod, m_mapExpressionTreesMod, and OSExpressionTree::m_treeRoot.

std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeInPrefix ( int  rowIdx  ) 

Get the prefix tokens for a given row index.

Returns:
a vector of pointers to OSnLNodes in prefix, if rowIdx does not index a row with a nonlinear term throw an exception

Definition at line 2147 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTrees(), getNonlinearExpressionTree(), OSnLNode::getPrefixFromExpressionTree(), m_bProcessExpressionTrees, m_mapExpressionTrees, and OSExpressionTree::m_treeRoot.

std::string OSInstance::getNonlinearExpressionTreeInInfix ( int  rowIdx  ) 

Get the infix representation for a given row (or objective function) index.

Parameters:
rowIdx is the index of the row we want to express in infix.
Returns:
a string representation of the tree, if rowIdx does not index a row with a nonlinear term throw an exception

Definition at line 1648 of file OSInstance.cpp.

References OSnLNodeVariable::coef, ErrorClass::errormsg, getAllNonlinearExpressionTrees(), getNonlinearExpressionTreeInPostfix(), OSnLNode::getTokenName(), OSnLNodeVariable::idx, initForAlgDiff(), OSnLNode::inodeInt, OSnLNode::inumberOfChildren, m_binitForAlgDiff, m_bProcessExpressionTrees, m_mapExpressionTrees, OS_ABS, OS_COS, OS_DIVIDE, os_dtoa_format(), OS_E, OS_ERF, OS_EXP, OS_IF, OS_LN, OS_MAX, OS_MIN, OS_MINUS, OS_NEGATE, OS_NUMBER, OS_PI, OS_PLUS, OS_POWER, OS_PRODUCT, OS_SIN, OS_SQRT, OS_SQUARE, OS_SUM, OS_TIMES, OS_VARIABLE, and OSnLNodeNumber::value.

Referenced by printModel().

std::string OSInstance::printModel (  ) 

Print the infix representation of the problem.

Returns:
a string with the infix representation

Definition at line 1970 of file OSInstance.cpp.

References bVariablesModified, getConstraintNumber(), getObjectiveNumber(), getVariableNumber(), initForAlgDiff(), m_bProcessVariables, m_mcVariableTypes, m_mdVariableLowerBounds, m_mdVariableUpperBounds, os_dtoa_format(), and processVariables().

Referenced by OSRouteSolver::getSeparationInstance(), main(), OSDipBlockSlpSolver::solve(), OSDipBlockCoinSolver::solve(), and OSColGenApp::solveRestrictedMasterRelaxation().

std::string OSInstance::printModel ( int  rowIdx  ) 

Print the infix representation of the row (which could be an an objective function row) indexed by rowIdx.

Parameters:
rowIdx is the index of the row we want to express in infix.
Returns:
a string with the infix representation

Definition at line 2036 of file OSInstance.cpp.

References bConstraintsModified, bObjectivesModified, getConstraintNames(), getLinearConstraintCoefficientsInRowMajor(), getNonlinearExpressionTreeInInfix(), SparseVector::indexes, SparseMatrix::indexes, initForAlgDiff(), m_bProcessConstraints, m_bProcessObjectives, m_bSparseJacobianCalculated, m_linearConstraintCoefficientsInRowMajor, m_mapExpressionTreesMod, m_mdConstraintLowerBounds, m_mdConstraintUpperBounds, m_miNumberOfObjCoef, m_mObjectiveCoefficients, os_dtoa_format(), OSDBL_MAX, processConstraints(), processObjectives(), SparseMatrix::starts, and SparseMatrix::values.

std::vector< OSnLNode * > OSInstance::getNonlinearExpressionTreeModInPrefix ( int  rowIdx  ) 

Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).

Returns:
a vector of pointers to OSnLNodes in prefix, if rowIdx does not index a row with a nonlinear term throw an exception

Definition at line 2167 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTreesMod(), getNonlinearExpressionTreeMod(), OSnLNode::getPrefixFromExpressionTree(), m_bProcessExpressionTreesMod, m_mapExpressionTreesMod, and OSExpressionTree::m_treeRoot.

int OSInstance::getNumberOfNonlinearObjectives (  ) 

Returns:
the number of Objectives with a nonlinear term

Definition at line 1591 of file OSInstance.cpp.

References getAllNonlinearExpressionTrees(), m_bProcessExpressionTrees, and m_iObjectiveNumberNonlinear.

Referenced by addQTermsToExressionTree(), LindoSolver::optimize(), and LindoSolver::processNonlinearExpressions().

int OSInstance::getNumberOfNonlinearConstraints (  ) 

Returns:
the number of Constraints with a nonlinear term

Definition at line 1585 of file OSInstance.cpp.

References getAllNonlinearExpressionTrees(), m_bProcessExpressionTrees, and m_iConstraintNumberNonlinear.

Referenced by LindoSolver::optimize(), and LindoSolver::processNonlinearExpressions().

std::map< int, OSExpressionTree * > OSInstance::getAllNonlinearExpressionTrees (  ) 

Returns:
a map: the key is the row index and the value is the corresponding expression tree

Definition at line 2187 of file OSInstance.cpp.

References OSExpressionTree::bDestroyNlNodes, Nl::idx, instanceData, Nl::m_bDeleteExpressionTree, m_bProcessExpressionTrees, m_iConstraintNumberNonlinear, m_iObjectiveNumberNonlinear, m_mapExpressionTrees, OSnLNode::m_mChildren, OSExpressionTree::m_treeRoot, NonlinearExpressions::nl, InstanceData::nonlinearExpressions, NonlinearExpressions::numberOfNonlinearExpressions, and Nl::osExpressionTree.

Referenced by duplicateExpressionTreesMap(), getNonlinearExpressionTree(), getNonlinearExpressionTreeIndexes(), getNonlinearExpressionTreeInInfix(), getNonlinearExpressionTreeInPostfix(), getNonlinearExpressionTreeInPrefix(), getNumberOfNonlinearConstraints(), getNumberOfNonlinearObjectives(), and initializeNonLinearStructures().

std::map< int, OSExpressionTree * > OSInstance::getAllNonlinearExpressionTreesMod (  ) 

Returns:
a map: the key is the row index and the value is the corresponding expression tree

Definition at line 2249 of file OSInstance.cpp.

References initializeNonLinearStructures(), m_bNonLinearStructuresInitialized, m_bProcessExpressionTreesMod, and m_mapExpressionTreesMod.

Referenced by getNonlinearExpressionTreeMod(), getNonlinearExpressionTreeModIndexes(), getNonlinearExpressionTreeModInPostfix(), getNonlinearExpressionTreeModInPrefix(), and LindoSolver::processNonlinearExpressions().

int * OSInstance::getNonlinearExpressionTreeIndexes (  ) 

Get all the nonlinear expression tree indexes, i.e.

indexes of rows (objectives or constraints) that contain nonlinear expressions.

Returns:
a pointer to an integer array of nonlinear expression tree indexes.

Definition at line 1536 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTrees(), m_bNonlinearExpressionTreeIndexesProcessed, m_iNumberOfNonlinearExpressionTreeIndexes, and m_miNonlinearExpressionTreeIndexes.

Referenced by getNumberOfNonlinearExpressionTreeIndexes().

int OSInstance::getNumberOfNonlinearExpressionTreeIndexes (  ) 

Get the number of unique Nonlinear expression tree indexes.

Returns:
the number of unique nonlinear expression tree indexes.

Definition at line 1531 of file OSInstance.cpp.

References getNonlinearExpressionTreeIndexes(), m_bNonlinearExpressionTreeIndexesProcessed, and m_iNumberOfNonlinearExpressionTreeIndexes.

int * OSInstance::getNonlinearExpressionTreeModIndexes (  ) 

Get all the nonlinear expression tree indexes, i.e.

indexes of rows (objetives or constraints) that contain nonlinear expressions after modifying the expression tree to contain quadratic terms.

Returns:
a pointer to an integer array of nonlinear expression tree indexes (including quadratic terms).

Definition at line 1563 of file OSInstance.cpp.

References ErrorClass::errormsg, getAllNonlinearExpressionTreesMod(), m_bNonlinearExpressionTreeModIndexesProcessed, m_iNumberOfNonlinearExpressionTreeModIndexes, and m_miNonlinearExpressionTreeModIndexes.

Referenced by BonminProblem::get_constraints_linearity(), getNumberOfNonlinearExpressionTreeModIndexes(), and main().

int OSInstance::getNumberOfNonlinearExpressionTreeModIndexes (  ) 

Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.

Returns:
the number of unique nonlinear expression tree indexes (including quadratic terms).

Definition at line 1558 of file OSInstance.cpp.

References getNonlinearExpressionTreeModIndexes(), m_bNonlinearExpressionTreeModIndexesProcessed, and m_iNumberOfNonlinearExpressionTreeModIndexes.

Referenced by BonminProblem::get_constraints_linearity(), and main().

std::string OSInstance::getTimeDomainFormat (  ) 

Get the format of the time domain ("stages"/"interval").

Returns:
the format of the time domain.

Definition at line 2258 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, TimeDomain::stages, and InstanceData::timeDomain.

int OSInstance::getTimeDomainStageNumber (  ) 

Get the number of stages that make up the time domain.

Returns:
the number of time stages.

Definition at line 2268 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, TimeDomainStages::numberOfStages, TimeDomain::stages, and InstanceData::timeDomain.

std::string * OSInstance::getTimeDomainStageNames (  ) 

Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.

Returns:
the names of time stages.

Definition at line 2278 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, m_msTimeDomainStageNames, TimeDomainStage::name, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, and InstanceData::timeDomain.

int * OSInstance::getTimeDomainStageNumberOfVariables (  ) 

Get the number of variables contained in each time stage.

Returns:
a vector of size numberOfStages.

Definition at line 2295 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, m_miTimeDomainStageVariableNumber, TimeDomainStages::numberOfStages, TimeDomainStageVariables::numberOfVariables, TimeDomainStages::stage, TimeDomain::stages, InstanceData::timeDomain, and TimeDomainStage::variables.

int * OSInstance::getTimeDomainStageNumberOfConstraints (  ) 

Get the number of constraints contained in each time stage.

Returns:
a vector of size numberOfStages.

Definition at line 2312 of file OSInstance.cpp.

References TimeDomainStage::constraints, instanceData, TimeDomain::interval, m_miTimeDomainStageConstraintNumber, TimeDomainStageConstraints::numberOfConstraints, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, and InstanceData::timeDomain.

int * OSInstance::getTimeDomainStageNumberOfObjectives (  ) 

Get the number of objectives contained in each time stage.

Returns:
a vector of size numberOfStages.

Definition at line 2329 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, m_miTimeDomainStageObjectiveNumber, TimeDomainStageObjectives::numberOfObjectives, TimeDomainStages::numberOfStages, TimeDomainStage::objectives, TimeDomainStages::stage, TimeDomain::stages, and InstanceData::timeDomain.

int ** OSInstance::getTimeDomainStageVarList (  ) 

Get the list of variables in each stage.

Returns:
one array of integers for each stage.

Definition at line 2346 of file OSInstance.cpp.

References TimeDomainStageVar::idx, instanceData, TimeDomain::interval, m_iNumberOfTimeStages, m_miTimeDomainStageVariableNumber, m_mmiTimeDomainStageVarList, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageVariables::startIdx, InstanceData::timeDomain, TimeDomainStageVariables::var, and TimeDomainStage::variables.

int ** OSInstance::getTimeDomainStageConList (  ) 

Get the list of constraints in each stage.

Returns:
one array of integers for each stage.

Definition at line 2382 of file OSInstance.cpp.

References TimeDomainStageConstraints::con, TimeDomainStage::constraints, TimeDomainStageCon::idx, instanceData, TimeDomain::interval, m_iNumberOfTimeStages, m_miTimeDomainStageConstraintNumber, m_mmiTimeDomainStageConList, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageConstraints::startIdx, and InstanceData::timeDomain.

int ** OSInstance::getTimeDomainStageObjList (  ) 

Get the list of objectives in each stage.

Returns:
one array of integers for each stage.

Definition at line 2418 of file OSInstance.cpp.

References TimeDomainStageObj::idx, instanceData, TimeDomain::interval, m_iNumberOfTimeStages, m_miTimeDomainStageObjectiveNumber, m_mmiTimeDomainStageObjList, TimeDomainStages::numberOfStages, TimeDomainStageObjectives::obj, TimeDomainStage::objectives, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageObjectives::startIdx, and InstanceData::timeDomain.

double OSInstance::getTimeDomainIntervalStart (  ) 

Get the start for the time domain interval.

Returns:
start end of the time interval.

Definition at line 2452 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, TimeDomain::stages, TimeDomainInterval::start, and InstanceData::timeDomain.

double OSInstance::getTimeDomainIntervalHorizon (  ) 

Get the horizon for the time domain interval.

Returns:
the end of the time interval.

Definition at line 2462 of file OSInstance.cpp.

References TimeDomainInterval::horizon, instanceData, TimeDomain::interval, TimeDomain::stages, and InstanceData::timeDomain.

bool OSInstance::setInstanceSource ( std::string  source  ) 

set the instance source.

Parameters:
source holds the instance source.
Returns:
whether the instance source is set successfully.

Referenced by main().

bool OSInstance::setInstanceDescription ( std::string  description  ) 

set the instance description.

Parameters:
description holds the instance description.
Returns:
whether the instance description is set successfully.

Referenced by OSMatlab::createOSInstance(), OSnl2osil::createOSInstance(), OSgams2osil::createOSInstance(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::setInstanceName ( std::string  name  ) 

set the instance name.

Parameters:
name holds the instance name.
Returns:
whether the instance name is set successfully.

Referenced by OSMatlab::createOSInstance(), and OSmps2osil::createOSInstance().

bool OSInstance::setVariableNumber ( int  number  ) 

set the variable number.

Parameters:
number holds the variable number.
Returns:
whether the variable number is set successfully.

Definition at line 2494 of file OSInstance.cpp.

References instanceData, Variables::numberOfVariables, Variables::var, and InstanceData::variables.

Referenced by OSMatlab::createOSInstance(), OSnl2osil::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::addVariable ( int  index,
std::string  name,
double  lowerBound,
double  upperBound,
char  type 
)

add a variable.

In order to use the add method, the setVariableNumber must first be called so that the variable number is known ahead of time to assign appropriate memory. If a variable with the given variable index already exists, the old variable will be replaced.

Parameters:
index holds the variable index. It is required.
name holds the variable name; use null or empty std::string ("") if no variable name.
lowerBound holds the variable lower bound; use Double.NEGATIVE_INFINITY if no lower bound.
upperBound holds the variable upper bound; use Double.POSITIVE_INFINITY if no upper bound.
type holds the variable type character, B for Binary, I for Integer, S for String, C or any other char for Continuous)
init holds the double variable initial value; use Double.NaN if no initial value -- deprecated
initString holds the std::string variable initial value; use null or empty std::string ("") if no initial std::string value -- deprecated
Returns:
whether the variable is added successfully.

Referenced by OSMatlab::createOSInstance(), OSnl2osil::createOSInstance(), OSmps2osil::createOSInstance(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::setVariables ( int  number,
std::string *  names,
double *  lowerBounds,
double *  upperBounds,
char *  types 
)

set all the variable related elements.

All the previous variable-related elements will be deleted.

Parameters:
number holds the number of variables. It is required.
names holds a std::string array of variable names; use null if no variable names.
lowerBounds holds a double array of variable lower bounds; use null if all lower bounds are 0; use Double.NEGATIVE_INFINITY if no lower bound for a specific variable in the array.
upperBounds holds a double array of variable upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific variable in the array.
types holds a char array of variable types; use null if all variables are continuous; for a specfic variable in the array use B for Binary, I for Integer, S for String, C or any other char for Continuous,)
inits holds a double array of varible initial values; use null if no initial values. -- deprecated
initsString holds a std::string array of varible initial values; use null if no initial std::string values. -- deprecated
Returns:
whether the variables are set successfully.

Referenced by OSgams2osil::createOSInstance(), and OS_DipInterface::getBlockOSInstances().

bool OSInstance::setObjectiveNumber ( int  number  ) 

set the objective number.

Parameters:
number holds the objective number.
Returns:
whether the objective number is set successfully.

Definition at line 2575 of file OSInstance.cpp.

References instanceData, Objectives::numberOfObjectives, Objectives::obj, and InstanceData::objectives.

Referenced by OSMatlab::createOSInstance(), OSnl2osil::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::addObjective ( int  index,
std::string  name,
std::string  maxOrMin,
double  constant,
double  weight,
SparseVector objectiveCoefficients 
)

add an objective.

In order to use the add method, the setObjectiveNumber must first be called so that the objective number is known ahead of time to assign appropriate memory. If a objective with the given objective index already exists, the old objective will be replaced. Objective index will start from -1, -2, -3, ... down, with -1 corresponding to the first objective.

Parameters:
index holds the objective index. Remember the first objective index is -1, second -2, ...
name holds the objective name; use null or empty std::string ("") if no objective name.
maxOrMin holds the objective sense or direction; it can only take two values: "max" or "min".
constant holds the objective constant; use 0.0 if no objective constant.
weight holds the objective weight; use 1.0 if no objective weight.
objectiveCoefficients holds the objective coefficients (null if no objective coefficients) in a sparse representation that holds two arrays: index array and a value array.
Returns:
whether the objective is added successfully.

Referenced by OSMatlab::createOSInstance(), OSnl2osil::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::setObjectives ( int  number,
std::string *  names,
std::string *  maxOrMins,
double *  constants,
double *  weights,
SparseVector **  objectitiveCoefficients 
)

set all the objectives related elements.

All the previous objective-related elements will be deleted.

Parameters:
number holds the number of objectives. It is required.
names holds a std::string array of objective names; use null if no objective names.
maxOrMins holds a std::string array of objective objective senses or directions: "max" or "min"; use null if all objectives are "min".
constants holds a double array of objective constants; use null if all objective constants are 0.0.
weights holds a double array of objective weights; use null if all objective weights are 1.0.
objectitiveCoefficients holds an array of objective coefficients, (null if no objective have any coefficeints) For each objective, the coefficients are stored in a sparse representation that holds two arrays: index array and a value array. If for a specific objective, there are no objecitve coefficients, use null for the corresponding array member.
Returns:
whether the objectives are set successfully.

bool OSInstance::setConstraintNumber ( int  number  ) 

set the constraint number.

Parameters:
number holds the constraint number.
Returns:
whether the constraint number is set successfully.

Definition at line 2668 of file OSInstance.cpp.

References Constraints::con, InstanceData::constraints, instanceData, and Constraints::numberOfConstraints.

Referenced by LindoSolver::buildSolverInstance(), OSMatlab::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::addConstraint ( int  index,
std::string  name,
double  lowerBound,
double  upperBound,
double  constant 
)

add a constraint.

In order to use the add method, the setConstraintNumber must first be called so that the constraint number is known ahead of time to assign appropriate memory. If a constraint with the given constraint index already exists, the old constraint will be replaced.

Parameters:
index holds the constraint index. It is required.
name holds the constraint name; use null or empty std::string ("") if no constraint name.
lowerBound holds the constraint lower bound; use Double.NEGATIVE_INFINITY if no lower bound.
upperBound holds the constraint upper bound; use Double.POSITIVE_INFINITY if no upper bound.
Returns:
whether the constraint is added successfully.

Referenced by LindoSolver::buildSolverInstance(), OSMatlab::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::setConstraints ( int  number,
std::string *  names,
double *  lowerBounds,
double *  upperBounds,
double *  constants 
)

set all the constraint related elements.

All the previous constraint-related elements will be deleted.

Parameters:
number holds the number of constraints. It is required.
names holds a std::string array of constraint names; use null if no constraint names.
lowerBounds holds a double array of constraint lower bounds; use null if no lower bounds; use Double.NEGATIVE_INFINITY if no lower bound for a specific constraint in the array.
upperBounds holds a double array of constraint upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific constraint in the array.
Returns:
whether the constraints are set successfully.

Referenced by OS_DipInterface::getBlockOSInstances().

bool OSInstance::setLinearConstraintCoefficients ( int  numberOfValues,
bool  isColumnMajor,
double *  values,
int  valuesBegin,
int  valuesEnd,
int *  indexes,
int  indexesBegin,
int  indexesEnd,
int *  starts,
int  startsBegin,
int  startsEnd 
)

set linear constraint coefficients

Parameters:
numberOfValues holds the number of specified coefficient values (usually nonzero) in the coefficient matrix.
isColumnMajor holds whether the coefficient matrix is stored in column major (true) or row major (false).
values holds a double array coefficient values in the matrix.
valuesBegin holds the begin index of the values array to copy from (usually 0).
valuesEnd holds the end index of the values array to copy till (usually values.lenght - 1).
indexes holds an integer array column/row indexes for each value in the values array.
indexesBegin holds the begin index of the indexes array to copy from (usually 0).
indexesEnd holds the end index of the indexes array to copy till (usually indexes.lenght - 1).
starts holds an integer array start indexes in the matrix; the first value of starts should always be 0.
startsBegin holds the begin index of the starts array to copy from (usually 0).
startsEnd holds the end index of the starts array to copy till (usually starts.lenght - 1).
Returns:
whether the linear constraint coefficients are set successfully.

Definition at line 2738 of file OSInstance.cpp.

References LinearConstraintCoefficients::colIdx, DoubleVector::el, IntVector::el, instanceData, InstanceData::linearConstraintCoefficients, LinearConstraintCoefficients::numberOfValues, LinearConstraintCoefficients::rowIdx, LinearConstraintCoefficients::start, and LinearConstraintCoefficients::value.

Referenced by OSMatlab::createOSInstance(), OSmps2osil::createOSInstance(), OSgams2osil::createOSInstance(), OS_DipInterface::getBlockOSInstances(), OSRouteSolver::getSeparationInstance(), and main().

bool OSInstance::setQuadraticTerms ( int  number,
int *  rowIndexes,
int *  varOneIndexes,
int *  varTwoIndexes,
double *  coefficients,
int  begin,
int  end 
)

set quadratic terms

Parameters:
number holds the number of quadratic terms.
rowIndexes holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd.
varOneIndexes holds an integer array of the first varialbe indexes of all the quadratic terms.
varTwoIndexes holds an integer array of the second varialbe indexes of all the quadratic terms.
coefficients holds a double array all the quadratic term coefficients.
begin holds the begin index of all the arrays to copy from (usually = 0).
end holds the end index of all the arrays to copy till (usually = array length -1).
Returns:
whether the quadratic terms are set successfully.

Definition at line 2813 of file OSInstance.cpp.

References QuadraticTerm::coef, QuadraticTerm::idx, QuadraticTerm::idxOne, QuadraticTerm::idxTwo, instanceData, QuadraticCoefficients::numberOfQuadraticTerms, QuadraticCoefficients::qTerm, and InstanceData::quadraticCoefficients.

bool OSInstance::setQuadraticTermsInNonlinearExpressions ( int  number,
int *  rowIndexes,
int *  varOneIndexes,
int *  varTwoIndexes,
double *  coefficients 
)

set quadratic terms in nonlinearExpressions

Parameters:
number holds the number of quadratic terms.
rowIndexes holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd.
varOneIndexes holds an integer array of the first varialbe indexes of all the quadratic terms.
varTwoIndexes holds an integer array of the second varialbe indexes of all the quadratic terms.
coefficients holds a double array all the quadratic term coefficients.
Returns:
whether the quadratic terms are set successfully.

Definition at line 2843 of file OSInstance.cpp.

References OSnLNodeVariable::coef, OSnLNode::createExpressionTreeFromPostfix(), OSnLNodeVariable::idx, Nl::idx, instanceData, OSExpressionTree::m_treeRoot, NonlinearExpressions::nl, InstanceData::nonlinearExpressions, NonlinearExpressions::numberOfNonlinearExpressions, and Nl::osExpressionTree.

Referenced by OSMatlab::createOSInstance().

bool OSInstance::initializeNonLinearStructures (  ) 

Initialize the data structures for the nonlinear API.

Returns:
true if we have initialized the nonlinear data strucutres.

Definition at line 2879 of file OSInstance.cpp.

References addQTermsToExressionTree(), InstanceData::constraints, duplicateExpressionTreesMap(), getAllNonlinearExpressionTrees(), getAllNonlinearVariablesIndexMap(), getDenseObjectiveCoefficients(), getNumberOfQuadraticTerms(), instanceData, m_bDuplicateExpressionTreesMap, m_bNonLinearStructuresInitialized, m_bProcessConstraints, m_bProcessExpressionTrees, m_bProcessObjectives, m_bProcessVariables, m_iConstraintNumber, m_iObjectiveNumber, m_iVariableNumber, m_mapExpressionTreesMod, m_mdConstraintFunctionValues, m_mdObjectiveFunctionValues, Constraints::numberOfConstraints, Objectives::numberOfObjectives, Variables::numberOfVariables, InstanceData::objectives, processConstraints(), processObjectives(), processVariables(), and InstanceData::variables.

Referenced by getAllNonlinearExpressionTreesMod(), getJacobianSparsityPattern(), initForAlgDiff(), and LindoSolver::processNonlinearExpressions().

double OSInstance::calculateFunctionValue ( int  idx,
double *  x,
bool  new_x 
)

Calculate the function value for function (constraint or objective) indexed by idx.

Parameters:
idx is the index on the constraint (0, 1, 2, 3, ...) or objective function (-1, -2, -3, ...).
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current x has been evaluated for the current iterate x use a value of false if not sure
Returns:
the function value as a double.

Definition at line 3056 of file OSInstance.cpp.

References SparseJacobianMatrix::conVals, ErrorClass::errormsg, getConstraintNumber(), getJacobianSparsityPattern(), getObjectiveCoefficients(), getObjectiveNumber(), SparseVector::indexes, SparseJacobianMatrix::indexes, initForAlgDiff(), m_binitForAlgDiff, m_bSparseJacobianCalculated, m_mapExpressionTreesMod, m_mdConstraintConstants, m_mdConstraintFunctionValues, m_mdObjectiveConstants, m_mdObjectiveFunctionValues, m_sparseJacMatrix, SparseVector::number, SparseJacobianMatrix::starts, SparseVector::values, and SparseJacobianMatrix::values.

Referenced by calculateAllConstraintFunctionValues(), calculateAllObjectiveFunctionValues(), and main().

double * OSInstance::calculateAllConstraintFunctionValues ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate all of the constraint function values.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current x for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

Definition at line 3116 of file OSInstance.cpp.

References ErrorClass::errormsg, getIterateResults(), m_iHighestOrderEvaluated, and m_mdConstraintFunctionValues.

Referenced by IpoptProblem::eval_g(), BonminProblem::eval_g(), KnitroProblem::evalFC(), getIterateResults(), and main().

double * OSInstance::calculateAllConstraintFunctionValues ( double *  x,
bool  new_x 
)

Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

Definition at line 3129 of file OSInstance.cpp.

References calculateFunctionValue(), getConstraintNumber(), m_iHighestOrderEvaluated, and m_mdConstraintFunctionValues.

double * OSInstance::calculateAllObjectiveFunctionValues ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate all of the objective function values.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

Definition at line 3148 of file OSInstance.cpp.

References ErrorClass::errormsg, getIterateResults(), m_iHighestOrderEvaluated, and m_mdObjectiveFunctionValues.

Referenced by IpoptProblem::eval_f(), BonminProblem::eval_f(), KnitroProblem::evalFC(), IpoptProblem::finalize_solution(), getIterateResults(), main(), CouenneSolver::writeResult(), and BonminSolver::writeResult().

double * OSInstance::calculateAllObjectiveFunctionValues ( double *  x,
bool  new_x 
)

Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

Definition at line 3161 of file OSInstance.cpp.

References calculateFunctionValue(), getObjectiveNumber(), m_iHighestOrderEvaluated, and m_mdObjectiveFunctionValues.

SparseJacobianMatrix * OSInstance::calculateAllConstraintFunctionGradients ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of all constraint functions.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer a SparseJacobianMatrix.

Definition at line 3180 of file OSInstance.cpp.

References ErrorClass::errormsg, getIterateResults(), m_iHighestOrderEvaluated, and m_sparseJacMatrix.

Referenced by KnitroProblem::evalGA(), and main().

SparseVector * OSInstance::calculateConstraintFunctionGradient ( double *  x,
double *  objLambda,
double *  conLambda,
int  idx,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of the constraint function indexed by idx.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins idx is the index of the constraint function gradient
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a sparse vector of doubles.

Definition at line 3195 of file OSInstance.cpp.

References SparseVector::bDeleteArrays, InstanceData::constraints, ErrorClass::errormsg, getIterateResults(), SparseVector::indexes, instanceData, m_iHighestOrderEvaluated, m_mdJacValue, m_miJacIndex, m_miJacStart, SparseVector::number, Constraints::numberOfConstraints, and SparseVector::values.

SparseVector * OSInstance::calculateConstraintFunctionGradient ( double *  x,
int  idx,
bool  new_x 
)

Calculate the gradient of the constraint function indexed by idx this function is overloaded.

Parameters:
x is a pointer (double array) to the current variable values idx is the index of the constraint function gradient
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a sparse vector of doubles.

Definition at line 3222 of file OSInstance.cpp.

References SparseVector::bDeleteArrays, InstanceData::constraints, ErrorClass::errormsg, getIterateResults(), SparseVector::indexes, instanceData, m_iHighestOrderEvaluated, m_mdJacValue, m_miJacIndex, m_miJacStart, SparseVector::number, Constraints::numberOfConstraints, and SparseVector::values.

double ** OSInstance::calculateAllObjectiveFunctionGradients ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of all objective functions.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
an array of pointer to dense objective function gradients.

Definition at line 3247 of file OSInstance.cpp.

References calculateObjectiveFunctionGradient(), ErrorClass::errormsg, m_iHighestOrderEvaluated, m_mapExpressionTreesMod, and m_mmdObjGradient.

Referenced by KnitroProblem::evalGA().

double * OSInstance::calculateObjectiveFunctionGradient ( double *  x,
double *  objLambda,
double *  conLambda,
int  objIdx,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of the objective function indexed by objIdx.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins objIdx is the index of the objective function being optimized
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a dense vector of doubles.

Definition at line 3267 of file OSInstance.cpp.

References createOSADFun(), ErrorClass::errormsg, forwardAD(), m_bCppADMustReTape, m_bOSADFunIsCreated, m_iHighestOrderEvaluated, m_iNumberOfNonlinearVariables, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, m_miNonLinearVarsReverseMap, m_mmdDenseObjectiveCoefficients, m_mmdObjGradient, m_vdRangeUnitVec, m_vdX, m_vdYjacval, and reverseAD().

Referenced by calculateAllObjectiveFunctionGradients(), IpoptProblem::eval_grad_f(), BonminProblem::eval_grad_f(), and main().

double * OSInstance::calculateObjectiveFunctionGradient ( double *  x,
int  objIdx,
bool  new_x 
)

Calculate the gradient of the objective function indexed by objIdx this function is overloaded.

Parameters:
x is a pointer (double array) to the current variable values
objIdx is the index of the objective function being optimized
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a pointer to a dense vector of doubles.

Definition at line 3320 of file OSInstance.cpp.

References createOSADFun(), ErrorClass::errormsg, forwardAD(), m_bCppADMustReTape, m_bOSADFunIsCreated, m_iHighestOrderEvaluated, m_iNumberOfNonlinearVariables, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, m_miNonLinearVarsReverseMap, m_mmdDenseObjectiveCoefficients, m_mmdObjGradient, m_vdRangeUnitVec, m_vdX, m_vdYjacval, and reverseAD().

SparseHessianMatrix * OSInstance::calculateLagrangianHessian ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer a SparseHessianMatrix. Each array member corresponds to one constraint gradient.

Definition at line 3364 of file OSInstance.cpp.

References ErrorClass::errormsg, getIterateResults(), m_iHighestOrderEvaluated, and m_LagrangianSparseHessian.

Referenced by IpoptProblem::eval_h(), BonminProblem::eval_h(), KnitroProblem::evalH(), and main().

SparseHessianMatrix * OSInstance::calculateHessian ( double *  x,
int  idx,
bool  new_x 
)

Calculate the Hessian of a constraint or objective function.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate idx is the index of the either a constraint or objective function Hessian
Returns:
a pointer a SparseVector. Each array member corresponds to one constraint gradient.

Definition at line 3379 of file OSInstance.cpp.

References InstanceData::constraints, ErrorClass::errormsg, getConstraintNumber(), getIterateResults(), getObjectiveNumber(), instanceData, m_iHighestOrderEvaluated, m_LagrangianSparseHessian, and Constraints::numberOfConstraints.

Referenced by main().

bool OSInstance::getSparseJacobianFromColumnMajor (  ) 

Returns:
true if successful in generating the constraints gradient.

Definition at line 3418 of file OSInstance.cpp.

References OSnLNodeVariable::coef, DoubleVector::el, IntVector::el, getConstraintNumber(), getVariableNumber(), OSnLNodeVariable::idx, instanceData, InstanceData::linearConstraintCoefficients, m_bColumnMajor, m_iJacValueSize, m_mapExpressionTreesMod, OSnLNode::m_mChildren, m_mdJacValue, m_miJacIndex, m_miJacNumConTerms, m_miJacStart, OSExpressionTree::m_treeRoot, LinearConstraintCoefficients::rowIdx, LinearConstraintCoefficients::start, and LinearConstraintCoefficients::value.

Referenced by getJacobianSparsityPattern().

bool OSInstance::getSparseJacobianFromRowMajor (  ) 

Returns:
true if successful in generating the constraints gradient.

Definition at line 3567 of file OSInstance.cpp.

References OSnLNodeVariable::coef, LinearConstraintCoefficients::colIdx, DoubleVector::el, IntVector::el, getConstraintNumber(), OSnLNodeVariable::idx, instanceData, InstanceData::linearConstraintCoefficients, m_bColumnMajor, m_iJacValueSize, m_mapExpressionTreesMod, OSnLNode::m_mChildren, m_mdJacValue, m_miJacIndex, m_miJacNumConTerms, m_miJacStart, LinearConstraintCoefficients::start, and LinearConstraintCoefficients::value.

Referenced by getJacobianSparsityPattern().

OSExpressionTree * OSInstance::getLagrangianExpTree (  ) 

Returns:
a pointer to the ExpressionTree for the Lagrangian function of current instance we only take the Lagrangian of the rows with nonlinear terms

Definition at line 3702 of file OSInstance.cpp.

References OSnLNodeVariable::coef, InstanceData::constraints, getJacobianSparsityPattern(), OSExpressionTree::getVariableIndiciesMap(), OSnLNodeVariable::idx, instanceData, OSnLNode::inumberOfChildren, m_bLagrangianExpTreeCreated, m_bSparseJacobianCalculated, m_LagrangianExpTree, m_mapExpressionTreesMod, OSnLNode::m_mChildren, OSExpressionTree::m_treeRoot, Constraints::numberOfConstraints, Variables::numberOfVariables, and InstanceData::variables.

std::map< int, int > OSInstance::getAllNonlinearVariablesIndexMap (  ) 

Returns:
a pointer to a map of the indices of all of the variables that appear in the Lagrangian function

Definition at line 3754 of file OSInstance.cpp.

References DEBUG, OSExpressionTree::getVariableIndiciesMap(), m_bAllNonlinearVariablesIndex, OSExpressionTree::m_bIndexMapGenerated, m_iNumberOfNonlinearVariables, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, m_miNonLinearVarsReverseMap, and OSExpressionTree::mapVarIdx.

Referenced by BonminProblem::get_variables_linearity(), initForAlgDiff(), initializeNonLinearStructures(), and main().

SparseHessianMatrix * OSInstance::getLagrangianHessianSparsityPattern (  ) 

Returns:
a pointer to a SparseHessianMatrix with the nonzero structure of the Lagrangian Expression Tree

Definition at line 3791 of file OSInstance.cpp.

References SparseHessianMatrix::bDeleteArrays, createOSADFun(), getADSparsityHessian(), SparseHessianMatrix::hessColIdx, SparseHessianMatrix::hessDimension, SparseHessianMatrix::hessRowIdx, SparseHessianMatrix::hessValues, initForAlgDiff(), m_bCppADMustReTape, m_binitForAlgDiff, m_bLagrangianSparseHessianCreated, m_bOSADFunIsCreated, m_iNumberOfNonlinearVariables, m_LagrangianSparseHessian, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, and m_vbLagHessNonz.

Referenced by IpoptProblem::eval_h(), BonminProblem::eval_h(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), getSecondOrderResults(), and main().

bool OSInstance::addQTermsToExressionTree (  ) 

Returns:
true if successful in adding the qTerms to the ExpressionTree.

Definition at line 2951 of file OSInstance.cpp.

References OSnLNodeVariable::coef, QuadraticTerms::coefficients, DEBUG, getNumberOfNonlinearObjectives(), getQuadraticTerms(), OSExpressionTree::getVariableIndiciesMap(), OSnLNodeVariable::idx, instanceData, OSExpressionTree::m_bIndexMapGenerated, m_bProcessExpressionTrees, m_bQTermsAdded, m_iConstraintNumberNonlinear, m_iNonlinearExpressionNumber, m_iObjectiveNumberNonlinear, m_mapExpressionTrees, m_mapExpressionTreesMod, OSnLNode::m_mChildren, m_quadraticTerms, OSExpressionTree::m_treeRoot, OSExpressionTree::mapVarIdx, QuadraticCoefficients::numberOfQuadraticTerms, InstanceData::quadraticCoefficients, QuadraticTerms::rowIndexes, QuadraticTerms::varOneIndexes, and QuadraticTerms::varTwoIndexes.

Referenced by initializeNonLinearStructures().

SparseJacobianMatrix * OSInstance::getJacobianSparsityPattern (  ) 

Returns:
pointer to a SparseJacobianMatrix.

Definition at line 2913 of file OSInstance.cpp.

References SparseJacobianMatrix::bDeleteArrays, SparseJacobianMatrix::conVals, ErrorClass::errormsg, getLinearConstraintCoefficientMajor(), getSparseJacobianFromColumnMajor(), getSparseJacobianFromRowMajor(), SparseJacobianMatrix::indexes, initializeNonLinearStructures(), m_bColumnMajor, m_bNonLinearStructuresInitialized, m_bSparseJacobianCalculated, m_iJacValueSize, m_mdJacValue, m_miJacIndex, m_miJacNumConTerms, m_miJacStart, m_sparseJacMatrix, SparseJacobianMatrix::starts, SparseJacobianMatrix::values, and SparseJacobianMatrix::valueSize.

Referenced by calculateFunctionValue(), IpoptProblem::eval_jac_g(), BonminProblem::eval_jac_g(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), getLagrangianExpTree(), KnitroProblem::loadProblemIntoKnitro(), and main().

void OSInstance::duplicateExpressionTreesMap (  ) 

duplicate the map of expression trees.

Definition at line 3886 of file OSInstance.cpp.

References getAllNonlinearExpressionTrees(), m_bDuplicateExpressionTreesMap, m_bProcessExpressionTrees, m_mapExpressionTrees, and m_mapExpressionTreesMod.

Referenced by initializeNonLinearStructures().

bool OSInstance::createOSADFun ( std::vector< double >  vdX  ) 

Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.

Parameters:
vdX is a vector of doubles holding the current primal variable values the size of x should equal instanceData->variables->numberOfVariables
Returns:
if successfully created

Definition at line 4674 of file OSInstance.cpp.

References ErrorClass::errormsg, initForAlgDiff(), m_binitForAlgDiff, m_bOSADFunIsCreated, m_iHighestTaylorCoeffOrder, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, and m_mapOSADFunRangeIndex.

Referenced by calculateObjectiveFunctionGradient(), forwardAD(), getIterateResults(), and getLagrangianHessianSparsityPattern().

std::vector< double > OSInstance::forwardAD ( int  p,
std::vector< double >  vdX 
)

Perform an AD forward sweep.

Parameters:
p is the highest order Taylor coefficient
vdX is a vector of doubles of the current primal variable values the size of vdX m_iNumberOfNonlinearVariables
Returns:
a double vector equal to the dimension of the range space the result of the forward p sweep

Definition at line 4728 of file OSInstance.cpp.

References createOSADFun(), ErrorClass::errormsg, m_bOSADFunIsCreated, m_iHighestOrderEvaluated, and m_iHighestTaylorCoeffOrder.

Referenced by calculateObjectiveFunctionGradient(), and main().

std::vector< double > OSInstance::reverseAD ( int  p,
std::vector< double >  vdlambda 
)

Perform an AD reverse sweep.

Parameters:
p is the order of the sweep
vdlambda is a vector of doubles of the current dual (lagrange) variable values the size of lambda should equal number of objective functions plus number of constraints
Returns:
a double vector equal to the n*p

Definition at line 4753 of file OSInstance.cpp.

References ErrorClass::errormsg, m_iHighestOrderEvaluated, and m_iHighestTaylorCoeffOrder.

Referenced by calculateObjectiveFunctionGradient(), getFirstOrderResults(), getSecondOrderResults(), and main().

int OSInstance::getADSparsityHessian (  ) 

Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.

Returns:
the number of nonzeros in the Hessian

Definition at line 4779 of file OSInstance.cpp.

References ErrorClass::errormsg, m_iNumberOfNonlinearVariables, m_mapExpressionTreesMod, and m_vbLagHessNonz.

Referenced by getLagrangianHessianSparsityPattern().

bool OSInstance::getIterateResults ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Get the information for each iteration.

Get the functions values, Jacobian and Hessian of the Lagrangian

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
new_x is false if any evaluation method was previously called
highestOrder is the highest order derivative to be calculated
Returns:
true if successful

Definition at line 3903 of file OSInstance.cpp.

References bUseExpTreeForFunEval, calculateAllConstraintFunctionValues(), calculateAllObjectiveFunctionValues(), createOSADFun(), ErrorClass::errormsg, getFirstOrderResults(), getSecondOrderResults(), getZeroOrderResults(), initForAlgDiff(), m_bCppADMustReTape, m_binitForAlgDiff, m_bOSADFunIsCreated, m_iHighestOrderEvaluated, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, and m_vdX.

Referenced by calculateAllConstraintFunctionGradients(), calculateAllConstraintFunctionValues(), calculateAllObjectiveFunctionValues(), calculateConstraintFunctionGradient(), calculateHessian(), and calculateLagrangianHessian().

bool OSInstance::getZeroOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate function values.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

Definition at line 3964 of file OSInstance.cpp.

References SparseJacobianMatrix::conVals, ErrorClass::errormsg, SparseJacobianMatrix::indexes, m_iConstraintNumber, m_iObjectiveNumber, m_iVariableNumber, m_mapExpressionTreesMod, m_mapOSADFunRangeIndex, m_mdConstraintConstants, m_mdConstraintFunctionValues, m_mdObjectiveFunctionValues, m_mmdDenseObjectiveCoefficients, m_sparseJacMatrix, m_vdX, m_vdYval, SparseJacobianMatrix::starts, and SparseJacobianMatrix::values.

Referenced by getIterateResults().

bool OSInstance::getFirstOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate first derivatives.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

if the number of columns exceeds the number of rows we will get the Jacobian by row, however, if the number of rows exceeds the number of columns we get the Jacobian by column

Definition at line 4013 of file OSInstance.cpp.

References SparseJacobianMatrix::indexes, m_iConstraintNumber, m_iNumberOfNonlinearVariables, m_iObjectiveNumberNonlinear, m_mapAllNonlinearVariablesIndex, m_mapExpressionTreesMod, m_mdJacValue, m_miJacNumConTerms, m_miJacStart, m_miNonLinearVarsReverseMap, m_sparseJacMatrix, m_vdDomainUnitVec, m_vdRangeUnitVec, m_vdYjacval, OSExpressionTree::mapVarIdx, reverseAD(), SparseJacobianMatrix::starts, and SparseJacobianMatrix::values.

Referenced by getIterateResults().

bool OSInstance::getSecondOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate second derivatives.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

Definition at line 4122 of file OSInstance.cpp.

References DEBUG, getLagrangianHessianSparsityPattern(), SparseHessianMatrix::hessValues, SparseJacobianMatrix::indexes, m_bLagrangianSparseHessianCreated, m_iConstraintNumber, m_iNumberOfNonlinearVariables, m_iObjectiveNumberNonlinear, m_LagrangianSparseHessian, m_mapExpressionTreesMod, m_mdJacValue, m_miJacNumConTerms, m_miJacStart, m_miNonLinearVarsReverseMap, m_mmdDenseObjectiveCoefficients, m_mmdObjGradient, m_sparseJacMatrix, m_vbLagHessNonz, m_vdDomainUnitVec, m_vdLambda, m_vdw, m_vdYjacval, OSExpressionTree::mapVarIdx, reverseAD(), SparseJacobianMatrix::starts, and SparseJacobianMatrix::values.

Referenced by getIterateResults().

bool OSInstance::initForAlgDiff (  ) 

This should be called by nonlinear solvers using callback functions.

initForAlgDiff will initialize the correct nonlinear structures in preparation for using the algorithmic differentiation routines.

Returns:
true if successful

Definition at line 4210 of file OSInstance.cpp.

References getAllNonlinearVariablesIndexMap(), initializeNonLinearStructures(), initObjGradients(), m_bCppADMustReTape, m_binitForAlgDiff, m_iNumberOfNonlinearVariables, m_mapExpressionTreesMod, m_vdDomainUnitVec, and m_vdRangeUnitVec.

Referenced by CouenneSolver::buildSolverInstance(), calculateFunctionValue(), createOSADFun(), IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), BonminProblem::get_variables_linearity(), getIterateResults(), getLagrangianHessianSparsityPattern(), getNonlinearExpressionTreeInInfix(), KnitroProblem::loadProblemIntoKnitro(), main(), and printModel().

bool OSInstance::initObjGradients (  ) 

This should be called by initForAlgDiff().

initObjGradients will initialize the objective function gradients to be equal to the coefficients given in the <coef> section of the OSiL instance

Returns:
true if successful

Definition at line 4239 of file OSInstance.cpp.

References getDenseObjectiveCoefficients(), getObjectiveNumber(), getVariableNumber(), m_mmdDenseObjectiveCoefficients, and m_mmdObjGradient.

Referenced by initForAlgDiff().

bool OSInstance::setTimeDomain ( std::string  format  ) 

This sets the format of the time domain ("stages"/"interval"/"none").

Definition at line 4269 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, m_sTimeDomainFormat, TimeDomain::stages, and InstanceData::timeDomain.

bool OSInstance::setTimeDomainStages ( int  number,
std::string *  names 
)

This sets the number (and optionally names) of the time stages.

Definition at line 4310 of file OSInstance.cpp.

References TimeDomainStage::constraints, instanceData, TimeDomain::interval, TimeDomainStages::numberOfStages, TimeDomainStage::objectives, TimeDomainStages::stage, TimeDomain::stages, InstanceData::timeDomain, and TimeDomainStage::variables.

bool OSInstance::setTimeDomainStageVariablesOrdered ( int  numberOfStages,
int *  numberOfVariables,
int *  startIdx 
)

This sets the variables associated with each time domain stage in temporal order.

(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and startIdx gives the first variable in this stage.)

Definition at line 4380 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, TimeDomainStages::numberOfStages, TimeDomainStageVariables::numberOfVariables, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageVariables::startIdx, InstanceData::timeDomain, and TimeDomainStage::variables.

bool OSInstance::setTimeDomainStageVariablesUnordered ( int  numberOfStages,
int *  numberOfVariables,
int **  varIndex 
)

This sets the variables associated with each time domain stage in srbitrary order.

(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and varIndex[i] gives the index of each variable in stage[i].)

Definition at line 4417 of file OSInstance.cpp.

References TimeDomainStageVar::idx, instanceData, TimeDomain::interval, TimeDomainStages::numberOfStages, TimeDomainStageVariables::numberOfVariables, TimeDomainStages::stage, TimeDomain::stages, InstanceData::timeDomain, TimeDomainStageVariables::var, and TimeDomainStage::variables.

bool OSInstance::setTimeDomainStageConstraintsOrdered ( int  numberOfStages,
int *  numberOfConstraints,
int *  startIdx 
)

This sets the constraints associated with each time domain stage in temporal order.

(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and startIdx gives the first constraint in this stage.)

Definition at line 4475 of file OSInstance.cpp.

References TimeDomainStage::constraints, instanceData, TimeDomain::interval, TimeDomainStageConstraints::numberOfConstraints, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageConstraints::startIdx, and InstanceData::timeDomain.

bool OSInstance::setTimeDomainStageConstraintsUnordered ( int  numberOfStages,
int *  numberOfConstraints,
int **  conIndex 
)

This sets the constraints associated with each time domain stage in srbitrary order.

(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and conIndex[i] gives the index of each constraint in stage[i].)

Definition at line 4512 of file OSInstance.cpp.

References TimeDomainStageConstraints::con, TimeDomainStage::constraints, TimeDomainStageCon::idx, instanceData, TimeDomain::interval, TimeDomainStageConstraints::numberOfConstraints, TimeDomainStages::numberOfStages, TimeDomainStages::stage, TimeDomain::stages, and InstanceData::timeDomain.

bool OSInstance::setTimeDomainStageObjectivesOrdered ( int  numberOfStages,
int *  numberOfObjectives,
int *  startIdx 
)

This sets the objectives associated with each time domain stage in temporal order.

(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and startIdx gives the first objective in this stage.)

Definition at line 4570 of file OSInstance.cpp.

References instanceData, TimeDomain::interval, TimeDomainStageObjectives::numberOfObjectives, TimeDomainStages::numberOfStages, TimeDomainStage::objectives, TimeDomainStages::stage, TimeDomain::stages, TimeDomainStageObjectives::startIdx, and InstanceData::timeDomain.

bool OSInstance::setTimeDomainStageObjectivesUnordered ( int  numberOfStages,
int *  numberOfObjectives,
int **  varIndex 
)

This sets the objectives associated with each time domain stage in arbitrary order.

(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and objIndex[i] gives the index of each objective in stage[i].)

Definition at line 4605 of file OSInstance.cpp.

References TimeDomainStageObj::idx, instanceData, TimeDomain::interval, TimeDomainStageObjectives::numberOfObjectives, TimeDomainStages::numberOfStages, TimeDomainStageObjectives::obj, TimeDomainStage::objectives, TimeDomainStages::stage, TimeDomain::stages, and InstanceData::timeDomain.

bool OSInstance::setTimeDomainInterval ( double  start,
double  horizon 
)

This sets the start and end of the time interval.

Definition at line 4661 of file OSInstance.cpp.

References TimeDomainInterval::horizon, instanceData, TimeDomain::interval, TimeDomain::stages, TimeDomainInterval::start, and InstanceData::timeDomain.

bool OSInstance::processVariables (  )  [private]

process variables.

Returns:
true if the variables are processed.
Exceptions:
Exception if the elements in variables are logically inconsistent.

bool OSInstance::processObjectives (  )  [private]

process objectives.

Returns:
true if the objectives are processed.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

bool OSInstance::processConstraints (  )  [private]

process constraints.

Returns:
true if the constraints are processed.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

bool OSInstance::processLinearConstraintCoefficients (  )  [private]

process linear constraint coefficients.

Returns:
true if the linear constraint coefficients are processed.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.

std::string OSInstance::getInstanceName (  ) 

Get instance name.

Returns:
instance name. Null or empty std::string ("") if there is no instance name.

std::string OSInstance::getInstanceSource (  ) 

Get instance source.

Returns:
instance source. Null or empty std::string ("") if there is no instance source.

std::string OSInstance::getInstanceDescription (  ) 

Get instance description.

Returns:
instance description. Null or empty std::string ("") if there is no instance description.

int OSInstance::getVariableNumber (  ) 

Get variable number.

Returns:
variable number.

std::string* OSInstance::getVariableNames (  ) 

Get variable names.

Returns:
a std::string array of variable names, null if no variable names.
Exceptions:
Exception if the elements in variables are logically inconsistent.

char* OSInstance::getVariableTypes (  ) 

Get variable types.

Returns:
a char array of variable types.
Exceptions:
Exception if the elements in variables are logically inconsistent.

int OSInstance::getNumberOfIntegerVariables (  ) 

getNumberOfIntegerVariables

Returns:
an integer which is the number of I variables.

int OSInstance::getNumberOfBinaryVariables (  ) 

getNumberOfBinaryVariables

Returns:
an integer which is the number of B variables.

double* OSInstance::getVariableLowerBounds (  ) 

Get variable lower bounds.

Returns:
a double array of variable lower bounds.
Exceptions:
Exception if the elements in variables are logically inconsistent.

double* OSInstance::getVariableUpperBounds (  ) 

Get variable upper bounds.

Returns:
a double array of variable upper bounds.
Exceptions:
Exception if the elements in variables are logically inconsistent.

int OSInstance::getObjectiveNumber (  ) 

Get objective number.

Returns:
objective number.

std::string* OSInstance::getObjectiveNames (  ) 

Get objective names.

Returns:
a std::string array of objective names. Null if no objective names.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

std::string* OSInstance::getObjectiveMaxOrMins (  ) 

Get objective maxOrMins.

One maxOrMin for each objective.

Returns:
a std::string array of objective maxOrMins ("max" or "min"), null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

int* OSInstance::getObjectiveCoefficientNumbers (  ) 

Get objective coefficient number.

One number for each objective.

Returns:
an integer array of size of which is equal to number of objectives, each element of the array is the number of nonzero coefficients in that objective function, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

double* OSInstance::getObjectiveConstants (  ) 

Get objective constants.

One constant for each objective.

Returns:
a double array of objective constants, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

double* OSInstance::getObjectiveWeights (  ) 

Get objective weights.

One weight for each objective.

Returns:
a double array of objective weights, null if no objectives.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

SparseVector** OSInstance::getObjectiveCoefficients (  ) 

Get objective coefficients.

One set of objective coefficients for each objective.

See also:
org.optimizationservices.oscommon.datastructure.SparseVector
Returns:
an array of objective coefficients, null if objective coefficients. Each member of the array is of type ObjectiveCoefficients. The ObjectiveCoefficients class contains two arrays: variableIndexes is an integer array and values is a double array of coefficient values.
Exceptions:
Exception if the elements in objectives are logically inconsistent.

double** OSInstance::getDenseObjectiveCoefficients (  ) 

getDenseObjectiveCoefficients.

Returns:
an vector of pointers, each pointer points to a dense vector of ObjectiveCoefficients.

int OSInstance::getConstraintNumber (  ) 

Get constraint number.

Returns:
constraint number.

std::string* OSInstance::getConstraintNames (  ) 

Get constraint names.

Returns:
a std::string array of constraint names, null if no constraint names.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

double* OSInstance::getConstraintLowerBounds (  ) 

Get constraint lower bounds.

Returns:
a double array of constraint lower bounds, null if no constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

double* OSInstance::getConstraintUpperBounds (  ) 

Get constraint upper bounds.

Returns:
a double array of constraint upper bounds, null if constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

char* OSInstance::getConstraintTypes (  ) 

Get constraint types.

Returns:
a char array of constraint types, null if constraints.
Exceptions:
Exception if the elements in constraints are logically inconsistent.

int OSInstance::getLinearConstraintCoefficientNumber (  ) 

Get number of specified (usually nonzero) linear constraint coefficient values.

Returns:
number of specified (usually nonzero) linear constraint coefficient values.

bool OSInstance::getLinearConstraintCoefficientMajor (  ) 

Get whether the constraint coefficients is in column major (true) or row major (false).

Returns:
whether the constraint coefficients is in column major (true) or row major (false).
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.

SparseMatrix* OSInstance::getLinearConstraintCoefficientsInColumnMajor (  ) 

Get linear constraint coefficients in column major.

Returns:
a sparse matrix reprsentation of linear constraint coefficients in column major, null if no linear constraint coefficients.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.SparseMatrix

SparseMatrix* OSInstance::getLinearConstraintCoefficientsInRowMajor (  ) 

Get linear constraint coefficients in row major.

Returns:
a sparse matrix reprsentation of linear constraint coefficients in row major, null if no linear constraint coefficients.
Exceptions:
Exception if the elements in linear constraint coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.SparseMatrix

int OSInstance::getNumberOfQuadraticTerms (  ) 

Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.

Returns:
qTerm number.

QuadraticTerms* OSInstance::getQuadraticTerms (  ) 

Get all the quadratic terms in the instance.

Returns:
the QuadraticTerms data structure for all quadratic terms in the instance, null if no quadratic terms. The QuadraticTerms contains four arrays: rowIndexes, varOneIndexes, varTwoIndexes, coefficients.
Exceptions:
Exception if the elements in quadratic coefficients are logically inconsistent.
See also:
org.optimizationservices.oscommon.datastructure.QuadraticTerms

int* OSInstance::getQuadraticRowIndexes (  ) 

Get the indexes of rows which have a quadratic term.

Returns:
an integer pointer to the row indexes of rows with quadratic terms, objectives functions have index < 0 NULL if there are no quadratic terms.

int OSInstance::getNumberOfQuadraticRowIndexes (  ) 

Get the number of rows which have a quadratic term.

Returns:
an integer which is the number of distinct rows (including obj) with quadratic terms,

int OSInstance::getNumberOfNonlinearExpressions (  ) 

Get number of nonlinear expressions.

Returns:
the number of nonlinear expressions.

OSExpressionTree* OSInstance::getNonlinearExpressionTree ( int  rowIdx  ) 

Get the expression tree for a given row index.

Returns:
an expression tree

OSExpressionTree* OSInstance::getNonlinearExpressionTreeMod ( int  rowIdx  ) 

Get the expression tree for a given row index for the modified expression trees (quadratic terms added).

Returns:
an expression tree

std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeInPostfix ( int  rowIdx  ) 

Get the postfix tokens for a given row index.

Returns:
a vector of pointers to OSnLNodes in postfix, if rowIdx does not index a row with a nonlinear term throw an exception

std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeModInPostfix ( int  rowIdx  ) 

Get the postfix tokens for a given row index for the modified Expression Tree (quadratic terms added).

Returns:
a vector of pointers to OSnLNodes in postfix, if rowIdx does not index a row with a nonlinear term throw an exception

std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeInPrefix ( int  rowIdx  ) 

Get the prefix tokens for a given row index.

Returns:
a vector of pointers to OSnLNodes in prefix, if rowIdx does not index a row with a nonlinear term throw an exception

std::vector<OSnLNode*> OSInstance::getNonlinearExpressionTreeModInPrefix ( int  rowIdx  ) 

Get the prefix tokens for a given row index for the modified Expression Tree (quadratic terms added).

Returns:
a vector of pointers to OSnLNodes in prefix, if rowIdx does not index a row with a nonlinear term throw an exception

int OSInstance::getNumberOfNonlinearObjectives (  ) 

Returns:
the number of Objectives with a nonlinear term

int OSInstance::getNumberOfNonlinearConstraints (  ) 

Returns:
the number of Constraints with a nonlinear term

std::map<int, OSExpressionTree* > OSInstance::getAllNonlinearExpressionTrees (  ) 

Returns:
a map: the key is the row index and the value is the corresponding expression tree

std::map<int, OSExpressionTree* > OSInstance::getAllNonlinearExpressionTreesMod (  ) 

Returns:
a map: the key is the row index and the value is the corresponding expression tree

int* OSInstance::getNonlinearExpressionTreeIndexes (  ) 

Get all the nonlinear expression tree indexes, i.e.

indexes of rows (objectives or constraints) that contain nonlinear expressions.

Returns:
a pointer to an integer array of nonlinear expression tree indexes.

int OSInstance::getNumberOfNonlinearExpressionTreeIndexes (  ) 

Get the number of unique Nonlinear expression tree indexes.

Returns:
the number of unique nonlinear expression tree indexes.

int* OSInstance::getNonlinearExpressionTreeModIndexes (  ) 

Get all the nonlinear expression tree indexes, i.e.

indexes of rows (objetives or constraints) that contain nonlinear expressions after modifying the expression tree to contain quadratic terms.

Returns:
a pointer to an integer array of nonlinear expression tree indexes (including quadratic terms).

int OSInstance::getNumberOfNonlinearExpressionTreeModIndexes (  ) 

Get the number of unique Nonlinear expression tree indexes after modifying the expression tree to contain quadratic terms.

Returns:
the number of unique nonlinear expression tree indexes (including quadratic terms).

std::string OSInstance::getTimeDomainFormat (  ) 

Get the format of the time domain ("stages"/"interval").

Returns:
the format of the time domain.

int OSInstance::getTimeDomainStageNumber (  ) 

Get the number of stages that make up the time domain.

Returns:
the number of time stages.

std::string* OSInstance::getTimeDomainStageNames (  ) 

Get the names of the stages (NULL or empty string ("") if a stage has not been given a name.

Returns:
the names of time stages.

int* OSInstance::getTimeDomainStageNumberOfVariables (  ) 

Get the number of variables contained in each time stage.

Returns:
a vector of size numberOfStages.

int* OSInstance::getTimeDomainStageNumberOfConstraints (  ) 

Get the number of constraints contained in each time stage.

Returns:
a vector of size numberOfStages.

int* OSInstance::getTimeDomainStageNumberOfObjectives (  ) 

Get the number of objectives contained in each time stage.

Returns:
a vector of size numberOfStages.

int** OSInstance::getTimeDomainStageVarList (  ) 

Get the list of variables in each stage.

Returns:
one array of integers for each stage.

int** OSInstance::getTimeDomainStageConList (  ) 

Get the list of constraints in each stage.

Returns:
one array of integers for each stage.

int** OSInstance::getTimeDomainStageObjList (  ) 

Get the list of objectives in each stage.

Returns:
one array of integers for each stage.

double OSInstance::getTimeDomainIntervalStart (  ) 

Get the start for the time domain interval.

Returns:
start end of the time interval.

double OSInstance::getTimeDomainIntervalHorizon (  ) 

Get the horizon for the time domain interval.

Returns:
the end of the time interval.

bool OSInstance::setInstanceSource ( std::string  source  ) 

set the instance source.

Parameters:
source holds the instance source.
Returns:
whether the instance source is set successfully.

bool OSInstance::setInstanceDescription ( std::string  description  ) 

set the instance description.

Parameters:
description holds the instance description.
Returns:
whether the instance description is set successfully.

bool OSInstance::setInstanceName ( std::string  name  ) 

set the instance name.

Parameters:
name holds the instance name.
Returns:
whether the instance name is set successfully.

bool OSInstance::setVariableNumber ( int  number  ) 

set the variable number.

Parameters:
number holds the variable number.
Returns:
whether the variable number is set successfully.

bool OSInstance::addVariable ( int  index,
std::string  name,
double  lowerBound,
double  upperBound,
char  type 
)

add a variable.

In order to use the add method, the setVariableNumber must first be called so that the variable number is known ahead of time to assign appropriate memory. If a variable with the given variable index already exists, the old variable will be replaced.

Parameters:
index holds the variable index. It is required.
name holds the variable name; use null or empty std::string ("") if no variable name.
lowerBound holds the variable lower bound; use Double.NEGATIVE_INFINITY if no lower bound.
upperBound holds the variable upper bound; use Double.POSITIVE_INFINITY if no upper bound.
type holds the variable type character, B for Binary, I for Integer, S for String, C or any other char for Continuous)
init holds the double variable initial value; use Double.NaN if no initial value -- deprecated
initString holds the std::string variable initial value; use null or empty std::string ("") if no initial std::string value -- deprecated
Returns:
whether the variable is added successfully.

bool OSInstance::setVariables ( int  number,
std::string *  names,
double *  lowerBounds,
double *  upperBounds,
char *  types 
)

set all the variable related elements.

All the previous variable-related elements will be deleted.

Parameters:
number holds the number of variables. It is required.
names holds a std::string array of variable names; use null if no variable names.
lowerBounds holds a double array of variable lower bounds; use null if all lower bounds are 0; use Double.NEGATIVE_INFINITY if no lower bound for a specific variable in the array.
upperBounds holds a double array of variable upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific variable in the array.
types holds a char array of variable types; use null if all variables are continuous; for a specfic variable in the array use B for Binary, I for Integer, S for String, C or any other char for Continuous,)
inits holds a double array of varible initial values; use null if no initial values. -- deprecated
initsString holds a std::string array of varible initial values; use null if no initial std::string values. -- deprecated
Returns:
whether the variables are set successfully.

bool OSInstance::setObjectiveNumber ( int  number  ) 

set the objective number.

Parameters:
number holds the objective number.
Returns:
whether the objective number is set successfully.

bool OSInstance::addObjective ( int  index,
std::string  name,
std::string  maxOrMin,
double  constant,
double  weight,
SparseVector objectiveCoefficients 
)

add an objective.

In order to use the add method, the setObjectiveNumber must first be called so that the objective number is known ahead of time to assign appropriate memory. If a objective with the given objective index already exists, the old objective will be replaced. Objective index will start from -1, -2, -3, ... down, with -1 corresponding to the first objective.

Parameters:
index holds the objective index. Remember the first objective index is -1, second -2, ...
name holds the objective name; use null or empty std::string ("") if no objective name.
maxOrMin holds the objective sense or direction; it can only take two values: "max" or "min".
constant holds the objective constant; use 0.0 if no objective constant.
weight holds the objective weight; use 1.0 if no objective weight.
objectiveCoefficients holds the objective coefficients (null if no objective coefficients) in a sparse representation that holds two arrays: index array and a value array.
Returns:
whether the objective is added successfully.

bool OSInstance::setObjectives ( int  number,
std::string *  names,
std::string *  maxOrMins,
double *  constants,
double *  weights,
SparseVector **  objectitiveCoefficients 
)

set all the objectives related elements.

All the previous objective-related elements will be deleted.

Parameters:
number holds the number of objectives. It is required.
names holds a std::string array of objective names; use null if no objective names.
maxOrMins holds a std::string array of objective objective senses or directions: "max" or "min"; use null if all objectives are "min".
constants holds a double array of objective constants; use null if all objective constants are 0.0.
weights holds a double array of objective weights; use null if all objective weights are 1.0.
objectitiveCoefficients holds an array of objective coefficients, (null if no objective have any coefficeints) For each objective, the coefficients are stored in a sparse representation that holds two arrays: index array and a value array. If for a specific objective, there are no objecitve coefficients, use null for the corresponding array member.
Returns:
whether the objectives are set successfully.

bool OSInstance::setConstraintNumber ( int  number  ) 

set the constraint number.

Parameters:
number holds the constraint number.
Returns:
whether the constraint number is set successfully.

bool OSInstance::addConstraint ( int  index,
std::string  name,
double  lowerBound,
double  upperBound,
double  constant 
)

add a constraint.

In order to use the add method, the setConstraintNumber must first be called so that the constraint number is known ahead of time to assign appropriate memory. If a constraint with the given constraint index already exists, the old constraint will be replaced.

Parameters:
index holds the constraint index. It is required.
name holds the constraint name; use null or empty std::string ("") if no constraint name.
lowerBound holds the constraint lower bound; use Double.NEGATIVE_INFINITY if no lower bound.
upperBound holds the constraint upper bound; use Double.POSITIVE_INFINITY if no upper bound.
Returns:
whether the constraint is added successfully.

bool OSInstance::setConstraints ( int  number,
std::string *  names,
double *  lowerBounds,
double *  upperBounds,
double *  constants 
)

set all the constraint related elements.

All the previous constraint-related elements will be deleted.

Parameters:
number holds the number of constraints. It is required.
names holds a std::string array of constraint names; use null if no constraint names.
lowerBounds holds a double array of constraint lower bounds; use null if no lower bounds; use Double.NEGATIVE_INFINITY if no lower bound for a specific constraint in the array.
upperBounds holds a double array of constraint upper bounds; use null if no upper bounds; use Double.POSITIVE_INFINITY if no upper bound for a specific constraint in the array.
Returns:
whether the constraints are set successfully.

bool OSInstance::setLinearConstraintCoefficients ( int  numberOfValues,
bool  isColumnMajor,
double *  values,
int  valuesBegin,
int  valuesEnd,
int *  indexes,
int  indexesBegin,
int  indexesEnd,
int *  starts,
int  startsBegin,
int  startsEnd 
)

set linear constraint coefficients

Parameters:
numberOfValues holds the number of specified coefficient values (usually nonzero) in the coefficient matrix.
isColumnMajor holds whether the coefficient matrix is stored in column major (true) or row major (false).
values holds a double array coefficient values in the matrix.
valuesBegin holds the begin index of the values array to copy from (usually 0).
valuesEnd holds the end index of the values array to copy till (usually values.lenght - 1).
indexes holds an integer array column/row indexes for each value in the values array.
indexesBegin holds the begin index of the indexes array to copy from (usually 0).
indexesEnd holds the end index of the indexes array to copy till (usually indexes.lenght - 1).
starts holds an integer array start indexes in the matrix; the first value of starts should always be 0.
startsBegin holds the begin index of the starts array to copy from (usually 0).
startsEnd holds the end index of the starts array to copy till (usually starts.lenght - 1).
Returns:
whether the linear constraint coefficients are set successfully.

bool OSInstance::setQuadraticTerms ( int  number,
int *  rowIndexes,
int *  varOneIndexes,
int *  varTwoIndexes,
double *  coefficients,
int  begin,
int  end 
)

set quadratic terms

Parameters:
number holds the number of quadratic terms.
rowIndexes holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd.
varOneIndexes holds an integer array of the first varialbe indexes of all the quadratic terms.
varTwoIndexes holds an integer array of the second varialbe indexes of all the quadratic terms.
coefficients holds a double array all the quadratic term coefficients.
begin holds the begin index of all the arrays to copy from (usually = 0).
end holds the end index of all the arrays to copy till (usually = array length -1).
Returns:
whether the quadratic terms are set successfully.

bool OSInstance::setQuadraticTermsInNonlinearExpressions ( int  number,
int *  rowIndexes,
int *  varOneIndexes,
int *  varTwoIndexes,
double *  coefficients 
)

set quadratic terms in nonlinearExpressions

Parameters:
number holds the number of quadratic terms.
rowIndexes holds an integer array of row indexes of all the quadratic terms. A negative integer corresponds to an objective row, e.g. -1 for 1st objective and -2 for 2nd.
varOneIndexes holds an integer array of the first varialbe indexes of all the quadratic terms.
varTwoIndexes holds an integer array of the second varialbe indexes of all the quadratic terms.
coefficients holds a double array all the quadratic term coefficients.
Returns:
whether the quadratic terms are set successfully.

bool OSInstance::initializeNonLinearStructures (  ) 

Initialize the data structures for the nonlinear API.

Returns:
true if we have initialized the nonlinear data strucutres.

double OSInstance::calculateFunctionValue ( int  idx,
double *  x,
bool  new_x 
)

Calculate the function value for function (constraint or objective) indexed by idx.

Parameters:
idx is the index on the constraint (0, 1, 2, 3, ...) or objective function (-1, -2, -3, ...).
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current x has been evaluated for the current iterate x use a value of false if not sure
Returns:
the function value as a double.

double* OSInstance::calculateAllConstraintFunctionValues ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate all of the constraint function values.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current x for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

double* OSInstance::calculateAllConstraintFunctionValues ( double *  x,
bool  new_x 
)

Calculate all of the constraint function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

double* OSInstance::calculateAllObjectiveFunctionValues ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate all of the objective function values.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

double* OSInstance::calculateAllObjectiveFunctionValues ( double *  x,
bool  new_x 
)

Calculate all of the objective function values, we are overloading this function and this version of the method will not use any AD and will evaluate function values from the OS Expression Tree.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

SparseJacobianMatrix* OSInstance::calculateAllConstraintFunctionGradients ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of all constraint functions.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer a SparseJacobianMatrix.

SparseVector* OSInstance::calculateConstraintFunctionGradient ( double *  x,
double *  objLambda,
double *  conLambda,
int  idx,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of the constraint function indexed by idx.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins idx is the index of the constraint function gradient
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a sparse vector of doubles.

SparseVector* OSInstance::calculateConstraintFunctionGradient ( double *  x,
int  idx,
bool  new_x 
)

Calculate the gradient of the constraint function indexed by idx this function is overloaded.

Parameters:
x is a pointer (double array) to the current variable values idx is the index of the constraint function gradient
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a sparse vector of doubles.

double** OSInstance::calculateAllObjectiveFunctionGradients ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of all objective functions.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
an array of pointer to dense objective function gradients.

double* OSInstance::calculateObjectiveFunctionGradient ( double *  x,
double *  objLambda,
double *  conLambda,
int  objIdx,
bool  new_x,
int  highestOrder 
)

Calculate the gradient of the objective function indexed by objIdx.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins objIdx is the index of the objective function being optimized
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer to a dense vector of doubles.

double* OSInstance::calculateObjectiveFunctionGradient ( double *  x,
int  objIdx,
bool  new_x 
)

Calculate the gradient of the objective function indexed by objIdx this function is overloaded.

Parameters:
x is a pointer (double array) to the current variable values
objIdx is the index of the objective function being optimized
new_x is false if any evaluation method was previously called for the current iterate
Returns:
a pointer to a dense vector of doubles.

SparseHessianMatrix* OSInstance::calculateLagrangianHessian ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression tree for only the first iteration Use this method on if the value of x does not affect the operations sequence.

Parameters:
x is a pointer (double array) to the current variable values
objLambda is the Lagrange multiplier on the objective function
conLambda is pointer (double array) of Lagrange multipliers on the constratins
new_x is false if any evaluation method was previously called for the current iterate
highestOrder is the highest order of the derivative being calculated
Returns:
a pointer a SparseHessianMatrix. Each array member corresponds to one constraint gradient.

SparseHessianMatrix* OSInstance::calculateHessian ( double *  x,
int  idx,
bool  new_x 
)

Calculate the Hessian of a constraint or objective function.

Parameters:
x is a pointer (double array) to the current variable values
new_x is false if any evaluation method was previously called for the current iterate idx is the index of the either a constraint or objective function Hessian
Returns:
a pointer a SparseVector. Each array member corresponds to one constraint gradient.

bool OSInstance::getSparseJacobianFromColumnMajor (  ) 

Returns:
true if successful in generating the constraints gradient.

bool OSInstance::getSparseJacobianFromRowMajor (  ) 

Returns:
true if successful in generating the constraints gradient.

OSExpressionTree* OSInstance::getLagrangianExpTree (  ) 

Returns:
a pointer to the ExpressionTree for the Lagrangian function of current instance we only take the Lagrangian of the rows with nonlinear terms

std::map<int, int> OSInstance::getAllNonlinearVariablesIndexMap (  ) 

Returns:
a pointer to a map of the indices of all of the variables that appear in the Lagrangian function

SparseHessianMatrix* OSInstance::getLagrangianHessianSparsityPattern (  ) 

Returns:
a pointer to a SparseHessianMatrix with the nonzero structure of the Lagrangian Expression Tree

bool OSInstance::addQTermsToExressionTree (  ) 

Returns:
true if successful in adding the qTerms to the ExpressionTree.

SparseJacobianMatrix* OSInstance::getJacobianSparsityPattern (  ) 

Returns:
pointer to a SparseJacobianMatrix.

void OSInstance::duplicateExpressionTreesMap (  ) 

duplicate the map of expression trees.

bool OSInstance::createOSADFun ( std::vector< double >  vdX  ) 

Create the a CppAD Function object: this is a function where the domain is the set of variables for the problem and the range is the objective function plus constraints.

Parameters:
vdX is a vector of doubles holding the current primal variable values the size of x should equal instanceData->variables->numberOfVariables
Returns:
if successfully created

std::vector<double> OSInstance::forwardAD ( int  p,
std::vector< double >  vdX 
)

Perform an AD forward sweep.

Parameters:
p is the highest order Taylor coefficient
vdX is a vector of doubles of the current primal variable values the size of vdX m_iNumberOfNonlinearVariables
Returns:
a double vector equal to the dimension of the range space the result of the forward p sweep

std::vector<double> OSInstance::reverseAD ( int  p,
std::vector< double >  vdlambda 
)

Perform an AD reverse sweep.

Parameters:
p is the order of the sweep
vdlambda is a vector of doubles of the current dual (lagrange) variable values the size of lambda should equal number of objective functions plus number of constraints
Returns:
a double vector equal to the n*p

int OSInstance::getADSparsityHessian (  ) 

Call the AD routine to fill in m_vbLagHessNonz and determine the nonzeros.

Returns:
the number of nonzeros in the Hessian

bool OSInstance::getIterateResults ( double *  x,
double *  objLambda,
double *  conLambda,
bool  new_x,
int  highestOrder 
)

Get the information for each iteration.

Get the functions values, Jacobian and Hessian of the Lagrangian

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
new_x is false if any evaluation method was previously called
highestOrder is the highest order derivative to be calculated
Returns:
true if successful

bool OSInstance::getZeroOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate function values.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

bool OSInstance::getFirstOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate first derivatives.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

bool OSInstance::getSecondOrderResults ( double *  x,
double *  objLambda,
double *  conLambda 
)

Calculate second derivatives.

Parameters:
x is a pointer of doubles of primal values for the current iteration
objLambda is is a pointer of doubles of the current dual (Lagrange) multipliers on the objective functions
conLambda is a pointer of doubles of the current dual (Lagrange) multipliers on the constraints
Returns:
true if successful

bool OSInstance::initForAlgDiff (  ) 

This should be called by nonlinear solvers using callback functions.

initForAlgDiff will initialize the correct nonlinear structures in preparation for using the algorithmic differentiation routines.

Returns:
true if successful

bool OSInstance::initObjGradients (  ) 

This should be called by initForAlgDiff().

initObjGradients will initialize the objective function gradients to be equal to the coefficients given in the <coef> section of the OSiL instance

Returns:
true if successful

bool OSInstance::setTimeDomain ( std::string  format  ) 

This sets the format of the time domain ("stages"/"interval"/"none").

bool OSInstance::setTimeDomainStages ( int  number,
std::string *  names 
)

This sets the number (and optionally names) of the time stages.

bool OSInstance::setTimeDomainStageVariablesOrdered ( int  numberOfStages,
int *  numberOfVariables,
int *  startIdx 
)

This sets the variables associated with each time domain stage in temporal order.

(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and startIdx gives the first variable in this stage.)

bool OSInstance::setTimeDomainStageVariablesUnordered ( int  numberOfStages,
int *  numberOfVariables,
int **  varIndex 
)

This sets the variables associated with each time domain stage in srbitrary order.

(I.e., for each stage numberOfVariables gives the number of variables accociated with this stage and varIndex[i] gives the index of each variable in stage[i].)

bool OSInstance::setTimeDomainStageConstraintsOrdered ( int  numberOfStages,
int *  numberOfConstraints,
int *  startIdx 
)

This sets the constraints associated with each time domain stage in temporal order.

(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and startIdx gives the first constraint in this stage.)

bool OSInstance::setTimeDomainStageConstraintsUnordered ( int  numberOfStages,
int *  numberOfConstraints,
int **  conIndex 
)

This sets the constraints associated with each time domain stage in srbitrary order.

(I.e., for each stage numberOfConstraints gives the number of constraints accociated with this stage and conIndex[i] gives the index of each constraint in stage[i].)

bool OSInstance::setTimeDomainStageObjectivesOrdered ( int  numberOfStages,
int *  numberOfObjectives,
int *  startIdx 
)

This sets the objectives associated with each time domain stage in temporal order.

(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and startIdx gives the first objective in this stage.)

bool OSInstance::setTimeDomainStageObjectivesUnordered ( int  numberOfStages,
int *  numberOfObjectives,
int **  varIndex 
)

This sets the objectives associated with each time domain stage in arbitrary order.

(I.e., for each stage numberOfObjectives gives the number of objectives accociated with this stage and objIndex[i] gives the index of each objective in stage[i].)

bool OSInstance::setTimeDomainInterval ( double  start,
double  horizon 
)

This sets the start and end of the time interval.


Member Data Documentation

InstanceHeader* OSInstance::instanceHeader

A pointer to an InstanceHeader object.

Definition at line 815 of file OSInstance.h.

Referenced by getInstanceDescription(), getInstanceName(), getInstanceSource(), IsEqual(), OSInstance(), and OSiLWriter::writeOSiL().

InstanceData* OSInstance::instanceData

A pointer to an InstanceData object.

Definition at line 818 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), LindoSolver::buildSolverInstance(), calculateConstraintFunctionGradient(), calculateHessian(), OSgams2osil::createOSInstance(), LindoSolver::dataEchoCheck(), KnitroSolver::dataEchoCheck(), CoinSolver::dataEchoCheck(), BonminSolver::dataEchoCheck(), BonminProblem::eval_f(), BonminProblem::eval_grad_f(), IpoptProblem::get_scaling_parameters(), IpoptProblem::get_starting_point(), BonminProblem::get_starting_point(), getAllNonlinearExpressionTrees(), getConstraintNumber(), getDenseObjectiveCoefficients(), getLagrangianExpTree(), getLinearConstraintCoefficientNumber(), getNumberOfNonlinearExpressions(), getNumberOfQuadraticTerms(), getObjectiveNumber(), getQuadraticTerms(), getSparseJacobianFromColumnMajor(), getSparseJacobianFromRowMajor(), getTimeDomainFormat(), getTimeDomainIntervalHorizon(), getTimeDomainIntervalStart(), getTimeDomainStageConList(), getTimeDomainStageNames(), getTimeDomainStageNumber(), getTimeDomainStageNumberOfConstraints(), getTimeDomainStageNumberOfObjectives(), getTimeDomainStageNumberOfVariables(), getTimeDomainStageObjList(), getTimeDomainStageVarList(), getVariableNumber(), initializeNonLinearStructures(), IsEqual(), main(), OSInstance(), processConstraints(), processLinearConstraintCoefficients(), processObjectives(), processVariables(), setConstraintNumber(), setLinearConstraintCoefficients(), setObjectiveNumber(), setQuadraticTerms(), setQuadraticTermsInNonlinearExpressions(), IpoptSolver::setSolverOptions(), CoinSolver::setSolverOptions(), setTimeDomain(), setTimeDomainInterval(), setTimeDomainStageConstraintsOrdered(), setTimeDomainStageConstraintsUnordered(), setTimeDomainStageObjectivesOrdered(), setTimeDomainStageObjectivesUnordered(), setTimeDomainStages(), setTimeDomainStageVariablesOrdered(), setTimeDomainStageVariablesUnordered(), setVariableNumber(), OSDipBlockSlpSolver::solve(), OSDipBlockCoinSolver::solve(), OSiLWriter::writeOSiL(), ~OSInstance(), OSmps2osil::~OSmps2osil(), and OSnl2osil::~OSnl2osil().

bool OSInstance::bVariablesModified

bVariablesModified is true if the variables data has been modified.

Definition at line 828 of file OSInstance.h.

Referenced by main(), printModel(), and processVariables().

bool OSInstance::bObjectivesModified

bObjectivesModified is true if the objective function data has been modified.

Definition at line 833 of file OSInstance.h.

Referenced by getDenseObjectiveCoefficients(), main(), printModel(), processObjectives(), OSDipBlockSlpSolver::solve(), and OSDipBlockCoinSolver::solve().

bool OSInstance::bConstraintsModified

bConstraintsModified is true if the constraints data has been modified.

Definition at line 838 of file OSInstance.h.

Referenced by printModel(), and processConstraints().

bool OSInstance::bAMatrixModified

bAMatrixModified is true if the A matrix data has been modified.

Definition at line 843 of file OSInstance.h.

Referenced by processLinearConstraintCoefficients().

std::string OSInstance::m_sInstanceName [private]

m_sInstanceName holds the instance name.

Definition at line 851 of file OSInstance.h.

Referenced by getInstanceName().

std::string OSInstance::m_sInstanceSource [private]

m_sInstanceSource holds the instance source.

Definition at line 855 of file OSInstance.h.

Referenced by getInstanceSource().

std::string OSInstance::m_sInstanceDescription [private]

m_sInstanceDescription holds the instance description.

Definition at line 859 of file OSInstance.h.

Referenced by getInstanceDescription().

bool OSInstance::m_bProcessVariables [private]

m_bProcessVariables holds whether the variables are processed.

Definition at line 864 of file OSInstance.h.

Referenced by initializeNonLinearStructures(), printModel(), processVariables(), and ~OSInstance().

int OSInstance::m_iVariableNumber [private]

m_iVariableNumber holds the variable number.

Definition at line 869 of file OSInstance.h.

Referenced by getVariableNumber(), getZeroOrderResults(), and initializeNonLinearStructures().

int OSInstance::m_iNumberOfIntegerVariables [private]

m_iNumberOfIntegerVariables holds the number of integer variables.

Definition at line 874 of file OSInstance.h.

Referenced by getNumberOfIntegerVariables(), and processVariables().

int OSInstance::m_iNumberOfBinaryVariables [private]

m_iNumberOfBinaryVariables holds the number of binary variables.

Definition at line 879 of file OSInstance.h.

Referenced by getNumberOfBinaryVariables(), and processVariables().

int OSInstance::m_iNumberOfSemiContinuousVariables [private]

m_iNumberOfSemiContinuousVariables holds the number of semi-continuous variables.

Definition at line 884 of file OSInstance.h.

Referenced by getNumberOfSemiContinuousVariables(), and processVariables().

int OSInstance::m_iNumberOfSemiIntegerVariables [private]

m_iNumberOfSemiIntegerVariables holds the number of semi-integer variables.

Definition at line 889 of file OSInstance.h.

Referenced by getNumberOfSemiIntegerVariables(), and processVariables().

int OSInstance::m_iNumberOfStringVariables [private]

m_iNumberOfStringVariables holds the number of string-valued variables.

Definition at line 894 of file OSInstance.h.

Referenced by getNumberOfStringVariables(), and processVariables().

int OSInstance::m_iNumberOfQuadraticRowIndexes [private]

m_iNumberOfQuadraticRowIndexes holds the number of distinct rows and objectives with quadratic terms.

Definition at line 899 of file OSInstance.h.

Referenced by getNumberOfQuadraticRowIndexes(), and getQuadraticRowIndexes().

bool OSInstance::m_bQuadraticRowIndexesProcessed [private]

m_bQuadraticRowIndexesProcessed is true if getQuadraticRowIndexes() has been called.

Definition at line 904 of file OSInstance.h.

Referenced by getNumberOfQuadraticRowIndexes(), and getQuadraticRowIndexes().

int* OSInstance::m_miQuadRowIndexes [private]

m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term.

Definition at line 909 of file OSInstance.h.

Referenced by getQuadraticRowIndexes().

int OSInstance::m_iNumberOfNonlinearExpressionTreeIndexes [private]

m_iNumberOfNonlinearExpressionTreeIndexes holds the number of distinct rows and objectives with nonlinear terms.

Definition at line 914 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeIndexes(), and getNumberOfNonlinearExpressionTreeIndexes().

bool OSInstance::m_bNonlinearExpressionTreeIndexesProcessed [private]

m_bNonlinearExpressionTreeIndexesProcessed is true if getNonlinearExpressionTreeIndexes has been called.

Definition at line 919 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeIndexes(), and getNumberOfNonlinearExpressionTreeIndexes().

int* OSInstance::m_miNonlinearExpressionTreeIndexes [private]

m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map.

Definition at line 925 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeIndexes().

int OSInstance::m_iNumberOfNonlinearExpressionTreeModIndexes [private]

m_iNumberOfNonlinearExpressionTreeModIndexes holds the number of distinct rows and objectives with nonlinear terms including quadratic terms added to the nonlinear expression trees.

Definition at line 931 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeModIndexes(), and getNumberOfNonlinearExpressionTreeModIndexes().

bool OSInstance::m_bNonlinearExpressionTreeModIndexesProcessed [private]

m_bNonlinearExpressionTreeModIndexesProcessed is true if getNonlinearExpressionTreeModIndexes has been called.

Definition at line 936 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeModIndexes(), and getNumberOfNonlinearExpressionTreeModIndexes().

int* OSInstance::m_miNonlinearExpressionTreeModIndexes [private]

m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map.

Definition at line 942 of file OSInstance.h.

Referenced by getNonlinearExpressionTreeModIndexes().

std::string* OSInstance::m_msVariableNames [private]

m_msVariableNames holds an array of variable names.

Definition at line 947 of file OSInstance.h.

Referenced by getVariableNames(), processVariables(), and ~OSInstance().

char* OSInstance::m_mcVariableTypes [private]

m_mcVariableTypes holds a char array of variable types (default = 'C').

(C for Continuous; B for Binary; I for Integer; S for String)

Definition at line 965 of file OSInstance.h.

Referenced by getVariableTypes(), printModel(), processVariables(), and ~OSInstance().

double* OSInstance::m_mdVariableLowerBounds [private]

m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0).

Definition at line 970 of file OSInstance.h.

Referenced by getVariableLowerBounds(), printModel(), processVariables(), and ~OSInstance().

double* OSInstance::m_mdVariableUpperBounds [private]

m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF).

Definition at line 975 of file OSInstance.h.

Referenced by getVariableUpperBounds(), printModel(), processVariables(), and ~OSInstance().

bool OSInstance::m_bProcessObjectives [private]

m_bProcessObjectives holds whether the objectives are processed.

Definition at line 980 of file OSInstance.h.

Referenced by initializeNonLinearStructures(), printModel(), processObjectives(), and ~OSInstance().

int OSInstance::m_iObjectiveNumber [private]

m_iObjectiveNumber is the number of objective functions.

Definition at line 985 of file OSInstance.h.

Referenced by getObjectiveNumber(), getZeroOrderResults(), and initializeNonLinearStructures().

int OSInstance::m_iObjectiveNumberNonlinear [private]

m_iObjectiveNumber is the number of objective functions with a nonlinear term.

Definition at line 990 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), getAllNonlinearExpressionTrees(), getFirstOrderResults(), getNumberOfNonlinearObjectives(), and getSecondOrderResults().

std::string* OSInstance::m_msObjectiveNames [private]

m_msObjectiveNames holds an array of objective names.

Definition at line 995 of file OSInstance.h.

Referenced by getObjectiveNames(), processObjectives(), and ~OSInstance().

std::string* OSInstance::m_msMaxOrMins [private]

m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min").

Definition at line 1000 of file OSInstance.h.

Referenced by getObjectiveMaxOrMins(), processObjectives(), and ~OSInstance().

int* OSInstance::m_miNumberOfObjCoef [private]

m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0).

Definition at line 1005 of file OSInstance.h.

Referenced by getObjectiveCoefficientNumbers(), printModel(), processObjectives(), and ~OSInstance().

double* OSInstance::m_mdObjectiveConstants [private]

m_mdObjectiveConstants holds an array of objective constants (default = 0.0).

Definition at line 1010 of file OSInstance.h.

Referenced by calculateFunctionValue(), getObjectiveConstants(), processObjectives(), and ~OSInstance().

double* OSInstance::m_mdObjectiveWeights [private]

m_mdObjectiveWeights holds an array of objective weights (default = 1.0).

Definition at line 1015 of file OSInstance.h.

Referenced by getObjectiveWeights(), processObjectives(), and ~OSInstance().

SparseVector** OSInstance::m_mObjectiveCoefficients [private]

m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective.

Definition at line 1021 of file OSInstance.h.

Referenced by getObjectiveCoefficients(), printModel(), processObjectives(), and ~OSInstance().

bool OSInstance::m_bGetDenseObjectives [private]

m_bGetDenseObjectives holds whether the dense objective functions are processed.

Definition at line 1026 of file OSInstance.h.

Referenced by getDenseObjectiveCoefficients(), and ~OSInstance().

double** OSInstance::m_mmdDenseObjectiveCoefficients [private]

m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients

Definition at line 1032 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getDenseObjectiveCoefficients(), getSecondOrderResults(), getZeroOrderResults(), initObjGradients(), and ~OSInstance().

bool OSInstance::m_bProcessConstraints [private]

m_bProcessConstraints holds whether the constraints are processed.

Definition at line 1037 of file OSInstance.h.

Referenced by initializeNonLinearStructures(), printModel(), processConstraints(), and ~OSInstance().

int OSInstance::m_iConstraintNumber [private]

m_iConstraintNumber is the number of constraints.

Definition at line 1042 of file OSInstance.h.

Referenced by getConstraintNumber(), getFirstOrderResults(), getSecondOrderResults(), getZeroOrderResults(), and initializeNonLinearStructures().

int OSInstance::m_iConstraintNumberNonlinear [private]

m_iConstraintNumberNonlinear is the number of constraints that have a nonlinear term.

Definition at line 1047 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), getAllNonlinearExpressionTrees(), and getNumberOfNonlinearConstraints().

std::string* OSInstance::m_msConstraintNames [private]

m_msConstraintNames holds an array of constraint names.

Definition at line 1052 of file OSInstance.h.

Referenced by getConstraintNames(), processConstraints(), and ~OSInstance().

double* OSInstance::m_mdConstraintLowerBounds [private]

m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF).

Definition at line 1057 of file OSInstance.h.

Referenced by getConstraintLowerBounds(), printModel(), processConstraints(), and ~OSInstance().

double* OSInstance::m_mdConstraintUpperBounds [private]

m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF).

Definition at line 1062 of file OSInstance.h.

Referenced by getConstraintUpperBounds(), printModel(), processConstraints(), and ~OSInstance().

double* OSInstance::m_mdConstraintConstants [private]

m_mdConstraintConstants holds an array of constraint constants (default = 0.0).

Definition at line 1068 of file OSInstance.h.

Referenced by calculateFunctionValue(), getZeroOrderResults(), processConstraints(), and ~OSInstance().

char* OSInstance::m_mcConstraintTypes [private]

m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained)

Definition at line 1074 of file OSInstance.h.

Referenced by getConstraintTypes(), processConstraints(), and ~OSInstance().

bool OSInstance::m_bProcessLinearConstraintCoefficients [private]

m_bProcessLinearConstraintCoefficients holds whether the linear constraint coefficients are processed.

Definition at line 1079 of file OSInstance.h.

Referenced by processLinearConstraintCoefficients().

int OSInstance::m_iLinearConstraintCoefficientNumber [private]

m_iLinearConstraintCoefficientNumber holds the number of specified (usually nonzero) linear constraint coefficient values.

Definition at line 1085 of file OSInstance.h.

Referenced by getLinearConstraintCoefficientNumber().

bool OSInstance::m_bColumnMajor [private]

m_bColumnMajor holds whether the linear constraint coefficients are stored in column major.

Definition at line 1090 of file OSInstance.h.

Referenced by getJacobianSparsityPattern(), getLinearConstraintCoefficientMajor(), getLinearConstraintCoefficientsInColumnMajor(), getLinearConstraintCoefficientsInRowMajor(), getSparseJacobianFromColumnMajor(), getSparseJacobianFromRowMajor(), and processLinearConstraintCoefficients().

bool OSInstance::m_binitForAlgDiff [private]

m_binitForAlgDiff is true if initForAlgDiff() has been called.

Definition at line 1095 of file OSInstance.h.

Referenced by calculateFunctionValue(), createOSADFun(), getIterateResults(), getLagrangianHessianSparsityPattern(), getNonlinearExpressionTreeInInfix(), initForAlgDiff(), and ~OSInstance().

SparseMatrix* OSInstance::m_linearConstraintCoefficientsInColumnMajor [private]

m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major.

Definition at line 1102 of file OSInstance.h.

Referenced by getLinearConstraintCoefficientsInColumnMajor(), getLinearConstraintCoefficientsInRowMajor(), processLinearConstraintCoefficients(), and ~OSInstance().

SparseMatrix* OSInstance::m_linearConstraintCoefficientsInRowMajor [private]

m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major.

Definition at line 1108 of file OSInstance.h.

Referenced by getLinearConstraintCoefficientsInColumnMajor(), getLinearConstraintCoefficientsInRowMajor(), printModel(), processLinearConstraintCoefficients(), and ~OSInstance().

bool OSInstance::m_bProcessQuadraticTerms [private]

m_bProcessQuadraticTerms holds whether the quadratic terms are processed.

Definition at line 1114 of file OSInstance.h.

Referenced by getQuadraticTerms().

int OSInstance::m_iQuadraticTermNumber [private]

m_iQuadraticTermNumber holds the number of specified (usually nonzero) qTerms in the quadratic coefficients.

Definition at line 1120 of file OSInstance.h.

Referenced by getNumberOfQuadraticTerms().

double* OSInstance::m_mdConstraintFunctionValues [private]

m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

Definition at line 1125 of file OSInstance.h.

Referenced by calculateAllConstraintFunctionValues(), calculateFunctionValue(), getZeroOrderResults(), and initializeNonLinearStructures().

double* OSInstance::m_mdObjectiveFunctionValues [private]

m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

Definition at line 1130 of file OSInstance.h.

Referenced by calculateAllObjectiveFunctionValues(), calculateFunctionValue(), getZeroOrderResults(), and initializeNonLinearStructures().

int OSInstance::m_iJacValueSize [private]

m_iJacValueSize is the number of nonzero partial derivates in the Jacobian.

Definition at line 1135 of file OSInstance.h.

Referenced by getJacobianSparsityPattern(), getSparseJacobianFromColumnMajor(), and getSparseJacobianFromRowMajor().

int* OSInstance::m_miJacStart [private]

m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major).

Definition at line 1140 of file OSInstance.h.

Referenced by calculateConstraintFunctionGradient(), getFirstOrderResults(), getJacobianSparsityPattern(), getSecondOrderResults(), getSparseJacobianFromColumnMajor(), and getSparseJacobianFromRowMajor().

int* OSInstance::m_miJacIndex [private]

m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major).

Definition at line 1145 of file OSInstance.h.

Referenced by calculateConstraintFunctionGradient(), getJacobianSparsityPattern(), getSparseJacobianFromColumnMajor(), and getSparseJacobianFromRowMajor().

double* OSInstance::m_mdJacValue [private]

m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major).

Definition at line 1150 of file OSInstance.h.

Referenced by calculateConstraintFunctionGradient(), getFirstOrderResults(), getJacobianSparsityPattern(), getSecondOrderResults(), getSparseJacobianFromColumnMajor(), and getSparseJacobianFromRowMajor().

int* OSInstance::m_miJacNumConTerms [private]

m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major).

Definition at line 1157 of file OSInstance.h.

Referenced by getFirstOrderResults(), getJacobianSparsityPattern(), getSecondOrderResults(), getSparseJacobianFromColumnMajor(), and getSparseJacobianFromRowMajor().

SparseJacobianMatrix* OSInstance::m_sparseJacMatrix [private]

m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format

Definition at line 1162 of file OSInstance.h.

Referenced by calculateAllConstraintFunctionGradients(), calculateFunctionValue(), getFirstOrderResults(), getJacobianSparsityPattern(), getSecondOrderResults(), and getZeroOrderResults().

int OSInstance::m_iHighestTaylorCoeffOrder [private]

m_iHighestTaylorCoeffOrder is the order of highest calculated Taylor coefficient

Definition at line 1168 of file OSInstance.h.

Referenced by createOSADFun(), forwardAD(), and reverseAD().

QuadraticTerms* OSInstance::m_quadraticTerms [private]

m_quadraticTerms the data structure for all the quadratic terms in the instance.

` (rowIdx, varOneIdx, varTwoIdx, coef)

Definition at line 1174 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), and getQuadraticTerms().

bool OSInstance::m_bQTermsAdded [private]

m_bQTermsAdded is true if we add the quadratic terms to the expression tree

Definition at line 1178 of file OSInstance.h.

Referenced by addQTermsToExressionTree().

unsigned int OSInstance::m_iNumberOfNonlinearVariables [private]

m_iNumberOfNonlinearVariables is the number of variables that appear in a nonlinear expression.

Definition at line 1184 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getADSparsityHessian(), getAllNonlinearVariablesIndexMap(), getFirstOrderResults(), getLagrangianHessianSparsityPattern(), getSecondOrderResults(), and initForAlgDiff().

bool OSInstance::m_bProcessNonlinearExpressions [private]

m_bProcessNonlinearExpressions holds whether the nonlinear expressions are processed.

Definition at line 1189 of file OSInstance.h.

int OSInstance::m_iNonlinearExpressionNumber [private]

m_iNonlinearExpressionNumber holds the number of nonlinear expressions.

Definition at line 1194 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), and getNumberOfNonlinearExpressions().

int* OSInstance::m_miNonlinearExpressionIndexes [private]

m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives.

Definition at line 1200 of file OSInstance.h.

bool OSInstance::m_bProcessExpressionTrees [private]

m_bProcessExpressionTrees is true if the expression trees have been processed.

Definition at line 1205 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), duplicateExpressionTreesMap(), getAllNonlinearExpressionTrees(), getNonlinearExpressionTree(), getNonlinearExpressionTreeInInfix(), getNonlinearExpressionTreeInPostfix(), getNonlinearExpressionTreeInPrefix(), getNumberOfNonlinearConstraints(), getNumberOfNonlinearObjectives(), and initializeNonLinearStructures().

bool OSInstance::m_bProcessExpressionTreesMod [private]

m_bProcessExpressionTreesMod is true if the modified expression trees have been processed.

Definition at line 1210 of file OSInstance.h.

Referenced by getAllNonlinearExpressionTreesMod(), getNonlinearExpressionTreeMod(), getNonlinearExpressionTreeModInPostfix(), and getNonlinearExpressionTreeModInPrefix().

std::map<int, OSExpressionTree*> OSInstance::m_mapExpressionTrees [private]

m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.

Definition at line 1216 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), duplicateExpressionTreesMap(), getAllNonlinearExpressionTrees(), getNonlinearExpressionTree(), getNonlinearExpressionTreeInInfix(), getNonlinearExpressionTreeInPostfix(), and getNonlinearExpressionTreeInPrefix().

std::map<int, int> OSInstance::m_mapOSADFunRangeIndex [private]

Definition at line 1220 of file OSInstance.h.

Referenced by createOSADFun(), and getZeroOrderResults().

OSExpressionTree* OSInstance::m_LagrangianExpTree [private]

m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function.

Definition at line 1226 of file OSInstance.h.

Referenced by getLagrangianExpTree().

bool OSInstance::m_bLagrangianExpTreeCreated [private]

m_bLagrangianHessionCreated is true if a Lagrangian function for the Hessian has been created

Definition at line 1231 of file OSInstance.h.

Referenced by getLagrangianExpTree().

SparseHessianMatrix* OSInstance::m_LagrangianSparseHessian [private]

m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format

Definition at line 1236 of file OSInstance.h.

Referenced by calculateHessian(), calculateLagrangianHessian(), getLagrangianHessianSparsityPattern(), and getSecondOrderResults().

bool OSInstance::m_bLagrangianSparseHessianCreated [private]

m_bLagrangianSparseHessianCreated is true if the sparse Hessian Matrix for the Lagrangian was created

Definition at line 1242 of file OSInstance.h.

Referenced by getLagrangianHessianSparsityPattern(), and getSecondOrderResults().

std::map<int, int> OSInstance::m_mapAllNonlinearVariablesIndex [private]

m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function

Definition at line 1247 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), createOSADFun(), getAllNonlinearVariablesIndexMap(), getFirstOrderResults(), getIterateResults(), and getLagrangianHessianSparsityPattern().

int* OSInstance::m_miNonLinearVarsReverseMap [private]

m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space

Definition at line 1252 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getAllNonlinearVariablesIndexMap(), getFirstOrderResults(), getSecondOrderResults(), and ~OSInstance().

bool OSInstance::m_bAllNonlinearVariablesIndex [private]

m_bAllNonlinearVariablesIndexMap is true if the map of the variables in the Lagrangian function has been constructed

Definition at line 1258 of file OSInstance.h.

Referenced by getAllNonlinearVariablesIndexMap().

std::map<int, OSExpressionTree*> OSInstance::m_mapExpressionTreesMod [private]

m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row.

We incorporate the linear and quadratic term for a variable into the corresponding expression tree before gradient and Hessian calculations

Definition at line 1266 of file OSInstance.h.

Referenced by addQTermsToExressionTree(), calculateAllObjectiveFunctionGradients(), calculateFunctionValue(), calculateObjectiveFunctionGradient(), createOSADFun(), duplicateExpressionTreesMap(), getADSparsityHessian(), getAllNonlinearExpressionTreesMod(), getAllNonlinearVariablesIndexMap(), getFirstOrderResults(), getIterateResults(), getLagrangianExpTree(), getLagrangianHessianSparsityPattern(), getNonlinearExpressionTreeMod(), getNonlinearExpressionTreeModInPostfix(), getNonlinearExpressionTreeModInPrefix(), getSecondOrderResults(), getSparseJacobianFromColumnMajor(), getSparseJacobianFromRowMajor(), getZeroOrderResults(), initForAlgDiff(), initializeNonLinearStructures(), and printModel().

bool OSInstance::m_bOSADFunIsCreated [private]

m_bOSADFunIsCreated is true if we have created the OSInstanc OSAD Function

Definition at line 1272 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), createOSADFun(), forwardAD(), getIterateResults(), and getLagrangianHessianSparsityPattern().

bool OSInstance::m_bCppADTapesBuilt [private]

is true if a CppAD Expresion Tree has been built for each row and objective with a nonlinear expression.

Definition at line 1278 of file OSInstance.h.

bool OSInstance::m_bCppADMustReTape [private]

is true if a CppAD Expresion Tree has an expression that can change depending on the value of the input, e.g.

an if statement -- false by default

Definition at line 1284 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getIterateResults(), getLagrangianHessianSparsityPattern(), and initForAlgDiff().

bool OSInstance::m_bDuplicateExpressionTreesMap [private]

m_bDuplicateExpressionTreeMap is true if m_mapExpressionTrees was duplicated.

Definition at line 1289 of file OSInstance.h.

Referenced by duplicateExpressionTreesMap(), and initializeNonLinearStructures().

bool OSInstance::m_bNonLinearStructuresInitialized [private]

m_bNonLinearStructuresInitialized is true if initializeNonLinearStructures( ) has been called.

Definition at line 1294 of file OSInstance.h.

Referenced by getAllNonlinearExpressionTreesMod(), getJacobianSparsityPattern(), and initializeNonLinearStructures().

bool OSInstance::m_bSparseJacobianCalculated [private]

m_bSparseJacobianCalculated is true if getJacobianSparsityPattern() has been called.

Definition at line 1299 of file OSInstance.h.

Referenced by calculateFunctionValue(), getJacobianSparsityPattern(), getLagrangianExpTree(), and printModel().

std::map<int, std::vector<OSnLNode*> > OSInstance::m_mapExpressionTreesInPostfix [private]

m_mapExpressionTreesInPostfix holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.

Definition at line 1305 of file OSInstance.h.

int OSInstance::m_iHighestOrderEvaluated [private]

m_iHighestOrderEvaluated is the highest order derivative of the current iterate

Definition at line 1312 of file OSInstance.h.

Referenced by calculateAllConstraintFunctionGradients(), calculateAllConstraintFunctionValues(), calculateAllObjectiveFunctionGradients(), calculateAllObjectiveFunctionValues(), calculateConstraintFunctionGradient(), calculateHessian(), calculateLagrangianHessian(), calculateObjectiveFunctionGradient(), forwardAD(), getIterateResults(), and reverseAD().

double** OSInstance::m_mmdObjGradient [private]

m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function

Definition at line 1318 of file OSInstance.h.

Referenced by calculateAllObjectiveFunctionGradients(), calculateObjectiveFunctionGradient(), getSecondOrderResults(), initObjGradients(), and ~OSInstance().

std::vector<double> OSInstance::m_vdX [private]

m_vdX is a vector of primal variables at each iteration

Definition at line 1326 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getIterateResults(), and getZeroOrderResults().

std::vector<double> OSInstance::m_vdYval [private]

m_vdYval is a vector of function values

Definition at line 1332 of file OSInstance.h.

Referenced by getZeroOrderResults().

std::vector<bool> OSInstance::m_vbLagHessNonz [private]

m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian

Definition at line 1339 of file OSInstance.h.

Referenced by getADSparsityHessian(), getLagrangianHessianSparsityPattern(), and getSecondOrderResults().

std::vector<double> OSInstance::m_vdYjacval [private]

m_vdYval is a vector equal to a column or row of the Jacobian

Definition at line 1345 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getFirstOrderResults(), and getSecondOrderResults().

std::vector<double> OSInstance::m_vdw [private]

m_vdYval is a vector of derivatives -- output from a reverse sweep

Definition at line 1351 of file OSInstance.h.

Referenced by getSecondOrderResults().

std::vector<double> OSInstance::m_vdLambda [private]

m_vdYval is a vector of Lagrange multipliers

Definition at line 1357 of file OSInstance.h.

Referenced by getSecondOrderResults().

std::vector<double> OSInstance::m_vdDomainUnitVec [private]

m_vdDomainUnitVec is a unit vector in the domain space

Definition at line 1364 of file OSInstance.h.

Referenced by getFirstOrderResults(), getSecondOrderResults(), and initForAlgDiff().

std::vector<double> OSInstance::m_vdRangeUnitVec [private]

m_vdRangeUnitVec is a unit vector in the range space

Definition at line 1370 of file OSInstance.h.

Referenced by calculateObjectiveFunctionGradient(), getFirstOrderResults(), and initForAlgDiff().

bool OSInstance::m_bProcessTimeDomain [private]

m_bProcessTimeDomain holds whether the time domain has been processed.

Definition at line 1376 of file OSInstance.h.

bool OSInstance::m_bProcessTimeStages [private]

m_bProcessTimeStages holds whether the time stages have been processed.

Definition at line 1381 of file OSInstance.h.

bool OSInstance::m_bProcessTimeInterval [private]

m_bProcessTimeInterval holds whether a time interval has been processed.

Definition at line 1386 of file OSInstance.h.

bool OSInstance::m_bFiniteTimeStages [private]

m_bFiniteTimeStages holds whether the time domain has the form of finite (discrete) stages.

Definition at line 1391 of file OSInstance.h.

int OSInstance::m_iNumberOfTimeStages [private]

m_iNumberOfTimeStages holds the number of discrete stages

Definition at line 1396 of file OSInstance.h.

Referenced by getTimeDomainStageConList(), getTimeDomainStageObjList(), and getTimeDomainStageVarList().

std::string OSInstance::m_sTimeDomainFormat [private]

m_sTimeDomainFormat holds the format ("stages"/"interval") of the time domain.

Definition at line 1401 of file OSInstance.h.

Referenced by setTimeDomain().

std::string* OSInstance::m_msTimeDomainStageNames [private]

m_msTimeDomainStageNames holds the names of the time stages.

Definition at line 1407 of file OSInstance.h.

Referenced by getTimeDomainStageNames().

int* OSInstance::m_miTimeDomainStageVariableNumber [private]

m_miTimeDomainStageVariableNumber holds the number of variables in each stage.

Definition at line 1413 of file OSInstance.h.

Referenced by getTimeDomainStageNumberOfVariables(), and getTimeDomainStageVarList().

int** OSInstance::m_mmiTimeDomainStageVarList [private]

m_mmiTimeDomainStageVarList holds the list of variables in each stage.

Definition at line 1419 of file OSInstance.h.

Referenced by getTimeDomainStageVarList().

int* OSInstance::m_miTimeDomainStageConstraintNumber [private]

m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage.

Definition at line 1425 of file OSInstance.h.

Referenced by getTimeDomainStageConList(), and getTimeDomainStageNumberOfConstraints().

int** OSInstance::m_mmiTimeDomainStageConList [private]

m_mmiTimeDomainStageConList holds the list of constraints in each stage.

Definition at line 1431 of file OSInstance.h.

Referenced by getTimeDomainStageConList().

int* OSInstance::m_miTimeDomainStageObjectiveNumber [private]

m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage.

Definition at line 1437 of file OSInstance.h.

Referenced by getTimeDomainStageNumberOfObjectives(), and getTimeDomainStageObjList().

int** OSInstance::m_mmiTimeDomainStageObjList [private]

m_mmiTimeDomainStageObjList holds the list of objectives in each stage.

Definition at line 1443 of file OSInstance.h.

Referenced by getTimeDomainStageObjList().

bool OSInstance::bUseExpTreeForFunEval

bUseExpTreeForFunEval is set to true if you wish to use the OS Expression Tree for function evaluations instead of AD -- false by default.

Definition at line 2637 of file OSInstance.h.

Referenced by IpoptProblem::get_nlp_info(), BonminProblem::get_nlp_info(), getIterateResults(), KnitroProblem::loadProblemIntoKnitro(), and main().

InstanceHeader* OSInstance::instanceHeader

A pointer to an InstanceHeader object.

Definition at line 751 of file OSInstance.h.

InstanceData* OSInstance::instanceData

A pointer to an InstanceData object.

Definition at line 754 of file OSInstance.h.

int* OSInstance::m_miQuadRowIndexes [private]

m_miQuadRowIndexes is an integer pointer to the distinct rows indexes with a quadratic term.

Definition at line 803 of file OSInstance.h.

int* OSInstance::m_miNonlinearExpressionTreeIndexes [private]

m_miNonlinearExpressionTreeIndexes is an integer pointer to the distinct rows indexes in the nonlinear expression tree map.

Definition at line 819 of file OSInstance.h.

int* OSInstance::m_miNonlinearExpressionTreeModIndexes [private]

m_miNonlinearExpressionTreeModIndexes is an integer pointer to the distinct rows indexes in the modified expression tree map.

Definition at line 836 of file OSInstance.h.

std::string* OSInstance::m_msVariableNames [private]

m_msVariableNames holds an array of variable names.

Definition at line 841 of file OSInstance.h.

char* OSInstance::m_mcVariableTypes [private]

m_mcVariableTypes holds a char array of variable types (default = 'C').

(C for Continuous; B for Binary; I for Integer; S for String)

Definition at line 859 of file OSInstance.h.

double* OSInstance::m_mdVariableLowerBounds [private]

m_mdVariableLowerBounds holds a double array of variable lower bounds (default = 0.0).

Definition at line 864 of file OSInstance.h.

double* OSInstance::m_mdVariableUpperBounds [private]

m_mdVariableUpperBounds holds a double array of variable upper bounds (default = INF).

Definition at line 869 of file OSInstance.h.

std::string* OSInstance::m_msObjectiveNames [private]

m_msObjectiveNames holds an array of objective names.

Definition at line 889 of file OSInstance.h.

std::string* OSInstance::m_msMaxOrMins [private]

m_msMaxOrMins holds a std::string array of objective maxOrMins ("max" or "min").

Definition at line 894 of file OSInstance.h.

int* OSInstance::m_miNumberOfObjCoef [private]

m_miNumberOfObjCoef holds an integer array of number of objective coefficients (default = 0.0).

Definition at line 899 of file OSInstance.h.

double* OSInstance::m_mdObjectiveConstants [private]

m_mdObjectiveConstants holds an array of objective constants (default = 0.0).

Definition at line 904 of file OSInstance.h.

double* OSInstance::m_mdObjectiveWeights [private]

m_mdObjectiveWeights holds an array of objective weights (default = 1.0).

Definition at line 909 of file OSInstance.h.

SparseVector** OSInstance::m_mObjectiveCoefficients [private]

m_mObjectiveCoefficients holds an array of objective coefficients, one set of objective coefficients for each objective.

Definition at line 915 of file OSInstance.h.

double** OSInstance::m_mmdDenseObjectiveCoefficients [private]

m_mmdDenseObjectiveCoefficients holds an array of pointers, each pointer points to a vector of dense objective function coefficients

Definition at line 926 of file OSInstance.h.

std::string* OSInstance::m_msConstraintNames [private]

m_msConstraintNames holds an array of constraint names.

Definition at line 946 of file OSInstance.h.

double* OSInstance::m_mdConstraintLowerBounds [private]

m_mdConstraintLowerBounds holds an array of constraint lower bounds (default = -INF).

Definition at line 951 of file OSInstance.h.

double* OSInstance::m_mdConstraintUpperBounds [private]

m_mdConstraintUpperBounds holds an array of constraint upper bounds (default = INF).

Definition at line 956 of file OSInstance.h.

double* OSInstance::m_mdConstraintConstants [private]

m_mdConstraintConstants holds an array of constraint constants (default = 0.0).

Definition at line 962 of file OSInstance.h.

char* OSInstance::m_mcConstraintTypes [private]

m_mcConstraintTypes holds a char array of constraint types (R for range; L for <=; G for >=; E for =; U for unconstrained)

Definition at line 968 of file OSInstance.h.

SparseMatrix* OSInstance::m_linearConstraintCoefficientsInColumnMajor [private]

m_linearConstraintCoefficientsInColumnMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in column major.

Definition at line 996 of file OSInstance.h.

SparseMatrix* OSInstance::m_linearConstraintCoefficientsInRowMajor [private]

m_linearConstraintCoefficientsInRowMajor holds the standard 3 array data structure for linear constraint coefficients (starts, indexes and values) in row major.

Definition at line 1002 of file OSInstance.h.

double* OSInstance::m_mdConstraintFunctionValues [private]

m_mdConstraintFunctionValues holds a double array of constraint function values -- the size of the array is equal to getConstraintNumber().

Definition at line 1019 of file OSInstance.h.

double* OSInstance::m_mdObjectiveFunctionValues [private]

m_mdObjectiveFunctionValues holds a double array of objective function values -- the size of the array is equal to getObjectiveNumber().

Definition at line 1024 of file OSInstance.h.

int* OSInstance::m_miJacStart [private]

m_miJacStart holds a int array of starts for the Jacobian matrix in sparse form (row major).

Definition at line 1034 of file OSInstance.h.

int* OSInstance::m_miJacIndex [private]

m_miJacIndex holds a int array of variable indices for the Jacobian matrix in sparse form (row major).

Definition at line 1039 of file OSInstance.h.

double* OSInstance::m_mdJacValue [private]

m_mdJacValue holds a double array of partial derivatives for the Jacobian matrix in sparse form (row major).

Definition at line 1044 of file OSInstance.h.

int* OSInstance::m_miJacNumConTerms [private]

m_miJacNumConTerms holds a int array of the number of constant terms (gradient does not change) for the Jacobian matrix in sparse form (row major).

Definition at line 1051 of file OSInstance.h.

SparseJacobianMatrix* OSInstance::m_sparseJacMatrix [private]

m_sparseJacMatrix is the Jacobian matrix stored in sparse matrix format

Definition at line 1056 of file OSInstance.h.

QuadraticTerms* OSInstance::m_quadraticTerms [private]

m_quadraticTerms the data structure for all the quadratic terms in the instance.

` (rowIdx, varOneIdx, varTwoIdx, coef)

Definition at line 1068 of file OSInstance.h.

int* OSInstance::m_miNonlinearExpressionIndexes [private]

m_miNonlinearExpressionIndexes holds an integer array of nonlinear expression indexes, negative indexes correspond to objectives.

Definition at line 1094 of file OSInstance.h.

std::map<int, OSExpressionTree*> OSInstance::m_mapExpressionTrees [private]

m_mapExpressionTrees holds a hash map of expression tree pointers, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.

Definition at line 1110 of file OSInstance.h.

std::map<int, int> OSInstance::m_mapOSADFunRangeIndex [private]

Definition at line 1114 of file OSInstance.h.

OSExpressionTree* OSInstance::m_LagrangianExpTree [private]

m_LagrangianExpTree is an OSExpressionTree object that is the expression tree for the Lagrangian function.

Definition at line 1120 of file OSInstance.h.

SparseHessianMatrix* OSInstance::m_LagrangianSparseHessian [private]

m_LagrangianSparseHessian is the Hessian Matrix of the Lagrangian function in sparse format

Definition at line 1130 of file OSInstance.h.

std::map<int, int> OSInstance::m_mapAllNonlinearVariablesIndex [private]

m_mapAllNonlinearVariablesIndexMap is a map of the variables in the Lagrangian function

Definition at line 1141 of file OSInstance.h.

int* OSInstance::m_miNonLinearVarsReverseMap [private]

m_miNonLinearVarsReverseMap maps the nonlinear variable number back into the original variable space

Definition at line 1146 of file OSInstance.h.

std::map<int, OSExpressionTree*> OSInstance::m_mapExpressionTreesMod [private]

m_mapExpressionTreesMod holds a map of expression trees, with the key being the row index and value being the expression tree representing a modification of the nonlinear expression of that row.

We incorporate the linear and quadratic term for a variable into the corresponding expression tree before gradient and Hessian calculations

Definition at line 1160 of file OSInstance.h.

std::map<int, std::vector<OSnLNode*> > OSInstance::m_mapExpressionTreesInPostfix [private]

m_mapExpressionTrees holds a hash map of expression trees in postfix format, with the key being the row index and value being the expression tree representing the nonlinear expression of that row.

Definition at line 1199 of file OSInstance.h.

double** OSInstance::m_mmdObjGradient [private]

m_mdObjGradient holds an array of pointers, each pointer points to gradient of each objective function

Definition at line 1212 of file OSInstance.h.

std::vector<double> OSInstance::m_vdX [private]

m_vdX is a vector of primal variables at each iteration

Definition at line 1220 of file OSInstance.h.

std::vector<double> OSInstance::m_vdYval [private]

m_vdYval is a vector of function values

Definition at line 1226 of file OSInstance.h.

std::vector<bool> OSInstance::m_vbLagHessNonz [private]

m_vbLagHessNonz is a boolean vector holding the nonzero pattern of the Lagrangian of the Hessian

Definition at line 1233 of file OSInstance.h.

std::vector<double> OSInstance::m_vdYjacval [private]

m_vdYval is a vector equal to a column or row of the Jacobian

Definition at line 1239 of file OSInstance.h.

std::vector<double> OSInstance::m_vdw [private]

m_vdYval is a vector of derivatives -- output from a reverse sweep

Definition at line 1245 of file OSInstance.h.

std::vector<double> OSInstance::m_vdLambda [private]

m_vdYval is a vector of Lagrange multipliers

Definition at line 1251 of file OSInstance.h.

std::vector<double> OSInstance::m_vdDomainUnitVec [private]

m_vdDomainUnitVec is a unit vector in the domain space

Definition at line 1258 of file OSInstance.h.

std::vector<double> OSInstance::m_vdRangeUnitVec [private]

m_vdRangeUnitVec is a unit vector in the range space

Definition at line 1264 of file OSInstance.h.

std::string* OSInstance::m_msTimeDomainStageNames [private]

m_msTimeDomainStageNames holds the names of the time stages.

Definition at line 1301 of file OSInstance.h.

int* OSInstance::m_miTimeDomainStageVariableNumber [private]

m_miTimeDomainStageVariableNumber holds the number of variables in each stage.

Definition at line 1307 of file OSInstance.h.

int** OSInstance::m_mmiTimeDomainStageVarList [private]

m_mmiTimeDomainStageVarList holds the list of variables in each stage.

Definition at line 1313 of file OSInstance.h.

int* OSInstance::m_miTimeDomainStageConstraintNumber [private]

m_miTimeDomainStageConstraintNumber holds the number of constraints in each stage.

Definition at line 1319 of file OSInstance.h.

int** OSInstance::m_mmiTimeDomainStageConList [private]

m_mmiTimeDomainStageConList holds the list of constraints in each stage.

Definition at line 1325 of file OSInstance.h.

int* OSInstance::m_miTimeDomainStageObjectiveNumber [private]

m_miTimeDomainStageObjectiveNumber holds the number of objectives in each stage.

Definition at line 1331 of file OSInstance.h.

int** OSInstance::m_mmiTimeDomainStageObjList [private]

m_mmiTimeDomainStageObjList holds the list of objectives in each stage.

Definition at line 1337 of file OSInstance.h.


The documentation for this class was generated from the following files:
Generated on Sun Mar 20 03:11:46 2011 by  doxygen 1.4.7