BonIpoptInteriorWarmStarter.hpp

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// (C) Copyright International Business Machines Corporation 2006
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: BonIpoptInteriorWarmStarter.hpp 2106 2015-01-20 10:33:55Z stefan $
//
// Authors:  Andreas Waechter               IBM    2006-03-02

#ifndef __IPOPTINTERIORWARMSTARTER_HPP__
#define __IPOPTINTERIORWARMSTARTER_HPP__

#include "IpSmartPtr.hpp"
#include "IpNLP.hpp"
#include <vector>

namespace Bonmin
{
  class IpoptInteriorWarmStarter : public Ipopt::ReferencedObject
  {
  public:
    IpoptInteriorWarmStarter(Ipopt::Index n, const Ipopt::Number* x_L, const Ipopt::Number* x_u,
        Ipopt::Number nlp_lower_bound_inf,
        Ipopt::Number nlp_upper_bound_inf,
        bool store_several_iterates);

    ~IpoptInteriorWarmStarter();

    bool UpdateStoredIterates(Ipopt::AlgorithmMode mode,
        const Ipopt::IpoptData& ip_data,
        Ipopt::IpoptCalculatedQuantities& ip_cq);

    bool Finalize();

    bool WarmStartIterate(Ipopt::Index n, const Ipopt::Number* x_l_new, const Ipopt::Number* x_u_new,
        Ipopt::IteratesVector& warm_start_iterate);

  private:
    IpoptInteriorWarmStarter();

    IpoptInteriorWarmStarter(const IpoptInteriorWarmStarter&);

    void operator=(const IpoptInteriorWarmStarter&);


    Ipopt::Number nlp_lower_bound_inf_;
    Ipopt::Number nlp_upper_bound_inf_;
    bool store_several_iterates_;

    Ipopt::Index n_;
    Ipopt::Number* x_l_prev_;
    Ipopt::Number* x_u_prev_;

    Ipopt::Index n_stored_iterates_;
    std::vector<Ipopt::Index> stored_iter_;
    std::vector<Ipopt::SmartPtr<const Ipopt::IteratesVector> > stored_iterates_;
    std::vector<Ipopt::Number> stored_mu_;
    std::vector<Ipopt::Number> stored_nlp_error_;
    std::vector<Ipopt::Number> stored_primal_inf_;
    std::vector<Ipopt::Number> stored_dual_inf_;
    std::vector<Ipopt::Number> stored_compl_;
  };
}
#endif