12 #ifndef __TMINLP2TNLP_HPP__
13 #define __TMINLP2TNLP_HPP__
17 #include "IpSmartPtr.hpp"
18 #include "IpIpoptApplication.hpp"
19 #include "IpOptionsList.hpp"
24 class IpoptInteriorWarmStarter;
40 const OptionsList& options
64 return static_cast<int>(
x_l_.size());
71 return static_cast<int>(
g_l_.size());
85 const Ipopt::Number*
x_l()
90 const Ipopt::Number*
x_u()
107 const Ipopt::Number*
g_l()
112 const Ipopt::Number*
g_u()
176 const Ipopt::Number *
x_l,
177 const Ipopt::Number *
x_u);
181 const Ipopt::Number *
x_l);
185 const Ipopt::Number *
x_u);
216 void Set_dual_sol(Ipopt::Index n,
const Ipopt::Number* dual_sol);
225 void outputDiffs(
const std::string& probName,
const std::string* varNames);
238 Ipopt::Index m, Ipopt::Number*
g_l, Ipopt::Number*
g_u);
244 return tminlp_->get_constraints_linearity(m, const_types);
251 return tminlp_->get_variables_linearity(n, var_types);
264 bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
265 Ipopt::Index m,
bool init_lambda,
266 Ipopt::Number* lambda);
271 bool& use_x_scaling, Ipopt::Index n,
272 Ipopt::Number* x_scaling,
273 bool& use_g_scaling, Ipopt::Index m,
274 Ipopt::Number* g_scaling);
282 virtual bool eval_f(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
287 virtual bool eval_grad_f(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
288 Ipopt::Number* grad_f);
291 virtual bool eval_g(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
292 Ipopt::Index m, Ipopt::Number* g);
299 virtual bool eval_jac_g(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
300 Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
301 Ipopt::Index *jCol, Ipopt::Number* values);
304 virtual bool eval_gi(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
305 Ipopt::Index i, Ipopt::Number& gi);
308 virtual bool eval_grad_gi(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
309 Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol,
310 Ipopt::Number* values);
319 virtual bool eval_h(Ipopt::Index n,
const Ipopt::Number* x,
bool new_x,
320 Ipopt::Number obj_factor, Ipopt::Index m,
const Ipopt::Number* lambda,
321 bool new_lambda, Ipopt::Index nele_hess,
322 Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values);
329 Ipopt::Index n,
const Ipopt::Number* x,
const Ipopt::Number* z_L,
const Ipopt::Number* z_U,
330 Ipopt::Index m,
const Ipopt::Number* g,
const Ipopt::Number* lambda,
332 const Ipopt::IpoptData* ip_data,
333 Ipopt::IpoptCalculatedQuantities* ip_cq);
338 Ipopt::Index iter, Ipopt::Number
obj_value,
339 Ipopt::Number inf_pr, Ipopt::Number inf_du,
340 Ipopt::Number mu, Ipopt::Number d_norm,
341 Ipopt::Number regularization_size,
342 Ipopt::Number alpha_du, Ipopt::Number alpha_pr,
343 Ipopt::Index ls_trials,
344 const Ipopt::IpoptData* ip_data,
345 Ipopt::IpoptCalculatedQuantities* ip_cq);
353 void SetWarmStarter(Ipopt::SmartPtr<IpoptInteriorWarmStarter> warm_starter);
361 return tminlp_->hasUpperBoundingObjective();}
372 virtual void addCuts(
unsigned int numberCuts,
const OsiRowCut ** cuts){
374 throw CoinError(
"BonTMINLP2TNLP",
"addCuts",
"Not implemented");}
379 if(cuts.sizeRowCuts() > 0 || cuts.sizeColCuts() > 0)
380 throw CoinError(
"BonTMINLP2TNLP",
"addCuts",
"Not implemented");}
383 virtual void removeCuts(
unsigned int number ,
const int * toRemove){
385 throw CoinError(
"BonTMINLP2TNLP",
"removeCuts",
"Not implemented");}
392 return tminlp_->get_const_xtra_id();
396 double check_solution(OsiObject ** objects = 0,
int nObjects = -1);
TNLP::IndexStyleEnum index_style_
index style (fortran or C)
void Set_dual_sol(Ipopt::Index n, const Ipopt::Number *dual_sol)
Set the contiuous dual solution.
void outputDiffs(const std::string &probName, const std::string *varNames)
Procedure to ouptut relevant informations to reproduce a sub-problem.
virtual bool get_warm_start_iterate(Ipopt::IteratesVector &warm_start_iterate)
Methat that returns an Ipopt IteratesVector that has the starting point for all internal varibles...
vector< Ipopt::Number > g_l_
Lower bounds on constraints values.
void SetVariableType(Ipopt::Index n, TMINLP::VariableType type)
Change the type of the variable.
void throw_exception_on_bad_variable_bound(Ipopt::Index i)
Private method that throws an exception if the variable bounds are not consistent with the variable t...
vector< Ipopt::Number > x_init_
Initial primal point.
void resetStartingPoint()
reset the starting point to original one.
vector< Ipopt::Number > x_l_
Current lower bounds on variables.
virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number *x_l, Ipopt::Number *x_u, Ipopt::Index m, Ipopt::Number *g_l, Ipopt::Number *g_u)
The caller is allowed to modify the bounds, so this method returns the internal bounds information...
virtual void addCuts(const OsiCuts &cuts)
Add some cuts to the problem formulaiton (handles Quadratics).
const Ipopt::Number * x_init() const
get the starting primal point
void SetVariablesUpperBounds(Ipopt::Index n, const Ipopt::Number *x_u)
Change the upper bound on the variable.
void SetVariablesLowerBounds(Ipopt::Index n, const Ipopt::Number *x_l)
Change the lower bound on the variables.
virtual bool intermediate_callback(Ipopt::AlgorithmMode mode, Ipopt::Index iter, Ipopt::Number obj_value, Ipopt::Number inf_pr, Ipopt::Number inf_du, Ipopt::Number mu, Ipopt::Number d_norm, Ipopt::Number regularization_size, Ipopt::Number alpha_du, Ipopt::Number alpha_pr, Ipopt::Index ls_trials, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
Intermediate Callback method for the user.
virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Index &nele_grad_gi, Ipopt::Index *jCol, Ipopt::Number *values)
compute the structure or values of the gradient for one constraint
void Set_x_sol(Ipopt::Index n, const Ipopt::Number *x_sol)
Set the contiuous solution.
int has_x_init()
xInit has been set?
vector< Ipopt::Number > orig_x_u_
Original upper bounds on variables.
Ipopt::Number * duals_init_
Initial values for all dual multipliers (constraints then lower bounds then upper bounds) ...
A small wrap around std::vector to give easy access to array for interfacing with fortran code...
Ipopt::Index nnz_h_lag()
Get the nomber of nz in hessian.
vector< TMINLP::VariableType > var_types_
Types of the variable (TMINLP::CONTINUOUS, TMINLP::INTEGER, TMINLP::BINARY).
void SetVariableLowerBound(Ipopt::Index var_no, Ipopt::Number x_l)
Change the lower bound on the variable.
void set_obj_value(Ipopt::Number value)
Manually set objective value.
Ipopt::SmartPtr< IpoptInteriorWarmStarter > curr_warm_starter_
Pointer to object that holds warmstart information.
bool warm_start_entire_iterate_
Option from Ipopt - we currently use it to see if we want to use some clever warm start or just the l...
Ipopt::Index nnz_h_lag() const
Access number of entries in tminlp_ hessian.
void force_fractionnal_sol()
force solution to be fractionnal.
vector< Ipopt::Number > x_sol_
Optimal solution.
const Ipopt::Number * duals_sol() const
get the dual values
virtual bool hasUpperBoundingObjective()
Say if has a specific function to compute upper bounds.
virtual void finalize_solution(Ipopt::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, const Ipopt::Number *z_L, const Ipopt::Number *z_U, Ipopt::Index m, const Ipopt::Number *g, const Ipopt::Number *lambda, Ipopt::Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
This method is called when the algorithm is complete so the TNLP can store/write the solution...
Ipopt::SolverReturn optimization_status() const
Get Optimization status.
virtual void addCuts(unsigned int numberCuts, const OsiRowCut **cuts)
Methods are not implemented at this point.
vector< Ipopt::Number > g_sol_
Activities of constraint g( x_sol_)
void SetVariableUpperBound(Ipopt::Index var_no, Ipopt::Number x_u)
Change the upper bound on the variable.
Ipopt::SmartPtr< TMINLP > tminlp_
pointer to the tminlp that is being adapted
virtual bool eval_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g)
Returns the vector of constraint values in x.
double evaluateUpperBoundingFunction(const double *x)
Evaluate the upper bounding function at given point and store the result.
Ipopt::Number obj_value() const
Get the objective value.
virtual bool eval_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
Returns the value of the objective function in x.
virtual bool get_constraints_linearity(Ipopt::Index m, LinearityType *const_types)
Returns the constraint linearity.
virtual bool get_variables_linearity(Ipopt::Index n, LinearityType *var_types)
Returns the variables linearity.
const Ipopt::Number * x_l()
Get the current values for the lower bounds.
const Ipopt::Number * g_sol() const
get the g solution (activities)
void SetVariablesBounds(Ipopt::Index n, const Ipopt::Number *x_l, const Ipopt::Number *x_u)
Change the bounds on the variables.
vector< Ipopt::Number > g_u_
Upper bounds on constraints values.
vector< Ipopt::Number > orig_x_l_
Original lower bounds on variables.
bool need_new_warm_starter_
Do we need a new warm starter object.
virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f)
Returns the vector of the gradient of the objective w.r.t.
vector< Ipopt::Number > x_u_
Current upper bounds on variables.
const Ipopt::Number * x_u()
Get the current values for the upper bounds.
Ipopt::Number nlp_lower_bound_inf_
Value for a lower bound that denotes -infinity.
virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Number &gi)
compute the value of a single constraint
void SetWarmStarter(Ipopt::SmartPtr< IpoptInteriorWarmStarter > warm_starter)
vector< Ipopt::Number > x_init_user_
User-provideed initial prmal point.
Ipopt::Index nnz_jac_g_
Number of non-zeroes in the constraints jacobian.
Ipopt::Index num_constraints() const
Get the number of constraints.
virtual void removeCuts(unsigned int number, const int *toRemove)
Remove some cuts to the formulation.
const Ipopt::Number * duals_init() const
get the starting dual point
Ipopt::SmartPtr< IpoptInteriorWarmStarter > GetWarmStarter()
const Ipopt::Number * orig_x_l() const
Get the original values for the lower bounds.
TMINLP2TNLP & operator=(const TMINLP2TNLP &)
Overloaded Equals Operator.
virtual TMINLP2TNLP * clone() const
virtual copy .
double check_solution(OsiObject **objects=0, int nObjects=-1)
Round and check the current solution, return norm inf of constraint violation.
const Ipopt::Number * g_l()
Get the current values for constraints lower bounds.
const Ipopt::Number * orig_x_u() const
Get the original values for the upper bounds.
Ipopt::Number obj_value_
Value of the optimal solution found by Ipopt.
Ipopt::SolverReturn return_status_
Return status of the optimization process.
void setDualsInit(Ipopt::Index n, const Ipopt::Number *duals_init)
set the dual starting point to duals_init
virtual bool eval_h(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number *lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
Return the hessian of the lagrangian.
const Ipopt::Number * x_init_user() const
get the user provided starting primal point
Ipopt::Number nlp_upper_bound_inf_
Value for a upper bound that denotes infinity.
TMINLP2TNLP()
Default Constructor.
virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
Returns the jacobian of the constraints.
TNLP::IndexStyleEnum index_style() const
Acces index_style.
const Ipopt::Number * x_sol() const
get the solution values
void gutsOfCopy(const TMINLP2TNLP &source)
Copies all the arrays.
Ipopt::Index nnz_h_lag_
Number of non-zeroes in the lagrangian hessian.
Ipopt::Index num_variables() const
Get the number of variables.
vector< Ipopt::Number > duals_sol_
Dual multipliers of constraints and bounds.
This is an adapter class that converts a TMINLP to a TNLP to be solved by Ipopt.
virtual bool get_nlp_info(Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, TNLP::IndexStyleEnum &index_style)
This call is just passed onto the TMINLP object.
virtual ~TMINLP2TNLP()
Default destructor.
virtual const int * get_const_xtra_id() const
Access array describing constraint to which perspectives should be applied.
virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number *x, bool init_z, Ipopt::Number *z_L, Ipopt::Number *z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number *lambda)
Method called by Ipopt to get the starting point.
virtual bool hasLinearObjective()
returns true if objective is linear.
void setxInit(Ipopt::Index n, const Ipopt::Number *x_init)
set the starting point to x_init
void SetVariableBounds(Ipopt::Index var_no, Ipopt::Number x_l, Ipopt::Number x_u)
Change the bounds on the variable.
const Ipopt::Number * g_u()
Get the current values for constraints upper bounds.
VariableType
Type of the variables.
const TMINLP::VariableType * var_types()
Get the variable types.
virtual bool get_scaling_parameters(Ipopt::Number &obj_scaling, bool &use_x_scaling, Ipopt::Index n, Ipopt::Number *x_scaling, bool &use_g_scaling, Ipopt::Index m, Ipopt::Number *g_scaling)
Method that returns scaling parameters.
Ipopt::Index nnz_jac_g() const
Access number of entries in tminlp_ hessian.