CouenneTNLP.hpp

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/* $Id: CouenneTNLP.hpp 893 2012-08-09 14:48:19Z pbelotti $
 *
 * Name:    CouenneTNLP.hpp
 * Authors: Pietro Belotti, Lehigh University
 * Purpose: Definition of an NLP interface with gradient/Jacobian/etc
 * 
 * This file is licensed under the Eclipse Public License (EPL)
 */

#ifndef COUENNETNLP_HPP
#define COUENNETNLP_HPP

#include "IpTNLP.hpp"
#include "CouenneExprJac.hpp"
#include "CouenneExprHess.hpp"
#include "CouenneTypes.hpp"

#include <vector>
#include <set>

namespace Couenne {

  class CouenneProblem;
  class CouenneSparseMatrix;

  class CouenneTNLP: public Ipopt::TNLP {

  public:

    CouenneTNLP ();

    CouenneTNLP (CouenneProblem *);

    CouenneTNLP (const CouenneTNLP &);

    CouenneTNLP &operator= (const CouenneTNLP &rhs);

    CouenneTNLP *clone ();

    virtual ~CouenneTNLP ();

    void setInitSol (const double *sol);

    CouNumber *getSolution ()
    {return sol_;}

    CouNumber getSolValue ()
    {return bestZ_;}

    virtual bool get_nlp_info (Ipopt::Index& n, 
                               Ipopt::Index& m, 
                               Ipopt::Index& nnz_jac_g,
                               Ipopt::Index& nnz_h_lag, 
                               enum Ipopt::TNLP::IndexStyleEnum& index_style);

    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);

    virtual bool get_variables_linearity (Ipopt::Index n, Ipopt::TNLP::LinearityType* var_types);

    virtual bool get_constraints_linearity (Ipopt::Index m, Ipopt::TNLP::LinearityType* const_types);

    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);

    virtual bool eval_f (Ipopt::Index n, const Ipopt::Number* x, bool new_x,
                         Ipopt::Number& obj_value);

    virtual bool eval_grad_f (Ipopt::Index n, const Ipopt::Number* x, 
                              bool new_x,
                              Ipopt::Number* grad_f);

    virtual bool eval_g (Ipopt::Index n, const Ipopt::Number* x, bool new_x,
                         Ipopt::Index m, Ipopt::Number* g);

    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);

    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);

    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);

    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);

    virtual Ipopt::Index get_number_of_nonlinear_variables ();

    virtual bool get_list_of_nonlinear_variables (Ipopt::Index num_nonlin_vars,
                                                  Ipopt::Index* pos_nonlin_vars);

    virtual void setObjective (expression *newObj);

    inline CouenneSparseMatrix *&optHessian () 
    {return optHessian_;}

    inline bool &getSaveOptHessian ()
    {return saveOptHessian_;}

  private:

    CouenneProblem *problem_;

    CouNumber *sol0_;

    CouNumber *sol_;

    CouNumber bestZ_;

    std::vector <std::pair <int, expression *> > gradient_;

    std::set <int> nonLinVars_;

    ExprJac Jac_;

    ExprHess *HLa_;

    CouenneSparseMatrix *optHessian_;

    bool saveOptHessian_;
  };
}

#endif