TutorialCpp_nlp.hpp

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// Copyright (C) 2009 International Business Machines.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: TutorialCpp_nlp.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Author:  Andreas Waechter               IBM    2009-04-02

// This file is part of the Ipopt tutorial.  It is the skeleton for
// the C++ implemention of the coding exercise problem (in AMPL
// formulation):
//
// param n := 4;
//
// var x {1..n} <= 0, >= -1.5, := -0.5;
//
// minimize obj:
//   sum{i in 1..n} (x[i]-1)^2;
//
// subject to constr {i in 2..n-1}:
//   (x[i]^2+1.5*x[i]-i/n)*cos(x[i+1]) - x[i-1] = 0;
//
// The constant term "i/n" in the constraint is supposed to be input data
//

#ifndef __TUTORIALCPP_NLP_HPP__
#define __TUTORIALCPP_NLP_HPP__

#include "IpTNLP.hpp"

using namespace Ipopt;

// This inherits from Ipopt's TNLP
class TutorialCpp_NLP : public TNLP
{
public:
  TutorialCpp_NLP(Index N, const Number* a);

  virtual ~TutorialCpp_NLP();

  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                            Index& nnz_h_lag, IndexStyleEnum& index_style);

  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
                               Index m, Number* g_l, Number* g_u);

  virtual bool get_starting_point(Index n, bool init_x, Number* x,
                                  bool init_z, Number* z_L, Number* z_U,
                                  Index m, bool init_lambda,
                                  Number* lambda);

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

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

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

  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
                          Index m, Index nele_jac, Index* iRow, Index *jCol,
                          Number* values);

  virtual bool eval_h(Index n, const Number* x, bool new_x,
                      Number obj_factor, Index m, const Number* lambda,
                      bool new_lambda, Index nele_hess, Index* iRow,
                      Index* jCol, Number* values);


  virtual void finalize_solution(SolverReturn status,
                                 Index n, const Number* x, const Number* z_L, const Number* z_U,
                                 Index m, const Number* g, const Number* lambda,
                                 Number obj_value,
                 const IpoptData* ip_data,
                 IpoptCalculatedQuantities* ip_cq);

private:
  TutorialCpp_NLP();
  TutorialCpp_NLP(const TutorialCpp_NLP&);
  TutorialCpp_NLP& operator=(const TutorialCpp_NLP&);

  Index N_;
  Number* a_;
};


#endif