IpIpoptNLP.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpIpoptNLP.hpp 2594 2015-08-09 14:31:05Z stefan $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPIPOPTNLP_HPP__
#define __IPIPOPTNLP_HPP__

#include "IpNLP.hpp"
#include "IpJournalist.hpp"
#include "IpNLPScaling.hpp"

namespace Ipopt
{
  // forward declarations
  class IteratesVector;

  class IpoptNLP : public ReferencedObject
  {
  public:
    IpoptNLP(const SmartPtr<NLPScalingObject> nlp_scaling)
        :
        nlp_scaling_(nlp_scaling)
    {}

    virtual ~IpoptNLP()
    {}

    virtual bool Initialize(const Journalist& jnlst,
                            const OptionsList& options,
                            const std::string& prefix)
    {
      bool ret = true;
      if (IsValid(nlp_scaling_)) {
        ret = nlp_scaling_->Initialize(jnlst, options, prefix);
      }
      return ret;
    }

    DECLARE_STD_EXCEPTION(Eval_Error);

    virtual bool InitializeStructures(SmartPtr<Vector>& x,
                                      bool init_x,
                                      SmartPtr<Vector>& y_c,
                                      bool init_y_c,
                                      SmartPtr<Vector>& y_d,
                                      bool init_y_d,
                                      SmartPtr<Vector>& z_L,
                                      bool init_z_L,
                                      SmartPtr<Vector>& z_U,
                                      bool init_z_U,
                                      SmartPtr<Vector>& v_L,
                                      SmartPtr<Vector>& v_U
                                     ) = 0;

    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)=0;

    virtual Number f(const Vector& x) = 0;

    virtual SmartPtr<const Vector> grad_f(const Vector& x) = 0;

    virtual SmartPtr<const Vector> c(const Vector& x) = 0;

    virtual SmartPtr<const Matrix> jac_c(const Vector& x) = 0;

    virtual SmartPtr<const Vector> d(const Vector& x) = 0;

    virtual SmartPtr<const Matrix> jac_d(const Vector& x) = 0;

    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd
                                       ) = 0;

    virtual SmartPtr<const Vector> x_L() const = 0;

    virtual SmartPtr<const Matrix> Px_L() const = 0;

    virtual SmartPtr<const Vector> x_U() const = 0;

    virtual SmartPtr<const Matrix> Px_U() const = 0;

    virtual SmartPtr<const Vector> d_L() const = 0;

    virtual SmartPtr<const Matrix> Pd_L() const = 0;

    virtual SmartPtr<const Vector> d_U() const = 0;

    virtual SmartPtr<const Matrix> Pd_U() const = 0;

    virtual SmartPtr<const VectorSpace> x_space() const = 0;

    virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const = 0;

    virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
                           SmartPtr<const VectorSpace>& c_space,
                           SmartPtr<const VectorSpace>& d_space,
                           SmartPtr<const VectorSpace>& x_l_space,
                           SmartPtr<const MatrixSpace>& px_l_space,
                           SmartPtr<const VectorSpace>& x_u_space,
                           SmartPtr<const MatrixSpace>& px_u_space,
                           SmartPtr<const VectorSpace>& d_l_space,
                           SmartPtr<const MatrixSpace>& pd_l_space,
                           SmartPtr<const VectorSpace>& d_u_space,
                           SmartPtr<const MatrixSpace>& pd_u_space,
                           SmartPtr<const MatrixSpace>& Jac_c_space,
                           SmartPtr<const MatrixSpace>& Jac_d_space,
                           SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space) = 0;

    virtual void AdjustVariableBounds(const Vector& new_x_L,
                                      const Vector& new_x_U,
                                      const Vector& new_d_L,
                                      const Vector& new_d_U)=0;

    virtual Index f_evals() const = 0;
    virtual Index grad_f_evals() const = 0;
    virtual Index c_evals() const = 0;
    virtual Index jac_c_evals() const = 0;
    virtual Index d_evals() const = 0;
    virtual Index jac_d_evals() const = 0;
    virtual Index h_evals() const = 0;

    virtual bool objective_depends_on_mu() const
    {
      return false;
    }

    virtual Number f(const Vector& x, Number mu) = 0;

    virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu) = 0;

    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd,
                                        Number mu) = 0;

    virtual SmartPtr<const SymMatrix> uninitialized_h() = 0;

    virtual void FinalizeSolution(SolverReturn status,
                                  const Vector& x, const Vector& z_L, const Vector& z_U,
                                  const Vector& c, const Vector& d,
                                  const Vector& y_c, const Vector& y_d,
                                  Number obj_value,
                                  const IpoptData* ip_data,
                                  IpoptCalculatedQuantities* ip_cq)=0;

    virtual bool IntermediateCallBack(AlgorithmMode mode,
                                      Index iter, Number obj_value,
                                      Number inf_pr, Number inf_du,
                                      Number mu, Number d_norm,
                                      Number regularization_size,
                                      Number alpha_du, Number alpha_pr,
                                      Index ls_trials,
                                      SmartPtr<const IpoptData> ip_data,
                                      SmartPtr<IpoptCalculatedQuantities> ip_cq)=0;

    SmartPtr<NLPScalingObject> NLP_scaling() const
    {
      DBG_ASSERT(IsValid(nlp_scaling_));
      return nlp_scaling_;
    }

  private:


    IpoptNLP(const IpoptNLP&);

    void operator=(const IpoptNLP&);

    SmartPtr<NLPScalingObject> nlp_scaling_;
  };

} // namespace Ipopt

#endif