IpNLPBoundsRemover.hpp

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// Copyright (C) 2008, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpNLP.hpp 949 2007-03-27 00:41:26Z andreasw $
//
// Authors:  Andreas Waechter           IBM    2008-08-25

#ifndef __IPNLPBOUNDSREMOVER_HPP__
#define __IPNLPBOUNDSREMOVER_HPP__

#include "IpNLP.hpp"

namespace Ipopt
{
  class NLPBoundsRemover : public NLP
  {
  public:
    NLPBoundsRemover(NLP& nlp, bool allow_twosided_inequalities = false);

    virtual ~NLPBoundsRemover()
    {}

    virtual bool ProcessOptions(const OptionsList& options,
                                const std::string& prefix)
    {
      return nlp_->ProcessOptions(options, prefix);
    }

    virtual bool 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);

    virtual bool GetBoundsInformation(const Matrix& Px_L,
                                      Vector& x_L,
                                      const Matrix& Px_U,
                                      Vector& x_U,
                                      const Matrix& Pd_L,
                                      Vector& d_L,
                                      const Matrix& Pd_U,
                                      Vector& d_U);

    virtual bool GetStartingPoint(SmartPtr<Vector> x,
                                  bool need_x,
                                  SmartPtr<Vector> y_c,
                                  bool need_y_c,
                                  SmartPtr<Vector> y_d,
                                  bool need_y_d,
                                  SmartPtr<Vector> z_L,
                                  bool need_z_L,
                                  SmartPtr<Vector> z_U,
                                  bool need_z_U);

    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    {
      return nlp_->GetWarmStartIterate(warm_start_iterate);
    }

    virtual bool Eval_f(const Vector& x, Number& f)
    {
      return nlp_->Eval_f(x, f);
    }

    virtual bool Eval_grad_f(const Vector& x, Vector& g_f)
    {
      return nlp_->Eval_grad_f(x, g_f);
    }

    virtual bool Eval_c(const Vector& x, Vector& c)
    {
      return nlp_->Eval_c(x, c);
    }

    virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c)
    {
      return nlp_->Eval_jac_c(x, jac_c);
    }

    virtual bool Eval_d(const Vector& x, Vector& d);

    virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);

    virtual bool Eval_h(const Vector& x,
                        Number obj_factor,
                        const Vector& yc,
                        const Vector& yd,
                        SymMatrix& h);

    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);

    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,
                                      const IpoptData* ip_data,
                                      IpoptCalculatedQuantities* ip_cq)
    {
      return nlp_->IntermediateCallBack(mode,iter, obj_value, inf_pr, inf_du,
                                        mu, d_norm, regularization_size,
                                        alpha_du, alpha_pr, ls_trials,
                                        ip_data, ip_cq);
    }

    virtual void GetScalingParameters(
      const SmartPtr<const VectorSpace> x_space,
      const SmartPtr<const VectorSpace> c_space,
      const SmartPtr<const VectorSpace> d_space,
      Number& obj_scaling,
      SmartPtr<Vector>& x_scaling,
      SmartPtr<Vector>& c_scaling,
      SmartPtr<Vector>& d_scaling) const;

    virtual void
    GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
                                      SmartPtr<Matrix>& P_approx)
    {
      nlp_->GetQuasiNewtonApproximationSpaces(approx_space, P_approx);
    }

    SmartPtr<NLP> nlp()
    {
      return nlp_;
    }

  private:
    NLPBoundsRemover();
    NLPBoundsRemover(const NLPBoundsRemover&);

    void operator=(const NLPBoundsRemover&);

    SmartPtr<NLP> nlp_;

    SmartPtr<const Matrix> Px_l_orig_;

    SmartPtr<const Matrix> Px_u_orig_;

    SmartPtr<const VectorSpace> d_space_orig_;

    bool allow_twosided_inequalities_;
  };

} // namespace Ipopt

#endif