IpStdInterfaceTNLP.hpp

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// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpStdInterfaceTNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPSTDINTERFACETNLP_HPP__
#define __IPSTDINTERFACETNLP_HPP__

#include "IpUtils.hpp"
#include "IpTNLP.hpp"
#include "IpJournalist.hpp"
#include "IpException.hpp"
#include "IpStdCInterface.h"
#include "IpSmartPtr.hpp"

namespace Ipopt
{
  DECLARE_STD_EXCEPTION(INVALID_STDINTERFACE_NLP);

  class StdInterfaceTNLP : public TNLP
  {
  public:
    StdInterfaceTNLP(Index n_var,
                     const Number* x_L, const Number* x_U,
                     Index n_con,
                     const Number* g_L, const Number* g_U,
                     Index nele_jac,
                     Index nele_hess,
                     Index index_style,
                     const Number* start_x,
                     const Number* start_lam,
                     const Number* start_z_L,
                     const Number* start_z_U,
                     Eval_F_CB eval_f,
                     Eval_G_CB eval_g,
                     Eval_Grad_F_CB eval_grad_f,
                     Eval_Jac_G_CB eval_jac_g,
                     Eval_H_CB eval_h,
                     Intermediate_CB intermediate_cb,
                     Number* x_sol,
                     Number* z_L_sol,
                     Number* z_U_sol,
                     Number* g_sol,
                     Number* lam_sol,
                     Number* obj_sol,
                     UserDataPtr user_data,
                     Number obj_scaling=1,
                     const Number* x_scaling = NULL,
                     const Number* g_scaling = NULL);

    virtual ~StdInterfaceTNLP();

    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_scaling_parameters(Number& obj_scaling,
                                        bool& use_x_scaling, Index n,
                                        Number* x_scaling,
                                        bool& use_g_scaling, Index m,
                                        Number* g_scaling);

    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 bool intermediate_callback(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);

    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:
    SmartPtr<const Journalist> jnlst_;

    const Index n_var_;
    const Index n_con_;
    const Number* x_L_;
    const Number* x_U_;
    const Number* g_L_;
    const Number* g_U_;
    const Index nele_jac_;
    const Index nele_hess_;
    const Index index_style_;
    const Number* start_x_;
    const Number* start_lam_;
    const Number* start_z_L_;
    const Number* start_z_U_;
    Eval_F_CB eval_f_;
    Eval_G_CB eval_g_;
    Eval_Grad_F_CB eval_grad_f_;
    Eval_Jac_G_CB eval_jac_g_;
    Eval_H_CB eval_h_;
    Intermediate_CB intermediate_cb_;
    UserDataPtr user_data_;
    Number obj_scaling_;
    const Number* x_scaling_;
    const Number* g_scaling_;


    Number* non_const_x_;

    Number* x_sol_;
    Number* z_L_sol_;
    Number* z_U_sol_;
    Number* g_sol_;
    Number* lambda_sol_;
    Number* obj_sol_;

    void apply_new_x(bool new_x, Index n, const Number* x);

    StdInterfaceTNLP();

    StdInterfaceTNLP(const StdInterfaceTNLP&);

    void operator=(const StdInterfaceTNLP&);

  };

} // namespace Ipopt

#endif