Ipopt  3.12.9
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LuksanVlcek1.java
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1 
9 package org.coinor.examples.scalable;
10 
17 public class LuksanVlcek1 extends Scalable
18 {
24  public LuksanVlcek1(String name, double gl, double gu)
25  {
26  super(name, gl, gu);
27  }
28 
29  @Override
30  public boolean initialize(int n)
31  {
32  if( n <= 2 )
33  {
34  System.out.print("N needs to be at least 3.\n");
35  return false;
36  }
37 
38  // The problem described in LuksanVlcek1.hpp has 4 variables, x[0] through x[3]
39  this.n = n;
40 
41  m = n - 2;
42 
43  nnz_jac_g = m * 3;
44 
45  nnz_h_lag = n + n-1;
46 
47  // use the C style numbering of matrix indices (starting at 0)
48  index_style = C_STYLE;
49 
50  // none of the variables have bounds
51  x_l = new double[n];
52  x_u = new double[n];
53  for( int i = 0; i < n; ++i )
54  {
55  x_l[i] = -1e20;
56  x_u[i] = 1e20;
57  }
58 
59  // Set the bounds for the constraints
60  g_l = new double[m];
61  g_u = new double[m];
62  for( int i = 0; i < m; ++i )
63  {
64  g_l[i] = gl;
65  g_u[i] = gu;
66  }
67 
68  // set the starting point
69  x = new double[n];
70  for( int i = 0; i < n/2; ++i )
71  {
72  x[2*i] = -1.2;
73  x[2*i+1] = 1.0;
74  }
75  if( n % 2 == 1 )
76  x[n-1] = -1.2;
77 
78  return true;
79  }
80 
81  protected boolean get_bounds_info(int n, double[] x_l, double[] x_u,
82  int m, double[] g_l, double[] g_u)
83  {
84  // none of the variables have bounds
85  for( int i = 0; i < n; ++i )
86  {
87  x_l[i] = -1e20;
88  x_u[i] = 1e20;
89  }
90 
91  // Set the bounds for the constraints
92  for( int i = 0; i < m; ++i )
93  {
94  g_l[i] = gl;
95  g_u[i] = gu;
96  }
97 
98  return true;
99  }
100 
101  protected boolean get_starting_point(int n, boolean init_x, double[] x,
102  boolean init_z, double[] z_L, double[] z_U,
103  int m, boolean init_lambda,double[] lambda)
104  {
105  for( int i = 0; i < n/2; ++i )
106  {
107  x[2*i] = -1.2;
108  x[2*i+1] = 1.0;
109  }
110  if( n % 2 == 1 )
111  x[n-1] = -1.2;
112 
113  return true;
114  }
115 
116  @Override
117  protected boolean eval_f(int n, double[] x, boolean new_x, double[] obj_value)
118  {
119  obj_value[0] = 0.0;
120  for( int i = 0; i < n-1; ++i )
121  {
122  double a1 = x[i] * x[i] - x[i+1];
123  double a2 = x[i] - 1.0;
124  obj_value[0] += 100.0 * a1 * a1 + a2 * a2;
125  }
126 
127  return true;
128  }
129 
130  @Override
131  protected boolean eval_g(int n, double[] x, boolean new_x, int m, double[] g)
132  {
133  for( int i = 0; i < n-2; ++i )
134  g[i] = 3.0 * Math.pow(x[i+1], 3.0) + 2.0 * x[i+2] - 5.0 + Math.sin(x[i+1]-x[i+2]) * Math.sin(x[i+1]+x[i+2])
135  + 4.0 * x[i+1] - x[i] * Math.exp(x[i] - x[i+1]) - 3.0;
136 
137  return true;
138  }
139 
140  @Override
141  protected boolean eval_grad_f(int n, double[] x, boolean new_x, double[] grad_f)
142  {
143  grad_f[0] = 0.0;
144  for( int i = 0; i < n-1; ++i )
145  {
146  grad_f[i] += 400.0 * x[i] * (x[i] * x[i] - x[i+1]) + 2.0 * (x[i] - 1.0);
147  grad_f[i+1] = -200.0 * (x[i] * x[i] - x[i+1]);
148  }
149 
150  return true;
151  }
152 
153  @Override
154  protected boolean eval_jac_g(int n, double[] x, boolean new_x, int m,
155  int nele_jac, int[] iRow, int[] jCol, double[] values)
156  {
157  if( values == null )
158  {
159  // return the structure of the jacobian
160  int ijac=0;
161  for( int i = 0; i < n-2; ++i )
162  {
163  iRow[ijac] = i;
164  jCol[ijac] = i;
165  ijac++;
166  iRow[ijac] = i;
167  jCol[ijac] = i+1;
168  ijac++;
169  iRow[ijac] = i;
170  jCol[ijac] = i+2;
171  ijac++;
172  }
173  }
174  else
175  {
176  // return the values of the jacobian of the constraints
177  int ijac=0;
178 
179  for( int i = 0; i < n-2; ++i )
180  {
181  // x[i]
182  values[ijac] = -(1.0 + x[i]) * Math.exp(x[i] - x[i+1]);
183  ijac++;
184  // x[i+1]
185  values[ijac] = 9.0 * x[i+1] * x[i+1]
186  + Math.cos(x[i+1] - x[i+2]) * Math.sin(x[i+1] + x[i+2])
187  + Math.sin(x[i+1] - x[i+2]) * Math.cos(x[i+1] + x[i+2])
188  + 4.0 + x[i] * Math.exp(x[i] - x[i+1]);
189  ijac++;
190  // x[i+2]
191  values[ijac] = 2.0
192  - Math.cos(x[i+1] - x[i+2]) * Math.sin(x[i+1] + x[i+2])
193  + Math.sin(x[i+1] - x[i+2]) * Math.cos(x[i+1] + x[i+2]);
194  ijac++;
195  }
196  }
197 
198  return true;
199  }
200 
201  @Override
202  protected boolean eval_h(int n, double[] x, boolean new_x,
203  double obj_factor, int m, double[] lambda, boolean new_lambda,
204  int nele_hess, int[] iRow, int[] jCol, double[] values)
205  {
206  if( values == null)
207  {
208  int ihes = 0;
209  for( int i = 0; i < n; ++i )
210  {
211  iRow[ihes] = i;
212  jCol[ihes] = i;
213  ++ihes;
214  if( i < n-1 )
215  {
216  iRow[ihes] = i;
217  jCol[ihes] = i+1;
218  ihes++;
219  }
220  }
221  assert ihes == nele_hess;
222  }
223  else
224  {
225  int ihes = 0;
226  for( int i = 0; i < n; ++i )
227  {
228  // x[i],x[i]
229  if( i < n-1 )
230  {
231  values[ihes] = obj_factor * (2.0 + 400.0 * (3.0 * x[i] * x[i] - x[i+1]));
232  if( i < n-2 )
233  values[ihes] -= lambda[i] * (2.0 + x[i]) * Math.exp(x[i] - x[i+1]);
234  }
235  else
236  values[ihes] = 0.;
237 
238  if( i > 0 )
239  {
240  // x[i+1]x[i+1]
241  values[ihes] += obj_factor * 200.0;
242  if( i < n-1 )
243  values[ihes] += lambda[i-1]* (18.0 * x[i]
244  - 2.0 * Math.sin(x[i] - x[i+1]) * Math.sin(x[i] + x[i+1])
245  + 2.0 * Math.cos(x[i] - x[i+1]) * Math.cos(x[i] + x[i+1])
246  - x[i-1] * Math.exp(x[i-1] - x[i]));
247  }
248  if( i > 1 )
249  // x[i+2]x[i+2]
250  values[ihes] += lambda[i-2] * (-2.0 * Math.sin(x[i-1] - x[i]) * Math.sin(x[i-1] + x[i])
251  - 2.0 * Math.cos(x[i-1] - x[i]) * Math.cos(x[i-1] + x[i]));
252  ihes++;
253 
254  if( i < n-1 )
255  {
256  // x[i],x[i+1]
257  values[ihes] = obj_factor * (-400.0 * x[i]);
258  if( i < n-2 )
259  values[ihes] += lambda[i]*(1.+x[i])*Math.exp(x[i]-x[i+1]);
260  /*
261  if (i>0) {
262  // x[i+1],x[i+2]
263  values[ihes] +=
264  lambda[i-1]*( sin(x[i]-x[i+1])*sin(x[i]+x[i+1])
265  + cos(x[i]-x[i+1])*cos(x[i]+x[i+1])
266  - cos(x[i]-x[i+1])*cos(x[i]+x[i+1])
267  - sin(x[i]-x[i+1])*sin(x[i]+x[i+1])
268  );
269  }
270  */
271  ihes++;
272  }
273  }
274  assert ihes == nele_hess;
275  }
276 
277  return true;
278  }
279 }
boolean eval_h(int n, double[] x, boolean new_x, double obj_factor, int m, double[] lambda, boolean new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values)
Callback function for the hessian.
boolean initialize(int n)
In this function all problem sizes, bounds and initial guess should be initialized.
boolean eval_jac_g(int n, double[] x, boolean new_x, int m, int nele_jac, int[] iRow, int[] jCol, double[] values)
Callback function for the constraints Jacobian.
boolean get_starting_point(int n, boolean init_x, double[] x, boolean init_z, double[] z_L, double[] z_U, int m, boolean init_lambda, double[] lambda)
Callback function for retrieving a starting point.
Implementation of Example 5.1 from &quot;Sparse and Parially Separable Test Problems for Unconstrained and...
Abstract class for the scalable problems.
Definition: Scalable.java:23
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
LuksanVlcek1(String name, double gl, double gu)
Constructor.
boolean eval_g(int n, double[] x, boolean new_x, int m, double[] g)
Callback function for the constraints.
double g[]
Values of constraint at final point.
Definition: Ipopt.java:117
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
boolean eval_grad_f(int n, double[] x, boolean new_x, double[] grad_f)
Callback function for the objective function gradient.
boolean get_bounds_info(int n, double[] x_l, double[] x_u, int m, double[] g_l, double[] g_u)
Callback function for the variable bounds and constraint sides.
static final int C_STYLE
Use C index style for iRow and jCol vectors.
Definition: Ipopt.java:78
boolean eval_f(int n, double[] x, boolean new_x, double[] obj_value)
Callback function for the objective function.