snopt.h

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// Copyright (C) 2006 Ivo Nowak and Stefan Vigerske
// All Rights Reserved.
// This code is published under the Common Public License.
//
// Author: Stefan Vigerske

// snopt.h
// C++ interface to SNOPT

#ifdef SNOPT_AVAILABLE
#ifndef SNOPT_H
#define SNOPT_H

#include "standard.h"
#include "opt.h"
#include "problem.h"
#include "param.h"
#include "usermatrix.h"

#ifdef NOUNDERSCORE
#define FUNCON funcon
#define FUNOBJ funobj
#else
#define FUNCON funcon_
#define FUNOBJ funobj_
#endif

extern bool snoptlicenceok;

extern "C" void FUNOBJ (
      int& mode, int& nnObj,
      double* x, double& fObj, double* gObj, int& nState,
      char* cu, int& lencu,
      int* iu, int& leniu,
      double* ru, int& lenru );

extern "C" void FUNCON (
      int& mode, int& nnCon, int& nnJac, int& neJac,
      double* x, double* fCon,
      double* gCon, int &nState,
      char* cu, int& lencu,
      int* iu, int& leniu,
      double* ru, int& lenru );

class SnOpt : public LocOpt {
        friend void FUNOBJ (
      int& mode, int& nnObj,
      double* x, double& fObj, double* gObj, int& nState,
      char* cu, int& lencu,
      int* iu, int& leniu,
      double* ru, int& lenru );
        friend void FUNCON (
      int& mode, int& nnCon, int& nnJac, int& neJac,
      double* x, double* fCon,
      double* gCon, int &nState,
      char* cu, int& lencu,
      int* iu, int& leniu,
      double* ru, int& lenru );
  private:
    const Pointer<MinlpProblem> minlp;

    Pointer<Param> param;

    Pointer<char> param_name;
    int param_prefix_end;

                list<int> nonlin_con;
                list<int> lin_con;
                list<int> nonlin_block_conobj;
                list<int> nonlin_block_cononly;
                list<int> nonlin_block_objonly;
                list<int> lin_block;

                list<int> all_block;

    Pointer<char> Specsfile;
    int Specsfileid; // the fortran-id of the specsfile

    Pointer<char> Printfile;
    int Printfileid;  // the fortran-id of the printfile

    Pointer<char> Summaryfile;
    int Summaryfileid; // the fortran-id of the summaryfile

    Pointer<char> start;

    /* Number of constraints.
    */
    int m;

    /* Number of variables excluding slacks (n>0)
    */
    int n;

    int ne;

    int nnCon;

    int nnObj;

    int nnJac;

    int iObj;

    double ObjAdd;

    Pointer<double> a;
    Pointer<int> ha;
    Pointer<int> ka;

    Pointer<double> bl;
    Pointer<double> bu;

    Pointer<int> hs;
    Pointer<double> xs;

    Pointer<double> pi;

    int lencw;
    int leniw;
    int lenrw;
    Pointer<char> cw;
    Pointer<int> iw;
    Pointer<double> rw;

    Pointer<double> rc;

    void sort();

                void init_jacobian();

                void init_bounds();

                void init();

                bool nnobj(double& val, double* grad, int mode, const double* x);

                bool nncon(double* val, double* grad, int mode, const double* x);

  public:
    SnOpt(const Pointer<MinlpProblem> p_, Pointer<Param> param_=NULL, char* param_prefix=NULL, Pointer<ostream> out_solver_p_=out_out_p, Pointer<ostream> out_solver_log_p_=out_log_p);

    ~SnOpt();

                void reinit();

    int solve();

    int solve(dvector &x);

    dvector get_lag_multipliers();

    dvector get_mu_q();
};

#endif // SNOPT_H
#endif // SNOPT_AVAILABLE

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