BonTMINLP2Quad.hpp

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// (C) Copyright International Business Machines Corporation 2007
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors :
// Pierre Bonami, International Business Machines Corporation
//
// Date : 10/06/2007

#ifndef __TMINLPQuad_HPP__
#define __TMINLPQuad_HPP__

#include "BonTMINLP2TNLP.hpp"
#include "BonQuadRow.hpp"

namespace Bonmin
{


  class TMINLP2TNLPQuadCuts : public Bonmin::TMINLP2TNLP
  {
  public:
    TMINLP2TNLPQuadCuts(const Ipopt::SmartPtr<Bonmin::TMINLP> tminlp
#ifdef WARM_STARTER
        ,
        const OptionsList& options
#endif
        );


    TMINLP2TNLPQuadCuts(const TMINLP2TNLPQuadCuts&);

    virtual Bonmin::TMINLP2TNLP * clone() const{
      printf("Cloning TMINLP2TNLPQuadCuts.\n");
      return new TMINLP2TNLPQuadCuts(*this);}

    virtual ~TMINLP2TNLPQuadCuts();

    virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
        Ipopt::Index& nnz_h_lag,
        Ipopt::TNLP::IndexStyleEnum& index_style);

    virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
        Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);

    virtual bool get_constraints_linearity(Ipopt::Index m, Ipopt::TNLP::LinearityType* const_types);

    virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
        bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
        Ipopt::Index m, bool init_lambda,
        Ipopt::Number* lambda);

    virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling,
                                        bool& use_x_scaling, Ipopt::Index n,
                                        Ipopt::Number* x_scaling,
                                        bool& use_g_scaling, Ipopt::Index m,
                                        Ipopt::Number* g_scaling);


    virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number& obj_value);

    virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number* grad_f);

    virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Index m, Ipopt::Number* g);

    virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
        Ipopt::Index *jCol, Ipopt::Number* values);
    virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
                         Ipopt::Index i, Ipopt::Number& gi);
    virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
                              Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol,
                              Ipopt::Number* values);
    virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
        Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
        bool new_lambda, Ipopt::Index nele_hess,
        Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values);




    void addCuts(const Cuts& cuts, bool safe);


    void addCuts(const OsiCuts &cuts);
 
   virtual void addCuts(unsigned int numberCuts, const OsiRowCut ** cuts);

 
    void removeCuts(unsigned int number ,const int * toRemove);

    //
    void set_linear_objective(int n_var, const double * obj, double c_0);

    void reset_objective(){
      obj_.clear();
    }

  protected:
    void addRowCuts(const OsiCuts &cuts, bool safe);
    TMINLP2TNLPQuadCuts();

    TMINLP2TNLPQuadCuts& operator=(const TMINLP2TNLP&);

  private:
  vector<QuadRow *> quadRows_;

  AdjustableMat H_;

    void printH();
  int curr_nnz_jac_;

  vector<double> obj_;
  double c_;
  };

} // namespace Ipopt

#endif