From a TMINLP, this class adapts to another TMINLP where the original objective is transformed into a constraint by adding an extra variable which is minimized. More...

#include <BonTMINLPLinObj.hpp>

Inheritance diagram for Bonmin::TMINLPLinObj:

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Collaboration diagram for Bonmin::TMINLPLinObj:

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Public Member Functions
	TMINLPLinObj ()
	Default constructor. More...

virtual	~TMINLPLinObj ()
	destructor. More...

void	setTminlp (Ipopt::SmartPtr< TMINLP > tminlp)
	set reference TMINLP More...

virtual bool	get_variables_linearity (Ipopt::Index n, Ipopt::TNLP::LinearityType *c)
	overload this method to provide the variables linearity. More...

virtual const BranchingInfo *	branchingInfo () const
	Use tminlp_ function. More...

virtual const SosInfo *	sosConstraints () const
	Use tminlp_ function. More...

virtual const PerturbInfo *	perturbInfo () const
	Use tminlp_ function. More...

virtual bool	hasUpperBoundingObjective ()
	Use tminlp_ function. More...

virtual bool	eval_upper_bound_f (Ipopt::Index n, const Ipopt::Number *x, Ipopt::Number &obj_value)
	Use tminlp_ function. More...

virtual bool	hasLinearObjective ()
	Say if problem has a linear objective (for OA) More...

Ipopt::SmartPtr< TMINLP >	tminlp ()
	return pointer to tminlp_. More...

methods to gather information about the MINLP
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)
	Return the number of variables and constraints, and the number of non-zeros in the jacobian and the hessian. More...

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)
	Return scaling parameters. More...

virtual bool	get_variables_types (Ipopt::Index n, VariableType *var_types)
	Get the variable type. More...

virtual bool	get_constraints_linearity (Ipopt::Index m, Ipopt::TNLP::LinearityType *const_types)
	Return the constraints linearity. More...

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)
	Return the information about the bound on the variables and constraints. More...

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)
	Return the starting point. More...

virtual bool	eval_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
	Return the value of the objective function. More...

virtual bool	eval_grad_f (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Number grad_f)
	Return the vector of the gradient of the objective w.r.t. More...

virtual bool	eval_g (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index m, Ipopt::Number g)
	Return the vector of constraint values. More...

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)
	Return the jacobian of the constraints. More...

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)
	Return the hessian of the lagrangian. More...

virtual bool	eval_gi (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Number &gi)
	Compute the value of a single constraint. More...

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)
	Compute the structure or values of the gradient for one constraint. More...

Solution Methods
virtual void	finalize_solution (TMINLP::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, Ipopt::Number obj_value)
	Use tminlp_ function. More...

Public Member Functions inherited from Bonmin::TMINLP
virtual bool	get_constraint_convexities (int m, TMINLP::Convexity *constraints_convexities) const
	Get accest to constraint convexities. More...

virtual bool	get_number_nonconvex (int &number_non_conv, int &number_concave) const
	Get dimension information on nonconvex constraints. More...

virtual bool	get_constraint_convexities (int number_non_conv, MarkedNonConvex *non_convs) const
	Get array describing the constraints marked nonconvex in the model. More...

virtual bool	get_simple_concave_constraints (int number_concave, SimpleConcaveConstraint *simple_concave) const
	Fill array containing indices of simple concave constraints. More...

bool	hasGeneralInteger ()
	Say if problem has general integer variables. More...

virtual const int *	get_const_xtra_id () const
	Access array describing constraint to which perspectives should be applied. More...

	TMINLP ()
	Default destructor. More...

virtual	~TMINLP ()
	Default destructor. More...

Private Member Functions
void	gutsOfDestructor ()
	Reset all data. More...

Private Attributes
Ipopt::SmartPtr< TMINLP >	tminlp_
	Reference TMINLP which is to be relaxed. More...

int	m_
	Ipopt::Number of constraints in the transformed MINLP. More...

int	n_
	Ipopt::Number of variables in the transformed MINLP. More...

int	nnz_jac_
	number of non-zeroes in the jacobian of the transformed MINLP. More...

int	offset_
	offset for jacobian. More...

Additional Inherited Members
Public Types inherited from Bonmin::TMINLP
enum	SolverReturn { SUCCESS, INFEASIBLE, CONTINUOUS_UNBOUNDED, LIMIT_EXCEEDED, USER_INTERRUPT, MINLP_ERROR }
	Return statuses of algorithm. More...

enum	VariableType { CONTINUOUS, BINARY, INTEGER }
	Type of the variables. More...

enum	Convexity { Convex, NonConvex, SimpleConcave }
	Used to mark constraints of the problem. More...

Protected Member Functions inherited from Bonmin::TMINLP
	TMINLP (const TMINLP &)
	Copy constructor. More...

void	operator= (const TMINLP &)
	Overloaded Equals Operator. More...

Detailed Description

From a TMINLP, this class adapts to another TMINLP where the original objective is transformed into a constraint by adding an extra variable which is minimized.

More precisely

$\begin{array}{l} \min f(x)\\ s.t\\ g_l \leq g(x) \leq g_u\\ x_l \leq x \leq u \end{array}$

is transformed ino {array}{l} \ s.t\ - f(x) - 0\ g_l g(x) g_u\ x_l x u {array} ] The objective is put as first constraint of the problem and the extra variable is the last one.

Definition at line 39 of file BonTMINLPLinObj.hpp.

Constructor & Destructor Documentation

Bonmin::TMINLPLinObj::TMINLPLinObj ( )

Default constructor.

Definition at line 15 of file BonTMINLPLinObj.cpp.

Bonmin::TMINLPLinObj::~TMINLPLinObj ( )

virtual

destructor.

Definition at line 26 of file BonTMINLPLinObj.cpp.

Member Function Documentation

void Bonmin::TMINLPLinObj::setTminlp ( Ipopt::SmartPtr< TMINLP > tminlp )

set reference TMINLP

Definition at line 31 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Return the number of variables and constraints, and the number of non-zeros in the jacobian and the hessian.

Call tminlp_ one but number of constraints and non-zeroes in the jacobian is stored internally.

Implements Bonmin::TMINLP.

Definition at line 44 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Return scaling parameters.

If tminlp_ method returns true, translate constraint scaling (if asked).

Reimplemented from Bonmin::TMINLP.

Definition at line 59 of file BonTMINLPLinObj.cpp.

virtual bool Bonmin::TMINLPLinObj::get_variables_types	(	Ipopt::Index	n,
		VariableType *	var_types
	)

inlinevirtual

Get the variable type.

Just call tminlp_'s method;.

Implements Bonmin::TMINLP.

Definition at line 68 of file BonTMINLPLinObj.hpp.

bool Bonmin::TMINLPLinObj::get_constraints_linearity	(	Ipopt::Index	m,
		Ipopt::TNLP::LinearityType *	const_types
	)

virtual

Return the constraints linearity.

Call tminlp_'s method and translate.

Implements Bonmin::TMINLP.

Definition at line 86 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Return the information about the bound on the variables and constraints.

Call tminlp_'s method and translate constraints bounds.

Implements Bonmin::TMINLP.

Definition at line 94 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Return the starting point.

Have to translate z_L and z_U.

Implements Bonmin::TMINLP.

Definition at line 110 of file BonTMINLPLinObj.cpp.

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

inlinevirtual

Return the value of the objective function.

Just call tminlp_ method.

Implements Bonmin::TMINLP.

Definition at line 96 of file BonTMINLPLinObj.hpp.

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

inlinevirtual

Return the vector of the gradient of the objective w.r.t.

x. Just call tminlp_ method.

Implements Bonmin::TMINLP.

Definition at line 104 of file BonTMINLPLinObj.hpp.

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

virtual

Return the vector of constraint values.

Use tminlp_ functions and use mapping to get the needed values.

Implements Bonmin::TMINLP.

Definition at line 127 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Return the jacobian of the constraints.

In first call nothing to change. In later just fix the values for the simple concaves and remove entries corresponding to nonConvex constraints.

Implements Bonmin::TMINLP.

Definition at line 139 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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
	)

virtual

Return the hessian of the lagrangian.

Here we just put lambda in the correct format and call tminlp_'s function.

Implements Bonmin::TMINLP.

Definition at line 165 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::eval_gi	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	i,
		Ipopt::Number &	gi
	)

virtual

Compute the value of a single constraint.

The constraint number is i (starting counting from 0.

Reimplemented from Bonmin::TMINLP.

Definition at line 178 of file BonTMINLPLinObj.cpp.

bool Bonmin::TMINLPLinObj::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

Compute the structure or values of the gradient for one constraint.

The constraint * number is i (starting counting from 0. Other things are like with eval_jac_g.

Reimplemented from Bonmin::TMINLP.

Definition at line 192 of file BonTMINLPLinObj.cpp.

virtual bool Bonmin::TMINLPLinObj::get_variables_linearity	(	Ipopt::Index	n,
		Ipopt::TNLP::LinearityType *	var_types
	)

inlinevirtual

overload this method to provide the variables linearity.

array should be allocated with length at least n.

Implements Bonmin::TMINLP.

Definition at line 145 of file BonTMINLPLinObj.hpp.

virtual void Bonmin::TMINLPLinObj::finalize_solution	(	TMINLP::SolverReturn	status,
		Ipopt::Index	n,
		const Ipopt::Number *	x,
		Ipopt::Number	obj_value
	)

inlinevirtual

Use tminlp_ function.

Implements Bonmin::TMINLP.

Definition at line 157 of file BonTMINLPLinObj.hpp.

virtual const BranchingInfo* Bonmin::TMINLPLinObj::branchingInfo ( ) const

inlinevirtual

Use tminlp_ function.

Implements Bonmin::TMINLP.

Definition at line 165 of file BonTMINLPLinObj.hpp.

virtual const SosInfo* Bonmin::TMINLPLinObj::sosConstraints ( ) const

inlinevirtual

Use tminlp_ function.

Bug:: Has to translate sos information.

Implements Bonmin::TMINLP.

Definition at line 171 of file BonTMINLPLinObj.hpp.

virtual const PerturbInfo* Bonmin::TMINLPLinObj::perturbInfo ( ) const

inlinevirtual

Use tminlp_ function.

Reimplemented from Bonmin::TMINLP.

Definition at line 175 of file BonTMINLPLinObj.hpp.

virtual bool Bonmin::TMINLPLinObj::hasUpperBoundingObjective ( )

inlinevirtual

Use tminlp_ function.

Reimplemented from Bonmin::TMINLP.

Definition at line 181 of file BonTMINLPLinObj.hpp.

virtual bool Bonmin::TMINLPLinObj::eval_upper_bound_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		Ipopt::Number &	obj_value
	)

inlinevirtual

Use tminlp_ function.

Reimplemented from Bonmin::TMINLP.

Definition at line 186 of file BonTMINLPLinObj.hpp.

virtual bool Bonmin::TMINLPLinObj::hasLinearObjective ( )

inlinevirtual

Say if problem has a linear objective (for OA)

Reimplemented from Bonmin::TMINLP.

Definition at line 192 of file BonTMINLPLinObj.hpp.

Ipopt::SmartPtr<TMINLP> Bonmin::TMINLPLinObj::tminlp ( )

inline

return pointer to tminlp_.

Definition at line 194 of file BonTMINLPLinObj.hpp.

void Bonmin::TMINLPLinObj::gutsOfDestructor ( )

private

Reset all data.

Definition at line 21 of file BonTMINLPLinObj.cpp.

Member Data Documentation

Ipopt::SmartPtr<TMINLP> Bonmin::TMINLPLinObj::tminlp_

private

Reference TMINLP which is to be relaxed.

Definition at line 200 of file BonTMINLPLinObj.hpp.

int Bonmin::TMINLPLinObj::m_

private

Ipopt::Number of constraints in the transformed MINLP.

Definition at line 202 of file BonTMINLPLinObj.hpp.

int Bonmin::TMINLPLinObj::n_

private

Ipopt::Number of variables in the transformed MINLP.

Definition at line 204 of file BonTMINLPLinObj.hpp.

int Bonmin::TMINLPLinObj::nnz_jac_

private

number of non-zeroes in the jacobian of the transformed MINLP.

Definition at line 206 of file BonTMINLPLinObj.hpp.

int Bonmin::TMINLPLinObj::offset_

private

offset for jacobian.

Definition at line 208 of file BonTMINLPLinObj.hpp.

The documentation for this class was generated from the following files:

/tmp/OS-2.10.2/Bonmin/src/Algorithms/QuadCuts/BonTMINLPLinObj.hpp
/tmp/OS-2.10.2/Bonmin/src/Algorithms/QuadCuts/BonTMINLPLinObj.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation