OSIpoptSolver.cpp

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#define DEBUG

#include "OSIpoptSolver.h"
#include "OSDataStructures.h"
#include "OSParameters.h" 
#include "OSCommonUtil.h"
#include "OSMathUtil.h"


using std::cout; 
using std::endl; 
using std::ostringstream;
using namespace Ipopt;


IpoptSolver::IpoptSolver() {
        osrlwriter = new OSrLWriter();
        osresult = new OSResult();
        m_osilreader = NULL;
        m_osolreader = NULL;
        ipoptErrorMsg = "";
} 

IpoptSolver::~IpoptSolver() {
        #ifdef DEBUG
        cout << "inside IpoptSolver destructor" << endl;
        #endif
        if(m_osilreader != NULL) delete m_osilreader;
        m_osilreader = NULL;
        if(m_osolreader != NULL) delete m_osolreader;
        m_osolreader = NULL;
        delete osresult;
        osresult = NULL;
        delete osrlwriter;
        osrlwriter = NULL;
        //delete osinstance;
        //osinstance = NULL;
        #ifdef DEBUG
        cout << "leaving IpoptSolver destructor" << endl;
        #endif
}

// returns the size of the problem
bool IpoptProblem::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                             Index& nnz_h_lag, IndexStyleEnum& index_style)
{
        if(osinstance->getObjectiveNumber() <= 0) throw ErrorClass("Ipopt NEEDS AN OBJECTIVE FUNCTION");                        
        // number of variables
        n = osinstance->getVariableNumber();
        // number of constraints
        m = osinstance->getConstraintNumber();
#ifdef DEBUG
        cout << "number variables  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << n << endl;
        cout << "number constraints  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << m << endl;
#endif
        try{
                osinstance->initForAlgDiff( );
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 78:\n" << eclass.errormsg << endl;
#endif
                ipoptErrorMsg = eclass.errormsg;
                throw;  
        }       
        // use the OS Expression tree for function evaluations instead of CppAD
        osinstance->bUseExpTreeForFunEval = true;
        //std::cout << "Call sparse jacobian" << std::endl;
        SparseJacobianMatrix *sparseJacobian = NULL;
        try{
                sparseJacobian = osinstance->getJacobianSparsityPattern();
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 91:\n" << eclass.errormsg << endl;
#endif
                ipoptErrorMsg = eclass.errormsg;
                throw;  
        }
        //std::cout << "Done calling sparse jacobian" << std::endl;
        nnz_jac_g = sparseJacobian->valueSize;
#ifdef DEBUG
        cout << "nnz_jac_g  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_jac_g << endl;  
#endif
        // nonzeros in upper hessian
        
        if( (osinstance->getNumberOfNonlinearExpressions() == 0) && (osinstance->getNumberOfQuadraticTerms() == 0) ) {
#ifdef DEBUG
                cout << "This is a linear program"  << endl;
#endif
                nnz_h_lag = 0;
        }
        else{
                //std::cout << "Get Lagrangain Hessian Sparsity Pattern " << std::endl;
                SparseHessianMatrix *sparseHessian = osinstance->getLagrangianHessianSparsityPattern();
                //std::cout << "Done Getting Lagrangain Hessian Sparsity Pattern " << std::endl;
                nnz_h_lag = sparseHessian->hessDimension;
        }
#ifdef DEBUG
        cout << "print nnz_h_lag (OSIpoptSolver.cpp)" << endl;  
        cout << "nnz_h_lag  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_h_lag << endl;  
        cout << "set index_style (OSIpoptSolver.cpp)" << endl;  
#endif
        // use the C style indexing (0-based)
        index_style = TNLP::C_STYLE;
#ifdef DEBUG
        cout << "return from get_nlp_info (OSIpoptSolver.cpp)" << nnz_h_lag << endl;    
#endif
  

  return true;
}//get_nlp_info


bool  IpoptProblem::get_bounds_info(Index n, Number* x_l, Number* x_u,
                                Index m, Number* g_l, Number* g_u){
        int i; 
        double * mdVarLB = osinstance->getVariableLowerBounds();
        //std::cout << "GET BOUNDS INFORMATION FOR IPOPT !!!!!!!!!!!!!!!!!" << std::endl;
        // variables upper bounds
        double * mdVarUB = osinstance->getVariableUpperBounds();

        for(i = 0; i < n; i++){
                x_l[ i] = mdVarLB[ i];
                x_u[ i] = mdVarUB[ i];
                //cout << "x_l !!!!!!!!!!!!!!!!!!!!!!!!!!!" << x_l[i] << endl;
                //cout << "x_u !!!!!!!!!!!!!!!!!!!!!!!!!!!" << x_u[i] << endl;
        }
        // Ipopt interprets any number greater than nlp_upper_bound_inf as
        // infinity. The default value of nlp_upper_bound_inf and nlp_lower_bound_inf
        // is 1e19 and can be changed through ipopt options.
        // e.g. g_u[0] = 2e19;

        //constraint lower bounds
        double * mdConLB = osinstance->getConstraintLowerBounds();
        //constraint upper bounds
        double * mdConUB = osinstance->getConstraintUpperBounds();
        
        for(int i = 0; i < m; i++){
                g_l[ i] = mdConLB[ i];
                g_u[ i] = mdConUB[ i];
                //cout << "lower !!!!!!!!!!!!!!!!!!!!!!!!!!!" << g_l[i] << endl;
                //cout << "upper !!!!!!!!!!!!!!!!!!!!!!!!!!!" << g_u[i] << endl;
        }  
        return true;
}//get_bounds_info


// returns the initial point for the problem
bool IpoptProblem::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) {
        // Here, we assume we only have starting values for x, if you code
        // your own NLP, you can provide starting values for the dual variables
        // if you wish
        assert(init_x == true);
        assert(init_z == false);
        assert(init_lambda == false);
        int i, m1, n1;

#ifdef DEBUG
        cout << "get initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
#endif
        
        //now set initial values
#ifdef DEBUG
        cout << "get number of initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
        cout << "Is osoption = NULL? " << (osoption == NULL) << endl;
#endif
        int k;
        if (osoption != NULL)
                m1 = osoption->getNumberOfInitVarValues();
        else
                m1 = 0;
#ifdef DEBUG
        cout << "number of variables initialed: " << m1 << endl;
#endif

        n1 = osinstance->getVariableNumber();
        bool* initialed;
        initialed = new bool[n1];
#ifdef DEBUG
        cout << "number of variables in total: " << n1 << endl;
#endif

        for(k = 0; k < n1; k++)
                initialed[k] = false;

        if (m1 > 0)
        {
#ifdef DEBUG
                        cout << "get initial values " << endl;
#endif

                InitVarValue**  initVarVector = osoption->getInitVarValuesSparse();
#ifdef DEBUG
                cout << "done " << endl;
#endif
                try
                {
                        double initval;
                        for(k = 0; k < m1; k++)
                        {       cout << "process component " << k << " -- index " << initVarVector[k]->idx << endl;
                                i = initVarVector[k]->idx;
                                if (initVarVector[k]->idx > n1)
                                        throw ErrorClass ("Illegal index value in variable initialization");

                                        initval = initVarVector[k]->value;
                                        if (osinstance->instanceData->variables->var[k]->ub == OSDBL_MAX)
                                        {       if (osinstance->instanceData->variables->var[k]->lb > initval)
                                                        throw ErrorClass ("Initial value outside of bounds");
                                        }
                                        else
                                                if (osinstance->instanceData->variables->var[k]->lb == -OSDBL_MAX)
                                                {       if (osinstance->instanceData->variables->var[k]->ub < initval)
                                                                throw ErrorClass ("Initial value outside of bounds");
                                                }
                                                else
                                                {       if ((osinstance->instanceData->variables->var[k]->lb > initval) ||
                                                                (osinstance->instanceData->variables->var[k]->ub < initval))
                                                                throw ErrorClass ("Initial value outside of bounds");
                                                }

                                x[initVarVector[k]->idx] = initval;
                                initialed[initVarVector[k]->idx] = true;
                        }
                }
                catch(const ErrorClass& eclass)
                {       cout << "Error in IpoptProblem::get_starting_point (OSIpoptSolver.cpp, line 247)";
                        cout << endl << endl << endl;
                }       
        }  //  end if (m1 > 0)          

        double default_initval;
        default_initval = 1.7171;

        for(k = 0; k < n1; k++)
        {       cout << "verify component " << k << endl;
                if (!initialed[k])
                        if (osinstance->instanceData->variables->var[k]->ub == OSDBL_MAX)
                                if (osinstance->instanceData->variables->var[k]->lb <= default_initval)
                                        x[k] = default_initval;
                                else
                                        x[k] = osinstance->instanceData->variables->var[k]->lb;
                        else
                                if (osinstance->instanceData->variables->var[k]->lb == -OSDBL_MAX)
                                        if (osinstance->instanceData->variables->var[k]->ub >= default_initval)
                                                x[k] = default_initval;
                                        else
                                                x[k] = osinstance->instanceData->variables->var[k]->ub;
                                else
                                        if ((osinstance->instanceData->variables->var[k]->lb <= default_initval) && 
                                                (osinstance->instanceData->variables->var[k]->ub >= default_initval))
                                                x[k] = default_initval;
                                        else
                                                if (osinstance->instanceData->variables->var[k]->lb > default_initval)
                                                        x[k] = osinstance->instanceData->variables->var[k]->lb;
                                                else
                                                        x[k] = osinstance->instanceData->variables->var[k]->ub;
        }

        for(i = 0; i < n1; i++){
                std::cout << "INITIAL VALUE !!!!!!!!!!!!!!!!!!!!  " << x[ i] << std::endl;
        }
 

        delete[] initialed;

        return true;
}//get_starting_point

// returns the value of the objective function
bool IpoptProblem::eval_f(Index n, const Number* x, bool new_x, Number& obj_value){
        try{
                obj_value  = osinstance->calculateAllObjectiveFunctionValues( const_cast<double*>(x), NULL, NULL, new_x, 0 )[ 0];
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 296:\n" << eclass.errormsg << endl;
#endif
                ipoptErrorMsg = eclass.errormsg;
                throw;  
        }
        if( CommonUtil::ISOSNAN( (double)obj_value) ) return false;
        return true;
}

bool IpoptProblem::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f){
        int i;
        double *objGrad;
        try{
                //objGrad = osinstance->calculateAllObjectiveFunctionGradients( const_cast<double*>(x), NULL, NULL,  new_x, 1)[ 0];
                objGrad = osinstance->calculateObjectiveFunctionGradient( const_cast<double*>(x), NULL, NULL, -1,  new_x, 1);
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 314:\n" << eclass.errormsg << endl;
#endif
                ipoptErrorMsg = eclass.errormsg;
                throw;  
        }
        for(i = 0; i < n; i++){
                grad_f[ i]  = objGrad[ i];
        }
        return true;
}//eval_grad_f

// return the value of the constraints: g(x)
bool IpoptProblem::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) {
        try{
                double *conVals = osinstance->calculateAllConstraintFunctionValues( const_cast<double*>(x), NULL, NULL, new_x, 0 );
                int i;
                for(i = 0; i < m; i++){
                        if( CommonUtil::ISOSNAN( (double)conVals[ i] ) ) return false;
                        g[i] = conVals[ i]  ;   
                } 
                return true;
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 338:\n" << eclass.errormsg << endl;
#endif
                ipoptErrorMsg = eclass.errormsg;
                throw;  
        }
}//eval_g


// return the structure or values of the jacobian
bool IpoptProblem::eval_jac_g(Index n, const Number* x, bool new_x,
                           Index m, Index nele_jac, Index* iRow, Index *jCol,
                           Number* values){
        SparseJacobianMatrix *sparseJacobian;
        if (values == NULL) {
                // return the values of the jacobian of the constraints
                //cout << "n: " << n << endl;
                //cout << "m: " << m << endl;
                //cout << "nele_jac: " <<  nele_jac << endl;
                // return the structure of the jacobian
                try{
                        sparseJacobian = osinstance->getJacobianSparsityPattern();
                }
                catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 362:\n" << eclass.errormsg << endl;
#endif
                        ipoptErrorMsg =  eclass.errormsg; 
                        throw; 
                }
                int i = 0;
                int k, idx;
                for(idx = 0; idx < m; idx++){
                        for(k = *(sparseJacobian->starts + idx); k < *(sparseJacobian->starts + idx + 1); k++){
                                iRow[i] = idx;
                                jCol[i] = *(sparseJacobian->indexes + k);
                                //cout << "ROW IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << iRow[i] << endl;
                                //cout << "COL IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << jCol[i] << endl;
                                i++;
                        }
                }
        }
        else {
                //std::cout << "EVALUATING JACOBIAN" << std::endl; 
                try{
                        sparseJacobian = osinstance->calculateAllConstraintFunctionGradients( const_cast<double*>(x), NULL, NULL,  new_x, 1);
                }
                catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 386:\n" << eclass.errormsg << endl;
#endif
                        ipoptErrorMsg = eclass.errormsg;
                        throw;  
                }
                //osinstance->getIterateResults( (double*)x, 0.0, NULL, -1, new_x,  1);
                for(int i = 0; i < nele_jac; i++){
                        values[ i] = sparseJacobian->values[i];
                        //values[ i] = osinstance->m_mdJacValue[ i];
                        //cout << "values[i]:!!!!!!!!!!!!  " <<  values[ i] << endl;
                        //cout << "m_mdJacValue[ i]:!!!!!!!!!!!!  " <<  osinstance->m_mdJacValue[ i] << endl;
                }
        }
  return true;
}//eval_jac_g

//return the structure or values of the hessian
bool IpoptProblem::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){

        SparseHessianMatrix *sparseHessian;
        
        int i;
        if (values == NULL) {
                // return the structure. This is a symmetric matrix, fill the lower left triangle only.
                //cout << "get structure of HESSIAN !!!!!!!!!!!!!!!!!!!!!!!!!! "  << endl;
                try{
                        sparseHessian = osinstance->getLagrangianHessianSparsityPattern( );
                }
                catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 420:\n" << eclass.errormsg << endl;
#endif
                        ipoptErrorMsg = eclass.errormsg;
                        throw;  
                }
                //cout << "got structure of HESSIAN !!!!!!!!!!!!!!!!!!!!!!!!!! "  << endl;
                for(i = 0; i < nele_hess; i++){
                        iRow[i] = *(sparseHessian->hessColIdx + i);
                        jCol[i] = *(sparseHessian->hessRowIdx + i);
                                //cout << "ROW HESS IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << iRow[i] << endl;
                                //cout << "COL HESS IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << jCol[i] << endl;
                }
        }
        else {
                //std::cout << "EVALUATING HESSIAN" << std::endl; 
                // return the values. This is a symmetric matrix, fill the lower left triangle only
                double* objMultipliers = new double[1];
                objMultipliers[0] = obj_factor;
                try{
                        sparseHessian = osinstance->calculateLagrangianHessian( const_cast<double*>(x), objMultipliers, (double*)lambda ,  new_x, 2);
                delete[]  objMultipliers;
                }
                catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 444:\n" << eclass.errormsg << endl;
#endif
                        ipoptErrorMsg = eclass.errormsg;
                        delete[]  objMultipliers;
                        throw;  
                }
                for(i = 0; i < nele_hess; i++){
                        values[ i]  = *(sparseHessian->hessValues + i);
                }
        }
        return true;
}//eval_h

bool IpoptProblem::get_scaling_parameters(Number& obj_scaling,
                        bool& use_x_scaling, Index n,
                        Number* x_scaling,
                    bool& use_g_scaling, Index m,
                    Number* g_scaling){
        if( osinstance->instanceData->objectives->obj[ 0]->maxOrMin.compare("min") != 0){
                obj_scaling = -1;
        }
    else obj_scaling = 1;
    use_x_scaling = false;
    use_g_scaling = false;
        return true;
}//get_scaling_parameters

void IpoptProblem::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)
{
          // here is where we would store the solution to variables, or write to a file, etc
          // so we could use the solution.
          // For this example, we write the solution to the console
        OSrLWriter *osrlwriter ;
        osrlwriter = new OSrLWriter();
#ifdef DEBUG
          printf("\n\nSolution of the primal variables, x\n");
          for (Index i=0; i<n; i++) {
            printf("x[%d] = %e\n", i, x[i]);
          }
        
          printf("\n\nSolution of the bound multipliers, z_L and z_U\n");
          for (Index i=0; i<n; i++) {
            printf("z_L[%d] = %e\n", i, z_L[i]);
          }
          for (Index i=0; i<n; i++) {
            printf("z_U[%d] = %e\n", i, z_U[i]);
          }
#endif
          printf("\nObjective value f(x*) = %e\n", obj_value);
          
        int solIdx = 0;
        int numberOfOtherVariableResults;
        int otherIdx;
        ostringstream outStr;
        
        std::string *rcost = NULL;
        double* mdObjValues = new double[1];
        std::string message = "Ipopt solver finishes to the end.";
        std::string solutionDescription = "";   

        try{
                // resultHeader infomration
                if(osresult->setServiceName( "Ipopt solver service") != true)
                        throw ErrorClass("OSResult error: setServiceName");
                if(osresult->setInstanceName(  osinstance->getInstanceName()) != true)
                        throw ErrorClass("OSResult error: setInstanceName");

                //if(osresult->setJobID( osoption->jobID) != true)
                //      throw ErrorClass("OSResult error: setJobID");

                // set basic problem parameters
                if(osresult->setVariableNumber( osinstance->getVariableNumber()) != true)
                        throw ErrorClass("OSResult error: setVariableNumer");
                if(osresult->setObjectiveNumber( 1) != true)
                        throw ErrorClass("OSResult error: setObjectiveNumber");
                if(osresult->setConstraintNumber( osinstance->getConstraintNumber()) != true)
                        throw ErrorClass("OSResult error: setConstraintNumber");
                if(osresult->setSolutionNumber(  1) != true)
                        throw ErrorClass("OSResult error: setSolutionNumer");   


                if(osresult->setGeneralMessage( message) != true)
                        throw ErrorClass("OSResult error: setGeneralMessage");

                switch( status){
                        case SUCCESS:
                                solutionDescription = "SUCCESS[IPOPT]: Algorithm terminated successfully at a locally optimal point, satisfying the convergence tolerances.";
                                osresult->setSolutionStatus(solIdx,  "locallyOptimal", solutionDescription);
                                osresult->setPrimalVariableValues(solIdx, const_cast<double*>(x), osinstance->getVariableNumber());
                                osresult->setDualVariableValues(solIdx, const_cast<double*>( lambda), osinstance->getConstraintNumber());
                                mdObjValues[0] = obj_value;
                                osresult->setObjectiveValues(solIdx, mdObjValues, 1);
                                
                                
                                // set other
                                
                                numberOfOtherVariableResults = 2;
                                osresult->setNumberOfOtherVariableResults(solIdx, numberOfOtherVariableResults);
                                
                        
                                rcost = new std::string[ osinstance->getVariableNumber()];
                                

                                for (Index i = 0; i < n; i++) {
                                    rcost[ i] =  os_dtoa_format( z_L[i]); 
                                 }
                                otherIdx = 0;
                                osresult->setAnOtherVariableResult(solIdx, otherIdx, "varL", "Lagrange Multiplier on the Variable Lower Bound", rcost, osinstance->getVariableNumber());
                                
                                
                                for (Index i = 0; i < n; i++) {
                                    rcost[ i] =  os_dtoa_format( z_U[i]); 
                                 }
                                otherIdx = 1;
                                osresult->setAnOtherVariableResult(solIdx, otherIdx, "varU", "Lagrange Multiplier on the Variable Upper Bound", rcost, osinstance->getVariableNumber());
                                
                                delete[] rcost;
                                
                                // done with other
                                
                                
                        break;
                        case MAXITER_EXCEEDED:
                                solutionDescription = "MAXITER_EXCEEDED[IPOPT]: Maximum number of iterations exceeded.";
                                osresult->setSolutionStatus(solIdx,  "stoppedByLimit", solutionDescription);
                                osresult->setPrimalVariableValues(solIdx, const_cast<double*>(x), osinstance->getVariableNumber());
                                osresult->setDualVariableValues(solIdx, const_cast<double*>( lambda), osinstance->getConstraintNumber());
                                mdObjValues[0] = obj_value;
                                osresult->setObjectiveValues(solIdx, mdObjValues, 1);
                        break;
                        case STOP_AT_TINY_STEP:
                                solutionDescription = "STOP_AT_TINY_STEP[IPOPT]: Algorithm proceeds with very little progress.";
                                osresult->setSolutionStatus(solIdx,  "stoppedByLimit", solutionDescription);
                                osresult->setPrimalVariableValues(solIdx, const_cast<double*>( x), osinstance->getVariableNumber());
                                osresult->setDualVariableValues(solIdx, const_cast<double*>( lambda), osinstance->getConstraintNumber());
                                mdObjValues[0] = obj_value;
                                osresult->setObjectiveValues(solIdx, mdObjValues, 1);
                        break;
                        case STOP_AT_ACCEPTABLE_POINT:
                                solutionDescription = "STOP_AT_ACCEPTABLE_POINT[IPOPT]: Algorithm stopped at a point that was converged, not to _desired_ tolerances, but to _acceptable_ tolerances";
                                osresult->setSolutionStatus(solIdx,  "IpoptAccetable", solutionDescription);
                                osresult->setPrimalVariableValues(solIdx, const_cast<double*>(x), osinstance->getVariableNumber());
                                osresult->setDualVariableValues(solIdx, const_cast<double*>( lambda), osinstance->getConstraintNumber());
                                mdObjValues[0] = obj_value;
                                osresult->setObjectiveValues(solIdx, mdObjValues, 1);
                        break;
                        case LOCAL_INFEASIBILITY:
                                solutionDescription = "LOCAL_INFEASIBILITY[IPOPT]: Algorithm converged to a point of local infeasibility. Problem may be infeasible.";
                                osresult->setSolutionStatus(solIdx,  "infeasible", solutionDescription);
                        break;
                        case USER_REQUESTED_STOP:
                                solutionDescription = "USER_REQUESTED_STOP[IPOPT]: The user call-back function  intermediate_callback returned false, i.e., the user code requested a premature termination of the optimization.";
                                osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
                        break;
                        case DIVERGING_ITERATES:
                                solutionDescription = "DIVERGING_ITERATES[IPOPT]: It seems that the iterates diverge.";
                                osresult->setSolutionStatus(solIdx,  "unbounded", solutionDescription);
                        break;
                        case RESTORATION_FAILURE:
                                solutionDescription = "RESTORATION_FAILURE[IPOPT]: Restoration phase failed, algorithm doesn't know how to proceed.";
                                osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
                        break;
                        case ERROR_IN_STEP_COMPUTATION:
                                solutionDescription = "ERROR_IN_STEP_COMPUTATION[IPOPT]: An unrecoverable error occurred while IPOPT tried to compute the search direction.";
                                osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
                        break;
                        case INVALID_NUMBER_DETECTED:
                                solutionDescription = "INVALID_NUMcatBER_DETECTED[IPOPT]: Algorithm received an invalid number (such as NaN or Inf) from the NLP; see also option check_derivatives_for_naninf.";
                                osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
                        break;
                        case INTERNAL_ERROR:
                                solutionDescription = "INTERNAL_ERROR[IPOPT]: An unknown internal error occurred. Please contact the IPOPT authors through the mailing list.";
                                osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
                        break;
                        default:
                                solutionDescription = "OTHER[IPOPT]: other unknown solution status from Ipopt solver";
                                osresult->setSolutionStatus(solIdx,  "other", solutionDescription);
                }
                osresult->setGeneralStatusType("normal");
                delete osrlwriter;
                delete[] mdObjValues;
                osrlwriter = NULL;

        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 636:\n" << eclass.errormsg << endl;
#endif
                osresult->setGeneralMessage( eclass.errormsg);
                osresult->setGeneralStatusType( "error");
                std::string osrl = osrlwriter->writeOSrL( osresult);
                delete osrlwriter;
                osrlwriter = NULL;
                throw ErrorClass(  osrl) ;
                delete[] mdObjValues;
                mdObjValues = NULL;
        }
}


void IpoptSolver::setSolverOptions() throw (ErrorClass) {
        try{
                /* set the default options */           
                this->bSetSolverOptions = true;
                app->Options()->SetNumericValue("tol", 1e-9);
                app->Options()->SetIntegerValue("print_level", 0);
                app->Options()->SetIntegerValue("max_iter", 20000);
                app->Options()->SetStringValue("mu_strategy", "adaptive");
                app->Options()->SetStringValue("output_file", "ipopt.out");
                app->Options()->SetStringValue("check_derivatives_for_naninf", "yes");
                /* end of the default options */
                
                if(osoption == NULL && osol.length() > 0)
                {
                        m_osolreader = new OSoLReader();
                        osoption = m_osolreader->readOSoL( osol);
                }

                if( osoption != NULL  &&  osoption->getNumberOfSolverOptions() > 0 ){
                        std::cout << "number of solver options "  <<  osoption->getNumberOfSolverOptions() << std::endl;
                        std::vector<SolverOption*> optionsVector;
                        optionsVector = osoption->getSolverOptions( "ipopt");
                        char *pEnd;
                        int i;
                        int num_ipopt_options = optionsVector.size();
                        for(i = 0; i < num_ipopt_options; i++){
                                std::cout << "ipopt solver option  "  << optionsVector[ i]->name << std::endl;
                                if(optionsVector[ i]->type == "numeric" ){
                                        std::cout << "FOUND A NUMERIC OPTION  "  <<  os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) << std::endl;
                                        app->Options()->SetNumericValue(optionsVector[ i]->name, os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) );        
                                }
                                else if(optionsVector[ i]->type == "integer" ){
                                        std::cout << "FOUND AN INTEGER OPTION  "  << atoi( optionsVector[ i]->value.c_str() ) << std::endl;
                                        app->Options()->SetIntegerValue(optionsVector[ i]->name, atoi( optionsVector[ i]->value.c_str() ) );
                                }
                                else if(optionsVector[ i]->type == "string" ){
                                        std::cout << "FOUND A STRING OPTION  "  <<  optionsVector[ i]->value.c_str() << std::endl;
                                        app->Options()->SetStringValue(optionsVector[ i]->name, optionsVector[ i]->value);
                                }
                        }       
                }
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 695:\n" << eclass.errormsg << endl;
#endif
                std::cout << "THERE IS AN ERROR" << std::endl;
                osresult->setGeneralMessage( eclass.errormsg);
                osresult->setGeneralStatusType( "error");
                osrl = osrlwriter->writeOSrL( osresult);
                throw ErrorClass( osrl) ;
        }                               
}//end setSolverOptions() 



void IpoptSolver::buildSolverInstance() throw (ErrorClass) {
        try{
                
                if(osil.length() == 0 && osinstance == NULL) throw ErrorClass("there is no instance");
                if(osinstance == NULL){
                        m_osilreader = new OSiLReader();
                        osinstance = m_osilreader->readOSiL( osil);
                }
                // Create a new instance of your nlp 
                nlp = new IpoptProblem( osinstance, osoption, osresult);
                app = new IpoptApplication();
                this->bCallbuildSolverInstance = true;
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 722:\n" << eclass.errormsg << endl;
#endif
                std::cout << "THERE IS AN ERROR" << std::endl;
                osresult->setGeneralMessage( eclass.errormsg);
                osresult->setGeneralStatusType( "error");
                osrl = osrlwriter->writeOSrL( osresult);
                throw ErrorClass( osrl) ;
        }                               
}//end buildSolverInstance() 



void IpoptSolver::solve() throw (ErrorClass) {
        if( this->bCallbuildSolverInstance == false) buildSolverInstance();
        if( this->bSetSolverOptions == false) setSolverOptions();
        try{
                clock_t start, finish;
                double duration;
                start = clock();
                //OSiLWriter osilwriter;
                //cout << osilwriter.writeOSiL( osinstance) << endl;
                if(osinstance->getVariableNumber() <= 0)throw ErrorClass("Ipopt requires decision variables");
                finish = clock();
                duration = (double) (finish - start) / CLOCKS_PER_SEC;
                cout << "Parsing took (seconds): " << duration << endl; 
                //dataEchoCheck();
                /***************now the ipopt invokation*********************/
                // see if we have a linear program
                if(osinstance->getObjectiveNumber() <= 0) throw ErrorClass("Ipopt NEEDS AN OBJECTIVE FUNCTION");
                if( (osinstance->getNumberOfNonlinearExpressions() == 0) && (osinstance->getNumberOfQuadraticTerms() == 0) ) 
                        app->Options()->SetStringValue("hessian_approximation", "limited-memory");
                // if it is a max problem call scaling and set to -1
                if( osinstance->instanceData->objectives->obj[ 0]->maxOrMin.compare("min") != 0){
                        app->Options()->SetStringValue("nlp_scaling_method", "user-scaling");
                }
                // Intialize the IpoptApplication and process the options
                std::cout << "Call Ipopt Initialize" << std::endl;
                app->Initialize();
                std::cout << "Finished Ipopt Initialize" << std::endl;
                //nlp->osinstance = this->osinstance;
                // Ask Ipopt to solve the problem
                std::cout << "Call Ipopt Optimize" << std::endl;
                ApplicationReturnStatus status = app->OptimizeTNLP( nlp);
                std::cout << "Finish Ipopt Optimize" << std::endl;
                osrl = osrlwriter->writeOSrL( osresult);
                std::cout << "Finish writing the osrl" << std::endl;
                //if (status != Solve_Succeeded) {
                if (status < -2) {
                        throw ErrorClass("Ipopt FAILED TO SOLVE THE PROBLEM: " + ipoptErrorMsg);
                }       
        }
        catch(const ErrorClass& eclass){
#ifdef DEBUG
                cout << "error in OSIpoptSolver, line 775:\n" << eclass.errormsg << endl;
#endif
                osresult->setGeneralMessage( eclass.errormsg);
                osresult->setGeneralStatusType( "error");
                osrl = osrlwriter->writeOSrL( osresult);
                throw ErrorClass( osrl) ;
        }
}//solve


void IpoptSolver::dataEchoCheck(){
        
        int i;
        
        // print out problem parameters
        cout << "This is problem:  " << osinstance->getInstanceName() << endl;
        cout << "The problem source is:  " << osinstance->getInstanceSource() << endl;
        cout << "The problem description is:  " << osinstance->getInstanceDescription() << endl;
        cout << "number of variables = " << osinstance->getVariableNumber() << endl;
        cout << "number of Rows = " << osinstance->getConstraintNumber() << endl;

        // print out the variable information
        if(osinstance->getVariableNumber() > 0){
                for(i = 0; i < osinstance->getVariableNumber(); i++){
                        if(osinstance->getVariableNames() != NULL) cout << "variable Names  " << osinstance->getVariableNames()[ i]  << endl;
                        if(osinstance->getVariableTypes() != NULL) cout << "variable Types  " << osinstance->getVariableTypes()[ i]  << endl;
                        if(osinstance->getVariableLowerBounds() != NULL) cout << "variable Lower Bounds  " << osinstance->getVariableLowerBounds()[ i]  << endl;
                        if(osinstance->getVariableUpperBounds() != NULL) cout << "variable Upper Bounds  " <<  osinstance->getVariableUpperBounds()[i] << endl;
                }
        }
        
        // print out objective function information
        if(osinstance->getVariableNumber() > 0 || osinstance->instanceData->objectives->obj != NULL || osinstance->instanceData->objectives->numberOfObjectives > 0){
                if( osinstance->getObjectiveMaxOrMins()[0] == "min")  cout <<  "problem is a minimization" << endl;
                else cout <<  "problem is a maximization" << endl;
                for(i = 0; i < osinstance->getVariableNumber(); i++){
                        cout << "OBJ COEFFICIENT =  " <<  osinstance->getDenseObjectiveCoefficients()[0][i] << endl;
                }
        }
        // print out constraint information
        if(osinstance->getConstraintNumber() > 0){
                for(i = 0; i < osinstance->getConstraintNumber(); i++){
                        if(osinstance->getConstraintNames() != NULL) cout << "row name = " << osinstance->getConstraintNames()[i] <<  endl;
                        if(osinstance->getConstraintLowerBounds() != NULL) cout << "row lower bound = " << osinstance->getConstraintLowerBounds()[i] <<  endl;
                        if(osinstance->getConstraintUpperBounds() != NULL) cout << "row upper bound = " << osinstance->getConstraintUpperBounds()[i] <<  endl; 
                }
        }
        
        // print out linear constraint data
        cout << endl;
        cout << "number of nonzeros =  " << osinstance->getLinearConstraintCoefficientNumber() << endl;
        for(i = 0; i <= osinstance->getVariableNumber(); i++){
                cout << "Start Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->starts[ i] << endl;
        }
        cout << endl;
        for(i = 0; i < osinstance->getLinearConstraintCoefficientNumber(); i++){
                cout << "Index Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->indexes[i] << endl;
                cout << "Nonzero Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->values[i] << endl;
        }

        // print out quadratic data
        cout << "number of qterms =  " <<  osinstance->getNumberOfQuadraticTerms() << endl;
        for(int i = 0; i <  osinstance->getNumberOfQuadraticTerms(); i++){
                cout << "Row Index = " <<  osinstance->getQuadraticTerms()->rowIndexes[i] << endl;
                cout << "Var Index 1 = " << osinstance->getQuadraticTerms()->varOneIndexes[ i] << endl;
                cout << "Var Index 2 = " << osinstance->getQuadraticTerms()->varTwoIndexes[ i] << endl;
                cout << "Coefficient = " << osinstance->getQuadraticTerms()->coefficients[ i] << endl;
        }
} // end dataEchoCheck


IpoptProblem::IpoptProblem(OSInstance *osinstance_,  OSOption *osoption_, OSResult *osresult_) {
        osinstance = osinstance_;
        osoption = osoption_;
        osresult = osresult_;
}

IpoptProblem::~IpoptProblem() {

}