# IpNLP.hpp

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    00001 // Copyright (C) 2004, 2006 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: IpNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
    00006 //
    00007 // Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
    00008
    00009 #ifndef __IPNLP_HPP__
    00010 #define __IPNLP_HPP__
    00011
    00012 #include "IpUtils.hpp"
    00013 #include "IpVector.hpp"
    00014 #include "IpSmartPtr.hpp"
    00015 #include "IpMatrix.hpp"
    00016 #include "IpSymMatrix.hpp"
    00017 #include "IpOptionsList.hpp"
    00018 #include "IpAlgTypes.hpp"
    00019 #include "IpReturnCodes.hpp"
    00020
    00021 namespace Ipopt
    00022 {
    00023   // forward declarations
    00024   class IpoptData;
    00025   class IpoptCalculatedQuantities;
    00026   class IteratesVector;
    00027
    00031   class NLP : public ReferencedObject
    00032   {
    00033   public:
    00037     NLP()
    00038     {}
    00039
    00041     virtual ~NLP()
    00042     {}
    00044
    00047     DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED);
    00048     DECLARE_STD_EXCEPTION(INVALID_NLP);
    00050
    00056     virtual bool ProcessOptions(const OptionsList& options,
    00057                                 const std::string& prefix)
    00058     {
    00059       return true;
    00060     }
    00061
    00065     virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
    00066                            SmartPtr<const VectorSpace>& c_space,
    00067                            SmartPtr<const VectorSpace>& d_space,
    00068                            SmartPtr<const VectorSpace>& x_l_space,
    00069                            SmartPtr<const MatrixSpace>& px_l_space,
    00070                            SmartPtr<const VectorSpace>& x_u_space,
    00071                            SmartPtr<const MatrixSpace>& px_u_space,
    00072                            SmartPtr<const VectorSpace>& d_l_space,
    00073                            SmartPtr<const MatrixSpace>& pd_l_space,
    00074                            SmartPtr<const VectorSpace>& d_u_space,
    00075                            SmartPtr<const MatrixSpace>& pd_u_space,
    00076                            SmartPtr<const MatrixSpace>& Jac_c_space,
    00077                            SmartPtr<const MatrixSpace>& Jac_d_space,
    00078                            SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0;
    00079
    00081     virtual bool GetBoundsInformation(const Matrix& Px_L,
    00082                                       Vector& x_L,
    00083                                       const Matrix& Px_U,
    00084                                       Vector& x_U,
    00085                                       const Matrix& Pd_L,
    00086                                       Vector& d_L,
    00087                                       const Matrix& Pd_U,
    00088                                       Vector& d_U)=0;
    00089
    00093     virtual bool GetStartingPoint(
    00094       SmartPtr<Vector> x,
    00095       bool need_x,
    00096       SmartPtr<Vector> y_c,
    00097       bool need_y_c,
    00098       SmartPtr<Vector> y_d,
    00099       bool need_y_d,
    00100       SmartPtr<Vector> z_L,
    00101       bool need_z_L,
    00102       SmartPtr<Vector> z_U,
    00103       bool need_z_U
    00104     )=0;
    00105
    00109     virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    00110     {
    00111       return false;
    00112     }
    00114
    00118     virtual bool Eval_f(const Vector& x, Number& f) = 0;
    00119
    00120     virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0;
    00121
    00122     virtual bool Eval_c(const Vector& x, Vector& c) = 0;
    00123
    00124     virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0;
    00125
    00126     virtual bool Eval_d(const Vector& x, Vector& d) = 0;
    00127
    00128     virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0;
    00129
    00130     virtual bool Eval_h(const Vector& x,
    00131                         Number obj_factor,
    00132                         const Vector& yc,
    00133                         const Vector& yd,
    00134                         SymMatrix& h) = 0;
    00136
    00145     virtual void FinalizeSolution(SolverReturn status,
    00146                                   const Vector& x, const Vector& z_L,
    00147                                   const Vector& z_U,
    00148                                   const Vector& c, const Vector& d,
    00149                                   const Vector& y_c, const Vector& y_d,
    00150                                   Number obj_value,
    00151                                   const IpoptData* ip_data,
    00152                                   IpoptCalculatedQuantities* ip_cq)
    00153     {}
    00154
    00170     virtual bool IntermediateCallBack(AlgorithmMode mode,
    00171                                       Index iter, Number obj_value,
    00172                                       Number inf_pr, Number inf_du,
    00173                                       Number mu, Number d_norm,
    00174                                       Number regularization_size,
    00175                                       Number alpha_du, Number alpha_pr,
    00176                                       Index ls_trials,
    00177                                       const IpoptData* ip_data,
    00178                                       IpoptCalculatedQuantities* ip_cq)
    00179     {
    00180       return true;
    00181     }
    00183
    00188     virtual void GetScalingParameters(
    00189       const SmartPtr<const VectorSpace> x_space,
    00190       const SmartPtr<const VectorSpace> c_space,
    00191       const SmartPtr<const VectorSpace> d_space,
    00192       Number& obj_scaling,
    00193       SmartPtr<Vector>& x_scaling,
    00194       SmartPtr<Vector>& c_scaling,
    00195       SmartPtr<Vector>& d_scaling) const
    00196     {
    00197       THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED,
    00198                       "You have set options for user provided scaling, but have"
    00199                       " not implemented GetScalingParameters in the NLP interface");
    00200     }
    00202
    00216     virtual void
    00217     GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
    00218                                       SmartPtr<Matrix>& P_approx)
    00219     {
    00220       approx_space = NULL;
    00221       P_approx = NULL;
    00222     }
    00223
    00224   private:
    00234     NLP(const NLP&);
    00235
    00237     void operator=(const NLP&);
    00239   };
    00240
    00241 } // namespace Ipopt
    00242
    00243 #endif

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