/home/coin/SVN-release/OS-2.3.5/OS/src/OSSolverInterfaces/OSIpoptSolver.cpp

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00001 /* $Id: OSIpoptSolver.cpp 4120 2011-03-30 06:28:16Z kmartin $ */
00018 //#define DEBUG
00019 
00020 #include "OSIpoptSolver.h"
00021 #include "OSGeneral.h"
00022 #include "OSParameters.h" 
00023 #include "OSMathUtil.h"
00024 #include "CoinFinite.hpp"
00025 
00026 
00027 using std::cout; 
00028 using std::endl; 
00029 using std::ostringstream;
00030 //using namespace Ipopt;
00031  
00032 
00033 IpoptSolver::IpoptSolver() {
00034         osrlwriter = new OSrLWriter();
00035         osresult = new OSResult();
00036         m_osilreader = NULL;
00037         m_osolreader = NULL;
00038         ipoptErrorMsg = new std::string("");
00039 } 
00040 
00041 IpoptSolver::~IpoptSolver() {
00042         #ifdef DEBUG
00043         cout << "inside IpoptSolver destructor" << endl;
00044         #endif
00045         if(m_osilreader != NULL) delete m_osilreader;
00046         m_osilreader = NULL;
00047         if(m_osolreader != NULL) delete m_osolreader;
00048         m_osolreader = NULL;
00049         delete osresult;
00050         osresult = NULL;
00051         delete osrlwriter;
00052         osrlwriter = NULL;
00053         //delete osinstance;
00054         //osinstance = NULL;
00055         delete ipoptErrorMsg;
00056         #ifdef DEBUG
00057         cout << "leaving IpoptSolver destructor" << endl;
00058         #endif
00059 }
00060 
00061 // returns the size of the problem
00062 bool IpoptProblem::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00063                              Index& nnz_h_lag, IndexStyleEnum& index_style)
00064 {
00065         try{
00066                 //if(osinstance->getObjectiveNumber() <= 0) throw ErrorClass("Ipopt NEEDS AN OBJECTIVE FUNCTION");     
00067                 if( (osinstance->getNumberOfIntegerVariables() + osinstance->getNumberOfBinaryVariables()) > 0 )  
00068                         throw ErrorClass("Ipopt does not solve integer programs -- please try Bonmin or Couenne");
00069                 // number of variables
00070                 n = osinstance->getVariableNumber();
00071                 // number of constraints
00072                 m = osinstance->getConstraintNumber();
00073         #ifdef DEBUG
00074                 cout << "number variables  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << n << endl;
00075                 cout << "number constraints  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << m << endl;
00076         #endif
00077                 try{
00078                         osinstance->initForAlgDiff( );
00079                 }
00080                 catch(const ErrorClass& eclass){
00081         #ifdef DEBUG
00082                         cout << "error in OSIpoptSolver, line 78:\n" << eclass.errormsg << endl;
00083         #endif
00084                         *ipoptErrorMsg = eclass.errormsg;
00085                         throw;  
00086                 }       
00087                 // use the OS Expression tree for function evaluations instead of CppAD
00088                 osinstance->bUseExpTreeForFunEval = true;
00089                 //std::cout << "Call sparse jacobian" << std::endl;
00090                 SparseJacobianMatrix *sparseJacobian = NULL;
00091                 try{
00092                         sparseJacobian = osinstance->getJacobianSparsityPattern();
00093                 }
00094                 catch(const ErrorClass& eclass){
00095         #ifdef DEBUG
00096                         cout << "error in OSIpoptSolver, line 91:\n" << eclass.errormsg << endl;
00097         #endif
00098                         *ipoptErrorMsg = eclass.errormsg;
00099                         throw;  
00100                 }
00101                 //std::cout << "Done calling sparse jacobian" << std::endl;
00102                 if (sparseJacobian != NULL){
00103                         nnz_jac_g = sparseJacobian->valueSize;
00104                 }else{
00105                         nnz_jac_g = 0;
00106                 }
00107                 
00108         #ifdef DEBUG
00109                 cout << "nnz_jac_g  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_jac_g << endl;  
00110         #endif
00111                 // nonzeros in upper hessian
00112                 
00113                 if( (osinstance->getNumberOfNonlinearExpressions() == 0) && (osinstance->getNumberOfQuadraticTerms() == 0) ) {
00114         #ifdef DEBUG
00115                         cout << "This is a linear program"  << endl;
00116         #endif
00117                         nnz_h_lag = 0;
00118                 }
00119                 else{
00120                         //std::cout << "Get Lagrangain Hessian Sparsity Pattern " << std::endl;
00121                         SparseHessianMatrix *sparseHessian = osinstance->getLagrangianHessianSparsityPattern();
00122                         //std::cout << "Done Getting Lagrangain Hessian Sparsity Pattern " << std::endl;
00123                         if(sparseHessian != NULL){
00124                                 nnz_h_lag = sparseHessian->hessDimension;
00125                         }else{
00126                                 nnz_h_lag = 0;
00127                         }
00128                 }
00129         #ifdef DEBUG
00130                 cout << "print nnz_h_lag (OSIpoptSolver.cpp)" << endl;  
00131                 cout << "nnz_h_lag  !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_h_lag << endl;  
00132                 cout << "set index_style (OSIpoptSolver.cpp)" << endl;  
00133         #endif
00134                 // use the C style indexing (0-based)
00135                 index_style = TNLP::C_STYLE;
00136         #ifdef DEBUG
00137                 cout << "return from get_nlp_info (OSIpoptSolver.cpp)" << nnz_h_lag << endl;    
00138         #endif
00139           
00141 
00142           return true;
00143         }
00144         catch(const ErrorClass& eclass){
00145 
00146                 *ipoptErrorMsg = eclass.errormsg;
00147                 throw;  
00148         }
00149         
00150 }//get_nlp_info
00151 
00152 
00153 bool  IpoptProblem::get_bounds_info(Index n, Number* x_l, Number* x_u,
00154                                 Index m, Number* g_l, Number* g_u){
00155         int i; 
00156         double * mdVarLB = osinstance->getVariableLowerBounds();
00157         //std::cout << "GET BOUNDS INFORMATION FOR IPOPT !!!!!!!!!!!!!!!!!" << std::endl;
00158         // variables upper bounds
00159         double * mdVarUB = osinstance->getVariableUpperBounds();
00160 
00161         for(i = 0; i < n; i++){
00162                 x_l[ i] = mdVarLB[ i];
00163                 x_u[ i] = mdVarUB[ i];
00164                 //cout << "x_l !!!!!!!!!!!!!!!!!!!!!!!!!!!" << x_l[i] << endl;
00165                 //cout << "x_u !!!!!!!!!!!!!!!!!!!!!!!!!!!" << x_u[i] << endl;
00166         }
00167         // Ipopt interprets any number greater than nlp_upper_bound_inf as
00168         // infinity. The default value of nlp_upper_bound_inf and nlp_lower_bound_inf
00169         // is 1e19 and can be changed through ipopt options.
00170         // e.g. g_u[0] = 2e19;
00171 
00172         //constraint lower bounds
00173         double * mdConLB = osinstance->getConstraintLowerBounds();
00174         //constraint upper bounds
00175         double * mdConUB = osinstance->getConstraintUpperBounds();
00176         
00177         for(int i = 0; i < m; i++){
00178                 g_l[ i] = mdConLB[ i];
00179                 g_u[ i] = mdConUB[ i];
00180                 //cout << "lower !!!!!!!!!!!!!!!!!!!!!!!!!!!" << g_l[i] << endl;
00181                 //cout << "upper !!!!!!!!!!!!!!!!!!!!!!!!!!!" << g_u[i] << endl;
00182         }  
00183         return true;
00184 }//get_bounds_info
00185 
00186 
00187 // returns the initial point for the problem
00188 bool IpoptProblem::get_starting_point(Index n, bool init_x, Number* x,
00189      bool init_z, Number* z_L, Number* z_U, Index m, bool init_lambda,
00190      Number* lambda) {
00191         // Here, we assume we only have starting values for x, if you code
00192         // your own NLP, you can provide starting values for the dual variables
00193         // if you wish
00194         assert(init_x == true);
00195         assert(init_z == false);
00196         assert(init_lambda == false);
00197         int i, m1, n1;
00198 
00199 #ifdef DEBUG
00200         cout << "get initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
00201 #endif
00202         
00203         //now set initial values
00204 #ifdef DEBUG
00205         cout << "get number of initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
00206 #endif
00207         int k;
00208         if (osoption != NULL)
00209                 m1 = osoption->getNumberOfInitVarValues();
00210         else
00211                 m1 = 0;
00212 #ifdef DEBUG
00213         cout << "number of variables initialed: " << m1 << endl;
00214 #endif
00215 
00216         n1 = osinstance->getVariableNumber();
00217         bool* initialed;
00218         initialed = new bool[n1];
00219 #ifdef DEBUG
00220         cout << "number of variables in total: " << n1 << endl;
00221 #endif
00222 
00223         for(k = 0; k < n1; k++)
00224                 initialed[k] = false;
00225 
00226         if (m1 > 0)
00227         {
00228 #ifdef DEBUG
00229                         cout << "get initial values " << endl;
00230 #endif
00231 
00232                 InitVarValue**  initVarVector = osoption->getInitVarValuesSparse();
00233 #ifdef DEBUG
00234                 cout << "done " << endl;
00235 #endif
00236                 try
00237                 {
00238                         double initval;
00239                         for(k = 0; k < m1; k++)
00240                         {       i = initVarVector[k]->idx;
00241                                 if (initVarVector[k]->idx > n1)
00242                                         throw ErrorClass ("Illegal index value in variable initialization");
00243 
00244                                         initval = initVarVector[k]->value;
00245                                         if (osinstance->instanceData->variables->var[k]->ub == OSDBL_MAX)
00246                                         {       if (osinstance->instanceData->variables->var[k]->lb > initval)
00247                                                         throw ErrorClass ("Initial value outside of bounds");
00248                                         }
00249                                         else
00250                                                 if (osinstance->instanceData->variables->var[k]->lb == -OSDBL_MAX)
00251                                                 {       if (osinstance->instanceData->variables->var[k]->ub < initval)
00252                                                                 throw ErrorClass ("Initial value outside of bounds");
00253                                                 }
00254                                                 else
00255                                                 {       if ((osinstance->instanceData->variables->var[k]->lb > initval) ||
00256                                                                 (osinstance->instanceData->variables->var[k]->ub < initval))
00257                                                                 throw ErrorClass ("Initial value outside of bounds");
00258                                                 }
00259 
00260                                 x[initVarVector[k]->idx] = initval;
00261                                 initialed[initVarVector[k]->idx] = true;
00262                         }
00263                 }
00264                 catch(const ErrorClass& eclass)
00265                 {       cout << "Error in IpoptProblem::get_starting_point (OSIpoptSolver.cpp, line 247)";
00266                         cout << endl << endl << endl;
00267                 }       
00268         }  //  end if (m1 > 0)          
00269 
00270         double default_initval;
00271         default_initval = 1.7171;
00272         //default_initval = 0;
00273 
00274         for(k = 0; k < n1; k++)
00275         {       if (!initialed[k])
00276                         if (osinstance->instanceData->variables->var[k]->ub == OSDBL_MAX)
00277                                 if (osinstance->instanceData->variables->var[k]->lb <= default_initval)
00278                                         x[k] = default_initval;
00279                                 else
00280                                         x[k] = osinstance->instanceData->variables->var[k]->lb;
00281                         else
00282                                 if (osinstance->instanceData->variables->var[k]->lb == -OSDBL_MAX)
00283                                         if (osinstance->instanceData->variables->var[k]->ub >= default_initval)
00284                                                 x[k] = default_initval;
00285                                         else
00286                                                 x[k] = osinstance->instanceData->variables->var[k]->ub;
00287                                 else
00288                                         if ((osinstance->instanceData->variables->var[k]->lb <= default_initval) && 
00289                                                 (osinstance->instanceData->variables->var[k]->ub >= default_initval))
00290                                                 x[k] = default_initval;
00291                                         else
00292                                                 if (osinstance->instanceData->variables->var[k]->lb > default_initval)
00293                                                         x[k] = osinstance->instanceData->variables->var[k]->lb;
00294                                                 else
00295                                                         x[k] = osinstance->instanceData->variables->var[k]->ub;
00296         }
00297 
00298 #ifdef DEBUG
00299         for(i = 0; i < n1; i++){
00300                 std::cout << "INITIAL VALUE !!!!!!!!!!!!!!!!!!!!  " << x[ i] << std::endl;
00301         }
00302 #endif
00303         //make sure objvalue is initialized
00304         osinstance->calculateAllObjectiveFunctionValues( x, true);
00305         delete[] initialed;
00306 
00307         return true;
00308 }//get_starting_point
00309 
00310 // returns the value of the objective function
00311 bool IpoptProblem::eval_f(Index n, const Number* x, bool new_x, Number& obj_value){
00312         try{
00313                 if(osinstance->getObjectiveNumber() > 0){
00314                         //the following is a kludge for ipopt, new_x does not seem to get initilized if there are no constraints.
00315                         //if(osinstance->getConstraintNumber() <= 0) new_x = true;
00316                         if(new_x == false) obj_value  = osinstance->calculateAllObjectiveFunctionValues( const_cast<double*>(x), false)[ 0];
00317                                 else obj_value = osinstance->calculateAllObjectiveFunctionValues( const_cast<double*>(x), NULL, NULL, true, 0 )[ 0];
00318                         //if( CoinIsnan( (double)obj_value) ) return false;
00319                         //if( CoinIsnan( obj_value ) )return false;
00320                 }
00321 
00322         }
00323         catch(const ErrorClass& eclass){
00324 
00325                 *ipoptErrorMsg = eclass.errormsg;
00326                 throw;  
00327         }
00328         
00329         return true;
00330 }
00331 
00332 bool IpoptProblem::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f){
00333         int i;
00334         double *objGrad = NULL;
00335         if(osinstance->getObjectiveNumber() > 0){
00336                 try{
00337                         //objGrad = osinstance->calculateAllObjectiveFunctionGradients( const_cast<double*>(x), NULL, NULL,  new_x, 1)[ 0];
00338                         objGrad = osinstance->calculateObjectiveFunctionGradient( const_cast<double*>(x), NULL, NULL, -1,  new_x, 1);
00339                 }
00340                 catch(const ErrorClass& eclass){
00341         #ifdef DEBUG
00342                         cout << "error in OSIpoptSolver, line 314:\n" << eclass.errormsg << endl;
00343         #endif
00344                         *ipoptErrorMsg = eclass.errormsg;
00345                         throw;  
00346                 }
00347                 for(i = 0; i < n; i++){
00348                         grad_f[ i]  = objGrad[ i];
00349                 }
00350         }
00351         return true;
00352 }//eval_grad_f
00353 
00354 // return the value of the constraints: g(x)
00355 bool IpoptProblem::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) {
00356         try{
00357                 double *conVals = osinstance->calculateAllConstraintFunctionValues( const_cast<double*>(x), NULL, NULL, new_x, 0 );
00358                 int i;
00359                 for(i = 0; i < m; i++){
00360                         if( CoinIsnan( (double)conVals[ i] ) ) return false;
00361                         g[i] = conVals[ i]  ;   
00362                 } 
00363                 return true;
00364         }
00365         catch(const ErrorClass& eclass){
00366 #ifdef DEBUG
00367                 cout << "error in OSIpoptSolver, line 338:\n" << eclass.errormsg << endl;
00368 #endif
00369                 *ipoptErrorMsg = eclass.errormsg;
00370                 throw;  
00371         }
00372 }//eval_g
00373 
00374 
00375 // return the structure or values of the jacobian
00376 bool IpoptProblem::eval_jac_g(Index n, const Number* x, bool new_x,
00377                            Index m, Index nele_jac, Index* iRow, Index *jCol,
00378                            Number* values){
00379         SparseJacobianMatrix *sparseJacobian;
00380         if (values == NULL) {
00381                 // return the values of the jacobian of the constraints
00382                 //cout << "n: " << n << endl;
00383                 //cout << "m: " << m << endl;
00384                 //cout << "nele_jac: " <<  nele_jac << endl;
00385                 // return the structure of the jacobian
00386                 try{
00387                         sparseJacobian = osinstance->getJacobianSparsityPattern();
00388                 }
00389                 catch(const ErrorClass& eclass){
00390 #ifdef DEBUG
00391                 cout << "error in OSIpoptSolver, line 362:\n" << eclass.errormsg << endl;
00392 #endif
00393                         *ipoptErrorMsg =  eclass.errormsg; 
00394                         throw; 
00395                 }
00396                 int i = 0;
00397                 int k, idx;
00398                 for(idx = 0; idx < m; idx++){
00399                         for(k = *(sparseJacobian->starts + idx); k < *(sparseJacobian->starts + idx + 1); k++){
00400                                 iRow[i] = idx;
00401                                 jCol[i] = *(sparseJacobian->indexes + k);
00402                                 //cout << "ROW IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << iRow[i] << endl;
00403                                 //cout << "COL IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << jCol[i] << endl;
00404                                 i++;
00405                         }
00406                 }
00407         }
00408         else {
00409                 //std::cout << "EVALUATING JACOBIAN" << std::endl; 
00410                 try{
00411                         sparseJacobian = osinstance->calculateAllConstraintFunctionGradients( const_cast<double*>(x), NULL, NULL,  new_x, 1);
00412                 }
00413                 catch(const ErrorClass& eclass){
00414 #ifdef DEBUG
00415                 cout << "error in OSIpoptSolver, line 386:\n" << eclass.errormsg << endl;
00416 #endif
00417                         *ipoptErrorMsg = eclass.errormsg;
00418                         throw;  
00419                 }
00420                 //osinstance->getIterateResults( (double*)x, 0.0, NULL, -1, new_x,  1);
00421                 for(int i = 0; i < nele_jac; i++){
00422                         values[ i] = sparseJacobian->values[i];
00423                         //values[ i] = osinstance->m_mdJacValue[ i];
00424                         //cout << "values[i]:!!!!!!!!!!!!  " <<  values[ i] << endl;
00425                         //cout << "m_mdJacValue[ i]:!!!!!!!!!!!!  " <<  osinstance->m_mdJacValue[ i] << endl;
00426                 }
00427         }
00428   return true;
00429 }//eval_jac_g
00430 
00431 //return the structure or values of the hessian
00432 bool IpoptProblem::eval_h(Index n, const Number* x, bool new_x,
00433                        Number obj_factor, Index m, const Number* lambda,
00434                        bool new_lambda, Index nele_hess, Index* iRow,
00435                        Index* jCol, Number* values){
00436 
00438         SparseHessianMatrix *sparseHessian;
00439         
00440         int i;
00441         if (values == NULL) {
00442                 // return the structure. This is a symmetric matrix, fill the lower left triangle only.
00443                 //cout << "get structure of HESSIAN !!!!!!!!!!!!!!!!!!!!!!!!!! "  << endl;
00444                 try{
00445                         sparseHessian = osinstance->getLagrangianHessianSparsityPattern( );
00446                 }
00447                 catch(const ErrorClass& eclass){
00448 
00449                         *ipoptErrorMsg = eclass.errormsg;
00450                         throw;  
00451                 }
00452 //              cout << "got structure of HESSIAN !!!!!!!!!!!!!!!!!!!!!!!!!! "  << endl;
00453                 for(i = 0; i < nele_hess; i++){
00454                         iRow[i] = *(sparseHessian->hessColIdx + i);
00455                         jCol[i] = *(sparseHessian->hessRowIdx + i);
00456                                 //cout << "ROW HESS IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << iRow[i] << endl;
00457                                 //cout << "COL HESS IDX  !!!!!!!!!!!!!!!!!!!!!!!!!!!"  << jCol[i] << endl;
00458                 }
00459         }
00460         else {
00461                 //std::cout << "EVALUATING HESSIAN" << std::endl; 
00462                 // return the values. This is a symmetric matrix, fill the lower left triangle only
00463                 double* objMultipliers = new double[1];
00464                 objMultipliers[0] = obj_factor;
00465                 try{
00466                         sparseHessian = osinstance->calculateLagrangianHessian( const_cast<double*>(x), objMultipliers, const_cast<double*>(lambda) ,  new_x, 2);
00467                 delete[]  objMultipliers;
00468                 }
00469                 catch(const ErrorClass& eclass){
00470 #ifdef DEBUG
00471                 cout << "error in OSIpoptSolver, line 444:\n" << eclass.errormsg << endl;
00472 #endif
00473                         *ipoptErrorMsg = eclass.errormsg;
00474                         delete[]  objMultipliers;
00475                         throw;  
00476                 }
00477                 for(i = 0; i < nele_hess; i++){
00478                         values[ i]  = *(sparseHessian->hessValues + i);
00479                 }
00480         }
00482         return true;
00483 }//eval_h
00484 
00485 bool IpoptProblem::get_scaling_parameters(Number& obj_scaling,
00486                         bool& use_x_scaling, Index n,
00487                         Number* x_scaling,
00488                     bool& use_g_scaling, Index m,
00489                     Number* g_scaling){
00490         if( osinstance->instanceData->objectives->obj[ 0]->maxOrMin.compare("min") != 0){
00491                 obj_scaling = -1;
00492         }
00493     else obj_scaling = 1;
00494     use_x_scaling = false;
00495     use_g_scaling = false;
00496         return true;
00497 }//get_scaling_parameters
00498 
00499 void IpoptProblem::finalize_solution(SolverReturn status,
00500         Index n, const Number* x, const Number* z_L, const Number* z_U,
00501         Index m, const Number* g, const Number* lambda, Number obj_value,
00502         const IpoptData* ip_data, IpoptCalculatedQuantities* ip_cq){
00503           // here is where we would store the solution to variables, or write to a file, etc
00504           // so we could use the solution.
00505           // For this example, we write the solution to the console
00506         if(osinstance->getObjectiveNumber() > 0)
00507         obj_value = osinstance->calculateAllObjectiveFunctionValues( const_cast<double*>(x), true)[ 0];
00508         OSrLWriter *osrlwriter ;
00509         osrlwriter = new OSrLWriter();
00510 #ifdef DEBUG
00511           printf("\n\nSolution of the primal variables, x\n");
00512           for (Index i=0; i<n; i++) {
00513             printf("x[%d] = %e\n", i, x[i]);
00514           }
00515         
00516           printf("\n\nSolution of the bound multipliers, z_L and z_U\n");
00517           for (Index i=0; i<n; i++) {
00518             printf("z_L[%d] = %e\n", i, z_L[i]);
00519           }
00520           for (Index i=0; i<n; i++) {
00521             printf("z_U[%d] = %e\n", i, z_U[i]);
00522           }
00523 #endif
00524         if(osinstance->getObjectiveNumber() > 0) printf("\nObjective value f(x*) = %e\n", obj_value  );
00525           
00526         int solIdx = 0;
00527         int numberOfOtherVariableResults;
00528         int otherIdx;
00529         int numCon = osinstance->getConstraintNumber();
00530         ostringstream outStr;
00531         
00532         
00533         //make sure the sign on the dual values is correct
00534         double *dualValue = NULL;
00535         std::string *rcost = NULL;
00536         int* idx = NULL;
00537         double*  mdObjValues = NULL;
00538         if(osinstance->getObjectiveNumber() > 0){
00539                 mdObjValues = new double[1];
00540         }
00541 
00542         std::string message = "Ipopt solver finishes to the end.";
00543         std::string solutionDescription = "";   
00544 
00545         try{
00546                 // resultHeader infomration
00547                 if(osresult->setSolverInvoked( "COIN-OR Ipopt") != true)
00548                         throw ErrorClass("OSResult error: setSolverInvoked");
00549         if(osresult->setServiceName( getVersionInfo()) != true)
00550                         throw ErrorClass("OSResult error: setServiceName");
00551                 if(osresult->setInstanceName(  osinstance->getInstanceName()) != true)
00552                         throw ErrorClass("OSResult error: setInstanceName");
00553 
00554                 //if(osresult->setJobID( osoption->jobID) != true)
00555                 //      throw ErrorClass("OSResult error: setJobID");
00556 
00557                 // set basic problem parameters
00558                 if(osresult->setVariableNumber( osinstance->getVariableNumber()) != true)
00559                         throw ErrorClass("OSResult error: setVariableNumer");
00560                 if(osresult->setObjectiveNumber( 1) != true)
00561                         throw ErrorClass("OSResult error: setObjectiveNumber");
00562                 if(osresult->setConstraintNumber( osinstance->getConstraintNumber()) != true)
00563                         throw ErrorClass("OSResult error: setConstraintNumber");
00564                 if(osresult->setSolutionNumber(  1) != true)
00565                         throw ErrorClass("OSResult error: setSolutionNumer");   
00566 
00567 
00568                 if(osresult->setGeneralMessage( message) != true)
00569                         throw ErrorClass("OSResult error: setGeneralMessage");
00570 
00571                 switch( status){
00572                         case SUCCESS:
00573                                 solutionDescription = "SUCCESS[IPOPT]: Algorithm terminated normally at a locally optimal point, satisfying the convergence tolerances.";
00574                                 osresult->setSolutionStatus(solIdx,  "locallyOptimal", solutionDescription);
00575 
00576 
00577                                 if(osinstance->getVariableNumber() > 0) osresult->setPrimalVariableValuesDense(solIdx, const_cast<double*>(x)); 
00578 
00579                                 if(numCon > 0){
00580                                         dualValue = new double[ numCon];
00581                                         for (Index i=0; i < numCon; i++) {
00582                                                 dualValue[ i] = -lambda[ i];
00583                                         }
00584                                         //osresult->setDualVariableValuesDense(solIdx, const_cast<double*>(lambda)); 
00585                                         osresult->setDualVariableValuesDense(solIdx, dualValue); 
00586                                 }
00587 
00588                                 if(osinstance->getObjectiveNumber() > 0){
00589                                         mdObjValues[0] = obj_value ;
00590                                         osresult->setObjectiveValuesDense(solIdx, mdObjValues); 
00591                                 }
00592                                 // set other
00593 
00594                                 if(osinstance->getVariableNumber() > 0){
00595                                         numberOfOtherVariableResults = 1;
00596                                         osresult->setNumberOfOtherVariableResults(solIdx, numberOfOtherVariableResults);
00597                                         rcost = new std::string[ osinstance->getVariableNumber()];
00598                                         idx = new int[ osinstance->getVariableNumber()];
00599                                         for (Index i = 0; i < n; i++) {
00600                                         rcost[ i] =  os_dtoa_format( z_L[i] - z_U[i]); 
00601                                                 idx[ i] = i;
00602                                         }
00603                                         otherIdx = 0;
00604                                         osresult->setAnOtherVariableResultSparse(solIdx, otherIdx, "reduced costs", "", "the variable reduced costs", 
00605                                         idx, rcost, osinstance->getVariableNumber());   
00606                                 }
00607                                 //set dual values on variable upper and lower bounds
00608                                 /*
00609                                 for (Index i = 0; i < n; i++) {
00610                                     rcost[ i] =  os_dtoa_format( z_L[i]); 
00611                                         idx[ i] = i;
00612                                  }
00613                                 otherIdx = 0;
00614                                 osresult->setAnOtherVariableResultSparse(solIdx, otherIdx, "varL", "", "Lagrange Multiplier on the Variable Lower Bound",  idx,  rcost,  osinstance->getVariableNumber() );
00615                                 
00616                                 
00617                                 for (Index i = 0; i < n; i++) {
00618                                     rcost[ i] =  os_dtoa_format( z_U[i]); 
00619                                  }
00620                                 otherIdx = 1;
00621                                 osresult->setAnOtherVariableResultSparse(solIdx, otherIdx, "varU", "", "Lagrange Multiplier on the Variable Upper Bound", idx,  rcost, osinstance->getVariableNumber() );
00622                                 */
00623                                 if(osinstance->getVariableNumber() > 0) delete[] rcost;
00624                                 if(osinstance->getVariableNumber() > 0) delete[] idx;
00625                                 if(osinstance->getConstraintNumber() > 0) delete[] dualValue;
00626                                 
00627                                 // done with other
00628                                 
00629                                 
00630                         break;
00631                         case MAXITER_EXCEEDED:
00632                                 solutionDescription = "MAXITER_EXCEEDED[IPOPT]: Maximum number of iterations exceeded.";
00633                                 osresult->setSolutionStatus(solIdx,  "stoppedByLimit", solutionDescription);
00634                                 if(x != NULL) osresult->setPrimalVariableValuesDense(solIdx, const_cast<double*>(x)); 
00635                                 if(lambda != NULL) osresult->setDualVariableValuesDense(solIdx, const_cast<double*>( lambda)); 
00636                                 if(osinstance->getObjectiveNumber() > 0){
00637                                         mdObjValues[0] = obj_value ;
00638                                         osresult->setObjectiveValuesDense(solIdx, mdObjValues); 
00639                                 }
00640                         break;
00641                         case STOP_AT_TINY_STEP:
00642                                 solutionDescription = "STOP_AT_TINY_STEP[IPOPT]: Algorithm proceeds with very little progress.";
00643                                 osresult->setSolutionStatus(solIdx,  "stoppedByLimit", solutionDescription);
00644                                 if(x != NULL) osresult->setPrimalVariableValuesDense(solIdx, const_cast<double*>( x)); 
00645                                 if(lambda != NULL) osresult->setDualVariableValuesDense(solIdx, const_cast<double*>( lambda));
00646                                 if(osinstance->getObjectiveNumber() > 0){ 
00647                                         mdObjValues[0] = obj_value ;
00648                                         osresult->setObjectiveValuesDense(solIdx, mdObjValues); 
00649                                 }
00650                         break;
00651                         case STOP_AT_ACCEPTABLE_POINT:
00652                                 solutionDescription = "STOP_AT_ACCEPTABLE_POINT[IPOPT]: Algorithm stopped at a point that was converged, not to _desired_ tolerances, but to _acceptable_ tolerances";
00653                                 osresult->setSolutionStatus(solIdx,  "IpoptAccetable", solutionDescription);
00654                                 if(lambda != NULL) osresult->setDualVariableValuesDense(solIdx, const_cast<double*>( lambda));
00655                                 if(x != NULL)osresult->setPrimalVariableValuesDense(solIdx, const_cast<double*>(x)); 
00656                                 if(osinstance->getObjectiveNumber() > 0){ 
00657                                         mdObjValues[0] = obj_value ;
00658                                         osresult->setObjectiveValuesDense(solIdx, mdObjValues); 
00659                                 }
00660                         break;
00661                         case LOCAL_INFEASIBILITY:
00662                                 solutionDescription = "LOCAL_INFEASIBILITY[IPOPT]: Algorithm converged to a point of local infeasibility. Problem may be infeasible.";
00663                                 osresult->setSolutionStatus(solIdx,  "infeasible", solutionDescription);
00664                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00665                         break;
00666                         case USER_REQUESTED_STOP:
00667                                 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.";
00668                                 osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
00669                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00670                         break;
00671                         case DIVERGING_ITERATES:
00672                                 solutionDescription = "DIVERGING_ITERATES[IPOPT]: It seems that the iterates diverge.";
00673                                 osresult->setSolutionStatus(solIdx,  "unbounded", solutionDescription);
00674                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00675                         break;
00676                         case RESTORATION_FAILURE:
00677                                 solutionDescription = "RESTORATION_FAILURE[IPOPT]: Restoration phase failed, algorithm doesn't know how to proceed.";
00678                                 osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
00679                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00680                         break;
00681                         case ERROR_IN_STEP_COMPUTATION:
00682                                 solutionDescription = "ERROR_IN_STEP_COMPUTATION[IPOPT]: An unrecoverable error occurred while IPOPT tried to compute the search direction.";
00683                                 osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
00684                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00685                         break;
00686                         case INVALID_NUMBER_DETECTED:
00687                                 solutionDescription = "INVALID_NUMBER_DETECTED[IPOPT]: Algorithm received an invalid number (such as NaN or Inf) from the NLP; see also option check_derivatives_for_naninf.";
00688                                 osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
00689                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00690                         break;
00691                         case INTERNAL_ERROR:
00692                                 solutionDescription = "INTERNAL_ERROR[IPOPT]: An unknown internal error occurred. Please contact the IPOPT authors through the mailing list.";
00693                                 osresult->setSolutionStatus(solIdx,  "error", solutionDescription);
00694                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00695                         break;
00696                         default:
00697                                 solutionDescription = "OTHER[IPOPT]: other unknown solution status from Ipopt solver";
00698                                 osresult->setSolutionStatus(solIdx,  "other", solutionDescription);
00699                                 if( osinstance->getVariableNumber() == 0) osresult->setSolutionMessage(solIdx, "Warning: this problem has zero decision variables!");
00700                 }
00701                 osresult->setGeneralStatusType("normal");
00702                 delete osrlwriter;
00703                 if(osinstance->getObjectiveNumber() > 0){
00704                         delete[] mdObjValues;
00705                 }
00706                 osrlwriter = NULL;
00707 
00708         }
00709         catch(const ErrorClass& eclass){
00710 #ifdef DEBUG
00711                 cout << "error in OSIpoptSolver, line 636:\n" << eclass.errormsg << endl;
00712 #endif
00713                 osresult->setGeneralMessage( eclass.errormsg);
00714                 osresult->setGeneralStatusType( "error");
00715                 std::string osrl = osrlwriter->writeOSrL( osresult);
00716                 delete osrlwriter;
00717                 osrlwriter = NULL;
00718                 throw ErrorClass(  osrl) ;
00719                 if(osinstance->getObjectiveNumber() > 0){
00720                         delete[] mdObjValues;
00721                 }
00722                 mdObjValues = NULL;
00723         }
00725 }
00726 
00727 
00728 void IpoptSolver::setSolverOptions() throw (ErrorClass) {
00729         try{
00730                 //if(osinstance->getObjectiveNumber() <= 0) throw ErrorClass("Ipopt NEEDS AN OBJECTIVE FUNCTION");
00731                 this->bSetSolverOptions = true;
00732                 /* set the default options */   
00733                 //app->Options()->SetNumericValue("tol", 1e-9);
00734                 app->Options()->SetIntegerValue("print_level", 0);
00735                 app->Options()->SetIntegerValue("max_iter", 20000);
00736                 app->Options()->SetNumericValue("bound_relax_factor", 0, true, true);
00737                 app->Options()->SetStringValue("mu_strategy", "adaptive", true, true);
00738                 //app->Options()->SetStringValue("output_file", "ipopt.out");
00739                 app->Options()->SetStringValue("check_derivatives_for_naninf", "yes");
00740                 // hessian constant for an LP
00741                 if( (osinstance-> getNumberOfNonlinearExpressions() <= 0) && (osinstance->getNumberOfQuadraticTerms() <= 0) ){
00742                         app->Options()->SetStringValue("hessian_constant", "yes", true, true);
00743                 }
00744                 if(osinstance->getObjectiveNumber() > 0){
00745                         if( osinstance->instanceData->objectives->obj[ 0]->maxOrMin.compare("min") != 0){
00746                                 app->Options()->SetStringValue("nlp_scaling_method", "user-scaling");
00747                         }
00748                 }
00749                 /* end of the default options, now get options from OSoL */
00750         
00751                 
00752                 if(osoption == NULL && osol.length() > 0)
00753                 {
00754                         m_osolreader = new OSoLReader();
00755                         osoption = m_osolreader->readOSoL( osol);
00756                 }
00757 
00758                 if( osoption != NULL  &&  osoption->getNumberOfSolverOptions() > 0 ){
00759 //                      std::cout << "number of solver options "  <<  osoption->getNumberOfSolverOptions() << std::endl;
00760                         std::vector<SolverOption*> optionsVector;
00761                         optionsVector = osoption->getSolverOptions( "ipopt");
00762                         char *pEnd;
00763                         int i;
00764                         int num_ipopt_options = optionsVector.size();
00765                         for(i = 0; i < num_ipopt_options; i++){
00766 //                              std::cout << "ipopt solver option  "  << optionsVector[ i]->name << std::endl;
00767                                 if(optionsVector[ i]->type == "numeric" ){
00768 //                                      std::cout << "FOUND A NUMERIC OPTION  "  <<  os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) << std::endl;
00769                                         app->Options()->SetNumericValue(optionsVector[ i]->name, os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) );        
00770                                 }
00771                                 else if(optionsVector[ i]->type == "integer" ){
00772 //                                      std::cout << "FOUND AN INTEGER OPTION  "  << atoi( optionsVector[ i]->value.c_str() ) << std::endl;
00773                                         app->Options()->SetIntegerValue(optionsVector[ i]->name, atoi( optionsVector[ i]->value.c_str() ) );
00774                                 }
00775                                 else if(optionsVector[ i]->type == "string" ){
00776 //                                      std::cout << "FOUND A STRING OPTION  "  <<  optionsVector[ i]->value.c_str() << std::endl;
00777                                         app->Options()->SetStringValue(optionsVector[ i]->name, optionsVector[ i]->value);
00778                                 }
00779                         }       
00780                 }
00781         }
00782         catch(const ErrorClass& eclass){
00783                 std::cout << "THERE IS AN ERROR" << std::endl;
00784                 osresult->setGeneralMessage( eclass.errormsg);
00785                 osresult->setGeneralStatusType( "error");
00786                 osrl = osrlwriter->writeOSrL( osresult);
00787                 throw ErrorClass( osrl) ;
00788         }                               
00789 }//end setSolverOptions() 
00790 
00791 
00792 
00793 void IpoptSolver::buildSolverInstance() throw (ErrorClass) {
00794         try{
00795                 
00796                 if(osil.length() == 0 && osinstance == NULL) throw ErrorClass("there is no instance");
00797                 if(osinstance == NULL){
00798                         m_osilreader = new OSiLReader();
00799                         osinstance = m_osilreader->readOSiL( osil);
00800                 }
00801                 // Create a new instance of your nlp 
00802                 nlp = new IpoptProblem( osinstance, osoption, osresult, ipoptErrorMsg);
00803                 app = new IpoptApplication();
00804                 this->bCallbuildSolverInstance = true;
00805         }
00806         catch(const ErrorClass& eclass){
00807 #ifdef DEBUG
00808                 cout << "error in OSIpoptSolver, line 722:\n" << eclass.errormsg << endl;
00809 #endif
00810                 std::cout << "THERE IS AN ERROR" << std::endl;
00811                 osresult->setGeneralMessage( eclass.errormsg);
00812                 osresult->setGeneralStatusType( "error");
00813                 osrl = osrlwriter->writeOSrL( osresult);
00814                 throw ErrorClass( osrl) ;
00815         }                               
00816 }//end buildSolverInstance() 
00817 
00818 
00819 
00820 void IpoptSolver::solve() throw (ErrorClass) {
00821         if( this->bCallbuildSolverInstance == false) buildSolverInstance();
00822         if( this->bSetSolverOptions == false) setSolverOptions();
00823         try{
00824                 clock_t start, finish;
00825                 double duration;
00826                 start = clock();
00827                 //OSiLWriter osilwriter;
00828                 //cout << osilwriter.writeOSiL( osinstance) << endl;
00829                 //if(osinstance->getVariableNumber() <= 0)throw ErrorClass("Ipopt requires decision variables");
00830                 finish = clock();
00831                 duration = (double) (finish - start) / CLOCKS_PER_SEC;
00832                 //cout << "Parsing took (seconds): " << duration << endl; 
00833                 //dataEchoCheck();
00834                 /***************now the ipopt invokation*********************/
00835                 // see if we have a linear program
00836                 //if(osinstance->getObjectiveNumber() <= 0) throw ErrorClass("Ipopt NEEDS AN OBJECTIVE FUNCTION");
00837                 // Intialize the IpoptApplication and process the options
00838 //              std::cout << "Call Ipopt Initialize" << std::endl;
00839                 app->Initialize();
00840 //              std::cout << "Finished Ipopt Initialize" << std::endl;
00841                 //nlp->osinstance = this->osinstance;
00842                 // Ask Ipopt to solve the problem
00843 //              std::cout << "Call Ipopt Optimize" << std::endl;
00844                 ApplicationReturnStatus status = app->OptimizeTNLP( nlp);
00845 //              std::cout << "Finish Ipopt Optimize" << std::endl;
00846                 osrl = osrlwriter->writeOSrL( osresult);
00847 //              std::cout << "Finish writing the osrl" << std::endl;
00848                 //if (status != Solve_Succeeded) {
00849                 if (status < -2) {
00850                         throw ErrorClass("Ipopt FAILED TO SOLVE THE PROBLEM: " + *ipoptErrorMsg);
00851                 }       
00852         }
00853         catch(const ErrorClass& eclass){
00854 #ifdef DEBUG
00855                 cout << "error in OSIpoptSolver, line 775:\n" << eclass.errormsg << endl;
00856 #endif
00857                 osresult->setGeneralMessage( eclass.errormsg);
00858                 osresult->setGeneralStatusType( "error");
00859                 osrl = osrlwriter->writeOSrL( osresult);
00860                 throw ErrorClass( osrl) ;
00861         }
00862 }//solve
00863 
00864 
00865 void IpoptSolver::dataEchoCheck(){
00866         
00867         int i;
00868         
00869         // print out problem parameters
00870         cout << "This is problem:  " << osinstance->getInstanceName() << endl;
00871         cout << "The problem source is:  " << osinstance->getInstanceSource() << endl;
00872         cout << "The problem description is:  " << osinstance->getInstanceDescription() << endl;
00873         cout << "number of variables = " << osinstance->getVariableNumber() << endl;
00874         cout << "number of Rows = " << osinstance->getConstraintNumber() << endl;
00875 
00876         // print out the variable information
00877         if(osinstance->getVariableNumber() > 0){
00878                 for(i = 0; i < osinstance->getVariableNumber(); i++){
00879                         if(osinstance->getVariableNames() != NULL) cout << "variable Names  " << osinstance->getVariableNames()[ i]  << endl;
00880                         if(osinstance->getVariableTypes() != NULL) cout << "variable Types  " << osinstance->getVariableTypes()[ i]  << endl;
00881                         if(osinstance->getVariableLowerBounds() != NULL) cout << "variable Lower Bounds  " << osinstance->getVariableLowerBounds()[ i]  << endl;
00882                         if(osinstance->getVariableUpperBounds() != NULL) cout << "variable Upper Bounds  " <<  osinstance->getVariableUpperBounds()[i] << endl;
00883                 }
00884         }
00885         
00886         // print out objective function information
00887         if(osinstance->getVariableNumber() > 0 || osinstance->instanceData->objectives->obj != NULL || osinstance->instanceData->objectives->numberOfObjectives > 0){
00888                 if( osinstance->getObjectiveMaxOrMins()[0] == "min")  cout <<  "problem is a minimization" << endl;
00889                 else cout <<  "problem is a maximization" << endl;
00890                 for(i = 0; i < osinstance->getVariableNumber(); i++){
00891                         cout << "OBJ COEFFICIENT =  " <<  osinstance->getDenseObjectiveCoefficients()[0][i] << endl;
00892                 }
00893         }
00894         // print out constraint information
00895         if(osinstance->getConstraintNumber() > 0){
00896                 for(i = 0; i < osinstance->getConstraintNumber(); i++){
00897                         if(osinstance->getConstraintNames() != NULL) cout << "row name = " << osinstance->getConstraintNames()[i] <<  endl;
00898                         if(osinstance->getConstraintLowerBounds() != NULL) cout << "row lower bound = " << osinstance->getConstraintLowerBounds()[i] <<  endl;
00899                         if(osinstance->getConstraintUpperBounds() != NULL) cout << "row upper bound = " << osinstance->getConstraintUpperBounds()[i] <<  endl; 
00900                 }
00901         }
00902         
00903         // print out linear constraint data
00904         cout << endl;
00905         cout << "number of nonzeros =  " << osinstance->getLinearConstraintCoefficientNumber() << endl;
00906         for(i = 0; i <= osinstance->getVariableNumber(); i++){
00907                 cout << "Start Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->starts[ i] << endl;
00908         }
00909         cout << endl;
00910         for(i = 0; i < osinstance->getLinearConstraintCoefficientNumber(); i++){
00911                 cout << "Index Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->indexes[i] << endl;
00912                 cout << "Nonzero Value =  " << osinstance->getLinearConstraintCoefficientsInColumnMajor()->values[i] << endl;
00913         }
00914 
00915         // print out quadratic data
00916         cout << "number of qterms =  " <<  osinstance->getNumberOfQuadraticTerms() << endl;
00917         for(int i = 0; i <  osinstance->getNumberOfQuadraticTerms(); i++){
00918                 cout << "Row Index = " <<  osinstance->getQuadraticTerms()->rowIndexes[i] << endl;
00919                 cout << "Var Index 1 = " << osinstance->getQuadraticTerms()->varOneIndexes[ i] << endl;
00920                 cout << "Var Index 2 = " << osinstance->getQuadraticTerms()->varTwoIndexes[ i] << endl;
00921                 cout << "Coefficient = " << osinstance->getQuadraticTerms()->coefficients[ i] << endl;
00922         }
00923 } // end dataEchoCheck
00924 
00925 
00926 IpoptProblem::IpoptProblem(OSInstance *osinstance_,  OSOption *osoption_, OSResult *osresult_, std::string* ipoptErrorMsg_) {
00927         osinstance = osinstance_;
00928         osoption = osoption_;
00929         osresult = osresult_;
00930         ipoptErrorMsg = ipoptErrorMsg_;
00931 }
00932 
00933 IpoptProblem::~IpoptProblem() {
00934 
00935 }
00936 
00937 
00938 

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