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# src/Algorithm/IpNLPBoundsRemover.hpp

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    00001 // Copyright (C) 2008, 2010 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: IpNLP.hpp 949 2007-03-27 00:41:26Z andreasw $
    00006 //
    00007 // Authors:  Andreas Waechter           IBM    2008-08-25
    00008
    00009 #ifndef __IPNLPBOUNDSREMOVER_HPP__
    00010 #define __IPNLPBOUNDSREMOVER_HPP__
    00011
    00012 #include "IpNLP.hpp"
    00013
    00014 namespace Ipopt
    00015 {
    00024   class NLPBoundsRemover : public NLP
    00025   {
    00026   public:
    00031     NLPBoundsRemover(NLP& nlp, bool allow_twosided_inequalities = false);
    00032
    00034     virtual ~NLPBoundsRemover()
    00035     {}
    00037
    00043     virtual bool ProcessOptions(const OptionsList& options,
    00044                                 const std::string& prefix)
    00045     {
    00046       return nlp_->ProcessOptions(options, prefix);
    00047     }
    00048
    00052     virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
    00053                            SmartPtr<const VectorSpace>& c_space,
    00054                            SmartPtr<const VectorSpace>& d_space,
    00055                            SmartPtr<const VectorSpace>& x_l_space,
    00056                            SmartPtr<const MatrixSpace>& px_l_space,
    00057                            SmartPtr<const VectorSpace>& x_u_space,
    00058                            SmartPtr<const MatrixSpace>& px_u_space,
    00059                            SmartPtr<const VectorSpace>& d_l_space,
    00060                            SmartPtr<const MatrixSpace>& pd_l_space,
    00061                            SmartPtr<const VectorSpace>& d_u_space,
    00062                            SmartPtr<const MatrixSpace>& pd_u_space,
    00063                            SmartPtr<const MatrixSpace>& Jac_c_space,
    00064                            SmartPtr<const MatrixSpace>& Jac_d_space,
    00065                            SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
    00066
    00068     virtual bool GetBoundsInformation(const Matrix& Px_L,
    00069                                       Vector& x_L,
    00070                                       const Matrix& Px_U,
    00071                                       Vector& x_U,
    00072                                       const Matrix& Pd_L,
    00073                                       Vector& d_L,
    00074                                       const Matrix& Pd_U,
    00075                                       Vector& d_U);
    00076
    00080     virtual bool GetStartingPoint(SmartPtr<Vector> x,
    00081                                   bool need_x,
    00082                                   SmartPtr<Vector> y_c,
    00083                                   bool need_y_c,
    00084                                   SmartPtr<Vector> y_d,
    00085                                   bool need_y_d,
    00086                                   SmartPtr<Vector> z_L,
    00087                                   bool need_z_L,
    00088                                   SmartPtr<Vector> z_U,
    00089                                   bool need_z_U);
    00090
    00094     virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    00095     {
    00096       return nlp_->GetWarmStartIterate(warm_start_iterate);
    00097     }
    00099
    00103     virtual bool Eval_f(const Vector& x, Number& f)
    00104     {
    00105       return nlp_->Eval_f(x, f);
    00106     }
    00107
    00108     virtual bool Eval_grad_f(const Vector& x, Vector& g_f)
    00109     {
    00110       return nlp_->Eval_grad_f(x, g_f);
    00111     }
    00112
    00113     virtual bool Eval_c(const Vector& x, Vector& c)
    00114     {
    00115       return nlp_->Eval_c(x, c);
    00116     }
    00117
    00118     virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c)
    00119     {
    00120       return nlp_->Eval_jac_c(x, jac_c);
    00121     }
    00122
    00123     virtual bool Eval_d(const Vector& x, Vector& d);
    00124
    00125     virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);
    00126
    00127     virtual bool Eval_h(const Vector& x,
    00128                         Number obj_factor,
    00129                         const Vector& yc,
    00130                         const Vector& yd,
    00131                         SymMatrix& h);
    00133
    00142     virtual void FinalizeSolution(SolverReturn status,
    00143                                   const Vector& x, const Vector& z_L,
    00144                                   const Vector& z_U,
    00145                                   const Vector& c, const Vector& d,
    00146                                   const Vector& y_c, const Vector& y_d,
    00147                                   Number obj_value,
    00148                                   const IpoptData* ip_data,
    00149                                   IpoptCalculatedQuantities* ip_cq);
    00150
    00166     virtual bool IntermediateCallBack(AlgorithmMode mode,
    00167                                       Index iter, Number obj_value,
    00168                                       Number inf_pr, Number inf_du,
    00169                                       Number mu, Number d_norm,
    00170                                       Number regularization_size,
    00171                                       Number alpha_du, Number alpha_pr,
    00172                                       Index ls_trials,
    00173                                       const IpoptData* ip_data,
    00174                                       IpoptCalculatedQuantities* ip_cq)
    00175     {
    00176       return nlp_->IntermediateCallBack(mode,iter, obj_value, inf_pr, inf_du,
    00177                                         mu, d_norm, regularization_size,
    00178                                         alpha_du, alpha_pr, ls_trials,
    00179                                         ip_data, ip_cq);
    00180     }
    00182
    00187     virtual void GetScalingParameters(
    00188       const SmartPtr<const VectorSpace> x_space,
    00189       const SmartPtr<const VectorSpace> c_space,
    00190       const SmartPtr<const VectorSpace> d_space,
    00191       Number& obj_scaling,
    00192       SmartPtr<Vector>& x_scaling,
    00193       SmartPtr<Vector>& c_scaling,
    00194       SmartPtr<Vector>& d_scaling) const;
    00196
    00210     virtual void
    00211     GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
    00212                                       SmartPtr<Matrix>& P_approx)
    00213     {
    00214       nlp_->GetQuasiNewtonApproximationSpaces(approx_space, P_approx);
    00215     }
    00216
    00218     SmartPtr<NLP> nlp()
    00219     {
    00220       return nlp_;
    00221     }
    00222
    00223   private:
    00233     NLPBoundsRemover();
    00235     NLPBoundsRemover(const NLPBoundsRemover&);
    00236
    00238     void operator=(const NLPBoundsRemover&);
    00240
    00242     SmartPtr<NLP> nlp_;
    00243
    00245     SmartPtr<const Matrix> Px_l_orig_;
    00246
    00248     SmartPtr<const Matrix> Px_u_orig_;
    00249
    00251     SmartPtr<const VectorSpace> d_space_orig_;
    00252
    00255     bool allow_twosided_inequalities_;
    00256   };
    00257
    00258 } // namespace Ipopt
    00259
    00260 #endif

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