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00009 #ifndef __IPTNLPADAPTER_HPP__
00010 #define __IPTNLPADAPTER_HPP__
00011
00012 #include "IpNLP.hpp"
00013 #include "IpTNLP.hpp"
00014 #include "IpOrigIpoptNLP.hpp"
00015 #include <list>
00016
00017 namespace Ipopt
00018 {
00019
00020
00021 class ExpansionMatrix;
00022 class ExpansionMatrixSpace;
00023 class IteratesVector;
00024 class TDependencyDetector;
00025
00030 class TNLPAdapter : public NLP
00031 {
00032 public:
00036 TNLPAdapter(const SmartPtr<TNLP> tnlp,
00037 const SmartPtr<const Journalist> jnlst = NULL);
00038
00040 virtual ~TNLPAdapter();
00042
00045 DECLARE_STD_EXCEPTION(INVALID_TNLP);
00046 DECLARE_STD_EXCEPTION(ERROR_IN_TNLP_DERIVATIVE_TEST);
00048
00051 virtual bool ProcessOptions(const OptionsList& options,
00052 const std::string& prefix);
00053
00056 virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
00057 SmartPtr<const VectorSpace>& c_space,
00058 SmartPtr<const VectorSpace>& d_space,
00059 SmartPtr<const VectorSpace>& x_l_space,
00060 SmartPtr<const MatrixSpace>& px_l_space,
00061 SmartPtr<const VectorSpace>& x_u_space,
00062 SmartPtr<const MatrixSpace>& px_u_space,
00063 SmartPtr<const VectorSpace>& d_l_space,
00064 SmartPtr<const MatrixSpace>& pd_l_space,
00065 SmartPtr<const VectorSpace>& d_u_space,
00066 SmartPtr<const MatrixSpace>& pd_u_space,
00067 SmartPtr<const MatrixSpace>& Jac_c_space,
00068 SmartPtr<const MatrixSpace>& Jac_d_space,
00069 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
00070
00072 virtual bool GetBoundsInformation(const Matrix& Px_L,
00073 Vector& x_L,
00074 const Matrix& Px_U,
00075 Vector& x_U,
00076 const Matrix& Pd_L,
00077 Vector& d_L,
00078 const Matrix& Pd_U,
00079 Vector& d_U);
00080
00083 virtual bool GetStartingPoint(
00084 SmartPtr<Vector> x,
00085 bool need_x,
00086 SmartPtr<Vector> y_c,
00087 bool need_y_c,
00088 SmartPtr<Vector> y_d,
00089 bool need_y_d,
00090 SmartPtr<Vector> z_L,
00091 bool need_z_L,
00092 SmartPtr<Vector> z_U,
00093 bool need_z_U
00094 );
00095
00098 virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate);
00100
00103 virtual bool Eval_f(const Vector& x, Number& f);
00104
00105 virtual bool Eval_grad_f(const Vector& x, Vector& g_f);
00106
00107 virtual bool Eval_c(const Vector& x, Vector& c);
00108
00109 virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c);
00110
00111 virtual bool Eval_d(const Vector& x, Vector& d);
00112
00113 virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);
00114
00115 virtual bool Eval_h(const Vector& x,
00116 Number obj_factor,
00117 const Vector& yc,
00118 const Vector& yd,
00119 SymMatrix& h);
00120
00121 virtual void GetScalingParameters(
00122 const SmartPtr<const VectorSpace> x_space,
00123 const SmartPtr<const VectorSpace> c_space,
00124 const SmartPtr<const VectorSpace> d_space,
00125 Number& obj_scaling,
00126 SmartPtr<Vector>& x_scaling,
00127 SmartPtr<Vector>& c_scaling,
00128 SmartPtr<Vector>& d_scaling) const;
00130
00133 virtual void FinalizeSolution(SolverReturn status,
00134 const Vector& x,
00135 const Vector& z_L, const Vector& z_U,
00136 const Vector& c, const Vector& d,
00137 const Vector& y_c, const Vector& y_d,
00138 Number obj_value,
00139 const IpoptData* ip_data,
00140 IpoptCalculatedQuantities* ip_cq);
00141
00142 virtual bool IntermediateCallBack(AlgorithmMode mode,
00143 Index iter, Number obj_value,
00144 Number inf_pr, Number inf_du,
00145 Number mu, Number d_norm,
00146 Number regularization_size,
00147 Number alpha_du, Number alpha_pr,
00148 Index ls_trials,
00149 const IpoptData* ip_data,
00150 IpoptCalculatedQuantities* ip_cq);
00152
00154 virtual void
00155 GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
00156 SmartPtr<Matrix>& P_approx);
00157
00159 enum FixedVariableTreatmentEnum
00160 {
00161 MAKE_PARAMETER=0,
00162 MAKE_CONSTRAINT,
00163 RELAX_BOUNDS
00164 };
00165
00167 enum DerivativeTestEnum
00168 {
00169 NO_TEST=0,
00170 FIRST_ORDER_TEST,
00171 SECOND_ORDER_TEST
00172 };
00173
00175 bool CheckDerivatives(DerivativeTestEnum deriv_test);
00176
00179 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
00181
00183 SmartPtr<TNLP> tnlp() const
00184 {
00185 return tnlp_;
00186 }
00187
00188 private:
00198 TNLPAdapter(const TNLPAdapter&);
00199
00201 void operator=(const TNLPAdapter&);
00203
00210 void ResortX(const Vector& x, Number* x_orig);
00211 void ResortG(const Vector& c, const Vector& d, Number *g_orig);
00212 void ResortBnds(const Vector& x_L, Number* x_L_orig,
00213 const Vector& x_U, Number* x_U_orig);
00215
00218 bool DetermineDependentConstraints(Index n_x_var,
00219 const Index* x_not_fixed_map,
00220 const Number* x_l, const Number* x_u,
00221 const Number* g_l, const Number* g_u,
00222 Index n_c, const Index* c_map,
00223 std::list<Index>& c_deps);
00224
00227 SmartPtr<TNLP> tnlp_;
00228
00230 SmartPtr<const Journalist> jnlst_;
00231
00234 SmartPtr<TDependencyDetector> dependency_detector_;
00235
00239 Number nlp_lower_bound_inf_;
00241 Number nlp_upper_bound_inf_;
00243 FixedVariableTreatmentEnum fixed_variable_treatment_;
00244
00245 Number bound_relax_factor_;
00246
00247
00248
00249
00250
00253 DerivativeTestEnum derivative_test_;
00255 Number derivative_test_perturbation_;
00258 Number derivative_test_tol_;
00261 bool derivative_test_print_all_;
00264 bool warm_start_same_structure_;
00266 HessianApproximationType hessian_approximation_;
00268 Number point_perturbation_radius_;
00271 bool dependency_detection_with_rhs_;
00272
00274 Number tol_;
00276
00280 Index n_full_x_;
00282 Index n_full_g_;
00284 Index nz_jac_c_;
00287 Index nz_jac_c_no_extra_;
00289 Index nz_jac_d_;
00291 Index nz_full_jac_g_;
00293 Index nz_full_h_;
00295 Index nz_h_;
00297 Index n_x_fixed_;
00299
00301 TNLP::IndexStyleEnum index_style_;
00302
00305 SmartPtr<const VectorSpace> x_space_;
00306 SmartPtr<const VectorSpace> c_space_;
00307 SmartPtr<const VectorSpace> d_space_;
00308 SmartPtr<const VectorSpace> x_l_space_;
00309 SmartPtr<const MatrixSpace> px_l_space_;
00310 SmartPtr<const VectorSpace> x_u_space_;
00311 SmartPtr<const MatrixSpace> px_u_space_;
00312 SmartPtr<const VectorSpace> d_l_space_;
00313 SmartPtr<const MatrixSpace> pd_l_space_;
00314 SmartPtr<const VectorSpace> d_u_space_;
00315 SmartPtr<const MatrixSpace> pd_u_space_;
00316 SmartPtr<const MatrixSpace> Jac_c_space_;
00317 SmartPtr<const MatrixSpace> Jac_d_space_;
00318 SmartPtr<const SymMatrixSpace> Hess_lagrangian_space_;
00320
00323 Number* full_x_;
00324 Number* full_lambda_;
00325 Number* full_g_;
00326 Number* jac_g_;
00327 Number* c_rhs_;
00329
00332 TaggedObject::Tag x_tag_for_iterates_;
00333 TaggedObject::Tag y_c_tag_for_iterates_;
00334 TaggedObject::Tag y_d_tag_for_iterates_;
00335 TaggedObject::Tag x_tag_for_g_;
00336 TaggedObject::Tag x_tag_for_jac_g_;
00338
00341 bool update_local_x(const Vector& x);
00342 bool update_local_lambda(const Vector& y_c, const Vector& y_d);
00344
00348 bool internal_eval_g(bool new_x);
00349 bool internal_eval_jac_g(bool new_x);
00351
00356 SmartPtr<ExpansionMatrix> P_x_full_x_;
00357 SmartPtr<ExpansionMatrixSpace> P_x_full_x_space_;
00358
00360 SmartPtr<ExpansionMatrix> P_x_x_L_;
00361 SmartPtr<ExpansionMatrixSpace> P_x_x_L_space_;
00362
00364 SmartPtr<ExpansionMatrix> P_x_x_U_;
00365 SmartPtr<ExpansionMatrixSpace> P_x_x_U_space_;
00366
00368 SmartPtr<ExpansionMatrixSpace> P_c_g_space_;
00369 SmartPtr<ExpansionMatrix> P_c_g_;
00370
00372 SmartPtr<ExpansionMatrixSpace> P_d_g_space_;
00373 SmartPtr<ExpansionMatrix> P_d_g_;
00374
00375 Index* jac_idx_map_;
00376 Index* h_idx_map_;
00377
00379 Index* x_fixed_map_;
00381 };
00382
00383 }
00384
00385 #endif