OS  2.10.2
OSIpoptSolver.h
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1 /* $Id: OSIpoptSolver.h 5284 2017-12-08 13:52:50Z stefan $ */
15 #ifndef IPOPTSOLVER_H
16 #define IPOPTSOLVER_H
17 
18 #include "OSConfig.h"
19 #include "OSDefaultSolver.h"
20 #include "OSrLWriter.h"
21 #include "OSInstance.h"
22 #include "OSParameters.h"
23 #include "OSnLNode.h"
24 #include "OSiLReader.h"
25 #include "OSoLReader.h"
26 #include "OSInstance.h"
27 #include "OSExpressionTree.h"
28 #include "OSnLNode.h"
29 #include "OSGeneral.h"
30 #include "OSFileUtil.h"
31 #include "OSErrorClass.h"
32 
33 #include "OSResult.h"
34 #include "OSInstance.h"
35 #include "OSOption.h"
36 
37 #include <cstddef>
38 #include <cstdlib>
39 #include <cctype>
40 #include <cassert>
41 #include <stack>
42 #include <string>
43 #include <iostream>
44 #include <vector>
45 #include <map>
46 
47 
48 #include "IpTNLP.hpp"
49 #include "IpIpoptApplication.hpp"
50 
51 // for Stefan
52 class IpoptProblem : public Ipopt::TNLP
53 {
54 public:
55 
57  IpoptProblem(OSInstance *osinstance_ , OSOption *osoption_, OSResult *osresult_, std::string *ipoptErrorMsg_);
58 
60  virtual ~IpoptProblem();
61 
62 
64 
66 
68 
69  std::string *ipoptErrorMsg;
70 
72  virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
73  Ipopt::Index& nnz_h_lag, IndexStyleEnum& index_style);
74 
76  virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
78 
80  virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
81  bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
82  Ipopt::Index m, bool init_lambda,
83  Ipopt::Number* lambda);
84 
86  virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number& obj_value);
87 
89  virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number* grad_f);
90 
92  virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Index m, Ipopt::Number* g);
93 
98  virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
99  Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow, Ipopt::Index *jCol,
100  Ipopt::Number* values);
101 
106  virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
107  Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
108  bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index* iRow,
109  Ipopt::Index* jCol, Ipopt::Number* values);
110 
112 
113 
114  virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling,
115  bool& use_x_scaling, Ipopt::Index n,
116  Ipopt::Number* x_scaling,
117  bool& use_g_scaling, Ipopt::Index m,
118  Ipopt::Number* g_scaling);
119 
123  virtual void finalize_solution(Ipopt::SolverReturn status,
124  Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
125  Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
126  Ipopt::Number obj_value,
127  const Ipopt::IpoptData* ip_data,
130 
131 
132 
133 private:
145  // HS071_NLP();
146  IpoptProblem(const IpoptProblem&);
147  IpoptProblem& operator=(const IpoptProblem&);
149 
150 };
151 
152 
165 //class IpoptSolver : public DefaultSolver, public TNLP{
166 
168 {
169 public:
170 
172  IpoptSolver();
173 
175  ~IpoptSolver();
176 
178 
180 
181 
184  virtual void solve()
185 #if __cplusplus < 201100
186  throw(ErrorClass)
187 #endif
188  ;
189 
190 
195  virtual void buildSolverInstance()
196 #if __cplusplus < 201100
197  throw(ErrorClass)
198 #endif
199  ;
200 
205  virtual void setSolverOptions()
206 #if __cplusplus < 201100
207  throw(ErrorClass)
208 #endif
209  ;
210 
216  void dataEchoCheck();
217 
223 
229 
230 
231 private:
232  OSrLWriter *osrlwriter;
233 
245  // IpoptSolver();
246  //IpoptSolver(const IpoptSolver&);
247  //IpoptSolver& operator=(const IpoptSolver&);
249  //std::string ipoptErrorMsg;
250  std::string *ipoptErrorMsg;
251 };
252 
253 
254 #endif /*IPOPTSOLVER_H*/
virtual bool eval_h(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number *lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The valu...
virtual bool eval_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
Method to return the objective value.
The IpoptSolver class solves problems using Ipopt.
Ipopt::SmartPtr< Ipopt::IpoptApplication > app
used for throwing exceptions.
Definition: OSErrorClass.h:31
OSResult * osresult
Definition: OSIpoptSolver.h:67
The Option Class.
Definition: OSOption.h:3564
Take an OSResult object and write a string that validates against OSrL.
Definition: OSrLWriter.h:30
OSiLReader * m_osilreader
m_osilreader is an OSiLReader object used to create an osinstance from an osil string if needed
double Number
Ipopt::SmartPtr< Ipopt::TNLP > nlp
virtual ~IpoptProblem()
the IpoptProblem class destructor
IpoptSolver()
the IpoptSolver class constructor
virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f)
Method to return the gradient of the objective.
IpoptProblem(OSInstance *osinstance_, OSOption *osoption_, OSResult *osresult_, std::string *ipoptErrorMsg_)
the IpoptProblemclass constructor
OSInstance * osinstance
Definition: OSIpoptSolver.h:63
virtual void buildSolverInstance()
The implementation of the virtual functions.
The in-memory representation of an OSiL instance.
Definition: OSInstance.h:2262
Used to read an OSiL string.
Definition: OSiLReader.h:37
void dataEchoCheck()
use this for debugging, print out the instance that the solver thinks it has and compare this with th...
std::string * ipoptErrorMsg
Definition: OSIpoptSolver.h:69
int Index
Used to read an OSoL string.
Definition: OSoLReader.h:37
OSoLReader * m_osolreader
m_osolreader is an OSoLReader object used to create an osoption from an osol string if needed
virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number *x_l, Ipopt::Number *x_u, Ipopt::Index m, Ipopt::Number *g_l, Ipopt::Number *g_u)
Method to return the bounds for my problem.
virtual bool get_scaling_parameters(Ipopt::Number &obj_scaling, bool &use_x_scaling, Ipopt::Index n, Ipopt::Number *x_scaling, bool &use_g_scaling, Ipopt::Index m, Ipopt::Number *g_scaling)
This file defines the OSInstance class along with its supporting classes.
~IpoptSolver()
the IpoptSolver class destructor
OSOption * osoption
Definition: OSIpoptSolver.h:65
virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobia...
virtual void setSolverOptions()
The implementation of the virtual functions.
This file defines the OSnLNode class along with its derived classes.
virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number *x, bool init_z, Ipopt::Number *z_L, Ipopt::Number *z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number *lambda)
Method to return the starting point for the algorithm.
virtual void finalize_solution(Ipopt::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, const Ipopt::Number *z_L, const Ipopt::Number *z_U, Ipopt::Index m, const Ipopt::Number *g, const Ipopt::Number *lambda, Ipopt::Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
This method is called when the algorithm is complete so the TNLP can store/write the solution.
The Default Solver Class.
virtual bool eval_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g)
Method to return the constraint residuals.
virtual bool get_nlp_info(Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, IndexStyleEnum &index_style)
IPOpt specific methods for defining the nlp problem.
virtual void solve()
solve results in an instance being read into the Ipopt data structures and optimize
The Result Class.
Definition: OSResult.h:2548