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OSIpoptSolver.h
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1 /* $Id$ */
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,
77  Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_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,
128  Ipopt::IpoptCalculatedQuantities* ip_cq);
130 
131 
132 
133 private:
145  // HS071_NLP();
149 
150 };
151 
152 
165 //class IpoptSolver : public DefaultSolver, public TNLP{
166 
168 {
169 public:
170 
172  IpoptSolver();
173 
175  ~IpoptSolver();
176 
177  Ipopt::SmartPtr<Ipopt::TNLP> nlp;
178 
179  Ipopt::SmartPtr<Ipopt::IpoptApplication> app;
180 
181 
184  virtual void solve();
185 
186 
191  virtual void buildSolverInstance();
192 
197  virtual void setSolverOptions();
198 
204  void dataEchoCheck();
205 
211 
217 
218 
219 private:
221 
233  // IpoptSolver();
234  //IpoptSolver(const IpoptSolver&);
235  //IpoptSolver& operator=(const IpoptSolver&);
237  //std::string ipoptErrorMsg;
238  std::string *ipoptErrorMsg;
239 };
240 
241 
242 #endif /*IPOPTSOLVER_H*/
This file defines the OSnLNode class along with its derived classes.
The Default Solver Class.
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.
IpoptProblem & operator=(const IpoptProblem &)
OSOption * osoption
Definition: OSIpoptSolver.h:65
OSInstance * osinstance
Definition: OSIpoptSolver.h:63
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)
IpoptProblem(const IpoptProblem &)
std::string * ipoptErrorMsg
Definition: OSIpoptSolver.h:69
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
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 ~IpoptProblem()
the IpoptProblem class destructor
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 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...
OSResult * osresult
Definition: OSIpoptSolver.h:67
virtual bool eval_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
Method to return the objective value.
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 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 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 IpoptSolver class solves problems using Ipopt.
std::string * ipoptErrorMsg
OSoLReader * m_osolreader
m_osolreader is an OSoLReader object used to create an osoption from an osol string if needed
OSrLWriter * osrlwriter
OSiLReader * m_osilreader
m_osilreader is an OSiLReader object used to create an osinstance from an osil string if needed
virtual void setSolverOptions()
The implementation of the virtual functions.
Ipopt::SmartPtr< Ipopt::TNLP > nlp
Ipopt::SmartPtr< Ipopt::IpoptApplication > app
virtual void solve()
solve results in an instance being read into the Ipopt data structures and optimize
IpoptSolver()
the IpoptSolver class constructor
~IpoptSolver()
the IpoptSolver class destructor
void dataEchoCheck()
use this for debugging, print out the instance that the solver thinks it has and compare this with th...
virtual void buildSolverInstance()
The implementation of the virtual functions.
The in-memory representation of an OSiL instance..
Definition: OSInstance.h:2263
The Option Class.
Definition: OSOption.h:3565
The Result Class.
Definition: OSResult.h:2549
Used to read an OSiL string.
Definition: OSiLReader.h:38
Used to read an OSoL string.
Definition: OSoLReader.h:38
Take an OSResult object and write a string that validates against OSrL.
Definition: OSrLWriter.h:31