12#ifndef __TMINLP2TNLP_HPP__
13#define __TMINLP2TNLP_HPP__
24 class IpoptInteriorWarmStarter;
64 return static_cast<int>(
x_l_.size());
71 return static_cast<int>(
g_l_.size());
156 return return_status_;
225 void outputDiffs(
const std::string& probName,
const std::string* varNames);
244 return tminlp_->get_constraints_linearity(m, const_types);
251 return tminlp_->get_variables_linearity(n,
var_types);
361 return tminlp_->hasUpperBoundingObjective();}
374 throw CoinError(
"BonTMINLP2TNLP",
"addCuts",
"Not implemented");}
380 throw CoinError(
"BonTMINLP2TNLP",
"addCuts",
"Not implemented");}
383 virtual void removeCuts(
unsigned int number ,
const int * toRemove){
385 throw CoinError(
"BonTMINLP2TNLP",
"removeCuts",
"Not implemented");}
392 return tminlp_->get_const_xtra_id();
439 return index_style_;}
485 bool warm_start_entire_iterate_;
487 bool need_new_warm_starter_;
493 void throw_exception_on_bad_variable_bound(
Ipopt::Index i);
This is an adapter class that converts a TMINLP to a TNLP to be solved by Ipopt.
virtual bool eval_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g)
Returns the vector of constraint values in x.
virtual TMINLP2TNLP * clone() const
virtual copy .
Ipopt::Index nnz_h_lag() const
Access number of entries in tminlp_ hessian.
virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f)
Returns the vector of the gradient of the objective w.r.t.
Ipopt::SmartPtr< IpoptInteriorWarmStarter > GetWarmStarter()
TNLP::IndexStyleEnum index_style() const
Acces index_style.
TMINLP2TNLP(const Ipopt::SmartPtr< TMINLP > tminlp)
virtual void addCuts(const OsiCuts &cuts)
Add some cuts to the problem formulaiton (handles Quadratics).
virtual bool hasUpperBoundingObjective()
Say if has a specific function to compute upper bounds.
vector< Ipopt::Number > duals_sol_
Dual multipliers of constraints and bounds.
const Ipopt::Number * orig_x_u() const
Get the original values for the upper bounds.
void force_fractionnal_sol()
force solution to be fractionnal.
const Ipopt::Number * x_sol() const
get the solution values
void SetVariableType(Ipopt::Index n, TMINLP::VariableType type)
Change the type of the variable.
const Ipopt::Number * x_u()
Get the current values for the upper bounds.
const Ipopt::Number * g_l()
Get the current values for constraints lower bounds.
virtual bool get_constraints_linearity(Ipopt::Index m, LinearityType *const_types)
Returns the constraint linearity.
const Ipopt::Number * x_init() const
get the starting primal point
void resetStartingPoint()
reset the starting point to original one.
vector< Ipopt::Number > orig_x_u_
Original upper bounds on variables.
void SetVariableBounds(Ipopt::Index var_no, Ipopt::Number x_l, Ipopt::Number x_u)
Change the bounds on the variable.
vector< Ipopt::Number > x_u_
Current upper bounds on variables.
virtual bool hasLinearObjective()
returns true if objective is linear.
virtual bool intermediate_callback(Ipopt::AlgorithmMode mode, Ipopt::Index iter, Ipopt::Number obj_value, Ipopt::Number inf_pr, Ipopt::Number inf_du, Ipopt::Number mu, Ipopt::Number d_norm, Ipopt::Number regularization_size, Ipopt::Number alpha_du, Ipopt::Number alpha_pr, Ipopt::Index ls_trials, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
Intermediate Callback method for the user.
virtual bool get_nlp_info(Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, TNLP::IndexStyleEnum &index_style)
This call is just passed onto the TMINLP object.
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)
The caller is allowed to modify the bounds, so this method returns the internal bounds information.
virtual bool get_variables_linearity(Ipopt::Index n, LinearityType *var_types)
Returns the variables linearity.
virtual bool eval_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
Returns the value of the objective function in x.
const Ipopt::Number * duals_init() const
get the starting dual point
Ipopt::Number obj_value() const
Get the objective value.
vector< Ipopt::Number > g_sol_
Activities of constraint g( x_sol_)
double check_solution(OsiObject **objects=0, int nObjects=-1)
Round and check the current solution, return norm inf of constraint violation.
vector< Ipopt::Number > g_u_
Upper bounds on constraints values.
virtual bool get_warm_start_iterate(Ipopt::IteratesVector &warm_start_iterate)
Methat that returns an Ipopt IteratesVector that has the starting point for all internal varibles.
Ipopt::Index nnz_h_lag()
Get the nomber of nz in hessian.
const Ipopt::Number * duals_sol() const
get the dual values
void outputDiffs(const std::string &probName, const std::string *varNames)
Procedure to ouptut relevant informations to reproduce a sub-problem.
virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Number &gi)
compute the value of a single constraint
vector< TMINLP::VariableType > var_types_
Types of the variable (TMINLP::CONTINUOUS, TMINLP::INTEGER, TMINLP::BINARY).
int has_x_init()
xInit has been set?
virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Index &nele_grad_gi, Ipopt::Index *jCol, Ipopt::Number *values)
compute the structure or values of the gradient for one constraint
void SetVariablesBounds(Ipopt::Index n, const Ipopt::Number *x_l, const Ipopt::Number *x_u)
Change the bounds on the variables.
const Ipopt::Number * x_l()
Get the current values for the lower bounds.
const Ipopt::Number * x_init_user() const
get the user provided starting primal point
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.
void SetVariablesUpperBounds(Ipopt::Index n, const Ipopt::Number *x_u)
Change the upper bound on the variable.
virtual void removeCuts(unsigned int number, const int *toRemove)
Remove some cuts to the formulation.
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 called by Ipopt to get the starting point.
TMINLP2TNLP(const TMINLP2TNLP &)
Copy Constructor.
virtual const int * get_const_xtra_id() const
Access array describing constraint to which perspectives should be applied.
vector< Ipopt::Number > x_init_
Initial primal point.
const Ipopt::Number * g_sol() const
get the g solution (activities)
void setDualsInit(Ipopt::Index n, const Ipopt::Number *duals_init)
set the dual starting point to duals_init
Ipopt::Number * duals_init_
Initial values for all dual multipliers (constraints then lower bounds then upper bounds)
vector< Ipopt::Number > x_l_
Current lower bounds on variables.
Ipopt::Index nnz_jac_g() const
Access number of entries in tminlp_ hessian.
Ipopt::SolverReturn optimization_status() const
Get Optimization status.
const Ipopt::Number * g_u()
Get the current values for constraints upper bounds.
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)
Returns the jacobian of the constraints.
void SetWarmStarter(Ipopt::SmartPtr< IpoptInteriorWarmStarter > warm_starter)
Ipopt::Index num_variables() const
Get the number of variables.
vector< Ipopt::Number > g_l_
Lower bounds on constraints values.
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)
Return the hessian of the lagrangian.
const TMINLP::VariableType * var_types()
Get the variable types.
void Set_dual_sol(Ipopt::Index n, const Ipopt::Number *dual_sol)
Set the contiuous dual solution.
double evaluateUpperBoundingFunction(const double *x)
Evaluate the upper bounding function at given point and store the result.
Ipopt::Index num_constraints() const
Get the number of constraints.
vector< Ipopt::Number > x_init_user_
User-provideed initial prmal point.
void set_obj_value(Ipopt::Number value)
Manually set objective value.
void Set_x_sol(Ipopt::Index n, const Ipopt::Number *x_sol)
Set the contiuous solution.
const Ipopt::Number * orig_x_l() const
Get the original values for the lower bounds.
void SetVariableUpperBound(Ipopt::Index var_no, Ipopt::Number x_u)
Change the upper bound on the variable.
void SetVariableLowerBound(Ipopt::Index var_no, Ipopt::Number x_l)
Change the lower bound on the variable.
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)
Method that returns scaling parameters.
vector< Ipopt::Number > x_sol_
Optimal solution.
void SetVariablesLowerBounds(Ipopt::Index n, const Ipopt::Number *x_l)
Change the lower bound on the variables.
virtual void addCuts(unsigned int numberCuts, const OsiRowCut **cuts)
Methods are not implemented at this point.
virtual ~TMINLP2TNLP()
Default destructor.
vector< Ipopt::Number > orig_x_l_
Original lower bounds on variables.
void setxInit(Ipopt::Index n, const Ipopt::Number *x_init)
set the starting point to x_init
VariableType
Type of the variables.
A small wrap around std::vector to give easy access to array for interfacing with fortran code.
(C) Copyright International Business Machines Corporation 2007