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IpStdInterfaceTNLP.hpp
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00001 // Copyright (C) 2004, 2010 International Business Machines and others.
00002 // All Rights Reserved.
00003 // This code is published under the Eclipse Public License.
00004 //
00005 // $Id$
00006 //
00007 // Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
00008 
00009 #ifndef __IPSTDINTERFACETNLP_HPP__
00010 #define __IPSTDINTERFACETNLP_HPP__
00011 
00012 #include "IpUtils.hpp"
00013 #include "IpTNLP.hpp"
00014 #include "IpJournalist.hpp"
00015 #include "IpException.hpp"
00016 #include "IpStdCInterface.h"
00017 #include "IpSmartPtr.hpp"
00018 
00019 namespace Ipopt
00020 {
00023   DECLARE_STD_EXCEPTION(INVALID_STDINTERFACE_NLP);
00024 
00030   class StdInterfaceTNLP : public TNLP
00031   {
00032   public:
00039     StdInterfaceTNLP(Index n_var,
00040                      const Number* x_L, const Number* x_U,
00041                      Index n_con,
00042                      const Number* g_L, const Number* g_U,
00043                      Index nele_jac,
00044                      Index nele_hess,
00045                      Index index_style,
00046                      const Number* start_x,
00047                      const Number* start_lam,
00048                      const Number* start_z_L,
00049                      const Number* start_z_U,
00050                      Eval_F_CB eval_f,
00051                      Eval_G_CB eval_g,
00052                      Eval_Grad_F_CB eval_grad_f,
00053                      Eval_Jac_G_CB eval_jac_g,
00054                      Eval_H_CB eval_h,
00055                      Intermediate_CB intermediate_cb,
00056                      Number* x_sol,
00057                      Number* z_L_sol,
00058                      Number* z_U_sol,
00059                      Number* g_sol,
00060                      Number* lam_sol,
00061                      Number* obj_sol,
00062                      UserDataPtr user_data,
00063                      Number obj_scaling=1,
00064                      const Number* x_scaling = NULL,
00065                      const Number* g_scaling = NULL);
00066 
00068     virtual ~StdInterfaceTNLP();
00070 
00075     virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00076                               Index& nnz_h_lag, IndexStyleEnum& index_style);
00077 
00079     virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00080                                  Index m, Number* g_l, Number* g_u);
00081 
00084     virtual bool get_scaling_parameters(Number& obj_scaling,
00085                                         bool& use_x_scaling, Index n,
00086                                         Number* x_scaling,
00087                                         bool& use_g_scaling, Index m,
00088                                         Number* g_scaling);
00089 
00091     virtual bool get_starting_point(Index n, bool init_x, Number* x,
00092                                     bool init_z, Number* z_L, Number* z_U,
00093                                     Index m, bool init_lambda, Number* lambda);
00094 
00096     virtual bool eval_f(Index n, const Number* x, bool new_x,
00097                         Number& obj_value);
00098 
00101     virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
00102                              Number* grad_f);
00103 
00105     virtual bool eval_g(Index n, const Number* x, bool new_x, Index m,
00106                         Number* g);
00107 
00111     virtual bool eval_jac_g(Index n, const Number* x, bool new_x, Index m,
00112                             Index nele_jac, Index* iRow, Index *jCol,
00113                             Number* values);
00114 
00117     virtual bool eval_h(Index n, const Number* x, bool new_x,
00118                         Number obj_factor, Index m, const Number* lambda,
00119                         bool new_lambda, Index nele_hess, Index* iRow,
00120                         Index* jCol, Number* values);
00121 
00123     virtual bool intermediate_callback(AlgorithmMode mode,
00124                                        Index iter, Number obj_value,
00125                                        Number inf_pr, Number inf_du,
00126                                        Number mu, Number d_norm,
00127                                        Number regularization_size,
00128                                        Number alpha_du, Number alpha_pr,
00129                                        Index ls_trials,
00130                                        const IpoptData* ip_data,
00131                                        IpoptCalculatedQuantities* ip_cq);
00133 
00136     virtual void finalize_solution(SolverReturn status,
00137                                    Index n, const Number* x, const Number* z_L, const Number* z_U,
00138                                    Index m, const Number* g, const Number* lambda,
00139                                    Number obj_value,
00140                                    const IpoptData* ip_data,
00141                                    IpoptCalculatedQuantities* ip_cq);
00143 
00144   private:
00146     SmartPtr<const Journalist> jnlst_;
00147 
00151     const Index n_var_;
00153     const Index n_con_;
00155     const Number* x_L_;
00157     const Number* x_U_;
00159     const Number* g_L_;
00161     const Number* g_U_;
00163     const Index nele_jac_;
00165     const Index nele_hess_;
00167     const Index index_style_;
00169     const Number* start_x_;
00172     const Number* start_lam_;
00175     const Number* start_z_L_;
00178     const Number* start_z_U_;
00180     Eval_F_CB eval_f_;
00182     Eval_G_CB eval_g_;
00185     Eval_Grad_F_CB eval_grad_f_;
00187     Eval_Jac_G_CB eval_jac_g_;
00189     Eval_H_CB eval_h_;
00191     Intermediate_CB intermediate_cb_;
00193     UserDataPtr user_data_;
00195     Number obj_scaling_;
00197     const Number* x_scaling_;
00199     const Number* g_scaling_;
00201 
00202 
00204     Number* non_const_x_;
00205 
00207     Number* x_sol_;
00208     Number* z_L_sol_;
00209     Number* z_U_sol_;
00210     Number* g_sol_;
00211     Number* lambda_sol_;
00212     Number* obj_sol_;
00213 
00216     void apply_new_x(bool new_x, Index n, const Number* x);
00217 
00227     StdInterfaceTNLP();
00228 
00230     StdInterfaceTNLP(const StdInterfaceTNLP&);
00231 
00233     void operator=(const StdInterfaceTNLP&);
00235 
00236   };
00237 
00238 } // namespace Ipopt
00239 
00240 #endif
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