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TutorialCpp_nlp.hpp
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00001 // Copyright (C) 2009 International Business Machines.
00002 // All Rights Reserved.
00003 // This code is published under the Eclipse Public License.
00004 //
00005 // $Id$
00006 //
00007 // Author:  Andreas Waechter               IBM    2009-04-02
00008 
00009 // This file is part of the Ipopt tutorial.  It is a version with
00010 // mistakes for the C++ implemention of the coding exercise problem
00011 // (in AMPL formulation):
00012 //
00013 // param n := 4;
00014 //
00015 // var x {1..n} <= 0, >= -1.5, := -0.5;
00016 //
00017 // minimize obj:
00018 //   sum{i in 1..n} (x[i]-1)^2;
00019 //
00020 // subject to constr {i in 2..n-1}:
00021 //   (x[i]^2+1.5*x[i]-i/n)*cos(x[i+1]) - x[i-1] = 0;
00022 //
00023 // The constant term "i/n" in the constraint is supposed to be input data
00024 //
00025 
00026 #ifndef __TUTORIALCPP_NLP_HPP__
00027 #define __TUTORIALCPP_NLP_HPP__
00028 
00029 #include "IpTNLP.hpp"
00030 
00031 using namespace Ipopt;
00032 
00033 // This inherits from Ipopt's TNLP
00034 class TutorialCpp_NLP : public TNLP
00035 {
00036 public:
00038   TutorialCpp_NLP(Index N, const Number* a);
00039 
00041   virtual ~TutorialCpp_NLP();
00042 
00046   virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00047                             Index& nnz_h_lag, IndexStyleEnum& index_style);
00048 
00050   virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00051                                Index m, Number* g_l, Number* g_u);
00052 
00054   virtual bool get_starting_point(Index n, bool init_x, Number* x,
00055                                   bool init_z, Number* z_L, Number* z_U,
00056                                   Index m, bool init_lambda,
00057                                   Number* lambda);
00058 
00060   virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
00061 
00063   virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
00064 
00066   virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
00067 
00072   virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
00073                           Index m, Index nele_jac, Index* iRow, Index *jCol,
00074                           Number* values);
00075 
00080   virtual bool eval_h(Index n, const Number* x, bool new_x,
00081                       Number obj_factor, Index m, const Number* lambda,
00082                       bool new_lambda, Index nele_hess, Index* iRow,
00083                       Index* jCol, Number* values);
00084 
00086 
00090   virtual void finalize_solution(SolverReturn status,
00091                                  Index n, const Number* x, const Number* z_L, const Number* z_U,
00092                                  Index m, const Number* g, const Number* lambda,
00093                                  Number obj_value,
00094                                  const IpoptData* ip_data,
00095                                  IpoptCalculatedQuantities* ip_cq);
00097 
00098 private:
00110   TutorialCpp_NLP();
00111   TutorialCpp_NLP(const TutorialCpp_NLP&);
00112   TutorialCpp_NLP& operator=(const TutorialCpp_NLP&);
00114 
00118   Index N_;
00120   Number* a_;
00122 };
00123 
00124 
00125 #endif
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