IpOrigIpoptNLP.hpp

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// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpOrigIpoptNLP.hpp 2160 2012-12-26 19:14:42Z stefan $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
 
#ifndef __IPORIGIPOPTNLP_HPP__
#define __IPORIGIPOPTNLP_HPP__
 
#include "IpIpoptNLP.hpp"
#include "IpException.hpp"
#include "IpTimingStatistics.hpp"
 
namespace Ipopt
{
 
  enum HessianApproximationType {
    EXACT=0,
    LIMITED_MEMORY
  };
 
  enum HessianApproximationSpace {
    NONLINEAR_VARS=0,
    ALL_VARS
  };
 
  class OrigIpoptNLP : public IpoptNLP
  {
  public:
    OrigIpoptNLP(const SmartPtr<const Journalist>& jnlst,
                 const SmartPtr<NLP>& nlp,
                 const SmartPtr<NLPScalingObject>& nlp_scaling);
 
    virtual ~OrigIpoptNLP();
 
    virtual bool Initialize(const Journalist& jnlst,
                            const OptionsList& options,
                            const std::string& prefix);
 
    virtual bool InitializeStructures(SmartPtr<Vector>& x,
                                      bool init_x,
                                      SmartPtr<Vector>& y_c,
                                      bool init_y_c,
                                      SmartPtr<Vector>& y_d,
                                      bool init_y_d,
                                      SmartPtr<Vector>& z_L,
                                      bool init_z_L,
                                      SmartPtr<Vector>& z_U,
                                      bool init_z_U,
                                      SmartPtr<Vector>& v_L,
                                      SmartPtr<Vector>& v_U
                                     );
 
    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    {
      return nlp_->GetWarmStartIterate(warm_start_iterate);
    }
    virtual Number f(const Vector& x);
 
    virtual Number f(const Vector& x, Number mu);
 
    virtual SmartPtr<const Vector> grad_f(const Vector& x);
 
    virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu);
 
    virtual SmartPtr<const Vector> c(const Vector& x);
 
    virtual SmartPtr<const Matrix> jac_c(const Vector& x);
 
    virtual SmartPtr<const Vector> d(const Vector& x);
 
    virtual SmartPtr<const Matrix> jac_d(const Vector& x);
 
    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd
                                       );
 
    virtual SmartPtr<const SymMatrix> h(const Vector& x,
                                        Number obj_factor,
                                        const Vector& yc,
                                        const Vector& yd,
                                        Number mu);
 
    virtual SmartPtr<const SymMatrix> uninitialized_h();
 
    virtual SmartPtr<const Vector> x_L() const
    {
      return x_L_;
    }
 
    virtual SmartPtr<const Matrix> Px_L() const
    {
      return Px_L_;
    }
 
    virtual SmartPtr<const Vector> x_U() const
    {
      return x_U_;
    }
 
    virtual SmartPtr<const Matrix> Px_U() const
    {
      return Px_U_;
    }
 
    virtual SmartPtr<const Vector> d_L() const
    {
      return d_L_;
    }
 
    virtual SmartPtr<const Matrix> Pd_L() const
    {
      return Pd_L_;
    }
 
    virtual SmartPtr<const Vector> d_U() const
    {
      return d_U_;
    }
 
    virtual SmartPtr<const Matrix> Pd_U() const
    {
      return Pd_U_;
    }
 
    virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
    {
      return h_space_;
    }
 
    virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
                           SmartPtr<const VectorSpace>& c_space,
                           SmartPtr<const VectorSpace>& d_space,
                           SmartPtr<const VectorSpace>& x_l_space,
                           SmartPtr<const MatrixSpace>& px_l_space,
                           SmartPtr<const VectorSpace>& x_u_space,
                           SmartPtr<const MatrixSpace>& px_u_space,
                           SmartPtr<const VectorSpace>& d_l_space,
                           SmartPtr<const MatrixSpace>& pd_l_space,
                           SmartPtr<const VectorSpace>& d_u_space,
                           SmartPtr<const MatrixSpace>& pd_u_space,
                           SmartPtr<const MatrixSpace>& Jac_c_space,
                           SmartPtr<const MatrixSpace>& Jac_d_space,
                           SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
 
    virtual void AdjustVariableBounds(const Vector& new_x_L,
                                      const Vector& new_x_U,
                                      const Vector& new_d_L,
                                      const Vector& new_d_U);
 
    virtual Index f_evals() const
    {
      return f_evals_;
    }
    virtual Index grad_f_evals() const
    {
      return grad_f_evals_;
    }
    virtual Index c_evals() const
    {
      return c_evals_;
    }
    virtual Index jac_c_evals() const
    {
      return jac_c_evals_;
    }
    virtual Index d_evals() const
    {
      return d_evals_;
    }
    virtual Index jac_d_evals() const
    {
      return jac_d_evals_;
    }
    virtual Index h_evals() const
    {
      return h_evals_;
    }
 
    void FinalizeSolution(SolverReturn status,
                          const Vector& x, const Vector& z_L, const Vector& z_U,
                          const Vector& c, const Vector& d,
                          const Vector& y_c, const Vector& y_d,
                          Number obj_value,
                          const IpoptData* ip_data,
                          IpoptCalculatedQuantities* ip_cq);
    bool IntermediateCallBack(AlgorithmMode mode,
                              Index iter, Number obj_value,
                              Number inf_pr, Number inf_du,
                              Number mu, Number d_norm,
                              Number regularization_size,
                              Number alpha_du, Number alpha_pr,
                              Index ls_trials,
                              SmartPtr<const IpoptData> ip_data,
                              SmartPtr<IpoptCalculatedQuantities> ip_cq);
 
    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
 
    SmartPtr<NLP> nlp()
    {
      return nlp_;
    }
 
 
    void ResetTimes();
 
    void PrintTimingStatistics(Journalist& jnlst,
                               EJournalLevel level,
                               EJournalCategory category) const;
 
    const TimedTask& f_eval_time() const
    {
      return f_eval_time_;
    }
    const TimedTask& grad_f_eval_time() const
    {
      return grad_f_eval_time_;
    }
    const TimedTask& c_eval_time() const
    {
      return c_eval_time_;
    }
    const TimedTask& jac_c_eval_time() const
    {
      return jac_c_eval_time_;
    }
    const TimedTask& d_eval_time() const
    {
      return d_eval_time_;
    }
    const TimedTask& jac_d_eval_time() const
    {
      return jac_d_eval_time_;
    }
    const TimedTask& h_eval_time() const
    {
      return h_eval_time_;
    }
 
    Number TotalFunctionEvaluationCpuTime() const;
    Number TotalFunctionEvaluationSysTime() const;
    Number TotalFunctionEvaluationWallclockTime() const;
 
  private:
    SmartPtr<const Journalist> jnlst_;
 
    SmartPtr<NLP> nlp_;
 
    SmartPtr<const VectorSpace> x_space_;
    SmartPtr<const VectorSpace> c_space_;
    SmartPtr<const VectorSpace> d_space_;
    SmartPtr<const VectorSpace> x_l_space_;
    SmartPtr<const MatrixSpace> px_l_space_;
    SmartPtr<const VectorSpace> x_u_space_;
    SmartPtr<const MatrixSpace> px_u_space_;
    SmartPtr<const VectorSpace> d_l_space_;
    SmartPtr<const MatrixSpace> pd_l_space_;
    SmartPtr<const VectorSpace> d_u_space_;
    SmartPtr<const MatrixSpace> pd_u_space_;
    SmartPtr<const MatrixSpace> jac_c_space_;
    SmartPtr<const MatrixSpace> jac_d_space_;
    SmartPtr<const SymMatrixSpace> h_space_;
 
    SmartPtr<const MatrixSpace> scaled_jac_c_space_;
    SmartPtr<const MatrixSpace> scaled_jac_d_space_;
    SmartPtr<const SymMatrixSpace> scaled_h_space_;
 
    CachedResults<Number> f_cache_;
 
    CachedResults<SmartPtr<const Vector> > grad_f_cache_;
 
    CachedResults<SmartPtr<const Vector> > c_cache_;
 
    CachedResults<SmartPtr<const Matrix> > jac_c_cache_;
 
    CachedResults<SmartPtr<const Vector> > d_cache_;
 
    CachedResults<SmartPtr<const Matrix> > jac_d_cache_;
 
    CachedResults<SmartPtr<const SymMatrix> > h_cache_;
 
    CachedResults<SmartPtr<const Vector> > unscaled_x_cache_;
 
    SmartPtr<const Vector> x_L_;
 
    SmartPtr<const Matrix> Px_L_;
 
    SmartPtr<const Vector> x_U_;
 
    SmartPtr<const Matrix> Px_U_;
 
    SmartPtr<const Vector> d_L_;
 
    SmartPtr<const Matrix> Pd_L_;
 
    SmartPtr<const Vector> d_U_;
 
    SmartPtr<const Matrix> Pd_U_;
 
    SmartPtr<const Vector> orig_x_L_;
 
    SmartPtr<const Vector> orig_x_U_;
 
    OrigIpoptNLP();
 
    OrigIpoptNLP(const OrigIpoptNLP&);
 
    void operator=(const OrigIpoptNLP&);
 
    void relax_bounds(Number bound_relax_factor, Vector& bounds);
    SmartPtr<const Vector> get_unscaled_x(const Vector& x);
 
    Number bound_relax_factor_;
    bool honor_original_bounds_;
    bool warm_start_same_structure_;
    HessianApproximationType hessian_approximation_;
    HessianApproximationSpace hessian_approximation_space_;
    bool check_derivatives_for_naninf_;
    bool jac_c_constant_;
    bool jac_d_constant_;
    bool hessian_constant_;
 
    Index f_evals_;
    Index grad_f_evals_;
    Index c_evals_;
    Index jac_c_evals_;
    Index d_evals_;
    Index jac_d_evals_;
    Index h_evals_;
 
    bool initialized_;
 
    TimedTask f_eval_time_;
    TimedTask grad_f_eval_time_;
    TimedTask c_eval_time_;
    TimedTask jac_c_eval_time_;
    TimedTask d_eval_time_;
    TimedTask jac_d_eval_time_;
    TimedTask h_eval_time_;
  };
 
} // namespace Ipopt
 
#endif