parametricTNLP.hpp

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// Copyright 2010 Hans Pirnay
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Date   : 2010-01-05
 
#ifndef __PARAMETRICTNLPEXAMPLE_HPP__
#define __PARAMETRICTNLPEXAMPLE_HPP__
 
#include "IpTNLP.hpp"
 
namespace Ipopt
{
  
  class ParametricTNLP : public TNLP
  {
  public:
 
    ParametricTNLP();
 
    virtual ~ParametricTNLP();
 
    virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                              Index& nnz_h_lag, IndexStyleEnum& index_style);
 
    virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
                                 Index m, Number* g_l, Number* g_u);
 
    virtual bool get_starting_point(Index n, bool init_x, Number* x,
                                    bool init_z, Number* z_L, Number* z_U,
                                    Index m, bool init_lambda,
                                    Number* lambda);
 
    virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
 
    virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
 
    virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
 
    virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
                            Index m, Index nele_jac, Index* iRow, Index *jCol,
                            Number* values);
 
    virtual bool eval_h(Index n, const Number* x, bool new_x,
                        Number obj_factor, Index m, const Number* lambda,
                        bool new_lambda, Index nele_hess, Index* iRow,
                        Index* jCol, Number* values);
 
 
    virtual bool get_var_con_metadata(Index n,
                                      StringMetaDataMapType& var_string_md,
                                      IntegerMetaDataMapType& var_integer_md,
                                      NumericMetaDataMapType& var_numeric_md,
                                      Index m,
                                      StringMetaDataMapType& con_string_md,
                                      IntegerMetaDataMapType& con_integer_md,
                                      NumericMetaDataMapType& con_numeric_md);    
    
    virtual void finalize_solution(SolverReturn status,
                                   Index n, const Number* x, const Number* z_L, const Number* z_U,
                                   Index m, const Number* g, const Number* lambda,
                                   Number obj_value,
                                   const IpoptData* ip_data,
                                   IpoptCalculatedQuantities* ip_cq);
 
    virtual void finalize_metadata(Index n,
                                   const StringMetaDataMapType& var_string_md,
                                   const IntegerMetaDataMapType& var_integer_md,
                                   const NumericMetaDataMapType& var_numeric_md,
                                   Index m,
                                   const StringMetaDataMapType& con_string_md,
                                   const IntegerMetaDataMapType& con_integer_md,
                                   const NumericMetaDataMapType& con_numeric_md);
 
  private:
    ParametricTNLP(const ParametricTNLP&);
    ParametricTNLP& operator=(const ParametricTNLP&);
 
 
    /* Nominal and perturbed parameter values */
    Number nominal_eta1_;
    Number nominal_eta2_;
 
    Number eta_1_perturbed_value_;
    Number eta_2_perturbed_value_;
  };
 
}
 
#endif