1 | // (C) Copyright International Business Machines Corporation and Carnegie Mellon University 2004 |
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2 | // All Rights Reserved. |
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3 | // This code is published under the Common Public License. |
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4 | // |
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5 | // Authors : |
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6 | // Carl D. Laird, Carnegie Mellon University, |
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7 | // Andreas Waechter, International Business Machines Corporation |
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8 | // Pierre Bonami, Carnegie Mellon University, |
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9 | // |
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10 | // Date : 12/01/2004 |
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11 | |
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12 | #ifndef __IPAMPLTMINLP_HPP__ |
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13 | #define __IPAMPLTMINLP_HPP__ |
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14 | |
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15 | #include "BonTMINLP.hpp" |
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16 | #include "IpSmartPtr.hpp" |
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17 | #include "CoinPackedMatrix.hpp" |
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18 | #include "OsiCuts.hpp" |
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19 | // Declarations, so that we don't have to include the Ipopt AMPL headers |
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20 | namespace Ipopt |
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21 | { |
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22 | class AmplTNLP; |
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23 | class AmplSuffixHandler; |
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24 | class AmplOptionsList; |
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25 | } |
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26 | |
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27 | namespace Bonmin |
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28 | { |
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29 | |
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30 | |
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31 | |
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32 | /** Ampl MINLP Interface. |
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33 | * Ampl MINLP Interface, implemented as a TMINLP. |
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34 | * This interface creates a AmplTNLP and also retrieves |
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35 | * the information about the binary and integer variables |
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36 | */ |
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37 | class AmplTMINLP : public TMINLP |
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38 | { |
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39 | public: |
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40 | /**@name Constructors/Destructors */ |
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41 | //@{ |
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42 | /** Constructor */ |
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43 | AmplTMINLP(const SmartPtr<const Journalist>& jnlst, |
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44 | const SmartPtr<OptionsList> options, |
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45 | char**& argv, |
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46 | AmplSuffixHandler* suffix_handler = NULL, |
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47 | const std::string& appName = "bonmin", |
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48 | std::string* nl_file_content = NULL); |
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49 | |
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50 | virtual void Initialize(const SmartPtr<const Journalist>& jnlst, |
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51 | const SmartPtr<OptionsList> options, |
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52 | char**& argv, |
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53 | AmplSuffixHandler* suffix_handler =NULL, |
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54 | const std::string& appName = "bonmin", |
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55 | std::string* nl_file_content = NULL); |
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56 | |
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57 | /** read the branching priorities from ampl suffixes.*/ |
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58 | void read_priorities(); |
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59 | |
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60 | /** read the sos constraints from ampl suffixes */ |
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61 | void read_sos(); |
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62 | |
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63 | AmplTMINLP(); |
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64 | |
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65 | virtual AmplTMINLP * createEmpty() |
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66 | { |
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67 | AmplTMINLP * tminlp = new AmplTMINLP; |
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68 | return tminlp; |
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69 | } |
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70 | |
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71 | /** Default destructor */ |
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72 | virtual ~AmplTMINLP(); |
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73 | //@} |
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74 | |
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75 | /**@name methods to gather information about the NLP. These |
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76 | * methods are overloaded from TMINLP. See TMINLP for their more |
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77 | * detailed documentation. */ |
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78 | //@{ |
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79 | /** returns dimensions of the nlp. Overloaded from TMINLP */ |
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80 | virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, |
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81 | Index& nnz_h_lag, |
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82 | TNLP::IndexStyleEnum& index_style); |
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83 | |
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84 | /** returns the vector of variable types */ |
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85 | virtual bool get_var_types(Index n, VariableType* var_types); |
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86 | /** return the vector of constraints types*/ |
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87 | virtual bool get_constraints_types(Index n, ConstraintType* const_types); |
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88 | /** returns bounds of the nlp. Overloaded from TMINLP */ |
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89 | virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, |
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90 | Index m, Number* g_l, Number* g_u); |
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91 | |
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92 | /** provides a starting point for the nlp variables. Overloaded |
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93 | from TMINLP */ |
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94 | virtual bool get_starting_point(Index n, bool init_x, Number* x, |
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95 | bool init_z, Number* z_L, Number* z_U, |
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96 | Index m, bool init_lambda, Number* lambda); |
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97 | |
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98 | /** evaluates the objective value for the nlp. Overloaded from TMINLP */ |
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99 | virtual bool eval_f(Index n, const Number* x, bool new_x, |
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100 | Number& obj_value); |
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101 | |
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102 | /** evaluates the gradient of the objective for the |
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103 | nlp. Overloaded from TMINLP */ |
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104 | virtual bool eval_grad_f(Index n, const Number* x, bool new_x, |
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105 | Number* grad_f); |
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106 | |
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107 | /** evaluates the constraint residuals for the nlp. Overloaded from TMINLP */ |
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108 | virtual bool eval_g(Index n, const Number* x, bool new_x, |
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109 | Index m, Number* g); |
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110 | |
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111 | /** specifies the jacobian structure (if values is NULL) and |
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112 | * evaluates the jacobian values (if values is not NULL) for the |
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113 | * nlp. Overloaded from TMINLP */ |
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114 | virtual bool eval_jac_g(Index n, const Number* x, bool new_x, |
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115 | Index m, Index nele_jac, Index* iRow, |
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116 | Index *jCol, Number* values); |
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117 | |
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118 | /** specifies the structure of the hessian of the lagrangian (if |
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119 | * values is NULL) and evaluates the values (if values is not |
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120 | * NULL). Overloaded from TMINLP */ |
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121 | virtual bool eval_h(Index n, const Number* x, bool new_x, |
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122 | Number obj_factor, Index m, const Number* lambda, |
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123 | bool new_lambda, Index nele_hess, Index* iRow, |
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124 | Index* jCol, Number* values); |
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125 | //@} |
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126 | |
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127 | /** @name Solution Methods */ |
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128 | //@{ |
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129 | virtual void finalize_solution(SolverReturn status, |
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130 | Index n, const Number* x, const Number* z_L, const Number* z_U, |
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131 | Index m, const Number* g, const Number* lambda, |
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132 | Number obj_value); |
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133 | |
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134 | void write_solution(const std::string & message, const Number *x_sol, const Number * lambda_sol); |
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135 | //@} |
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136 | |
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137 | /** Write the solution file. This is a wrapper for AMPL's |
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138 | * write_sol. TODO Maybe this should be at a different place, or |
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139 | * collect the numbers itself? */ |
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140 | void write_solution_file(const std::string& message) const; |
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141 | //@} |
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142 | |
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143 | |
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144 | virtual const BranchingInfo * branchingInfo() const |
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145 | { |
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146 | return &branch_; |
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147 | } |
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148 | |
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149 | virtual const SosInfo * sosConstraints() const |
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150 | { |
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151 | return &sos_; |
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152 | } |
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153 | |
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154 | /** @name User callbacks */ |
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155 | //@{ |
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156 | /** Additional application specific options.*/ |
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157 | virtual void fillApplicationOptions(AmplOptionsList* amplOptList) |
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158 | {} |
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159 | //@} |
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160 | |
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161 | |
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162 | /** This methods gives the linear part of the objective function */ |
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163 | virtual void getLinearPartOfObjective(double * obj); |
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164 | /** Journlist */ |
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165 | SmartPtr<const Journalist> jnlst_; |
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166 | |
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167 | /** Sign of the objective fn (1 for min, -1 for max) */ |
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168 | double obj_sign_; |
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169 | |
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170 | /**@name Problem Size Data*/ |
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171 | //@{ |
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172 | Index nz_h_full_; // number of nonzeros in the full_x hessian |
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173 | /* the rest of the problem size data is available easily through the ampl variables */ |
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174 | //@} |
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175 | |
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176 | /**@name Internal copies of data */ |
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177 | //@{ |
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178 | /** A non-const copy of x - this is kept up-to-date in apply_new_x */ |
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179 | Number* non_const_x_; |
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180 | |
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181 | /** Solution Vectors */ |
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182 | Number* x_sol_; |
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183 | Number* z_L_sol_; |
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184 | Number* z_U_sol_; |
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185 | Number* g_sol_; |
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186 | Number* lambda_sol_; |
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187 | Number obj_sol_; |
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188 | //@} |
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189 | |
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190 | /**@name Flags to track internal state */ |
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191 | //@{ |
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192 | /** true when the objective value has been calculated with the |
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193 | * current x, set to false in apply_new_x, and set to true in |
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194 | * internal_objval */ |
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195 | bool objval_called_with_current_x_; |
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196 | /** true when the constraint values have been calculated with the |
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197 | * current x, set to false in apply_new_x, and set to true in |
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198 | * internal_conval */ |
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199 | bool conval_called_with_current_x_; |
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200 | //@} |
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201 | |
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202 | |
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203 | /** Make the objective call to ampl */ |
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204 | bool internal_objval(Number& obj_val); |
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205 | |
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206 | /** Make the constraint call to ampl*/ |
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207 | bool internal_conval(Index m, Number* g=NULL); |
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208 | |
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209 | /** Internal function to update the internal and ampl state if the |
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210 | x value changes */ |
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211 | void apply_new_x(bool new_x, Index n, const Number* x); |
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212 | |
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213 | /** Method to add the extra option for ampl */ |
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214 | void fillAmplOptionList(AmplOptionsList* amplOptList); |
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215 | |
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216 | /**@name Default Compiler Generated Methods |
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217 | * (Hidden to avoid implicit creation/calling). |
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218 | * These methods are not implemented and |
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219 | * we do not want the compiler to implement |
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220 | * them for us, so we declare them private |
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221 | * and do not define them. This ensures that |
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222 | * they will not be implicitly created/called. */ |
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223 | //@{ |
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224 | |
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225 | /** Copy Constructor */ |
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226 | AmplTMINLP(const AmplTMINLP&); |
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227 | |
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228 | /** Overloaded Equals Operator */ |
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229 | void operator=(const AmplTMINLP&); |
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230 | //@} |
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231 | |
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232 | /** pointer to the internal AmplTNLP */ |
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233 | AmplTNLP* ampl_tnlp_; |
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234 | |
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235 | /** Storage of branching priorities information.*/ |
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236 | BranchingInfo branch_; |
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237 | /** Storage of sos constraints */ |
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238 | SosInfo sos_; |
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239 | /** Store a suffix handler (since Ipopt does not want to give access to his >:( ).*/ |
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240 | SmartPtr<AmplSuffixHandler> suffix_handler_; |
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241 | }; |
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242 | } // namespace Ipopt |
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243 | |
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244 | #endif |
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