1 | // (C) Copyright International Business Machines Corporation 2006 |
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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 | // $Id: IpoptInteriorWarmStarter.hpp 1 2006-07-11 14:59:53Z andreasw $ |
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6 | // |
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7 | // Authors: Andreas Waechter IBM 2006-03-02 |
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8 | |
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9 | #ifndef __IPOPTINTERIORWARMSTARTER_HPP__ |
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10 | #define __IPOPTINTERIORWARMSTARTER_HPP__ |
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11 | |
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12 | #include "IpSmartPtr.hpp" |
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13 | #include "IpNLP.hpp" |
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14 | #include <vector> |
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15 | |
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16 | using namespace Ipopt; |
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17 | |
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18 | class IpoptInteriorWarmStarter : public ReferencedObject |
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19 | { |
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20 | public: |
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21 | /**@name Constructors/Destructors */ |
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22 | //@{ |
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23 | /** Constructor. We give it the values of the current bounds so that |
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24 | * it can figure out which variables are fixed for this NLP. */ |
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25 | IpoptInteriorWarmStarter(Index n, const Number* x_L, const Number* x_u, |
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26 | Number nlp_lower_bound_inf, |
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27 | Number nlp_upper_bound_inf, |
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28 | bool store_several_iterates); |
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29 | |
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30 | /** Default destructor */ |
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31 | ~IpoptInteriorWarmStarter(); |
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32 | //@} |
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33 | |
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34 | /** Method for possibly storing another iterate during the current |
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35 | * optimizatin for possible use for a warm start for a new |
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36 | * problem */ |
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37 | bool UpdateStoredIterates(AlgorithmMode mode, |
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38 | const IpoptData& ip_data, |
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39 | IpoptCalculatedQuantities& ip_cq); |
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40 | |
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41 | /** Method for doing whatever needs to be done after the parent NLP |
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42 | * has been solved */ |
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43 | bool Finalize(); |
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44 | |
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45 | /** Method for computing the initial point based on the stored |
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46 | * information */ |
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47 | bool WarmStartIterate(Index n, const Number* x_l_new, const Number* x_u_new, |
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48 | IteratesVector& warm_start_iterate); |
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49 | |
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50 | private: |
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51 | /**@name Default Compiler Generated Methods |
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52 | * (Hidden to avoid implicit creation/calling). |
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53 | * These methods are not implemented and |
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54 | * we do not want the compiler to implement |
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55 | * them for us, so we declare them private |
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56 | * and do not define them. This ensures that |
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57 | * they will not be implicitly created/called. */ |
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58 | //@{ |
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59 | /** Default constructor. */ |
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60 | IpoptInteriorWarmStarter(); |
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61 | |
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62 | /** Copy Constructor */ |
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63 | IpoptInteriorWarmStarter(const IpoptInteriorWarmStarter&); |
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64 | |
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65 | /** Overloaded Equals Operator */ |
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66 | void operator=(const IpoptInteriorWarmStarter&); |
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67 | //@} |
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68 | |
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69 | //@{ |
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70 | /** Value for a lower bound that denotes -infinity */ |
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71 | Number nlp_lower_bound_inf_; |
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72 | /** Value for a upper bound that denotes infinity */ |
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73 | Number nlp_upper_bound_inf_; |
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74 | /** Flag indicating whether more than one iterate is to be |
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75 | * stored. */ |
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76 | bool store_several_iterates_; |
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77 | //@} |
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78 | |
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79 | /** @name Copy of the bounds for the previously solved NLP. This is |
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80 | * required to find out the remapping for fixed variables, and it |
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81 | * might also help to see how large the perturbation of the new |
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82 | * problem is. */ |
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83 | //@{ |
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84 | Index n_; |
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85 | Number* x_l_prev_; |
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86 | Number* x_u_prev_; |
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87 | //@} |
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88 | |
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89 | /** @name Selected Iterates and quantities from the previous |
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90 | * optimization */ |
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91 | //@{ |
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92 | Index n_stored_iterates_; |
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93 | std::vector<Index> stored_iter_; |
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94 | std::vector<SmartPtr<const IteratesVector> > stored_iterates_; |
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95 | std::vector<Number> stored_mu_; |
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96 | std::vector<Number> stored_nlp_error_; |
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97 | std::vector<Number> stored_primal_inf_; |
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98 | std::vector<Number> stored_dual_inf_; |
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99 | std::vector<Number> stored_compl_; |
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100 | //@} |
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101 | }; |
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102 | |
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103 | #endif |
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