ipopt_adapter.h

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Copyright (c) 2017, Alexander W. Winkler, ETH Zurich. All rights reserved.
 
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#ifndef IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_
#define IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_
 
#include <IpIpoptApplication.hpp>
#include <IpSolveStatistics.hpp>
#include <IpTNLP.hpp>
 
#include <ifopt/problem.h>
 
namespace Ipopt {
 
class IpoptAdapter : public TNLP {
 public:
  using Problem  = ifopt::Problem;
  using VectorXd = Problem::VectorXd;
  using Jacobian = Problem::Jacobian;
 
  IpoptAdapter(Problem& nlp, bool finite_diff = false);
  virtual ~IpoptAdapter() = default;
 
 private:
  Problem* nlp_;  
  bool
      finite_diff_;  
 
  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, double* x_l, double* x_u, Index m,
                               double* g_l, double* g_u);
 
  virtual bool get_starting_point(Index n, bool init_x, double* x, bool init_z,
                                  double* z_L, double* z_U, Index m,
                                  bool init_lambda, double* lambda);
 
  virtual bool eval_f(Index n, const double* x, bool new_x, double& obj_value);
 
  virtual bool eval_grad_f(Index n, const double* x, bool new_x,
                           double* grad_f);
 
  virtual bool eval_g(Index n, const double* x, bool new_x, Index m, double* g);
 
  virtual bool eval_jac_g(Index n, const double* x, bool new_x, Index m,
                          Index nele_jac, Index* iRow, Index* jCol,
                          double* values);
 
  virtual bool intermediate_callback(AlgorithmMode mode, Index iter,
                                     double obj_value, double inf_pr,
                                     double inf_du, double mu, double d_norm,
                                     double regularization_size,
                                     double alpha_du, double alpha_pr,
                                     Index ls_trials, const IpoptData* ip_data,
                                     IpoptCalculatedQuantities* ip_cq);
 
  virtual void finalize_solution(SolverReturn status, Index n, const double* x,
                                 const double* z_L, const double* z_U, Index m,
                                 const double* g, const double* lambda,
                                 double obj_value, const IpoptData* ip_data,
                                 IpoptCalculatedQuantities* ip_cq);
};
 
}  // namespace Ipopt
 
#endif /* IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_ */