ipopt_solver.cc

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#include <ifopt/ipopt_solver.h>
#include <ifopt/ipopt_adapter.h>

namespace ifopt {

IpoptSolver::IpoptSolver(bool rethrow_non_ipopt_exceptions)
{
  ipopt_app_ = std::make_shared<Ipopt::IpoptApplication>();
  status_ = Ipopt::Solve_Succeeded;

  /* Which linear solver to use. Mumps is default because it comes with the
   * precompiled ubuntu binaries. However, the coin-hsl solvers can be
   * significantly faster and are free for academic purposes. They can be
   * downloaded here: http://www.hsl.rl.ac.uk/ipopt/ and must be compiled
   * into your IPOPT libraries. Then you can use the additional strings:
   * "ma27, ma57, ma77, ma86, ma97" here.
   */
  SetOption("linear_solver", "mumps");

  /* whether to use the analytical derivatives "exact" coded in ifopt, or let
   * IPOPT approximate these through "finite difference-values". This is usually
   * significantly slower.
   */
  SetOption("jacobian_approximation", "exact");
  SetOption("hessian_approximation", "limited-memory");
  SetOption("max_cpu_time", 40.0);
  SetOption("tol", 0.001);
  SetOption("print_timing_statistics", "no");
  SetOption("print_user_options", "no");
  SetOption("print_level", 4);

  // SetOption("max_iter", 1);
  // SetOption("derivative_test", "first-order");
  // SetOption("derivative_test_tol", 1e-3);

  // Enable or Disable throwing original exceptions for catching errors
  ipopt_app_->RethrowNonIpoptException(rethrow_non_ipopt_exceptions);
}

void
IpoptSolver::Solve (Problem& nlp)
{
  using namespace Ipopt;

  status_ = ipopt_app_->Initialize();
  if (status_ != Solve_Succeeded) {
    std::cout << std::endl << std::endl << "*** Error during initialization!" << std::endl;
    throw std::length_error("Ipopt could not initialize correctly");
  }

  // check the jacobian_approximation method
  std::string jac_type = "";
  ipopt_app_->Options()->GetStringValue("jacobian_approximation", jac_type, "");
  bool finite_diff = jac_type=="finite-difference-values";

  // convert the NLP problem to Ipopt
  SmartPtr<TNLP> nlp_ptr = new IpoptAdapter(nlp,finite_diff);
  status_ = ipopt_app_->OptimizeTNLP(nlp_ptr);

  if (status_ != Solve_Succeeded) {
    std::string msg = "ERROR: Ipopt failed to find a solution. Return Code: " + std::to_string(status_) + "\n";
    std::cerr << msg;
  }
}

void
IpoptSolver::SetOption (const std::string& name, const std::string& value)
{
  ipopt_app_->Options()->SetStringValue(name, value);
}

void
IpoptSolver::SetOption (const std::string& name, int value)
{
  ipopt_app_->Options()->SetIntegerValue(name, value);
}

void
IpoptSolver::SetOption (const std::string& name, double value)
{
  ipopt_app_->Options()->SetNumericValue(name, value);
}

double
IpoptSolver::GetTotalWallclockTime ()
{
  return ipopt_app_->Statistics()->TotalWallclockTime();
}

} /* namespace ifopt */