ifopt: ipopt_adapter.h Source File

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00002 Copyright (c) 2017, Alexander W. Winkler, ETH Zurich. All rights reserved.
00003 
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00014 
00015 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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00026 
00027 #ifndef IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_
00028 #define IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_
00029 
00030 #include <IpTNLP.hpp>
00031 #include <IpIpoptApplication.hpp>
00032 #include <IpSolveStatistics.hpp>
00033 
00034 #include <ifopt/problem.h>
00035 
00042 namespace Ipopt {
00043 
00054 class IpoptAdapter : public TNLP {
00055 public:
00056   using Problem  = ifopt::Problem;
00057   using VectorXd = Problem::VectorXd;
00058   using Jacobian = Problem::Jacobian;
00059 
00066   IpoptAdapter(Problem& nlp, bool finite_diff = false);
00067   virtual ~IpoptAdapter() = default;
00068 
00069 private:
00070   Problem* nlp_; 
00071   bool finite_diff_;  
00072 
00074   virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00075                             Index& nnz_h_lag, IndexStyleEnum& index_style);
00076 
00078   virtual bool get_bounds_info(Index n, double* x_l, double* x_u,
00079                                Index m, double* g_l, double* g_u);
00080 
00082   virtual bool get_starting_point(Index n, bool init_x, double* x,
00083                                   bool init_z, double* z_L, double* z_U,
00084                                   Index m, bool init_lambda,
00085                                   double* lambda);
00086 
00088   virtual bool eval_f(Index n, const double* x, bool new_x, double& obj_value);
00089 
00091   virtual bool eval_grad_f(Index n, const double* x, bool new_x, double* grad_f);
00092 
00094   virtual bool eval_g(Index n, const double* x, bool new_x, Index m, double* g);
00095 
00100   virtual bool eval_jac_g(Index n, const double* x, bool new_x,
00101                           Index m, Index nele_jac, Index* iRow, Index *jCol,
00102                           double* values);
00103 
00106   virtual bool intermediate_callback(AlgorithmMode mode,
00107                                      Index iter, double obj_value,
00108                                      double inf_pr, double inf_du,
00109                                      double mu, double d_norm,
00110                                      double regularization_size,
00111                                      double alpha_du, double alpha_pr,
00112                                      Index ls_trials,
00113                                      const IpoptData* ip_data,
00114                                      IpoptCalculatedQuantities* ip_cq);
00115 
00118   virtual void finalize_solution(SolverReturn status,
00119                                  Index n, const double* x, const double* z_L, const double* z_U,
00120                                  Index m, const double* g, const double* lambda,
00121                                  double obj_value,
00122                                  const IpoptData* ip_data,
00123                                  IpoptCalculatedQuantities* ip_cq);
00124 };
00125 
00126 } // namespace Ipopt
00127 
00128 #endif /* IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_ */