ipopt_adapter.h

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#ifndef IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_
#define IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_

#include <IpTNLP.hpp>
#include <IpIpoptApplication.hpp>
#include <IpSolveStatistics.hpp>

#include <ifopt/problem.h>

namespace ifopt {

class IpoptAdapter : public Ipopt::TNLP {
public:
  using Index    = Ipopt::Index;
  using VectorXd = Problem::VectorXd;
  using Jacobian = Problem::Jacobian;

  static void Solve(Problem& nlp);

private:
  static void SetOptions(Ipopt::SmartPtr<Ipopt::IpoptApplication> app);

  Problem* nlp_; 

private:
  IpoptAdapter(Problem& nlp);
  virtual ~IpoptAdapter() = default;

  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(Ipopt::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 Ipopt::IpoptData* ip_data,
                                     Ipopt::IpoptCalculatedQuantities* ip_cq);

  virtual void finalize_solution(Ipopt::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 Ipopt::IpoptData* ip_data,
                                 Ipopt::IpoptCalculatedQuantities* ip_cq);
};

} // namespace opt

#endif /* IFOPT_INCLUDE_OPT_IPOPT_ADAPTER_H_ */