IpNLP.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpNLP.hpp 759 2006-07-07 03:07:08Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPNLP_HPP__
#define __IPNLP_HPP__

#include "IpUtils.hpp"
#include "IpVector.hpp"
#include "IpSmartPtr.hpp"
#include "IpMatrix.hpp"
#include "IpSymMatrix.hpp"
#include "IpOptionsList.hpp"
#include "IpAlgTypes.hpp"
#include "IpReturnCodes.hpp"

namespace Ipopt
{
  // forward declarations
  class IpoptData;
  class IpoptCalculatedQuantities;
  class IteratesVector;

  class NLP : public ReferencedObject
  {
  public:
    NLP()
    {}

    virtual ~NLP()
    {}

    DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED);

    virtual bool ProcessOptions(const OptionsList& options,
                                const std::string& prefix)
    {
      return true;
    }

    virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
                           SmartPtr<const VectorSpace>& c_space,
                           SmartPtr<const VectorSpace>& d_space,
                           SmartPtr<const VectorSpace>& x_l_space,
                           SmartPtr<const MatrixSpace>& px_l_space,
                           SmartPtr<const VectorSpace>& x_u_space,
                           SmartPtr<const MatrixSpace>& px_u_space,
                           SmartPtr<const VectorSpace>& d_l_space,
                           SmartPtr<const MatrixSpace>& pd_l_space,
                           SmartPtr<const VectorSpace>& d_u_space,
                           SmartPtr<const MatrixSpace>& pd_u_space,
                           SmartPtr<const MatrixSpace>& Jac_c_space,
                           SmartPtr<const MatrixSpace>& Jac_d_space,
                           SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0;

    virtual bool GetBoundsInformation(const Matrix& Px_L,
                                      Vector& x_L,
                                      const Matrix& Px_U,
                                      Vector& x_U,
                                      const Matrix& Pd_L,
                                      Vector& d_L,
                                      const Matrix& Pd_U,
                                      Vector& d_U)=0;

    virtual bool GetStartingPoint(
      SmartPtr<Vector> x,
      bool need_x,
      SmartPtr<Vector> y_c,
      bool need_y_c,
      SmartPtr<Vector> y_d,
      bool need_y_d,
      SmartPtr<Vector> z_L,
      bool need_z_L,
      SmartPtr<Vector> z_U,
      bool need_z_U
    )=0;

    virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
    {
      return false;
    }

    virtual bool Eval_f(const Vector& x, Number& f) = 0;

    virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0;

    virtual bool Eval_c(const Vector& x, Vector& c) = 0;

    virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0;

    virtual bool Eval_d(const Vector& x, Vector& d) = 0;

    virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0;

    virtual bool Eval_h(const Vector& x,
                        Number obj_factor,
                        const Vector& yc,
                        const Vector& yd,
                        SymMatrix& h) = 0;

    virtual void FinalizeSolution(SolverReturn status,
                                  const Vector& x, const Vector& z_L,
                                  const Vector& z_U,
                                  const Vector& c, const Vector& d,
                                  const Vector& y_c, const Vector& y_d,
                                  Number obj_value)
    {}

    virtual bool IntermediateCallBack(AlgorithmMode mode,
                                      Index iter, Number obj_value,
                                      Number inf_pr, Number inf_du,
                                      Number mu, Number d_norm,
                                      Number regularization_size,
                                      Number alpha_du, Number alpha_pr,
                                      Index ls_trials,
                                      const IpoptData* ip_data,
                                      IpoptCalculatedQuantities* ip_cq)
    {
      return true;
    }

    virtual void GetScalingParameters(
      const SmartPtr<const VectorSpace> x_space,
      const SmartPtr<const VectorSpace> c_space,
      const SmartPtr<const VectorSpace> d_space,
      Number& obj_scaling,
      SmartPtr<Vector>& x_scaling,
      SmartPtr<Vector>& c_scaling,
      SmartPtr<Vector>& d_scaling) const
    {
      THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED,
                      "You have set options for user provided scaling, but have"
                      " not implemented GetScalingParameters in the NLP interface");
    }

    virtual void
    GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
                                      SmartPtr<Matrix>& P_approx)
    {
      approx_space = NULL;
      P_approx = NULL;
    }

  private:
    NLP(const NLP&);

    void operator=(const NLP&);
  };

} // namespace Ipopt

#endif