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IpNLPBoundsRemover.hpp
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1 // Copyright (C) 2008, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpNLP.hpp 949 2007-03-27 00:41:26Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2008-08-25
8 
9 #ifndef __IPNLPBOUNDSREMOVER_HPP__
10 #define __IPNLPBOUNDSREMOVER_HPP__
11 
12 #include "IpNLP.hpp"
13 
14 namespace Ipopt
15 {
24  class NLPBoundsRemover : public NLP
25  {
26  public:
31  NLPBoundsRemover(NLP& nlp, bool allow_twosided_inequalities = false);
32 
35  {}
37 
43  virtual bool ProcessOptions(const OptionsList& options,
44  const std::string& prefix)
45  {
46  return nlp_->ProcessOptions(options, prefix);
47  }
48 
52  virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
55  SmartPtr<const VectorSpace>& x_l_space,
56  SmartPtr<const MatrixSpace>& px_l_space,
57  SmartPtr<const VectorSpace>& x_u_space,
58  SmartPtr<const MatrixSpace>& px_u_space,
59  SmartPtr<const VectorSpace>& d_l_space,
60  SmartPtr<const MatrixSpace>& pd_l_space,
61  SmartPtr<const VectorSpace>& d_u_space,
62  SmartPtr<const MatrixSpace>& pd_u_space,
63  SmartPtr<const MatrixSpace>& Jac_c_space,
64  SmartPtr<const MatrixSpace>& Jac_d_space,
65  SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
66 
68  virtual bool GetBoundsInformation(const Matrix& Px_L,
69  Vector& x_L,
70  const Matrix& Px_U,
71  Vector& x_U,
72  const Matrix& Pd_L,
73  Vector& d_L,
74  const Matrix& Pd_U,
75  Vector& d_U);
76 
80  virtual bool GetStartingPoint(SmartPtr<Vector> x,
81  bool need_x,
82  SmartPtr<Vector> y_c,
83  bool need_y_c,
84  SmartPtr<Vector> y_d,
85  bool need_y_d,
86  SmartPtr<Vector> z_L,
87  bool need_z_L,
88  SmartPtr<Vector> z_U,
89  bool need_z_U);
90 
94  virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
95  {
96  return nlp_->GetWarmStartIterate(warm_start_iterate);
97  }
99 
103  virtual bool Eval_f(const Vector& x, Number& f)
104  {
105  return nlp_->Eval_f(x, f);
106  }
107 
108  virtual bool Eval_grad_f(const Vector& x, Vector& g_f)
109  {
110  return nlp_->Eval_grad_f(x, g_f);
111  }
112 
113  virtual bool Eval_c(const Vector& x, Vector& c)
114  {
115  return nlp_->Eval_c(x, c);
116  }
117 
118  virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c)
119  {
120  return nlp_->Eval_jac_c(x, jac_c);
121  }
122 
123  virtual bool Eval_d(const Vector& x, Vector& d);
124 
125  virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d);
126 
127  virtual bool Eval_h(const Vector& x,
128  Number obj_factor,
129  const Vector& yc,
130  const Vector& yd,
131  SymMatrix& h);
133 
142  virtual void FinalizeSolution(SolverReturn status,
143  const Vector& x, const Vector& z_L,
144  const Vector& z_U,
145  const Vector& c, const Vector& d,
146  const Vector& y_c, const Vector& y_d,
147  Number obj_value,
148  const IpoptData* ip_data,
150 
167  Index iter, Number obj_value,
168  Number inf_pr, Number inf_du,
169  Number mu, Number d_norm,
170  Number regularization_size,
171  Number alpha_du, Number alpha_pr,
172  Index ls_trials,
173  const IpoptData* ip_data,
175  {
176  return nlp_->IntermediateCallBack(mode,iter, obj_value, inf_pr, inf_du,
177  mu, d_norm, regularization_size,
178  alpha_du, alpha_pr, ls_trials,
179  ip_data, ip_cq);
180  }
182 
187  virtual void GetScalingParameters(
188  const SmartPtr<const VectorSpace> x_space,
189  const SmartPtr<const VectorSpace> c_space,
190  const SmartPtr<const VectorSpace> d_space,
193  SmartPtr<Vector>& c_scaling,
194  SmartPtr<Vector>& d_scaling) const;
196 
210  virtual void
212  SmartPtr<Matrix>& P_approx)
213  {
214  nlp_->GetQuasiNewtonApproximationSpaces(approx_space, P_approx);
215  }
216 
219  {
220  return nlp_;
221  }
222 
223  private:
236 
238  void operator=(const NLPBoundsRemover&);
240 
243 
246 
249 
252 
256  };
257 
258 } // namespace Ipopt
259 
260 #endif