Ampl MINLP Interface. More...

#include <BonAmplTMINLP.hpp>

Inheritance diagram for Bonmin::AmplTMINLP:

Public Member Functions
const ASL_pfgh *	AmplSolverObject () const
	Return the ampl solver object (ASL*)
virtual const BranchingInfo *	branchingInfo () const
virtual const SosInfo *	sosConstraints () const
virtual const PerturbInfo *	perturbInfo () const
virtual void	getLinearPartOfObjective (double *obj)
	This methods gives the linear part of the objective function.
virtual bool	hasUpperBoundingObjective ()
	Do we have an alternate objective for upper bounding?
virtual bool	eval_upper_bound_f (Ipopt::Index n, const Ipopt::Number *x, Ipopt::Number &obj_value)
	This method to returns the value of an alternative objective function for upper bounding (if one has been declared by using the prefix UBObj).
virtual bool	get_constraint_convexities (int m, TMINLP::Convexity *constraints_convexities) const
	Get accest to constraint convexities.
virtual bool	get_number_nonconvex (int &number_non_conv, int &number_concave) const
	Get dimension information on nonconvex constraints.
virtual bool	get_constraint_convexities (int number_non_conv, MarkedNonConvex *non_convexes) const
	Get array describing the constraints marked nonconvex in the model.
virtual bool	get_simple_concave_constraints (int number_concave, SimpleConcaveConstraint *simple_concave) const
	Fill array containing indices of simple concave constraints.
virtual bool	hasLinearObjective ()
	Say if problem has a linear objective (for OA)
virtual const int *	get_const_xtra_id () const
	Access array describing onoff constraint.
Constructors/Destructors
	AmplTMINLP (const Ipopt::SmartPtr< const Ipopt::Journalist > &jnlst, const Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, const Ipopt::SmartPtr< Ipopt::OptionsList > options, char *&argv, Ipopt::AmplSuffixHandler suffix_handler=NULL, const std::string &appName="bonmin", std::string *nl_file_content=NULL)
	Constructor.
virtual void	Initialize (const Ipopt::SmartPtr< const Ipopt::Journalist > &jnlst, const Ipopt::SmartPtr< Bonmin::RegisteredOptions > roptions, const Ipopt::SmartPtr< Ipopt::OptionsList > options, char *&argv, Ipopt::AmplSuffixHandler suffix_handler=NULL, const std::string &appName="bonmin", std::string *nl_file_content=NULL)
	Constructor.
void	read_priorities ()
	read the branching priorities from ampl suffixes.
void	read_sos ()
	read the sos constraints from ampl suffixes
void	read_convexities ()
	Read suffixes which indicate which constraints are convex.
void	read_onoff ()
	Read suffixes used to apply perspective in OA to some of the constraints.
void	read_obj_suffixes ()
	Read suffixes on objective functions for upper bounding.
	AmplTMINLP ()
	Default constructor.
virtual AmplTMINLP *	createEmpty ()
	Constructor.
virtual	~AmplTMINLP ()
	destructor
methods to gather information about the NLP. These
methods are overloaded from TMINLP. See TMINLP for their more detailed documentation.
virtual bool	get_nlp_info (Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, Ipopt::TNLP::IndexStyleEnum &index_style)
	returns dimensions of the nlp.
virtual bool	get_variables_types (Ipopt::Index n, VariableType *var_types)
	returns the vector of variable types
virtual bool	get_variables_linearity (Ipopt::Index n, Ipopt::TNLP::LinearityType *var_types)
	return the variables linearity (linear or not)
virtual bool	get_constraints_linearity (Ipopt::Index m, Ipopt::TNLP::LinearityType *const_types)
	Returns the constraint linearity.
virtual bool	get_bounds_info (Ipopt::Index n, Ipopt::Number x_l, Ipopt::Number x_u, Ipopt::Index m, Ipopt::Number g_l, Ipopt::Number g_u)
	returns bounds of the nlp.
virtual bool	get_starting_point (Ipopt::Index n, bool init_x, Ipopt::Number x, bool init_z, Ipopt::Number z_L, Ipopt::Number z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number lambda)
	provides a starting point for the nlp variables.
virtual bool	eval_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
	evaluates the objective value for the nlp.
virtual bool	eval_grad_f (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Number grad_f)
	evaluates the gradient of the objective for the nlp.
virtual bool	eval_g (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index m, Ipopt::Number g)
	evaluates the constraint residuals for the nlp.
virtual bool	eval_jac_g (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index iRow, Ipopt::Index jCol, Ipopt::Number values)
	specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.
virtual bool	eval_h (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index iRow, Ipopt::Index jCol, Ipopt::Number *values)
	specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).
virtual bool	eval_gi (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index i, Ipopt::Number &gi)
	compute the value of a single constraint
virtual bool	eval_grad_gi (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index i, Ipopt::Index &nele_grad_gi, Ipopt::Index jCol, Ipopt::Number *values)
	compute the structure or values of the gradient for one constraint
Solution Methods
virtual void	finalize_solution (TMINLP::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, Ipopt::Number obj_value)
	Called after optimizing to return results to ampl.
void	write_solution (const std::string &message, const Ipopt::Number *x_sol)
	Write the solution using ampl's write_sol (called by finalize_solution).
User callbacks
virtual void	fillApplicationOptions (Ipopt::AmplOptionsList *amplOptList)
	Additional application specific options.
Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	AmplTMINLP (const AmplTMINLP &)
	Copy Constructor.
void	operator= (const AmplTMINLP &)
	Overloaded Equals Operator.
Private Attributes
std::string	appName_
	Name of application.
int	upperBoundingObj_
	Index of the objective to use for upper bounding.
Ipopt::AmplTNLP *	ampl_tnlp_
	pointer to the internal AmplTNLP
Ipopt::SmartPtr< const Ipopt::Journalist >	jnlst_
	Journalist.
BranchingInfo	branch_
	Storage of branching priorities information.
SosInfo	sos_
	Storage of sos constraints.
PerturbInfo	perturb_info_
	Storage for perturbation radii.
Ipopt::SmartPtr < Ipopt::AmplSuffixHandler >	suffix_handler_
	Store a suffix handler.
TMINLP::Convexity *	constraintsConvexities_
	Store constraints types.
vector< int >	c_extra_id_
	Store onoff information.
int	numberNonConvex_
	Ipopt::Number of nonConvex constraints.
MarkedNonConvex *	nonConvexConstraintsAndRelaxations_
	Store marked non-convex constraints and their relaxations.
int	numberSimpleConcave_
	Ipopt::Number of simpleConcave constraints.
SimpleConcaveConstraint *	simpleConcaves_
	Store simple concave constraints descriptions.
bool	hasLinearObjective_
	Flag to indicate if objective function is linear.
int	writeAmplSolFile_
	Flag to say if AMPL solution file should be written.

Detailed Description

Ampl MINLP Interface.

Ampl MINLP Interface, implemented as a TMINLP. This interface creates a AmplTNLP and also retrieves the information about the binary and integer variables

Definition at line 46 of file BonAmplTMINLP.hpp.

Constructor & Destructor Documentation

Bonmin::AmplTMINLP::AmplTMINLP	(	const Ipopt::SmartPtr< const Ipopt::Journalist > &	jnlst,
		const Ipopt::SmartPtr< Bonmin::RegisteredOptions >	roptions,
		const Ipopt::SmartPtr< Ipopt::OptionsList >	options,
		char **&	argv,
		Ipopt::AmplSuffixHandler *	suffix_handler = `NULL`,
		const std::string &	appName = `"bonmin"`,
		std::string *	nl_file_content = `NULL`
	)

Constructor.

Bonmin::AmplTMINLP::AmplTMINLP ( )

Default constructor.

Referenced by createEmpty().

virtual Bonmin::AmplTMINLP::~AmplTMINLP ( ) [virtual]

destructor

Bonmin::AmplTMINLP::AmplTMINLP ( const AmplTMINLP & ) [private]

Copy Constructor.

Member Function Documentation

virtual void Bonmin::AmplTMINLP::Initialize	(	const Ipopt::SmartPtr< const Ipopt::Journalist > &	jnlst,
		const Ipopt::SmartPtr< Bonmin::RegisteredOptions >	roptions,
		const Ipopt::SmartPtr< Ipopt::OptionsList >	options,
		char **&	argv,
		Ipopt::AmplSuffixHandler *	suffix_handler = `NULL`,
		const std::string &	appName = `"bonmin"`,
		std::string *	nl_file_content = `NULL`
	)		`[virtual]`

Constructor.

void Bonmin::AmplTMINLP::read_priorities ( )

read the branching priorities from ampl suffixes.

void Bonmin::AmplTMINLP::read_sos ( )

read the sos constraints from ampl suffixes

void Bonmin::AmplTMINLP::read_convexities ( )

Read suffixes which indicate which constraints are convex.

void Bonmin::AmplTMINLP::read_onoff ( )

Read suffixes used to apply perspective in OA to some of the constraints.

void Bonmin::AmplTMINLP::read_obj_suffixes ( )

Read suffixes on objective functions for upper bounding.

virtual AmplTMINLP* Bonmin::AmplTMINLP::createEmpty ( ) [inline, virtual]

Constructor.

Definition at line 86 of file BonAmplTMINLP.hpp.

References AmplTMINLP().

const ASL_pfgh* Bonmin::AmplTMINLP::AmplSolverObject ( ) const

Return the ampl solver object (ASL*)

virtual bool Bonmin::AmplTMINLP::get_nlp_info	(	Ipopt::Index &	n,
		Ipopt::Index &	m,
		Ipopt::Index &	nnz_jac_g,
		Ipopt::Index &	nnz_h_lag,
		Ipopt::TNLP::IndexStyleEnum &	index_style
	)		`[virtual]`

returns dimensions of the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_variables_types	(	Ipopt::Index	n,
		VariableType *	var_types
	)		`[virtual]`

returns the vector of variable types

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_variables_linearity	(	Ipopt::Index	n,
		Ipopt::TNLP::LinearityType *	var_types
	)		`[virtual]`

return the variables linearity (linear or not)

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_constraints_linearity	(	Ipopt::Index	m,
		Ipopt::TNLP::LinearityType *	const_types
	)		`[virtual]`

Returns the constraint linearity.

array should be alocated with length at least n.

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_bounds_info	(	Ipopt::Index	n,
		Ipopt::Number *	x_l,
		Ipopt::Number *	x_u,
		Ipopt::Index	m,
		Ipopt::Number *	g_l,
		Ipopt::Number *	g_u
	)		`[virtual]`

returns bounds of the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_starting_point	(	Ipopt::Index	n,
		bool	init_x,
		Ipopt::Number *	x,
		bool	init_z,
		Ipopt::Number *	z_L,
		Ipopt::Number *	z_U,
		Ipopt::Index	m,
		bool	init_lambda,
		Ipopt::Number *	lambda
	)		`[virtual]`

provides a starting point for the nlp variables.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number &	obj_value
	)		`[virtual]`

evaluates the objective value for the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_grad_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number *	grad_f
	)		`[virtual]`

evaluates the gradient of the objective for the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_g	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	m,
		Ipopt::Number *	g
	)		`[virtual]`

evaluates the constraint residuals for the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_jac_g	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	m,
		Ipopt::Index	nele_jac,
		Ipopt::Index *	iRow,
		Ipopt::Index *	jCol,
		Ipopt::Number *	values
	)		`[virtual]`

specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_h	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number	obj_factor,
		Ipopt::Index	m,
		const Ipopt::Number *	lambda,
		bool	new_lambda,
		Ipopt::Index	nele_hess,
		Ipopt::Index *	iRow,
		Ipopt::Index *	jCol,
		Ipopt::Number *	values
	)		`[virtual]`

specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).

Overloaded from TMINLP

Implements Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_gi	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	i,
		Ipopt::Number &	gi
	)		`[virtual]`

compute the value of a single constraint

Reimplemented from Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::eval_grad_gi	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	i,
		Ipopt::Index &	nele_grad_gi,
		Ipopt::Index *	jCol,
		Ipopt::Number *	values
	)		`[virtual]`

compute the structure or values of the gradient for one constraint

Reimplemented from Bonmin::TMINLP.

virtual void Bonmin::AmplTMINLP::finalize_solution	(	TMINLP::SolverReturn	status,
		Ipopt::Index	n,
		const Ipopt::Number *	x,
		Ipopt::Number	obj_value
	)		`[virtual]`

Called after optimizing to return results to ampl.

Status code is put into solve_result_num according to the table below.

Code	Status
3	Integer optimal
220	problem is proven infeasible.
421	limit reached or user interrupt with integer feasible solution found.
410	limit reached or user interrupt without any integer feasible solution.
500	error. Status codes for optimization.

Implements Bonmin::TMINLP.

void Bonmin::AmplTMINLP::write_solution	(	const std::string &	message,
		const Ipopt::Number *	x_sol
	)

Write the solution using ampl's write_sol (called by finalize_solution).

virtual const BranchingInfo* Bonmin::AmplTMINLP::branchingInfo ( ) const [inline, virtual]

Implements Bonmin::TMINLP.

Definition at line 192 of file BonAmplTMINLP.hpp.

References branch_.

virtual const SosInfo* Bonmin::AmplTMINLP::sosConstraints ( ) const [inline, virtual]

Implements Bonmin::TMINLP.

Definition at line 197 of file BonAmplTMINLP.hpp.

References sos_.

virtual const PerturbInfo* Bonmin::AmplTMINLP::perturbInfo ( ) const [inline, virtual]

Reimplemented from Bonmin::TMINLP.

Definition at line 202 of file BonAmplTMINLP.hpp.

References perturb_info_.

virtual void Bonmin::AmplTMINLP::fillApplicationOptions ( Ipopt::AmplOptionsList * amplOptList ) [inline, virtual]

Additional application specific options.

Definition at line 210 of file BonAmplTMINLP.hpp.

virtual void Bonmin::AmplTMINLP::getLinearPartOfObjective ( double * obj ) [virtual]

This methods gives the linear part of the objective function.

virtual bool Bonmin::AmplTMINLP::hasUpperBoundingObjective ( ) [inline, virtual]

Do we have an alternate objective for upper bounding?

Reimplemented from Bonmin::TMINLP.

Definition at line 220 of file BonAmplTMINLP.hpp.

References upperBoundingObj_.

virtual bool Bonmin::AmplTMINLP::eval_upper_bound_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		Ipopt::Number &	obj_value
	)		`[virtual]`

This method to returns the value of an alternative objective function for upper bounding (if one has been declared by using the prefix UBObj).

Reimplemented from Bonmin::TMINLP.

virtual bool Bonmin::AmplTMINLP::get_constraint_convexities	(	int	m,
		TMINLP::Convexity *	constraints_convexities
	)		const `[inline, virtual]`

Get accest to constraint convexities.

Reimplemented from Bonmin::TMINLP.

Definition at line 231 of file BonAmplTMINLP.hpp.

References constraintsConvexities_, and Bonmin::TMINLP::Convex.

virtual bool Bonmin::AmplTMINLP::get_number_nonconvex	(	int &	number_non_conv,
		int &	number_concave
	)		const `[inline, virtual]`

Get dimension information on nonconvex constraints.

Reimplemented from Bonmin::TMINLP.

Definition at line 242 of file BonAmplTMINLP.hpp.

References numberNonConvex_, and numberSimpleConcave_.

virtual bool Bonmin::AmplTMINLP::get_constraint_convexities	(	int	number_non_conv,
		MarkedNonConvex *	non_convexes
	)		const `[inline, virtual]`

Get array describing the constraints marked nonconvex in the model.

Definition at line 249 of file BonAmplTMINLP.hpp.

References nonConvexConstraintsAndRelaxations_, and numberNonConvex_.

virtual bool Bonmin::AmplTMINLP::get_simple_concave_constraints	(	int	number_concave,
		SimpleConcaveConstraint *	simple_concave
	)		const `[inline, virtual]`