IpNLPBoundsRemover.hpp

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// Copyright (C) 2008, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter           IBM    2008-08-25
 
#ifndef __IPNLPBOUNDSREMOVER_HPP__
#define __IPNLPBOUNDSREMOVER_HPP__
 
#include "IpNLP.hpp"
 
namespace Ipopt
{
 
class NLPBoundsRemover: public NLP
{
public:
 
   NLPBoundsRemover(
      NLP& nlp,
      bool allow_twosided_inequalities = false
   );
 
   virtual ~NLPBoundsRemover()
   { }
 
 
   virtual bool ProcessOptions(
      const OptionsList& options,
      const std::string& prefix
   )
   {
      return nlp_->ProcessOptions(options, prefix);
   }
 
   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
   );
 
   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
   );
 
   // ToDo it might not make sense to ask for initial values for v_L and v_U?
   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
   );
 
   virtual bool GetWarmStartIterate(
      IteratesVector& warm_start_iterate
   )
   {
      return nlp_->GetWarmStartIterate(warm_start_iterate);
   }
 
   virtual bool Eval_f(
      const Vector& x,
      Number&       f
   )
   {
      return nlp_->Eval_f(x, f);
   }
 
   virtual bool Eval_grad_f(
      const Vector& x,
      Vector&       g_f
   )
   {
      return nlp_->Eval_grad_f(x, g_f);
   }
 
   virtual bool Eval_c(
      const Vector& x,
      Vector&       c
   )
   {
      return nlp_->Eval_c(x, c);
   }
 
   virtual bool Eval_jac_c(
      const Vector& x,
      Matrix&       jac_c
   )
   {
      return nlp_->Eval_jac_c(x, jac_c);
   }
 
   virtual bool Eval_d(
      const Vector& x,
      Vector&       d
   );
 
   virtual bool Eval_jac_d(
      const Vector& x,
      Matrix&       jac_d
   );
 
   virtual bool Eval_h(
      const Vector& x,
      Number        obj_factor,
      const Vector& yc,
      const Vector& yd,
      SymMatrix&    h
   );
 
   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,
      const IpoptData*           ip_data,
      IpoptCalculatedQuantities* ip_cq
   );
 
   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 nlp_->IntermediateCallBack(mode, iter, obj_value, inf_pr, inf_du, mu, d_norm, regularization_size,
                                        alpha_du, alpha_pr, ls_trials, ip_data, ip_cq);
   }
 
   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;
 
   virtual void GetQuasiNewtonApproximationSpaces(
      SmartPtr<VectorSpace>& approx_space,
      SmartPtr<Matrix>&      P_approx
   )
   {
      nlp_->GetQuasiNewtonApproximationSpaces(approx_space, P_approx);
   }
 
   SmartPtr<NLP> nlp()
   {
      return nlp_;
   }
 
private:
 
   NLPBoundsRemover();
   NLPBoundsRemover(
      const NLPBoundsRemover&
   );
 
   void operator=(
      const NLPBoundsRemover&
   );
 
   SmartPtr<NLP> nlp_;
 
   SmartPtr<const Matrix> Px_l_orig_;
 
   SmartPtr<const Matrix> Px_u_orig_;
 
   SmartPtr<const VectorSpace> d_space_orig_;
 
   bool allow_twosided_inequalities_;
};
 
} // namespace Ipopt
 
#endif