/usr/include/kido/optimizer/ipopt/IpoptSolver.hpp is in libkido-optimizer-ipopt-dev 0.1.0+dfsg-2+b2.
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* Copyright (c) 2014-2015, Georgia Tech Research Corporation
* All rights reserved.
*
* Author(s): Jeongseok Lee <jslee02@gmail.com>
*
* Georgia Tech Graphics Lab and Humanoid Robotics Lab
*
* Directed by Prof. C. Karen Liu and Prof. Mike Stilman
* <karenliu@cc.gatech.edu> <mstilman@cc.gatech.edu>
*
* This file is provided under the following "BSD-style" License:
* Redistribution and use in source and binary forms, with or
* without modification, are permitted provided that the following
* conditions are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above
* copyright notice, this list of conditions and the following
* disclaimer in the documentation and/or other materials provided
* with the distribution.
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
* CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
* AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
* ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
#ifndef KIDO_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_
#define KIDO_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_
//------------------------------------------------------------------------------
// Workaround for bug:
// (see https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=684062)
// This is fixed at IpOpt 3.11.4-1
#define HAVE_CSTDDEF
#include <coin/IpTNLP.hpp>
#include <coin/IpIpoptApplication.hpp>
#undef HAVE_CSTDDEF
//------------------------------------------------------------------------------
#include <memory>
#include "kido/optimizer/Solver.hpp"
namespace kido {
namespace optimizer {
class Problem;
class KidoTNLP;
/// \brief class IpoptSolver
class IpoptSolver : public Solver
{
public:
/// Default constructor
IpoptSolver(const Solver::Properties& _properties = Solver::Properties());
/// Alternative Constructor
explicit IpoptSolver(std::shared_ptr<Problem> _problem);
/// Destructor
virtual ~IpoptSolver();
// Documentation inherited
virtual bool solve() override;
// Documentation inherited
virtual std::string getType() const override;
// Documentation inherited
virtual std::shared_ptr<Solver> clone() const override;
/// Get the application interface for this IpoptSolver
const Ipopt::SmartPtr<Ipopt::IpoptApplication>& getApplication();
/// Get a const application interface for this IpoptSolver
Ipopt::SmartPtr<const Ipopt::IpoptApplication> getApplication() const;
private:
/// Constructor used during cloning
IpoptSolver(const Properties& _properties,
const Ipopt::SmartPtr<Ipopt::IpoptApplication>& _app);
/// IPOPT nonlinear programming problem
Ipopt::SmartPtr<Ipopt::TNLP> mNlp;
/// Main application class for making calls to Ipopt
Ipopt::SmartPtr<Ipopt::IpoptApplication> mIpoptApp;
};
/// class KidoTNLP
class KidoTNLP : public Ipopt::TNLP
{
public:
friend class IpoptSolver;
/// \brief
virtual ~KidoTNLP();
//------------------------- Ipopt::TNLP --------------------------------------
/// \brief Method to return some info about the nlp
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) override;
/// \brief Method to return the bounds for my problem
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) override;
/// \brief Method to return the starting point for the algorithm
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) override;
/// \brief Method to return the objective value
virtual bool eval_f(Ipopt::Index _n,
const Ipopt::Number* _x,
bool _new_x,
Ipopt::Number&
_obj_value) override;
/// \brief Method to return the gradient of the objective
virtual bool eval_grad_f(Ipopt::Index _n,
const Ipopt::Number* _x,
bool _new_x,
Ipopt::Number* _grad_f) override;
/// \brief Method to return the constraint residuals
virtual bool eval_g(Ipopt::Index _n,
const Ipopt::Number* _x,
bool _new_x,
Ipopt::Index _m,
Ipopt::Number* _g) override;
/// \brief Method to return:
/// 1) The structure of the jacobian (if "values" is nullptr)
/// 2) The values of the jacobian (if "values" is not nullptr)
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) override;
/// \brief Method to return:
/// 1) The structure of the hessian of the lagrangian (if "values" is
/// nullptr)
/// 2) The values of the hessian of the lagrangian (if "values" is not
/// nullptr)
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) override;
/// \brief This method is called when the algorithm is complete so the TNLP
/// can store/write the solution
virtual void finalize_solution(Ipopt::SolverReturn _status,
Ipopt::Index _n,
const Ipopt::Number* _x,
const Ipopt::Number* _z_L,
const Ipopt::Number* _z_U,
Ipopt::Index _m,
const Ipopt::Number* _g,
const Ipopt::Number* _lambda,
Ipopt::Number _obj_value,
const Ipopt::IpoptData* _ip_data,
Ipopt::IpoptCalculatedQuantities* _ip_cq) override;
private:
/// \brief
explicit KidoTNLP(IpoptSolver* _solver);
/// \brief KIDO optimization problem
IpoptSolver* mSolver;
/// \brief Objective value
Ipopt::Number mObjValue;
/// \brief Objective gradient
Eigen::VectorXd mObjGradient;
/// \brief Objective Hessian
Eigen::MatrixXd mObjHessian;
};
} // namespace optimizer
} // namespace kido
#endif // KIDO_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_
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