24#include "OSCommonUtil.h"
30using std::ostringstream;
44 cout <<
"inside IpoptSolver destructor" << endl;
57 cout <<
"leaving IpoptSolver destructor" << endl;
63 Index& nnz_h_lag, IndexStyleEnum& index_style)
71 cout <<
"number variables !!!!!!!!!!!!!!!!!!!!!!!!!!!" << n << endl;
72 cout <<
"number constraints !!!!!!!!!!!!!!!!!!!!!!!!!!!" << m << endl;
79 cout <<
"error in OSIpoptSolver, line 78:\n" << eclass.
errormsg << endl;
93 cout <<
"error in OSIpoptSolver, line 91:\n" << eclass.
errormsg << endl;
101 cout <<
"nnz_jac_g !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_jac_g << endl;
107 cout <<
"This is a linear program" << endl;
118 cout <<
"print nnz_h_lag (OSIpoptSolver.cpp)" << endl;
119 cout <<
"nnz_h_lag !!!!!!!!!!!!!!!!!!!!!!!!!!!" << nnz_h_lag << endl;
120 cout <<
"set index_style (OSIpoptSolver.cpp)" << endl;
123 index_style = TNLP::C_STYLE;
125 cout <<
"return from get_nlp_info (OSIpoptSolver.cpp)" << nnz_h_lag << endl;
135 Index m, Number* g_l, Number* g_u){
142 for(i = 0; i < n; i++){
143 x_l[ i] = mdVarLB[ i];
144 x_u[ i] = mdVarUB[ i];
158 for(
int i = 0; i < m; i++){
159 g_l[ i] = mdConLB[ i];
160 g_u[ i] = mdConUB[ i];
170 bool init_z, Number* z_L, Number* z_U, Index m,
bool init_lambda,
175 assert(init_x ==
true);
176 assert(init_z ==
false);
177 assert(init_lambda ==
false);
181 cout <<
"get initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
186 cout <<
"get number of initial values !!!!!!!!!!!!!!!!!!!!!!!!!! " << endl;
187 cout <<
"Is osoption = NULL? " << (
osoption == NULL) << endl;
195 cout <<
"number of variables initialed: " << m1 << endl;
200 initialed =
new bool[n1];
202 cout <<
"number of variables in total: " << n1 << endl;
205 for(k = 0; k < n1; k++)
206 initialed[k] =
false;
211 cout <<
"get initial values " << endl;
216 cout <<
"done " << endl;
221 for(k = 0; k < m1; k++)
222 { cout <<
"process component " << k <<
" -- index " << initVarVector[k]->
idx << endl;
223 i = initVarVector[k]->
idx;
224 if (initVarVector[k]->idx > n1)
225 throw ErrorClass (
"Illegal index value in variable initialization");
227 initval = initVarVector[k]->
value;
230 throw ErrorClass (
"Initial value outside of bounds");
235 throw ErrorClass (
"Initial value outside of bounds");
240 throw ErrorClass (
"Initial value outside of bounds");
243 x[initVarVector[k]->
idx] = initval;
244 initialed[initVarVector[k]->idx] =
true;
248 { cout <<
"Error in IpoptProblem::get_starting_point (OSIpoptSolver.cpp, line 247)";
249 cout << endl << endl << endl;
253 double default_initval;
254 default_initval = 1.7171;
256 for(k = 0; k < n1; k++)
257 { cout <<
"verify component " << k << endl;
261 x[k] = default_initval;
267 x[k] = default_initval;
273 x[k] = default_initval;
281 for(i = 0; i < n1; i++){
282 std::cout <<
"INITIAL VALUE !!!!!!!!!!!!!!!!!!!! " << x[ i] << std::endl;
298 cout <<
"error in OSIpoptSolver, line 296:\n" << eclass.
errormsg << endl;
303 if( CommonUtil::ISOSNAN( (
double)obj_value) )
return false;
316 cout <<
"error in OSIpoptSolver, line 314:\n" << eclass.
errormsg << endl;
321 for(i = 0; i < n; i++){
322 grad_f[ i] = objGrad[ i];
332 for(i = 0; i < m; i++){
333 if( CommonUtil::ISOSNAN( (
double)conVals[ i] ) )
return false;
340 cout <<
"error in OSIpoptSolver, line 338:\n" << eclass.
errormsg << endl;
350 Index m, Index nele_jac, Index* iRow, Index *jCol,
353 if (values == NULL) {
364 cout <<
"error in OSIpoptSolver, line 362:\n" << eclass.
errormsg << endl;
371 for(idx = 0; idx < m; idx++){
372 for(k = *(sparseJacobian->
starts + idx); k < *(sparseJacobian->
starts + idx + 1); k++){
374 jCol[i] = *(sparseJacobian->
indexes + k);
388 cout <<
"error in OSIpoptSolver, line 386:\n" << eclass.
errormsg << endl;
394 for(
int i = 0; i < nele_jac; i++){
395 values[ i] = sparseJacobian->
values[i];
406 Number obj_factor, Index m,
const Number* lambda,
407 bool new_lambda, Index nele_hess, Index* iRow,
408 Index* jCol, Number* values){
414 if (values == NULL) {
422 cout <<
"error in OSIpoptSolver, line 420:\n" << eclass.
errormsg << endl;
428 for(i = 0; i < nele_hess; i++){
438 double* objMultipliers =
new double[1];
439 objMultipliers[0] = obj_factor;
442 delete[] objMultipliers;
446 cout <<
"error in OSIpoptSolver, line 444:\n" << eclass.
errormsg << endl;
449 delete[] objMultipliers;
452 for(i = 0; i < nele_hess; i++){
453 values[ i] = *(sparseHessian->
hessValues + i);
461 bool& use_x_scaling, Index n,
463 bool& use_g_scaling, Index m,
468 else obj_scaling = 1;
469 use_x_scaling =
false;
470 use_g_scaling =
false;
475 Index n,
const Number* x,
const Number* z_L,
const Number* z_U,
476 Index m,
const Number* g,
const Number* lambda,
478 const IpoptData* ip_data,
479 IpoptCalculatedQuantities* ip_cq)
487 printf(
"\n\nSolution of the primal variables, x\n");
488 for (Index i=0; i<n; i++) {
489 printf(
"x[%d] = %e\n", i, x[i]);
492 printf(
"\n\nSolution of the bound multipliers, z_L and z_U\n");
493 for (Index i=0; i<n; i++) {
494 printf(
"z_L[%d] = %e\n", i, z_L[i]);
496 for (Index i=0; i<n; i++) {
497 printf(
"z_U[%d] = %e\n", i, z_U[i]);
500 printf(
"\nObjective value f(x*) = %e\n", obj_value);
503 int numberOfOtherVariableResults;
505 ostringstream outStr;
507 std::string *rcost = NULL;
508 double* mdObjValues =
new double[1];
509 std::string message =
"Ipopt solver finishes to the end.";
510 std::string solutionDescription =
"";
515 throw ErrorClass(
"OSResult error: setServiceName");
517 throw ErrorClass(
"OSResult error: setInstanceName");
524 throw ErrorClass(
"OSResult error: setVariableNumer");
526 throw ErrorClass(
"OSResult error: setObjectiveNumber");
528 throw ErrorClass(
"OSResult error: setConstraintNumber");
530 throw ErrorClass(
"OSResult error: setSolutionNumer");
534 throw ErrorClass(
"OSResult error: setGeneralMessage");
538 solutionDescription =
"SUCCESS[IPOPT]: Algorithm terminated successfully at a locally optimal point, satisfying the convergence tolerances.";
542 mdObjValues[0] = obj_value;
548 numberOfOtherVariableResults = 2;
555 for (Index i = 0; i < n; i++) {
562 for (Index i = 0; i < n; i++) {
574 case MAXITER_EXCEEDED:
575 solutionDescription =
"MAXITER_EXCEEDED[IPOPT]: Maximum number of iterations exceeded.";
579 mdObjValues[0] = obj_value;
582 case STOP_AT_TINY_STEP:
583 solutionDescription =
"STOP_AT_TINY_STEP[IPOPT]: Algorithm proceeds with very little progress.";
587 mdObjValues[0] = obj_value;
590 case STOP_AT_ACCEPTABLE_POINT:
591 solutionDescription =
"STOP_AT_ACCEPTABLE_POINT[IPOPT]: Algorithm stopped at a point that was converged, not to _desired_ tolerances, but to _acceptable_ tolerances";
595 mdObjValues[0] = obj_value;
598 case LOCAL_INFEASIBILITY:
599 solutionDescription =
"LOCAL_INFEASIBILITY[IPOPT]: Algorithm converged to a point of local infeasibility. Problem may be infeasible.";
602 case USER_REQUESTED_STOP:
603 solutionDescription =
"USER_REQUESTED_STOP[IPOPT]: The user call-back function intermediate_callback returned false, i.e., the user code requested a premature termination of the optimization.";
606 case DIVERGING_ITERATES:
607 solutionDescription =
"DIVERGING_ITERATES[IPOPT]: It seems that the iterates diverge.";
610 case RESTORATION_FAILURE:
611 solutionDescription =
"RESTORATION_FAILURE[IPOPT]: Restoration phase failed, algorithm doesn't know how to proceed.";
614 case ERROR_IN_STEP_COMPUTATION:
615 solutionDescription =
"ERROR_IN_STEP_COMPUTATION[IPOPT]: An unrecoverable error occurred while IPOPT tried to compute the search direction.";
618 case INVALID_NUMBER_DETECTED:
619 solutionDescription =
"INVALID_NUMcatBER_DETECTED[IPOPT]: Algorithm received an invalid number (such as NaN or Inf) from the NLP; see also option check_derivatives_for_naninf.";
623 solutionDescription =
"INTERNAL_ERROR[IPOPT]: An unknown internal error occurred. Please contact the IPOPT authors through the mailing list.";
627 solutionDescription =
"OTHER[IPOPT]: other unknown solution status from Ipopt solver";
632 delete[] mdObjValues;
638 cout <<
"error in OSIpoptSolver, line 636:\n" << eclass.
errormsg << endl;
646 delete[] mdObjValues;
657 app->Options()->SetNumericValue(
"tol", 1e-9);
658 app->Options()->SetIntegerValue(
"print_level", 0);
659 app->Options()->SetIntegerValue(
"max_iter", 20000);
660 app->Options()->SetStringValue(
"mu_strategy",
"adaptive");
661 app->Options()->SetStringValue(
"output_file",
"ipopt.out");
662 app->Options()->SetStringValue(
"check_derivatives_for_naninf",
"yes");
673 std::vector<SolverOption*> optionsVector;
677 int num_ipopt_options = optionsVector.size();
678 for(i = 0; i < num_ipopt_options; i++){
679 std::cout <<
"ipopt solver option " << optionsVector[ i]->name << std::endl;
680 if(optionsVector[ i]->type ==
"numeric" ){
681 std::cout <<
"FOUND A NUMERIC OPTION " <<
os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) << std::endl;
682 app->Options()->SetNumericValue(optionsVector[ i]->name,
os_strtod( optionsVector[ i]->value.c_str(), &pEnd ) );
684 else if(optionsVector[ i]->type ==
"integer" ){
685 std::cout <<
"FOUND AN INTEGER OPTION " << atoi( optionsVector[ i]->value.c_str() ) << std::endl;
686 app->Options()->SetIntegerValue(optionsVector[ i]->name, atoi( optionsVector[ i]->value.c_str() ) );
688 else if(optionsVector[ i]->type ==
"string" ){
689 std::cout <<
"FOUND A STRING OPTION " << optionsVector[ i]->value.c_str() << std::endl;
690 app->Options()->SetStringValue(optionsVector[ i]->name, optionsVector[ i]->value);
697 cout <<
"error in OSIpoptSolver, line 695:\n" << eclass.
errormsg << endl;
699 std::cout <<
"THERE IS AN ERROR" << std::endl;
719 app =
new IpoptApplication();
722 catch(
const ErrorClass& eclass){
724 cout <<
"error in OSIpoptSolver, line 722:\n" << eclass.
errormsg << endl;
726 std::cout <<
"THERE IS AN ERROR" << std::endl;
740 clock_t start, finish;
747 duration = (double) (finish - start) / CLOCKS_PER_SEC;
748 cout <<
"Parsing took (seconds): " << duration << endl;
754 app->Options()->SetStringValue(
"hessian_approximation",
"limited-memory");
757 app->Options()->SetStringValue(
"nlp_scaling_method",
"user-scaling");
760 std::cout <<
"Call Ipopt Initialize" << std::endl;
762 std::cout <<
"Finished Ipopt Initialize" << std::endl;
765 std::cout <<
"Call Ipopt Optimize" << std::endl;
766 ApplicationReturnStatus status =
app->OptimizeTNLP(
nlp);
767 std::cout <<
"Finish Ipopt Optimize" << std::endl;
769 std::cout <<
"Finish writing the osrl" << std::endl;
777 cout <<
"error in OSIpoptSolver, line 775:\n" << eclass.
errormsg << endl;
811 else cout <<
"problem is a maximization" << endl;
std::string os_dtoa_format(double x)
double os_strtod(const char *s00, char **se)
std::string osol
osol holds the options for the solver
bool bSetSolverOptions
bSetSolverOptions is set to true if setSolverOptions has been called, false otherwise
std::string osrl
osrl holds the solution or result of the model
OSInstance * osinstance
osinstance holds the problem instance in-memory as an OSInstance object
bool bCallbuildSolverInstance
bCallbuildSolverInstance is set to true if buildSolverService has been called
std::string osil
osil holds the problem instance as a std::string
OSOption * osoption
osoption holds the solver options in-memory as an OSOption object
OSResult * osresult
osresult holds the solution or result of the model in-memory as an OSResult object
used for throwing exceptions.
std::string errormsg
errormsg is the error that is causing the exception to be thrown
double value
initial value
Variables * variables
variables is a pointer to a Variables object
Objectives * objectives
objectives is a pointer to a Objectives object
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)
Method to return the starting point for the algorithm.
virtual bool get_scaling_parameters(Ipopt::Number &obj_scaling, bool &use_x_scaling, Ipopt::Index n, Ipopt::Number *x_scaling, bool &use_g_scaling, Ipopt::Index m, Ipopt::Number *g_scaling)
std::string * ipoptErrorMsg
virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f)
Method to return the gradient of the objective.
IpoptProblem(OSInstance *osinstance_, OSOption *osoption_, OSResult *osresult_, std::string *ipoptErrorMsg_)
the IpoptProblemclass constructor
virtual bool eval_g(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g)
Method to return the constraint residuals.
virtual ~IpoptProblem()
the IpoptProblem class destructor
virtual bool get_nlp_info(Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, IndexStyleEnum &index_style)
IPOpt specific methods for defining the nlp problem.
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)
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobia...
virtual bool eval_f(Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
Method to return the objective value.
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)
Method to return the bounds for my problem.
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)
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The valu...
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)
This method is called when the algorithm is complete so the TNLP can store/write the solution.
std::string * ipoptErrorMsg
OSoLReader * m_osolreader
m_osolreader is an OSoLReader object used to create an osoption from an osol string if needed
OSiLReader * m_osilreader
m_osilreader is an OSiLReader object used to create an osinstance from an osil string if needed
virtual void setSolverOptions()
The implementation of the virtual functions.
Ipopt::SmartPtr< Ipopt::TNLP > nlp
Ipopt::SmartPtr< Ipopt::IpoptApplication > app
virtual void solve()
solve results in an instance being read into the Ipopt data structures and optimize
IpoptSolver()
the IpoptSolver class constructor
~IpoptSolver()
the IpoptSolver class destructor
void dataEchoCheck()
use this for debugging, print out the instance that the solver thinks it has and compare this with th...
virtual void buildSolverInstance()
The implementation of the virtual functions.
The in-memory representation of an OSiL instance..
SparseJacobianMatrix * calculateAllConstraintFunctionGradients(double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
Calculate the gradient of all constraint functions.
double * getConstraintLowerBounds()
Get constraint lower bounds.
int getNumberOfQuadraticTerms()
Get the number of specified (usually nonzero) qTerms in the quadratic coefficients.
double * getVariableUpperBounds()
Get variable upper bounds.
SparseJacobianMatrix * getJacobianSparsityPattern()
bool bUseExpTreeForFunEval
bUseExpTreeForFunEval is set to true if you wish to use the OS Expression Tree for function evaluatio...
std::string getInstanceDescription()
Get instance description.
std::string getInstanceSource()
Get instance source.
int getConstraintNumber()
Get number of constraints.
double * calculateAllConstraintFunctionValues(double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
Calculate all of the constraint function values.
int getLinearConstraintCoefficientNumber()
Get number of specified (usually nonzero) linear constraint coefficient values.
char * getVariableTypes()
Get variable initial values.
double * calculateAllObjectiveFunctionValues(double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
Calculate all of the objective function values.
SparseMatrix * getLinearConstraintCoefficientsInColumnMajor()
Get linear constraint coefficients in column major.
double * calculateObjectiveFunctionGradient(double *x, double *objLambda, double *conLambda, int objIdx, bool new_x, int highestOrder)
Calculate the gradient of the objective function indexed by objIdx.
double ** getDenseObjectiveCoefficients()
getDenseObjectiveCoefficients.
bool initForAlgDiff()
This should be called by nonlinear solvers using callback functions.
InstanceData * instanceData
A pointer to an InstanceData object.
int getNumberOfNonlinearExpressions()
Get number of nonlinear expressions.
SparseHessianMatrix * getLagrangianHessianSparsityPattern()
QuadraticTerms * getQuadraticTerms()
Get all the quadratic terms in the instance.
double * getVariableLowerBounds()
Get variable lower bounds.
int getVariableNumber()
Get number of variables.
std::string * getVariableNames()
Get variable names.
std::string getInstanceName()
Get instance name.
SparseHessianMatrix * calculateLagrangianHessian(double *x, double *objLambda, double *conLambda, bool new_x, int highestOrder)
Calculate the Hessian of the Lagrangian Expression Tree This method will build the CppAD expression t...
std::string * getConstraintNames()
Get constraint names.
std::string * getObjectiveMaxOrMins()
Get objective maxOrMins.
double * getConstraintUpperBounds()
Get constraint upper bounds.
int getObjectiveNumber()
Get number of objectives.
InitVarValue ** getInitVarValuesSparse()
Get the initial values associated with the variables in sparse form.
int getNumberOfInitVarValues()
Get the number of initial variable values.
std::vector< SolverOption * > getSolverOptions(std::string solver_name)
Get the options associated with a given solver.
int getNumberOfSolverOptions()
Get the number of solver options.
bool setGeneralMessage(std::string message)
Set the general message.
bool setAnOtherVariableResult(int solIdx, int otherIdx, std::string name, std::string description, int *indexes, std::string *s, int n)
Set the [i]th optimization solution's other (non-standard/solver specific)variable-related results,...
bool setPrimalVariableValues(int solIdx, double *x, int n)
Set the [i]th optimization solution's primal variable values, where i equals the given solution index...
bool setDualVariableValues(int solIdx, double *lbValues, double *ubValues, int n)
Set the [i]th optimization solution's dual variable values, where i equals the given solution index.
bool setSolutionNumber(int number)
set the number of solutions.
bool setInstanceName(std::string instanceName)
Set instance name.
bool setNumberOfOtherVariableResults(int solIdx, int numberOfOtherVariableResults)
Set the [i]th optimization solution's other (non-standard/solver specific) variable-related results,...
bool setGeneralStatusType(std::string type)
Set the general status type, which can be: success, error, warning.
bool setObjectiveNumber(int objectiveNumber)
Set the objective number.
bool setObjectiveValues(int solIdx, double *objectiveValues, int n)
Set the [i]th optimization solution's objective values, where i equals the given solution index.
bool setServiceName(std::string serviceName)
Set service name.
bool setVariableNumber(int variableNumber)
Set the variable number.
bool setSolutionStatus(int solIdx, std::string type, std::string description)
Set the [i]th optimization solution status, where i equals the given solution index.
bool setConstraintNumber(int constraintNumber)
Set the constraint number.
Used to read an OSiL string.
OSInstance * readOSiL(const std::string &osil)
parse the OSiL model instance.
Used to read an OSoL string.
OSOption * readOSoL(const std::string &osol)
parse the OSoL solver options.
Take an OSResult object and write a string that validates against OSrL.
std::string writeOSrL(OSResult *theosresult)
create an osrl string from an OSResult object
std::string maxOrMin
declare the objective function to be a max or a min
int numberOfObjectives
numberOfObjectives is the number of objective functions in the instance
Objective ** obj
coef is pointer to an array of ObjCoef object pointers
int * varTwoIndexes
varTwoIndexes holds an integer array of the second variable indexes of all the quadratic terms.
int * rowIndexes
rowIndexes holds an integer array of row indexes of all the quadratic terms.
double * coefficients
coefficients holds a double array all the quadratic term coefficients.
int * varOneIndexes
varOneIndexes holds an integer array of the first variable indexes of all the quadratic terms.
The in-memory representation of a SparseHessianMatrix..
int * hessRowIdx
hessRowIdx is an integer array of row indices in the range 0, ..., n - 1.
int hessDimension
hessDimension is the number of nonzeros in each array.
double * hessValues
hessValues is a double array of the Hessian values.
int * hessColIdx
hessColIdx is an integer array of column indices in the range 0, ..., n - 1.
a sparse Jacobian matrix data structure
int * indexes
indexes holds an integer array of variable indices.
int valueSize
valueSize is the dimension of the values array
int * starts
starts holds an integer array of start elements, each start element points to the start of partials f...
double * values
values holds a double array of nonzero partial derivatives
int * indexes
indexes holds an integer array of rowIdx (or colIdx) elements in coefMatrix (AMatrix).
int * starts
starts holds an integer array of start elements in coefMatrix (AMatrix), which points to the start of...
double * values
values holds a double array of value elements in coefMatrix (AMatrix), which contains nonzero element...
double ub
ub corresponds to the optional attribute that holds the variable upper bound.
double lb
lb corresponds to the optional attribute that holds the variable lower bound.
Variable ** var
Here we define a pointer to an array of var pointers.