ipopt_nlp.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_IPOPT_NLP_HPP
#define CASADI_IPOPT_NLP_HPP
 
#include <IpTNLP.hpp>
#include <IpIpoptCalculatedQuantities.hpp>
#include <IpIpoptData.hpp>
 
#ifdef WITH_IPOPT_CALLBACK
#define private public
#include <IpIpoptData.hpp> // NOLINT(build/include)
#include <IpOrigIpoptNLP.hpp>
#include <IpTNLPAdapter.hpp>
#include <IpDenseVector.hpp>
#include <IpExpansionMatrix.hpp>
#undef private
#define private private
#endif // WITH_IPOPT_CALLBACK
 
#include <iostream>
 
#include <casadi/interfaces/ipopt/casadi_nlpsol_ipopt_export.h>
 
using namespace Ipopt;
namespace casadi {
  // Forward declarations
  class IpoptInterface;
  struct IpoptMemory;
 
  class  IpoptUserClass : public TNLP {
#ifdef WITH_IPOPT_CALLBACK
    friend class TNLPAdapter;
#endif // WITH_IPOPT_CALLBACK
 
  public:
    IpoptUserClass(const IpoptInterface& solver, IpoptMemory* mem);
    ~IpoptUserClass() override;
 
    bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                              Index& nnz_h_lag, IndexStyleEnum& index_style) override;
 
    bool get_bounds_info(Index n, Number* x_l, Number* x_u,
                                 Index m, Number* g_l, Number* g_u) override;
 
    bool get_starting_point(Index n, bool init_x, Number* x,
                                    bool init_z, Number* z_L, Number* z_U,
                                    Index m, bool init_lambda,
                                    Number* lambda) override;
 
    bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value) override;
 
    bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f) override;
 
    bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g) override;
 
    bool eval_jac_g(Index n, const Number* x, bool new_x,
                            Index m, Index nele_jac, Index* iRow, Index *jCol,
                            Number* values) override;
 
    bool eval_h(Index n, const Number* x, bool new_x,
                        Number obj_factor, Index m, const Number* lambda,
                        bool new_lambda, Index nele_hess, Index* iRow,
                        Index* jCol, Number* values) override;
 
    void finalize_solution(SolverReturn status,
                                   Index n, const Number* x, const Number* z_L, const Number* z_U,
                                   Index m, const Number* g, const Number* lambda,
                                   Number obj_value,
                                   const IpoptData* ip_data,
                                   IpoptCalculatedQuantities* ip_cq) override;
 
    Index get_number_of_nonlinear_variables() override;
 
    bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index* pos_nonlin_vars) override;
 
 
    bool intermediate_callback(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) override;
 
    bool get_var_con_metadata(Index n, StringMetaDataMapType& var_string_md,
                                      IntegerMetaDataMapType& var_integer_md,
                                      NumericMetaDataMapType& var_numeric_md,
                                      Index m, StringMetaDataMapType& con_string_md,
                                      IntegerMetaDataMapType& con_integer_md,
                                      NumericMetaDataMapType& con_numeric_md) override;
 
    void finalize_metadata(Index n, const StringMetaDataMapType& var_string_md,
                                   const IntegerMetaDataMapType& var_integer_md,
                                   const NumericMetaDataMapType& var_numeric_md,
                                   Index m, const StringMetaDataMapType& con_string_md,
                                   const IntegerMetaDataMapType& con_integer_md,
                                   const NumericMetaDataMapType& con_numeric_md) override;
 
  private:
    IpoptUserClass(const IpoptUserClass&);
    IpoptUserClass& operator=(const IpoptUserClass&);
    const IpoptInterface& solver_;
    IpoptMemory* mem_;
 
    double * x_;
    double * z_L_;
    double * z_U_;
    double * g_;
    double * lambda_;
    int n_;
    int m_;
    double obj_value_;
  };
 
} // namespace casadi
 
#endif //IPOPT_NLP