SensAmplTNLP.hpp

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// Copyright 2009 Hans Pirnay
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Date   : 2009-05-11

#ifndef __SENSAMPLTNLP_HPP__
#define __SENSAMPLTNLP_HPP__

#include "AmplTNLP.hpp"
#include "SensUtils.hpp"

namespace Ipopt
{
// same as DECLARE_STD_EXCEPTION, but not using any export
class SUFFIX_EMPTY: public Ipopt::IpoptException
{
public:
   SUFFIX_EMPTY(
      std::string msg,
      std::string fname,
      Ipopt::Index line
   )
      : Ipopt::IpoptException(msg, fname, line, "SUFFIX_EMPTY")
   { }

   SUFFIX_EMPTY(
      const SUFFIX_EMPTY& copy
   )
      : Ipopt::IpoptException(copy)
   { }

private:
   SUFFIX_EMPTY();
   void operator=(
      const SUFFIX_EMPTY&
   );
};

class SensAmplTNLP: public AmplTNLP
{
public:
   SensAmplTNLP(
      const SmartPtr<const Journalist>&  jnlst,
      const SmartPtr<RegisteredOptions>  regoptions,
      const SmartPtr<OptionsList>        options,
      char**&                            argv,
      SmartPtr<AmplSuffixHandler>        suffix_handler = NULL,
      bool                               allow_discrete = false,
      SmartPtr<AmplOptionsList>          ampl_options_list = NULL,
      const char*                        ampl_option_string = NULL,
      const char*                        ampl_invokation_string = NULL,
      const char*                        ampl_banner_string = NULL,
      std::string*                       nl_file_content = NULL,
      bool                               checkinterrupt = false
   );

   virtual ~SensAmplTNLP();

   virtual bool get_bounds_info(
      Index   n,
      Number* x_l,
      Number* x_u,
      Index   m,
      Number* g_l,
      Number* g_u
   );

   void set_sens_solution(
      Index                    idx,
      SmartPtr<IteratesVector> sens_sol
   );

   virtual 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
   );

   virtual 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
   );

   const int* get_index_suffix(
      const char* suffix_name
   );

   std::vector<int> get_index_suffix_vec(
      const char* suffix_name
   );

   const Number* get_number_suffix(
      const char* suffix_name
   );

   std::vector<Number> get_number_suffix_vec(
      const char* suffix_name
   );

   const int* get_index_suffix_constr(
      const char* suffix_name
   );

   std::vector<int> get_index_suffix_constr_vec(
      const char* suffix_name
   );

   const Number* get_number_suffix_constr(
      const char* suffix_name
   );

   virtual 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
   );

private:

   // Number* x_L;
   // Number* x_U;
   SmartPtr<const Journalist> jnlst_;
   SmartPtr<OptionsList> options_;

   bool have_parameters_;

   Index* parameter_flags_;
   Number* parameter_values_;

   Index n_sens_steps_;
   bool run_sens_;
   bool compute_red_hessian_;

   std::vector<SmartPtr<IteratesVector> > sens_sol_;
};

}

#endif