IAIntWaveNlp.hpp

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// IAIntWaveNlp.hpp
// Interval Assignment for Meshkit
//
// ipopt mixed-integer solution
// The idea is the optimal solution will be an integer one, if one exists
// Define some region around the relaxed solution and search for an integer solution
//
// use some non-linear function as a constraint, so that the only feasible solutions are integer

#ifndef MESHKIT_IA_IAINTHESSNLP_HP
#define MESHKIT_IA_IAINTHESSNLP_HP

#include "meshkit/IANlp.hpp"

// from Ipopt
#include "IpTNLP.hpp"

#include <vector>
#include <map>

namespace MeshKit 
{
    
class IAData;
class IPData;
class IASolution;

class IAIntWaveNlp : public TNLP
{
  // first set of functions required by TNLP
public:
  IAIntWaveNlp(const IAData *data_ptr, const IPData *ip_data_ptr, IASolution *solution_ptr,
               const bool set_silent = true); 

  virtual ~IAIntWaveNlp();

  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                            Index& nnz_h_lag, IndexStyleEnum& index_style);

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

  virtual bool get_starting_point(Index n, bool init_x, Number* x_init,
                                  bool init_z, Number* z_L, Number* z_U,
                                  Index m, bool init_lambda,
                                  Number* lambda);

  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);

  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);

  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);

  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
                          Index m, Index nele_jac, Index* iRow, Index *jCol,
                          Number* values);

  virtual 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);


  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);

// extra stuff not required by TNLP
  
private:  
  // hide untrusted default methods
  //  IA_NLP();
  IAIntWaveNlp();
  IAIntWaveNlp(const IAIntWaveNlp&);
  IAIntWaveNlp& operator=(const IAIntWaveNlp&);
  
protected:
  // input data
  const IAData *data;
  const IPData *ipData;

  // solution data
  IASolution *solution;
  
  
  // implemented using an overlay over an IANlp
  IANlp baseNlp;  
  
  const int base_n, base_m;
  const int problem_n, problem_m;
  const int wave_even_constraint_start;
  const int wave_int_constraint_start;
  
  double f_x_value( double I_i, double x_i );

  const bool silent;
  const bool debugging;
  const bool verbose; // verbose debugging
  
  struct SparseMatrixEntry
        {
          // position in matrix
          // column must be less than row, j <= i
          int i; // row
          int j; // col
          
          // order in sequence for hessian values array, etc.
          int k;
        
          static int n; // matrix is n x n
          int key() const { return i * n + j; }
          
          SparseMatrixEntry(const int iset, const int jset, const int kset);
          SparseMatrixEntry() : i(-1), j(-1), k(-1) {} // bad values if unspecified
        };
        
        typedef std::map<int, SparseMatrixEntry> SparseMatrixMap; 
        
        SparseMatrixMap hessian_map;  // sorted by key
        std::vector< SparseMatrixEntry > hessian_vector; // from 0..k

        void add_hessian_entry( int i, int j, int &k );
        void build_hessian();
        int get_hessian_k( int i, int j );
  void print_hessian(); // debug
  
  // derived classes must define these
  // the first two should have a max of 1 for integer/even values, and be less than that elsewhere
  virtual double eval_g_int_x( const double x ) = 0;
  virtual double eval_g_int_s( const double s ) = 0;
  virtual double eval_jac_int_x( const double x ) = 0;
  virtual double eval_jac_int_s( const double s ) = 0;
  virtual double eval_hess_int_x( const double x ) = 0;
  virtual double eval_hess_int_s( const double s ) = 0;

};

} // namespace MeshKit

#endif