IARoundingNlp.hpp

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// IARoundingNnl.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
//

#ifndef MESHKIT_IA_IAROUNDINGNLP_HP
#define MESHKIT_IA_IAROUNDINGNLP_HP

#include "meshkit/IANlp.hpp"
#include "meshkit/IAWeights.hpp"

// from Ipopot
#include "IpTNLP.hpp"

namespace MeshKit {

class IAData;
class IPData;
class IASolution;

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

  virtual ~IARoundingNlp();
  

  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
  bool randomize_weights_of_non_int();

private:  
  // hide untrusted default methods
  //  IA_NLP();
  IARoundingNlp();
  IARoundingNlp(const IARoundingNlp&);
  IARoundingNlp& operator=(const IARoundingNlp&);
  
  // input data
  const IAData *data;
  const IPData *ipData;
  
  // solution data
  IASolution *solution;
  
  
  // implemented using an overlay over an IANlp
  IANlp baseNlp;  

  // defining / weighting objective function
  IAWeights weights;

  double f_x_value( double I_i, double x_i );

  // debug
  const bool silent;
  const bool debugging;
  const bool verbose; // verbose debugging
  
};

} // namespace MeshKit 

#endif