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Commit 624b6955 authored by Max Lyon's avatar Max Lyon
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Merge branch 'cleanup-ipopt-solvers' into 'master' 

Cleanup ipopt solvers

See merge request !48
parents c5b51cc2 2c20415f
Pipeline #12798 passed with stages
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Examples/small_cplex_soc/main.cc
View file @ 624b6955
......@@ -114,14 +114,13 @@ int main(void)
std::cout << "---------- 5) Solve with IPOPT solver... " << std::endl;
COMISO::IPOPTSolver ipopt;
ipopt.app().Options()->SetStringValue("derivative_test", "second-order");
ipopt.set_ipopt_option("derivative_test", "second-order");
ipopt.solve(&lsqp, constraints);
#endif
std::cout << "---------- 6) Print solution..." << std::endl;
for( int i=0; i<n; ++i)
std::cerr << "x_" << i << " = " << lsqp.x()[i] << std::endl;
return 0;
}
NSolver/IPOPTCallbackParameters.hh 0 → 100644
View file @ 624b6955
//=============================================================================
//
// STRUCT IPOPTCallbackParameters
//
//=============================================================================
#ifndef COMISO_IPOPTCALLBACKPARAMETERS_HH
#define COMISO_IPOPTCALLBACKPARAMETERS_HH
#include <IpTNLP.hpp>
//== TYPE DEFINITION CALLBACK PARAMETERS ======================================
namespace COMISO {
struct IPOPTCallbackParameters {
Ipopt::AlgorithmMode mode;
Ipopt::Index iter;
Ipopt::Number obj_value;
Ipopt::Number inf_pr;
Ipopt::Number inf_du;
Ipopt::Number mu;
Ipopt::Number d_norm;
Ipopt::Number regularization_size;
Ipopt::Number alpha_du;
Ipopt::Number alpha_pr;
Ipopt::Index ls_trials;
const Ipopt::IpoptData* ip_data;
Ipopt::IpoptCalculatedQuantities* ip_cq;
};
}
#endif
NSolver/NProblemIPOPTc.cc → NSolver/IPOPTProblemInstance.cc
View file @ 624b6955
......@@ -11,21 +11,18 @@
#if COMISO_IPOPT_AVAILABLE
//=============================================================================
#include "CoMISo/Utils/CoMISoError.hh"
#include <CoMISo/Utils/gmm.hh>
#include <Base/Debug/DebTime.hh>
#include "NProblemIPOPT.hh"
#include "NProblemGmmInterface.hh"
#include "NProblemInterface.hh"
#include "NConstraintInterface.hh"
#include "BoundConstraint.hh"
#include "CoMISo/Utils/CoMISoError.hh"
#include <Base/Debug/DebTime.hh>
#include <CoMISo/Utils/gmm.hh>
#include "IPOPTCallbackParameters.hh"
#include <IpTNLP.hpp>
#include <IpIpoptApplication.hpp>
#include <IpSolveStatistics.hpp>
#include "IPOPTProblemInstance.hh"
//== NAMESPACES ===============================================================
......@@ -33,11 +30,10 @@ namespace COMISO {
//== IMPLEMENTATION PROBLEM INSTANCE==========================================================
//== IMPLEMENTATION PROBLEM INSTANCE===========================================
void
NProblemIPOPT::
IPOPTProblemInstance::
split_constraints(const std::vector<NConstraintInterface*>& _constraints)
{
DEB_enter_func;
......@@ -61,7 +57,7 @@ split_constraints(const std::vector<NConstraintInterface*>& _constraints)
void
NProblemIPOPT::
IPOPTProblemInstance::
analyze_special_properties(const NProblemInterface* _problem, const std::vector<NConstraintInterface*>& _constraints)
{
hessian_constant_ = true;
......@@ -98,7 +94,7 @@ analyze_special_properties(const NProblemInterface* _problem, const std::vector<
//-----------------------------------------------------------------------------
bool NProblemIPOPT::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
bool IPOPTProblemInstance::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
Index& nnz_h_lag, IndexStyleEnum& index_style)
{
DEB_enter_func;
......@@ -161,7 +157,7 @@ bool NProblemIPOPT::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
//-----------------------------------------------------------------------------
bool NProblemIPOPT::get_bounds_info(Index n, Number* x_l, Number* x_u,
bool IPOPTProblemInstance::get_bounds_info(Index n, Number* x_l, Number* x_u,
Index m, Number* g_l, Number* g_u)
{
DEB_enter_func;
......@@ -230,7 +226,7 @@ bool NProblemIPOPT::get_bounds_info(Index n, Number* x_l, Number* x_u,
//-----------------------------------------------------------------------------
bool NProblemIPOPT::get_starting_point(Index n, bool init_x, Number* x,
bool IPOPTProblemInstance::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)
......@@ -246,7 +242,7 @@ bool NProblemIPOPT::get_starting_point(Index n, bool init_x, Number* x,
//-----------------------------------------------------------------------------
bool NProblemIPOPT::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
bool IPOPTProblemInstance::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
{
DEB_enter_func;
// return the value of the objective function
......@@ -258,7 +254,7 @@ bool NProblemIPOPT::eval_f(Index n, const Number* x, bool new_x, Number& obj_val
//-----------------------------------------------------------------------------
bool NProblemIPOPT::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
bool IPOPTProblemInstance::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
{
DEB_enter_func;
problem_->eval_gradient(x, grad_f);
......@@ -270,7 +266,7 @@ bool NProblemIPOPT::eval_grad_f(Index n, const Number* x, bool new_x, Number* gr
//-----------------------------------------------------------------------------
bool NProblemIPOPT::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
bool IPOPTProblemInstance::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
{
DEB_enter_func;
// evaluate all constraint functions
......@@ -284,7 +280,7 @@ bool NProblemIPOPT::eval_g(Index n, const Number* x, bool new_x, Index m, Number
//-----------------------------------------------------------------------------
bool NProblemIPOPT::eval_jac_g(Index n, const Number* x, bool new_x,
bool IPOPTProblemInstance::eval_jac_g(Index n, const Number* x, bool new_x,
Index m, Index nele_jac, Index* iRow, Index *jCol,
Number* values)
{
......@@ -342,7 +338,7 @@ bool NProblemIPOPT::eval_jac_g(Index n, const Number* x, bool new_x,
//-----------------------------------------------------------------------------
bool NProblemIPOPT::eval_h(Index n, const Number* x, bool new_x,
bool IPOPTProblemInstance::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)
......@@ -476,7 +472,7 @@ bool NProblemIPOPT::eval_h(Index n, const Number* x, bool new_x,
double _QNT(const double x) { return x; }
void NProblemIPOPT::finalize_solution(SolverReturn status,
void IPOPTProblemInstance::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,
......@@ -516,21 +512,44 @@ void NProblemIPOPT::finalize_solution(SolverReturn status,
//-----------------------------------------------------------------------------
void
IPOPTProblemInstance::
set_callback_function
(std::function<bool(const IPOPTCallbackParameters &)> func)
{
intermediate_callback_ = func;
}
bool NProblemIPOPT::intermediate_callback(
Ipopt::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*/
)
bool IPOPTProblemInstance::intermediate_callback(
Ipopt::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
)
{
PROGRESS_TICK;
if(intermediate_callback_) {
IPOPTCallbackParameters callbackParameters {
mode,
iter, obj_value,
inf_pr, inf_du,
mu, d_norm,
regularization_size,
alpha_du, alpha_pr,
ls_trials,
ip_data,
ip_cq
};
return intermediate_callback_(callbackParameters);
}
return true;
}
......@@ -538,7 +557,7 @@ bool NProblemIPOPT::intermediate_callback(
//-----------------------------------------------------------------------------
bool NProblemIPOPT::hessian_constant() const
bool IPOPTProblemInstance::hessian_constant() const
{
return hessian_constant_;
}
......@@ -547,7 +566,7 @@ bool NProblemIPOPT::hessian_constant() const
//-----------------------------------------------------------------------------
bool NProblemIPOPT::jac_c_constant() const
bool IPOPTProblemInstance::jac_c_constant() const
{
return jac_c_constant_;
}
......@@ -556,7 +575,7 @@ bool NProblemIPOPT::jac_c_constant() const
//-----------------------------------------------------------------------------
bool NProblemIPOPT::jac_d_constant() const
bool IPOPTProblemInstance::jac_d_constant() const
{
return jac_d_constant_;
}
......@@ -565,7 +584,7 @@ bool NProblemIPOPT::jac_d_constant() const
//== IMPLEMENTATION PROBLEM INSTANCE==========================================================
bool NProblemGmmIPOPT::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
bool IPOPTProblemInstanceGmm::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
Index& nnz_h_lag, IndexStyleEnum& index_style)
{
DEB_enter_func;
......@@ -657,7 +676,7 @@ bool NProblemGmmIPOPT::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::get_bounds_info(Index n, Number* x_l, Number* x_u,
bool IPOPTProblemInstanceGmm::get_bounds_info(Index n, Number* x_l, Number* x_u,
Index m, Number* g_l, Number* g_u)
{
DEB_enter_func;
......@@ -691,7 +710,7 @@ bool NProblemGmmIPOPT::get_bounds_info(Index n, Number* x_l, Number* x_u,
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::get_starting_point(Index n, bool init_x, Number* x,
bool IPOPTProblemInstanceGmm::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)
......@@ -707,7 +726,7 @@ bool NProblemGmmIPOPT::get_starting_point(Index n, bool init_x, Number* x,
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
bool IPOPTProblemInstanceGmm::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
{
DEB_enter_func;
// return the value of the objective function
......@@ -719,7 +738,7 @@ bool NProblemGmmIPOPT::eval_f(Index n, const Number* x, bool new_x, Number& obj_
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
bool IPOPTProblemInstanceGmm::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
{
DEB_enter_func;
problem_->eval_gradient(x, grad_f);
......@@ -731,7 +750,7 @@ bool NProblemGmmIPOPT::eval_grad_f(Index n, const Number* x, bool new_x, Number*
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
bool IPOPTProblemInstanceGmm::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
{
DEB_enter_func;
// evaluate all constraint functions
......@@ -745,7 +764,7 @@ bool NProblemGmmIPOPT::eval_g(Index n, const Number* x, bool new_x, Index m, Num
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::eval_jac_g(Index n, const Number* x, bool new_x,
bool IPOPTProblemInstanceGmm::eval_jac_g(Index n, const Number* x, bool new_x,
Index m, Index nele_jac, Index* iRow, Index *jCol,
Number* values)
{
......@@ -791,7 +810,7 @@ bool NProblemGmmIPOPT::eval_jac_g(Index n, const Number* x, bool new_x,
//-----------------------------------------------------------------------------
bool NProblemGmmIPOPT::eval_h(Index n, const Number* x, bool new_x,
bool IPOPTProblemInstanceGmm::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)
......@@ -865,7 +884,7 @@ bool NProblemGmmIPOPT::eval_h(Index n, const Number* x, bool new_x,
//-----------------------------------------------------------------------------
void NProblemGmmIPOPT::finalize_solution(SolverReturn status,
void IPOPTProblemInstanceGmm::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,
......@@ -877,19 +896,43 @@ void NProblemGmmIPOPT::finalize_solution(SolverReturn status,
problem_->store_result(x);
}
bool NProblemGmmIPOPT::intermediate_callback(
Ipopt::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*/
)
void
IPOPTProblemInstanceGmm::
set_callback_function
(std::function<bool(const IPOPTCallbackParameters &)> func)
{
intermediate_callback_ = func;
}
bool IPOPTProblemInstanceGmm::intermediate_callback(
Ipopt::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
)
{
PROGRESS_TICK;
if(intermediate_callback_) {
IPOPTCallbackParameters callbackParameters {
mode,
iter, obj_value,
inf_pr, inf_du,
mu, d_norm,
regularization_size,
alpha_du, alpha_pr,
ls_trials,
ip_data,
ip_cq
};
return intermediate_callback_(callbackParameters);
}
return true;
}
......
NSolver/NProblemIPOPT.hh → NSolver/IPOPTProblemInstance.hh
View file @ 624b6955
......@@ -15,10 +15,13 @@
//== INCLUDES =================================================================
#include <vector>
#include <cstddef>
#include <functional>
#include <CoMISo/Config/CoMISoDefines.hh>
#include "NProblemGmmInterface.hh"
#include "NProblemInterface.hh"
#include "IPOPTSolverLean.hh"
#include "NProblemGmmInterface.hh"
#include "NProblemInterface.hh"
#include "NConstraintInterface.hh"
......@@ -32,23 +35,19 @@
#include <IpTNLP.hpp>
#include <IpIpoptApplication.hpp>
#include <IpSolveStatistics.hpp>
#include <vector>
#include <cstddef>
//== NAMESPACES ===============================================================
namespace COMISO {
//== FORWARDDECLARATIONS ======================================================
class NProblemGmmInterface; // deprecated
class NProblemInterface;
class NConstraintInterface;
struct IPOPTCallbackParameters;
//== CLASS DEFINITION PROBLEM INSTANCE=========================================================
class NProblemIPOPT : public Ipopt::TNLP
//== CLASS DEFINITION PROBLEM INSTANCE ========================================
class IPOPTProblemInstance : public Ipopt::TNLP
{
public:
......@@ -65,8 +64,11 @@ public:
typedef NProblemInterface::SMatrixNP SMatrixNP;
/** default constructor */
NProblemIPOPT(NProblemInterface* _problem, const std::vector<NConstraintInterface*>& _constraints, const bool _hessian_approximation = false)
: problem_(_problem), store_solution_(false), hessian_approximation_(_hessian_approximation)
IPOPTProblemInstance(NProblemInterface* _problem,
const std::vector<NConstraintInterface*>& _constraints,
const bool _hessian_approximation = false)
: problem_(_problem), store_solution_(false),
hessian_approximation_(_hessian_approximation)
{
split_constraints(_constraints);
analyze_special_properties(_problem, _constraints);
......@@ -127,6 +129,9 @@ public:
IpoptCalculatedQuantities* ip_cq) override;
//@}
/** Set intermediate callback function object **/
void set_callback_function(std::function<bool(const IPOPTCallbackParameters &)>);
/** Intermediate Callback method for the user. Providing dummy
* default implementation. For details see IntermediateCallBack
* in IpNLP.hpp. */
......@@ -163,8 +168,8 @@ private:
*/
//@{
// MyNLP();
NProblemIPOPT(const NProblemIPOPT&);
NProblemIPOPT& operator=(const NProblemIPOPT&);
IPOPTProblemInstance(const IPOPTProblemInstance&);
IPOPTProblemInstance& operator=(const IPOPTProblemInstance&);
//@}
// split user-provided constraints into general-constraints and bound-constraints
......@@ -193,13 +198,15 @@ private:
std::vector<double> x_;
bool hessian_approximation_;
std::function<bool(const IPOPTCallbackParameters &)> intermediate_callback_;
};
//== CLASS DEFINITION PROBLEM INSTANCE=========================================================
class NProblemGmmIPOPT : public Ipopt::TNLP
class IPOPTProblemInstanceGmm : public Ipopt::TNLP
{
public:
......@@ -226,7 +233,7 @@ public: