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private CreateIpoptProblem ( int n, double x_L, double x_U, int m, double g_L, double g_U, int nele_jac, int nele_hess, IpoptIndexStyle index_style, Eval_F_CB eval_f, Eval_G_CB eval_g, Eval_Grad_F_CB eval_grad_f, Eval_Jac_G_CB eval_jac_g, Eval_H_CB eval_h ) : |
||
| n | int | |
| x_L | double | |
| x_U | double | |
| m | int | |
| g_L | double | |
| g_U | double | |
| nele_jac | int | |
| nele_hess | int | |
| index_style | IpoptIndexStyle | |
| eval_f | Eval_F_CB | |
| eval_g | Eval_G_CB | |
| eval_grad_f | Eval_Grad_F_CB | |
| eval_jac_g | Eval_Jac_G_CB | |
| eval_h | Eval_H_CB | |
| return | ||
public void Setup()
{
_hs037 = new HS037();
_instance = IpoptAdapter.CreateIpoptProblem(_hs037._n, _hs037._x_L, _hs037._x_U, _hs037._m, _hs037._g_L,
_hs037._g_U, _hs037._nele_jac, _hs037._nele_hess, IpoptIndexStyle.C,
_hs037.eval_f, _hs037.eval_g, _hs037.eval_grad_f, _hs037.eval_jac_g,
_hs037.eval_h);
IpoptAdapter.AddIpoptStrOption(_instance, "hessian_approximation", "limited-memory");
IpoptAdapter.AddIpoptIntOption(_instance, "limited_memory_max_history", 5);
}
/// <summary>
/// Constructor for creating a new Ipopt Problem object using native
/// function delegates. This function
/// initializes an object that can be passed to the IpoptSolve call. It
/// contains the basic definition of the optimization problem, such
/// as number of variables and constraints, bounds on variables and
/// constraints, information about the derivatives, and the callback
/// function for the computation of the optimization problem
/// functions and derivatives. During this call, the options file
/// ipopt.opt is read as well.
/// </summary>
/// <param name="n">Number of optimization variables</param>
/// <param name="x_L">Lower bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="x_U">Upper bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="m">Number of constraints.</param>
/// <param name="g_L">Lower bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="g_U">Upper bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="nele_jac">Number of non-zero elements in constraint Jacobian.</param>
/// <param name="nele_hess">Number of non-zero elements in Hessian of Lagrangian.</param>
/// <param name="eval_f_cb">Native callback function for evaluating objective function</param>
/// <param name="eval_g_cb">Native callback function for evaluating constraint functions</param>
/// <param name="eval_grad_f_cb">Native callback function for evaluating gradient of objective function</param>
/// <param name="eval_jac_g_cb">Native callback function for evaluating Jacobian of constraint functions</param>
/// <param name="eval_h_cb">Native callback function for evaluating Hessian of Lagrangian function</param>
public IpoptProblem(int n, double[] x_L, double[] x_U, int m, double[] g_L, double[] g_U, int nele_jac, int nele_hess,
Eval_F_CB eval_f_cb, Eval_G_CB eval_g_cb, Eval_Grad_F_CB eval_grad_f_cb, Eval_Jac_G_CB eval_jac_g_cb, Eval_H_CB eval_h_cb)
{
m_eval_f_cb = eval_f_cb;
m_eval_g_cb = eval_g_cb;
m_eval_grad_f_cb = eval_grad_f_cb;
m_eval_jac_g_cb = eval_jac_g_cb;
m_eval_h_cb = eval_h_cb;
m_intermediate_cb = null;
m_problem = IpoptAdapter.CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, nele_jac, nele_hess, IpoptIndexStyle.C,
m_eval_f_cb, m_eval_g_cb, m_eval_grad_f_cb, m_eval_jac_g_cb, m_eval_h_cb);
m_disposed = false;
}
/// <summary>
/// Constructor for creating a new Ipopt Problem object using managed
/// function delegates. This function
/// initializes an object that can be passed to the IpoptSolve call. It
/// contains the basic definition of the optimization problem, such
/// as number of variables and constraints, bounds on variables and
/// constraints, information about the derivatives, and the callback
/// function for the computation of the optimization problem
/// functions and derivatives. During this call, the options file
/// ipopt.opt is read as well.
/// </summary>
/// <param name="n">Number of optimization variables</param>
/// <param name="x_L">Lower bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="x_U">Upper bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="m">Number of constraints.</param>
/// <param name="g_L">Lower bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="g_U">Upper bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="nele_jac">Number of non-zero elements in constraint Jacobian.</param>
/// <param name="nele_hess">Number of non-zero elements in Hessian of Lagrangian.</param>
/// <param name="eval_f_cb">Managed callback function for evaluating objective function</param>
/// <param name="eval_g_cb">Managed callback function for evaluating constraint functions</param>
/// <param name="eval_grad_f_cb">Managed callback function for evaluating gradient of objective function</param>
/// <param name="eval_jac_g_cb">Managed callback function for evaluating Jacobian of constraint functions</param>
/// <param name="eval_h_cb">Managed callback function for evaluating Hessian of Lagrangian function</param>
public IpoptProblem(int n, double[] x_L, double[] x_U, int m, double[] g_L, double[] g_U, int nele_jac, int nele_hess,
EvaluateObjectiveDelegate eval_f_cb, EvaluateConstraintsDelegate eval_g_cb, EvaluateObjectiveGradientDelegate eval_grad_f_cb,
EvaluateJacobianDelegate eval_jac_g_cb, EvaluateHessianDelegate eval_h_cb)
{
m_eval_f_cb = new ObjectiveEvaluator(eval_f_cb).Evaluate;
m_eval_g_cb = new ConstraintsEvaluator(eval_g_cb).Evaluate;
m_eval_grad_f_cb = new ObjectiveGradientEvaluator(eval_grad_f_cb).Evaluate;
m_eval_jac_g_cb = new JacobianEvaluator(eval_jac_g_cb).Evaluate;
m_eval_h_cb = new HessianEvaluator(eval_h_cb).Evaluate;
m_intermediate_cb = null;
m_problem = IpoptAdapter.CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, nele_jac, nele_hess, IpoptIndexStyle.C,
m_eval_f_cb, m_eval_g_cb, m_eval_grad_f_cb, m_eval_jac_g_cb, m_eval_h_cb);
m_disposed = false;
}
/// <summary>
/// Constructor for creating a subclassed Ipopt Problem object using managed or
/// native function delegates. This is the preferred constructor when
/// subclassing IpoptProblem. Prerequisite is that the managed/native optimization
/// function delegates are implemented in the inheriting class.
/// This function
/// initializes an object that can be passed to the IpoptSolve call. It
/// contains the basic definition of the optimization problem, such
/// as number of variables and constraints, bounds on variables and
/// constraints, information about the derivatives, and the callback
/// function for the computation of the optimization problem
/// functions and derivatives. During this call, the options file
/// ipopt.opt is read as well.
/// </summary>
/// <param name="n">Number of optimization variables</param>
/// <param name="x_L">Lower bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="x_U">Upper bounds on variables. This array of size n is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="m">Number of constraints.</param>
/// <param name="g_L">Lower bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.</param>
/// <param name="g_U">Upper bounds on constraints. This array of size m is copied internally, so that the
/// caller can change the incoming data after return without that IpoptProblem is modified. Any value
/// greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.</param>
/// <param name="nele_jac">Number of non-zero elements in constraint Jacobian.</param>
/// <param name="nele_hess">Number of non-zero elements in Hessian of Lagrangian.</param>
/// <param name="useNativeCallbackFunctions">If set to true, native callback functions are used to setup
/// the Ipopt problem; if set to false, managed callback functions are used.</param>
/// <param name="useHessianApproximation">If set to true, the Ipopt optimizer creates a limited memory
/// Hessian approximation and the eval_h (managed or native) method need not be implemented.
/// If set to false, an exact Hessian should be evaluated using the appropriate Hessian evaluation method.</param>
/// <param name="useIntermediateCallback">If set to true, the intermediate method (managed or native) will be called
/// after each full iteration. If false, the intermediate callback function will not be called.</param>
protected IpoptProblem(int n, double[] x_L, double[] x_U, int m, double[] g_L, double[] g_U, int nele_jac, int nele_hess,
bool useNativeCallbackFunctions = false, bool useHessianApproximation = false, bool useIntermediateCallback = false)
{
if (useNativeCallbackFunctions)
{
m_eval_f_cb = eval_f;
m_eval_g_cb = eval_g;
m_eval_grad_f_cb = eval_grad_f;
m_eval_jac_g_cb = eval_jac_g;
m_eval_h_cb = eval_h;
}
else
{
m_eval_f_cb = new ObjectiveEvaluator(eval_f).Evaluate;
m_eval_g_cb = new ConstraintsEvaluator(eval_g).Evaluate;
m_eval_grad_f_cb = new ObjectiveGradientEvaluator(eval_grad_f).Evaluate;
m_eval_jac_g_cb = new JacobianEvaluator(eval_jac_g).Evaluate;
m_eval_h_cb = new HessianEvaluator(eval_h).Evaluate;
}
m_intermediate_cb = null;
m_problem = IpoptAdapter.CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, nele_jac, nele_hess, IpoptIndexStyle.C,
m_eval_f_cb, m_eval_g_cb, m_eval_grad_f_cb, m_eval_jac_g_cb, m_eval_h_cb);
if (useHessianApproximation)
{
AddOption("hessian_approximation", "limited-memory");
}
if (useIntermediateCallback)
{
if (useNativeCallbackFunctions)
{
SetIntermediateCallback((Intermediate_CB)intermediate);
}
else
{
SetIntermediateCallback((IntermediateDelegate)intermediate);
}
}
m_disposed = false;
}