public override IpoptBoolType eval_jac_g(Int32 n, Double[] x, IpoptBoolType new_x, Int32 m, Int32 nele_jac,
Int32[] iRow, Int32[] jCol, Double[] values, IntPtr p_user_data)
{
if (values == null)
{
for (var i = 0; i < iRow.Length; i++)
{
iRow[i] = this._jacobian.iRow[i];
}
for (var i = 0; i < jCol.Length; i++)
{
jCol[i] = this._jacobian.jCol[i];
}
}
else
{
if (this._refreshJac)
{
this._jacobian = this._jacobianHelper.UpdateJacobian(x, this._constraints, this._jacobian);
}
//else
//{
for (var i = 0; i < values.Length; i++)
{
values[i] = this._jacobian.values[i];
}
//}
}
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return(m_eval_jac_g_cb(n, x, new_x == IpoptBoolType.True, m, nele_jac, iRow, jCol, values)
? IpoptBoolType.True
: IpoptBoolType.False);
}
public IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
grad_f[0] = -x[1] * x[2];
grad_f[1] = -x[0] * x[2];
grad_f[2] = -x[0] * x[1];
return(IpoptBoolType.True);
}
public override IpoptBoolType eval_f(Int32 n, Double[] x, IpoptBoolType new_x, out Double obj_value,
IntPtr p_user_data)
{
//Objective function
obj_value = x.Select((d, i) => Math.Pow((d - this._averageValues[i]) / this._standardDeviations[i], 2)).Sum();
return(IpoptBoolType.True);
}
public override IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
g[0] = x[0] * x[1] * x[2] * x[3];
g[1] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
return IpoptBoolType.True;
}
public IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
grad_f[0] = -x[1] * x[2];
grad_f[1] = -x[0] * x[2];
grad_f[2] = -x[0] * x[1];
return IpoptBoolType.True;
}
public override IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
g[0] = x[0] * x[1] * x[2] * x[3];
g[1] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
return(IpoptBoolType.True);
}
public IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the structure of the jacobian */
/* this particular jacobian is dense */
iRow[0] = 0;
jCol[0] = 0;
iRow[1] = 0;
jCol[1] = 1;
iRow[2] = 0;
jCol[2] = 2;
}
else
{
/* return the values of the jacobian of the constraints */
values[0] = 1.0; /* 0,0 */
values[1] = 2.0; /* 0,1 */
values[2] = 2.0; /* 0,2 */
}
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return(m_eval_h_cb(n, x, new_x == IpoptBoolType.True, obj_factor, m, lambda,
new_lambda == IpoptBoolType.True, nele_hess, iRow, jCol, values)
? IpoptBoolType.True
: IpoptBoolType.False);
}
public override IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
grad_f[0] = x[0] * x[3] + x[3] * (x[0] + x[1] + x[2]);
grad_f[1] = x[0] * x[3];
grad_f[2] = x[0] * x[3] + 1;
grad_f[3] = x[0] * (x[0] + x[1] + x[2]);
return(IpoptBoolType.True);
}
public override IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
grad_f[0] = x[0] * x[3] + x[3] * (x[0] + x[1] + x[2]);
grad_f[1] = x[0] * x[3];
grad_f[2] = x[0] * x[3] + 1;
grad_f[3] = x[0] * (x[0] + x[1] + x[2]);
return IpoptBoolType.True;
}
public override IpoptBoolType eval_grad_f(Int32 n, Double[] x, IpoptBoolType new_x, Double[] grad_f,
IntPtr p_user_data)
{
for (var i = 0; i < x.Length; i++)
{
grad_f[i] = 2 * ((x[i] - this._averageValues[i]) / this._standardDeviations[i]) *
(1 / this._standardDeviations[i]);
}
return(IpoptBoolType.True);
}
public override IpoptBoolType eval_g(Int32 n, Double[] x, IpoptBoolType new_x, Int32 m, Double[] g,
IntPtr p_user_data)
{
//Contstraints
var updatedConstraints = this._constraints(x);
for (var i = 0; i < updatedConstraints.Length; i++)
{
g[i] = updatedConstraints[i];
}
return(IpoptBoolType.True);
}
public override IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the Hessian structure. This is a symmetric matrix, fill the lower left
* triangle only. */
/* the hessian for this problem is actually dense */
int idx = 0; /* nonzero element counter */
for (int row = 0; row < 4; row++)
{
for (int col = 0; col <= row; col++)
{
iRow[idx] = row;
jCol[idx] = col;
idx++;
}
}
}
else
{
/* fill the objective portion */
values[0] = 0.0; /* 0,0 */
values[1] = obj_factor * (-x[2] * x[3]); /* 1,0 */
values[2] = 0.0; /* 1,1 */
values[3] = obj_factor * (-x[1] * x[3]); /* 2,0 */
values[4] = obj_factor * (-x[0] * x[3]); /* 2,1 */
values[5] = 0.0; /* 2,2 */
values[6] = obj_factor * (-x[1] * x[2]); /* 3,0 */
values[7] = obj_factor * (-x[0] * x[2]); /* 3,1 */
values[8] = obj_factor * (-x[0] * x[1]); /* 3,2 */
values[9] = 0.0; /* 3,3 */
/* add the portion for the first constraint */
values[0] += lambda[0] * (6.0 * x[0]); /* 0,0 */
values[2] += lambda[0] * 2.0; /* 1,1 */
/* add the portion for the second constraint */
values[0] += lambda[1] * (2.0 * x[3]); /* 0,0 */
values[6] += lambda[1] * (2.0 * x[0]); /* 3,0 */
/* add the portion for the third constraint */
values[9] += lambda[2] * 2.0; /* 3,3 */
}
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, IntPtr p_x, IpoptBoolType new_x, double obj_factor, int m, IntPtr p_lambda,
IpoptBoolType new_lambda, int nele_hess, IntPtr p_iRow, IntPtr p_jCol, IntPtr p_values, IntPtr p_user_data)
{
var x = new double[n];
var lambda = new double[m];
var iRow = new int[nele_hess];
var jCol = new int[nele_hess];
if (p_x != IntPtr.Zero)
{
Marshal.Copy(p_x, x, 0, n);
}
if (p_lambda != IntPtr.Zero)
{
Marshal.Copy(p_lambda, lambda, 0, m);
}
if (p_iRow != IntPtr.Zero)
{
Marshal.Copy(p_iRow, iRow, 0, nele_hess);
}
if (p_jCol != IntPtr.Zero)
{
Marshal.Copy(p_jCol, jCol, 0, nele_hess);
}
var values = p_values != IntPtr.Zero ? new double[nele_hess] : null;
var ret = m_eval_h_cb(n, x, new_x == IpoptBoolType.True, obj_factor, m, lambda,
new_lambda == IpoptBoolType.True, nele_hess, iRow, jCol, values);
if (p_values != IntPtr.Zero)
{
Marshal.Copy(values, 0, p_values, nele_hess);
}
if (p_iRow != IntPtr.Zero)
{
Marshal.Copy(iRow, 0, p_iRow, nele_hess);
}
if (p_jCol != IntPtr.Zero)
{
Marshal.Copy(jCol, 0, p_jCol, nele_hess);
}
return(ret ? IpoptBoolType.True : IpoptBoolType.False);
}
public override IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the structure of the jacobian */
/* this particular jacobian is dense */
iRow[0] = 0;
jCol[0] = 0;
iRow[1] = 0;
jCol[1] = 1;
iRow[2] = 0;
jCol[2] = 2;
iRow[3] = 0;
jCol[3] = 3;
iRow[4] = 1;
jCol[4] = 0;
iRow[5] = 1;
jCol[5] = 1;
iRow[6] = 1;
jCol[6] = 2;
iRow[7] = 1;
jCol[7] = 3;
}
else
{
/* return the values of the jacobian of the constraints */
values[0] = x[1] * x[2] * x[3]; /* 0,0 */
values[1] = x[0] * x[2] * x[3]; /* 0,1 */
values[2] = x[0] * x[1] * x[3]; /* 0,2 */
values[3] = x[0] * x[1] * x[2]; /* 0,3 */
values[4] = 2 * x[0]; /* 1,0 */
values[5] = 2 * x[1]; /* 1,1 */
values[6] = 2 * x[2]; /* 1,2 */
values[7] = 2 * x[3]; /* 1,3 */
}
return IpoptBoolType.True;
}
public override IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the structure of the jacobian */
/* this particular jacobian is dense */
iRow[0] = 0;
jCol[0] = 0;
iRow[1] = 0;
jCol[1] = 1;
iRow[2] = 0;
jCol[2] = 2;
iRow[3] = 0;
jCol[3] = 3;
iRow[4] = 1;
jCol[4] = 0;
iRow[5] = 1;
jCol[5] = 1;
iRow[6] = 1;
jCol[6] = 2;
iRow[7] = 1;
jCol[7] = 3;
}
else
{
/* return the values of the jacobian of the constraints */
values[0] = x[1] * x[2] * x[3]; /* 0,0 */
values[1] = x[0] * x[2] * x[3]; /* 0,1 */
values[2] = x[0] * x[1] * x[3]; /* 0,2 */
values[3] = x[0] * x[1] * x[2]; /* 0,3 */
values[4] = 2 * x[0]; /* 1,0 */
values[5] = 2 * x[1]; /* 1,1 */
values[6] = 2 * x[2]; /* 1,2 */
values[7] = 2 * x[3]; /* 1,3 */
}
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, IntPtr p_x, IpoptBoolType new_x, int m, int nele_jac,
IntPtr p_iRow, IntPtr p_jCol, IntPtr p_values, IntPtr p_user_data)
{
var x = new double[n];
var iRow = new int[nele_jac];
var jCol = new int[nele_jac];
if (p_x != IntPtr.Zero)
{
Marshal.Copy(p_x, x, 0, n);
}
if (p_iRow != IntPtr.Zero)
{
Marshal.Copy(p_iRow, iRow, 0, nele_jac);
}
if (p_jCol != IntPtr.Zero)
{
Marshal.Copy(p_jCol, jCol, 0, nele_jac);
}
var values = p_values != IntPtr.Zero ? new double[nele_jac] : null;
var ret = m_eval_jac_g_cb(n, x, new_x == IpoptBoolType.True, m, nele_jac, iRow, jCol, values);
if (p_values != IntPtr.Zero)
{
Marshal.Copy(values, 0, p_values, nele_jac);
}
if (p_iRow != IntPtr.Zero)
{
Marshal.Copy(iRow, 0, p_iRow, nele_jac);
}
if (p_jCol != IntPtr.Zero)
{
Marshal.Copy(jCol, 0, p_jCol, nele_jac);
}
return(ret ? IpoptBoolType.True : IpoptBoolType.False);
}
public virtual IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
throw new NotSupportedException("Jacobian evaluation should be implemented in subclass.");
}
public IpoptBoolType eval_f(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
obj_value = -x[0] * x[1] * x[2];
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, IntPtr p_x, IpoptBoolType new_x, double obj_factor, int m, IntPtr p_lambda,
IpoptBoolType new_lambda, int nele_hess, IntPtr p_iRow, IntPtr p_jCol, IntPtr p_values, IntPtr p_user_data)
{
var x = new double[n];
var lambda = new double[m];
var iRow = new int[nele_hess];
var jCol = new int[nele_hess];
if (p_x != IntPtr.Zero) Marshal.Copy(p_x, x, 0, n);
if (p_lambda != IntPtr.Zero) Marshal.Copy(p_lambda, lambda, 0, m);
if (p_iRow != IntPtr.Zero) Marshal.Copy(p_iRow, iRow, 0, nele_hess);
if (p_jCol != IntPtr.Zero) Marshal.Copy(p_jCol, jCol, 0, nele_hess);
var values = p_values != IntPtr.Zero ? new double[nele_hess] : null;
var ret = m_eval_h_cb(n, x, new_x == IpoptBoolType.True, obj_factor, m, lambda,
new_lambda == IpoptBoolType.True, nele_hess, iRow, jCol, values);
if (p_values != IntPtr.Zero) Marshal.Copy(values, 0, p_values, nele_hess);
if (p_iRow != IntPtr.Zero) Marshal.Copy(iRow, 0, p_iRow, nele_hess);
if (p_jCol != IntPtr.Zero) Marshal.Copy(jCol, 0, p_jCol, nele_hess);
return ret ? IpoptBoolType.True : IpoptBoolType.False;
}
public virtual IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
throw new NotSupportedException("Constraints evaluation should be implemented in subclass.");
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
return m_eval_g_cb(n, x, new_x == IpoptBoolType.True, m, g) ? IpoptBoolType.True : IpoptBoolType.False;
}
internal IpoptBoolType Evaluate(int n, IntPtr p_x, IpoptBoolType new_x, int m, int nele_jac,
IntPtr p_iRow, IntPtr p_jCol, IntPtr p_values, IntPtr p_user_data)
{
var x = new double[n];
var iRow = new int[nele_jac];
var jCol = new int[nele_jac];
if (p_x != IntPtr.Zero) Marshal.Copy(p_x, x, 0, n);
if (p_iRow != IntPtr.Zero) Marshal.Copy(p_iRow, iRow, 0, nele_jac);
if (p_jCol != IntPtr.Zero) Marshal.Copy(p_jCol, jCol, 0, nele_jac);
var values = p_values != IntPtr.Zero ? new double[nele_jac] : null;
var ret = m_eval_jac_g_cb(n, x, new_x == IpoptBoolType.True, m, nele_jac, iRow, jCol, values);
if (p_values != IntPtr.Zero) Marshal.Copy(values, 0, p_values, nele_jac);
if (p_iRow != IntPtr.Zero) Marshal.Copy(iRow, 0, p_iRow, nele_jac);
if (p_jCol != IntPtr.Zero) Marshal.Copy(jCol, 0, p_jCol, nele_jac);
return ret ? IpoptBoolType.True : IpoptBoolType.False;
}
public override IpoptBoolType eval_f(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
obj_value = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
return(IpoptBoolType.True);
}
public IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the structure of the jacobian */
/* this particular jacobian is dense */
iRow[0] = 0;
jCol[0] = 0;
iRow[1] = 0;
jCol[1] = 1;
iRow[2] = 0;
jCol[2] = 2;
}
else
{
/* return the values of the jacobian of the constraints */
values[0] = 1.0; /* 0,0 */
values[1] = 2.0; /* 0,1 */
values[2] = 2.0; /* 0,2 */
}
return IpoptBoolType.True;
}
public override IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
if (values == null)
{
/* set the Hessian structure. This is a symmetric matrix, fill the lower left
* triangle only. */
/* the hessian for this problem is actually dense */
int idx = 0; /* nonzero element counter */
for (int row = 0; row < 4; row++)
{
for (int col = 0; col <= row; col++)
{
iRow[idx] = row;
jCol[idx] = col;
idx++;
}
}
}
else
{
/* return the values. This is a symmetric matrix, fill the lower left
* triangle only */
/* fill the objective portion */
values[0] = obj_factor * (2 * x[3]); /* 0,0 */
values[1] = obj_factor * (x[3]); /* 1,0 */
values[2] = 0; /* 1,1 */
values[3] = obj_factor * (x[3]); /* 2,0 */
values[4] = 0; /* 2,1 */
values[5] = 0; /* 2,2 */
values[6] = obj_factor * (2 * x[0] + x[1] + x[2]); /* 3,0 */
values[7] = obj_factor * (x[0]); /* 3,1 */
values[8] = obj_factor * (x[0]); /* 3,2 */
values[9] = 0; /* 3,3 */
/* add the portion for the first constraint */
values[1] += lambda[0] * (x[2] * x[3]); /* 1,0 */
values[3] += lambda[0] * (x[1] * x[3]); /* 2,0 */
values[4] += lambda[0] * (x[0] * x[3]); /* 2,1 */
values[6] += lambda[0] * (x[1] * x[2]); /* 3,0 */
values[7] += lambda[0] * (x[0] * x[2]); /* 3,1 */
values[8] += lambda[0] * (x[0] * x[1]); /* 3,2 */
/* add the portion for the second constraint */
values[0] += lambda[1] * 2; /* 0,0 */
values[2] += lambda[1] * 2; /* 1,1 */
values[5] += lambda[1] * 2; /* 2,2 */
values[9] += lambda[1] * 2; /* 3,3 */
}
return IpoptBoolType.True;
}
public IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return(IpoptBoolType.True);
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
return(m_eval_grad_f_cb(n, x, new_x == IpoptBoolType.True, grad_f) ? IpoptBoolType.True : IpoptBoolType.False);
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
return(m_eval_g_cb(n, x, new_x == IpoptBoolType.True, m, g) ? IpoptBoolType.True : IpoptBoolType.False);
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
return(m_eval_f_cb(n, x, new_x == IpoptBoolType.True, out obj_value) ? IpoptBoolType.True : IpoptBoolType.False);
}
public override IpoptBoolType eval_f(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
obj_value = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
return IpoptBoolType.True;
}
public override IpoptBoolType eval_h(Int32 n, Double[] x, IpoptBoolType new_x, Double obj_factor, Int32 m,
Double[] lambda, IpoptBoolType new_lambda, Int32 nele_hess, Int32[] iRow, Int32[] jCol, Double[] values,
IntPtr p_user_data)
{
return(IpoptBoolType.True);
}
public IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return IpoptBoolType.True;
}
public virtual IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
throw new NotSupportedException("Constraints evaluation should be implemented in subclass.");
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
return m_eval_f_cb(n, x, new_x == IpoptBoolType.True, out obj_value) ? IpoptBoolType.True : IpoptBoolType.False;
}
public virtual IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
throw new NotSupportedException("Objective function gradient evaluation should be implemented in subclass.");
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
return m_eval_grad_f_cb(n, x, new_x == IpoptBoolType.True, grad_f) ? IpoptBoolType.True : IpoptBoolType.False;
}
public virtual IpoptBoolType eval_jac_g(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
throw new NotSupportedException("Jacobian evaluation should be implemented in subclass.");
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, int m, int nele_jac,
int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return m_eval_jac_g_cb(n, x, new_x == IpoptBoolType.True, m, nele_jac, iRow, jCol, values)
? IpoptBoolType.True
: IpoptBoolType.False;
}
public virtual IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
throw new NotSupportedException("Hessian evaluation should be implemented in subclass.");
}
internal IpoptBoolType Evaluate(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
return m_eval_h_cb(n, x, new_x == IpoptBoolType.True, obj_factor, m, lambda,
new_lambda == IpoptBoolType.True, nele_hess, iRow, jCol, values)
? IpoptBoolType.True
: IpoptBoolType.False;
}
public IpoptBoolType eval_f(int n, double[] x, IpoptBoolType new_x, out double obj_value, IntPtr p_user_data)
{
obj_value = -x[0] * x[1] * x[2];
return IpoptBoolType.True;
}
public virtual IpoptBoolType eval_grad_f(int n, double[] x, IpoptBoolType new_x, double[] grad_f, IntPtr p_user_data)
{
throw new NotSupportedException("Objective function gradient evaluation should be implemented in subclass.");
}
public IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
g[0] = x[0] + 2.0 * x[1] + 2.0 * x[2];
return IpoptBoolType.True;
}
public virtual IpoptBoolType eval_h(int n, double[] x, IpoptBoolType new_x, double obj_factor, int m, double[] lambda,
IpoptBoolType new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values, IntPtr p_user_data)
{
throw new NotSupportedException("Hessian evaluation should be implemented in subclass.");
}
public IpoptBoolType eval_g(int n, double[] x, IpoptBoolType new_x, int m, double[] g, IntPtr p_user_data)
{
g[0] = x[0] + 2.0 * x[1] + 2.0 * x[2];
return(IpoptBoolType.True);
}
