public static void Main(string[] args)
{
/* create the IpoptProblem */
HS071 p = new HS071();
/* allocate space for the initial point and set the values */
double[] x = { 1.0, 5.0, 5.0, 1.0 };
IpoptReturnCode status;
using (var problem = new IpoptProblem(p._n, p._x_L, p._x_U, p._m, p._g_L, p._g_U, p._nele_jac, p._nele_hess,
p.eval_f, p.eval_g, p.eval_grad_f, p.eval_jac_g, p.eval_h))
{
/* Set some options. The following ones are only examples,
* they might not be suitable for your problem. */
problem.AddOption("derivative_test", "second-order");
problem.AddOption("tol", 1e-7);
problem.AddOption("mu_strategy", "adaptive");
problem.AddOption("output_file", "hs071.txt");
#if INTERMEDIATE
problem.SetIntermediateCallback(p.intermediate);
#endif
/* solve the problem */
double obj;
status = problem.SolveProblem(x, out obj, null, null, null, null);
}
Console.WriteLine("{0}{0}Optimization return status: {1}{0}{0}", Environment.NewLine, status);
for (int i = 0; i < 4; ++i)
{
Console.WriteLine("x[{0}]={1}", i, x[i]);
}
Console.WriteLine("{0}Press <RETURN> to exit...", Environment.NewLine);
Console.ReadLine();
}
bool Solve()
{
IpoptReturnCode status;
cLB = new double[this.ProblemData.Equations.Count + this.ProblemData.Constraints.Count];
cUB = new double[this.ProblemData.Equations.Count + this.ProblemData.Constraints.Count];
x0 = ProblemData.Variables.Select(v => v.ValueInSI).ToArray();
xLB = new double[ProblemData.Variables.Count];
xUB = new double[ProblemData.Variables.Count];
r = new double[ProblemData.Equations.Count + ProblemData.Constraints.Count];
for (int i = 0; i < ProblemData.Variables.Count; i++)
{
xLB[i] = ProblemData.Variables[i].LowerBound;
xUB[i] = ProblemData.Variables[i].UpperBound;
}
for (int i = 0; i < ProblemData.Equations.Count; i++)
{
cLB[i] = 0.0;
cUB[i] = 0.0;
}
for (int i = 0; i < ProblemData.Constraints.Count; i++)
{
cLB[i + ProblemData.Equations.Count] = ProblemData.Constraints[i].LowerBound;
cUB[i + ProblemData.Equations.Count] = ProblemData.Constraints[i].UpperBound;
}
ProblemData.CreateIndex();
ProblemData.GenerateJacobian();
var m = ProblemData.Equations.Count + ProblemData.Constraints.Count;
using (var problem = new IpoptProblem(ProblemData.NumberOfVariables,
xLB,
xUB,
m,
cLB,
cUB,
ProblemData.Jacobian.Count,
ProblemData.HessianStructure.Count,
eval_f, eval_g, eval_grad_f, eval_jac_g, eval_h))
{
evaluator = new Evaluator();
if (problemData.UseHessian)
{
problem.AddOption("hessian_approximation", "exact");
}
else
{
problem.AddOption("hessian_approximation", "limited-memory");
}
// problem.AddOption("tol", 1e-8);
problem.AddOption("max_iter", 150);
problem.AddOption("max_cpu_time", 30);
// problem.AddOption("mu_strategy", "adaptive");
// problem.AddOption("derivative_test", "first-order");
// problem.AddOption("derivative_test", "second-order");
problem.AddOption("output_file", "ipopt.out");
problem.AddOption("linear_solver", "ma27");
problem.AddOption("print_user_options", "yes");
//problem.AddOption("bound_relax_factor", 1e-8);
//problem.AddOption("bound_frac", 1e-8);
//problem.AddOption("bound_push", 1e-8);
problem.AddOption("constr_viol_tol", 1e-5);
// problem.AddOption("nlp_scaling_method", "gradient-based");
// problem.AddOption("nlp_scaling_method", "equilibration-based");
problem.SetIntermediateCallback(intermediate);
double obj;
Log(String.Format("{0} {4,15} {1,15} {3,15} {2}", "ITER", "D_NORM", "ALG", "INF_PR", "OBJ"));
status = problem.SolveProblem(x0, out obj, r);
//ProblemData.Update(ProblemData.VariableValues);
Log(String.Format("{0:0000} {4,15} {1,15} {3,15} {2}", iterations, "", status, "", obj.ToString("G4", CultureInfo.InvariantCulture)));
}
// var status == IpoptReturnCode.Solve_Succeeded;
bool result = false;
switch (status)
{
case IpoptReturnCode.Solve_Succeeded:
case IpoptReturnCode.Solved_To_Acceptable_Level:
result = true;
break;
case IpoptReturnCode.Maximum_CpuTime_Exceeded:
result = false;
break;
case IpoptReturnCode.Maximum_Iterations_Exceeded:
result = false;
break;
case IpoptReturnCode.Infeasible_Problem_Detected:
case IpoptReturnCode.Restoration_Failed:
result = false;
break;
}
return(result);
}