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);
}
private void StartOptButton_Click(object sender, RoutedEventArgs e)
{
/* allocate space for the initial point and set the values */
double[] x = { 1.0, 5.0, 5.0, 1.0 };
try
{
var output = new StringBuilder();
IpoptReturnCode status;
double obj;
using (var hs071 = new HS071())
{
// Set some options. The following ones are only examples,
// they might not be suitable for your problem.
hs071.AddOption("tol", 1e-7);
hs071.AddOption("mu_strategy", "adaptive");
// Solve the problem.
status = hs071.SolveProblem(x, out obj, null, null, null, null);
}
output.AppendLine("HS071");
output.AppendLine("=====");
output.AppendFormat("Optimization return status: {0}{1}{1}", status, Environment.NewLine);
output.AppendFormat("Objective function value f = {0}{1}", obj, Environment.NewLine);
for (int i = 0; i < 4; ++i) output.AppendFormat("x[{0}]={1}{2}", i, x[i], Environment.NewLine);
output.AppendLine();
// Also optimize Rosenbrock post office problem
var r = new HS037();
var rosenbrock = IpoptAdapter.CreateIpoptProblem(r._n, r._x_L, r._x_U, r._m, r._g_L, r._g_U, r._nele_jac,
r._nele_hess, IpoptIndexStyle.C,
r.eval_f, r.eval_g, r.eval_grad_f, r.eval_jac_g, r.eval_h);
IpoptAdapter.AddIpoptStrOption(rosenbrock, "hessian_approximation", "limited-memory");
IpoptAdapter.AddIpoptIntOption(rosenbrock, "limited_memory_max_history", 5);
x = new[] { 10.0, 10.0, 10.0 };
status = IpoptAdapter.IpoptSolve(rosenbrock, x, null, out obj, null, null, null, IntPtr.Zero);
output.AppendLine("Rosenbrock Post Office");
output.AppendLine("======================");
output.AppendFormat("Optimization return status: {0}{1}{1}", status, Environment.NewLine);
output.AppendFormat("Objective function value f = {0}{1}", obj, Environment.NewLine);
for (int i = 0; i < 3; ++i) output.AppendFormat("x[{0}]={1}{2}", i, x[i], Environment.NewLine);
OptOutputTextBox.Text = output.ToString();
}
catch (Exception exc)
{
OptOutputTextBox.Text = exc.GetType().FullName + ": " + exc.Message + Environment.NewLine + exc.StackTrace;
}
}
public void Teardown()
{
IpoptAdapter.FreeIpoptProblem(_instance);
_hs037 = null;
}
