public IEnumerable <double> Solve(IEnumerable <double> startPosition)
{
if (startPosition.Count() != domainDimension)
{
throw new ArgumentException("Parameter 'startPosition' has the wrong number of items.");
}
IntPtr position = startPosition.Copy();
lock (GeneralNative.Synchronization)
{
IpoptNative.IpoptSolverSetInitialPosition(solver, position, domainDimension);
string returnStatus = IpoptNative.IpoptSolverSolve(solver);
if (returnStatus != "Solve_Succeeded" && returnStatus != "Solved_To_Acceptable_Level")
{
throw new InvalidOperationException(returnStatus);
}
IpoptNative.IpoptSolverGetResultPosition(solver, position, domainDimension);
}
IEnumerable <double> resultPosition = position.Read <double>(domainDimension);
Marshal.FreeCoTaskMem(position);
return(resultPosition);
}
public void Dispose()
{
if (!disposed)
{
disposed = true;
lock (GeneralNative.Synchronization) IpoptNative.IpoptSolverDispose(solver);
GC.SuppressFinalize(this);
}
}
public void Dispose()
{
if (!disposed)
{
disposed = true;
lock (GeneralNative.Synchronization) IpoptNative.IpoptProblemDispose(problem);
GC.SuppressFinalize(this);
}
}
public IpoptProblem Substitute(IEnumerable <Substitution> substitutions)
{
IntPtr variablesPointer = substitutions.Select(substitution => substitution.Variable.Value).Copy();
IntPtr valuesPointer = substitutions.Select(substitution => substitution.Value.Value).Copy();
IntPtr newProblem;
lock (GeneralNative.Synchronization) newProblem = IpoptNative.IpoptProblemSubstitute(problem, variablesPointer, valuesPointer, substitutions.Count());
Marshal.FreeCoTaskMem(variablesPointer);
Marshal.FreeCoTaskMem(valuesPointer);
return(new IpoptProblem(newProblem, domainDimension));
}
public static IpoptProblem Create(FunctionTerm objectiveFunction, FunctionTerm constraintFunction, IEnumerable <Range <ValueTerm> > constraintRanges)
{
IntPtr constraintLowerBoundsPointer = constraintRanges.Select(range => range.Start.Value).Copy();
IntPtr constraintUpperBoundsPointer = constraintRanges.Select(range => range.End.Value).Copy();
IntPtr problem;
lock (GeneralNative.Synchronization) problem = IpoptNative.IpoptProblemCreate(objectiveFunction.Function, constraintFunction.Function, constraintLowerBoundsPointer, constraintUpperBoundsPointer);
Marshal.FreeCoTaskMem(constraintLowerBoundsPointer);
Marshal.FreeCoTaskMem(constraintUpperBoundsPointer);
int domainDimension = Items.Equal(objectiveFunction.DomainDimension, constraintFunction.DomainDimension);
return(new IpoptProblem(problem, domainDimension));
}
public IpoptSolver(IpoptProblem problem, Settings settings)
{
if (problem == null)
{
throw new ArgumentNullException("problem");
}
if (settings == null)
{
throw new ArgumentNullException("settings");
}
lock (GeneralNative.Synchronization)
{
this.solver = IpoptNative.IpoptSolverCreate(problem.Problem);
this.domainDimension = problem.DomainDimension;
settings.Apply(solver);
IpoptNative.IpoptSolverInitialize(solver, problem.Problem);
}
}