solvers/ipopt/asc_ipopt.c

/*  ASCEND modelling environment
    Copyright (C) 2007 Carnegie Mellon University

    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
    the Free Software Foundation; either version 2, or (at your option)
    any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU General Public License for more details.

    You should have received a copy of the GNU General Public License
    along with this program; if not, write to the Free Software
    Foundation, Inc., 59 Temple Place - Suite 330,
    Boston, MA 02111-1307, USA.
*//**
    @file
    Connection of the IPOPT optimisation solver into ASCEND.

    THIS IS STILL VERY MUCH UNDER DEVELOPMENT AND INCOMPLETE. I'VE ACTUALLY
    ONLY JUST STARTED WRITING IT by starting with asc_tron.c and modifying.

    The IPOPT solver is documented at http://www.coin-or.org/Ipopt/
*//*
    ASCEND wrapper for IPOPT originally by John Pye, Jun 2007.
*/

#include <utilities/config.h>

#ifndef WITH_IPOPT
# error "WITH_IPOPT must be defined in order to build this." 
#endif

#include <solver/solver.h>

#include <ipopt/IpStdCInterface.h>

ASC_DLLSPEC SolverRegisterFn ipopt_register;

#if 0
// sample code for the C interface

int main(){
  Index n=-1;                          /* number of variables */
  Index m=-1;                          /* number of constraints */
  Number* x_L = NULL;                  /* lower bounds on x */
  Number* x_U = NULL;                  /* upper bounds on x */
  Number* g_L = NULL;                  /* lower bounds on g */
  Number* g_U = NULL;                  /* upper bounds on g */
  IpoptProblem nlp = NULL;             /* IpoptProblem */
  enum ApplicationReturnStatus status; /* Solve return code */
  Number* x = NULL;                    /* starting point and solution vector */
  Number* mult_x_L = NULL;             /* lower bound multipliers 
                      at the solution */
  Number* mult_x_U = NULL;             /* upper bound multipliers 
                      at the solution */
  Number obj;                          /* objective value */
  Index i;                             /* generic counter */
  
  /* set the number of variables and allocate space for the bounds */
  n=4;
  x_L = (Number*)malloc(sizeof(Number)*n);
  x_U = (Number*)malloc(sizeof(Number)*n);
  /* set the values for the variable bounds */
  for (i=0; i<n; i++) {
    x_L[i] = 1.0;
    x_U[i] = 5.0;
  }

  /* set the number of constraints and allocate space for the bounds */
  m=2;
  g_L = (Number*)malloc(sizeof(Number)*m);
  g_U = (Number*)malloc(sizeof(Number)*m);
  /* set the values of the constraint bounds */
  g_L[0] = 25; g_U[0] = 2e19;
  g_L[1] = 40; g_U[1] = 40;

  /* create the IpoptProblem */
  nlp = CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, 8, 10, 0, 
               &eval_f, &eval_g, &eval_grad_f, 
               &eval_jac_g, &eval_h);
  
  /* We can free the memory now - the values for the bounds have been
     copied internally in CreateIpoptProblem */
  free(x_L);
  free(x_U);
  free(g_L);
  free(g_U);

  /* set some options */
  AddIpoptNumOption(nlp, "tol", 1e-9);
  AddIpoptStrOption(nlp, "mu_strategy", "adaptive");

  /* allocate space for the initial point and set the values */
  x = (Number*)malloc(sizeof(Number)*n);
  x[0] = 1.0;
  x[1] = 5.0;
  x[2] = 5.0;
  x[3] = 1.0;

  /* allocate space to store the bound multipliers at the solution */
  mult_x_L = (Number*)malloc(sizeof(Number)*n);
  mult_x_U = (Number*)malloc(sizeof(Number)*n);

  /* solve the problem */
  status = IpoptSolve(nlp, x, NULL, &obj, NULL, mult_x_L, mult_x_U, NULL);

  if (status == Solve_Succeeded) {
    printf("\n\nSolution of the primal variables, x\n");
    for (i=0; i<n; i++) {
      printf("x[%d] = %e\n", i, x[i]); 
    }

    printf("\n\nSolution of the bound multipliers, z_L and z_U\n");
    for (i=0; i<n; i++) {
      printf("z_L[%d] = %e\n", i, mult_x_L[i]); 
    }
    for (i=0; i<n; i++) {
      printf("z_U[%d] = %e\n", i, mult_x_U[i]); 
    }

    printf("\n\nObjective value\n");
    printf("f(x*) = %e\n", obj); 
  }
 
  /* free allocated memory */
  FreeIpoptProblem(nlp);
  free(x);
  free(mult_x_L);
  free(mult_x_U);

  return 0;
}
#endif

int ipopt_register(void){
    ERROR_REPORTER_HERE(ASC_PROG_ERR,"Failed to load IPOPT");
    return 1;
    /* return solver_register(&tron_internals); */
}
1	/* ASCEND modelling environment
2	Copyright (C) 2007 Carnegie Mellon University
3
4	This program is free software; you can redistribute it and/or modify
5	it under the terms of the GNU General Public License as published by
6	the Free Software Foundation; either version 2, or (at your option)
7	any later version.
8
9	This program is distributed in the hope that it will be useful,
10	but WITHOUT ANY WARRANTY; without even the implied warranty of
11	MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
12	GNU General Public License for more details.
13
14	You should have received a copy of the GNU General Public License
15	along with this program; if not, write to the Free Software
16	Foundation, Inc., 59 Temple Place - Suite 330,
17	Boston, MA 02111-1307, USA.
18	//*
19	@file
20	Connection of the IPOPT optimisation solver into ASCEND.
21
22	THIS IS STILL VERY MUCH UNDER DEVELOPMENT AND INCOMPLETE. I'VE ACTUALLY
23	ONLY JUST STARTED WRITING IT by starting with asc_tron.c and modifying.
24
25	The IPOPT solver is documented at http://www.coin-or.org/Ipopt/
26	//
27	ASCEND wrapper for IPOPT originally by John Pye, Jun 2007.
28	*/
29
30	#include <utilities/config.h>
31
32	#ifndef WITH_IPOPT
33	# error "WITH_IPOPT must be defined in order to build this."
34	#endif
35
36	#include <solver/solver.h>
37
38	#include <ipopt/IpStdCInterface.h>
39
40	ASC_DLLSPEC SolverRegisterFn ipopt_register;
41
42	#if 0
43	// sample code for the C interface
44
45	int main(){
46	Index n=-1; /* number of variables */
47	Index m=-1; /* number of constraints */
48	Number* x_L = NULL; /* lower bounds on x */
49	Number* x_U = NULL; /* upper bounds on x */
50	Number* g_L = NULL; /* lower bounds on g */
51	Number* g_U = NULL; /* upper bounds on g */
52	IpoptProblem nlp = NULL; /* IpoptProblem */
53	enum ApplicationReturnStatus status; /* Solve return code */
54	Number* x = NULL; /* starting point and solution vector */
55	Number* mult_x_L = NULL; /* lower bound multipliers
56	at the solution */
57	Number* mult_x_U = NULL; /* upper bound multipliers
58	at the solution */
59	Number obj; /* objective value */
60	Index i; /* generic counter */
61
62	/* set the number of variables and allocate space for the bounds */
63	n=4;
64	x_L = (Number)malloc(sizeof(Number)n);
65	x_U = (Number)malloc(sizeof(Number)n);
66	/* set the values for the variable bounds */
67	for (i=0; i<n; i++) {
68	x_L[i] = 1.0;
69	x_U[i] = 5.0;
70	}
71
72	/* set the number of constraints and allocate space for the bounds */
73	m=2;
74	g_L = (Number)malloc(sizeof(Number)m);
75	g_U = (Number)malloc(sizeof(Number)m);
76	/* set the values of the constraint bounds */
77	g_L[0] = 25; g_U[0] = 2e19;
78	g_L[1] = 40; g_U[1] = 40;
79
80	/* create the IpoptProblem */
81	nlp = CreateIpoptProblem(n, x_L, x_U, m, g_L, g_U, 8, 10, 0,
82	&eval_f, &eval_g, &eval_grad_f,
83	&eval_jac_g, &eval_h);
84
85	/* We can free the memory now - the values for the bounds have been
86	copied internally in CreateIpoptProblem */
87	free(x_L);
88	free(x_U);
89	free(g_L);
90	free(g_U);
91
92	/* set some options */
93	AddIpoptNumOption(nlp, "tol", 1e-9);
94	AddIpoptStrOption(nlp, "mu_strategy", "adaptive");
95
96	/* allocate space for the initial point and set the values */
97	x = (Number)malloc(sizeof(Number)n);
98	x[0] = 1.0;
99	x[1] = 5.0;
100	x[2] = 5.0;
101	x[3] = 1.0;
102
103	/* allocate space to store the bound multipliers at the solution */
104	mult_x_L = (Number)malloc(sizeof(Number)n);
105	mult_x_U = (Number)malloc(sizeof(Number)n);
106
107	/* solve the problem */
108	status = IpoptSolve(nlp, x, NULL, &obj, NULL, mult_x_L, mult_x_U, NULL);
109
110	if (status == Solve_Succeeded) {
111	printf("\n\nSolution of the primal variables, x\n");
112	for (i=0; i<n; i++) {
113	printf("x[%d] = %e\n", i, x[i]);
114	}
115
116	printf("\n\nSolution of the bound multipliers, z_L and z_U\n");
117	for (i=0; i<n; i++) {
118	printf("z_L[%d] = %e\n", i, mult_x_L[i]);
119	}
120	for (i=0; i<n; i++) {
121	printf("z_U[%d] = %e\n", i, mult_x_U[i]);
122	}
123
124	printf("\n\nObjective value\n");
125	printf("f(x*) = %e\n", obj);
126	}
127
128	/* free allocated memory */
129	FreeIpoptProblem(nlp);
130	free(x);
131	free(mult_x_L);
132	free(mult_x_U);
133
134	return 0;
135	}
136	#endif
137
138	int ipopt_register(void){
139	ERROR_REPORTER_HERE(ASC_PROG_ERR,"Failed to load IPOPT");
140	return 1;
141	/* return solver_register(&tron_internals); */
142	}