ipopt_problem.h

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#ifndef IPOPT_PROBLEM_H
#define IPOPT_PROBLEM_H

#include <coin/IpTNLP.hpp>
#include "../../population.h"
#include "../../types.h"
#include "boost/array.hpp"


//Interface between Ipopt NLP and PaGMO problem

class ipopt_problem : public Ipopt::TNLP
{
public:
        ipopt_problem(pagmo::population *);

        virtual ~ipopt_problem();

        virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
                                  Ipopt::Index& nnz_h_lag, IndexStyleEnum& index_style);

        virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
                                     Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);

        virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
                                        bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
                                        Ipopt::Index m, bool init_lambda,
                                        Ipopt::Number* lambda);

        virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number& obj_value);

        virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Number* grad_f);

        virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x, Ipopt::Index m, Ipopt::Number* g);

        virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
                                Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow, Ipopt::Index *jCol,
                                Ipopt::Number* values);


        virtual void finalize_solution(Ipopt::SolverReturn status,
                                       Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
                                       Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
                                       Ipopt::Number obj_value,
                                       const Ipopt::IpoptData* ip_data,
                                       Ipopt::IpoptCalculatedQuantities* ip_cq);

private:
        ipopt_problem();
        ipopt_problem(const ipopt_problem&);
        ipopt_problem& operator=(const ipopt_problem&);
        //Points to a PaGMO population
        ::pagmo::population *m_pop;
        //Number of non-zero entries in the Jacbian
        ::Ipopt::Index len_jac;
        //Sparse representation of the Jacobian
        std::vector< ::Ipopt::Index> iJfun,jJvar;
        //Contains the variables that effect the objective function
        std::vector< ::Ipopt::Index> affects_obj;
        //Sorting criteria for the iJfun, jJvar entries to achieve constraint cache efficiency
        static bool cache_efficiency_criterion(boost::array<int,2>,boost::array<int,2>);
        // Internal caches used during evolution.
        ::pagmo::decision_vector dv;
        ::pagmo::fitness_vector fit;
        ::pagmo::constraint_vector con;
};


#endif