IpoptSolver.hpp

Go to the documentation of this file.

/*
 * Copyright (c) 2011-2018, The DART development contributors
 * All rights reserved.
 *
 * The list of contributors can be found at:
 *   https://github.com/dartsim/dart/blob/master/LICENSE
 *
 * This file is provided under the following "BSD-style" License:
 *   Redistribution and use in source and binary forms, with or
 *   without modification, are permitted provided that the following
 *   conditions are met:
 *   * Redistributions of source code must retain the above copyright
 *     notice, this list of conditions and the following disclaimer.
 *   * Redistributions in binary form must reproduce the above
 *     copyright notice, this list of conditions and the following
 *     disclaimer in the documentation and/or other materials provided
 *     with the distribution.
 *   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
 *   CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
 *   INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
 *   MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 *   DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR
 *   CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
 *   SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
 *   LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
 *   USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
 *   AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
 *   LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
 *   ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
 *   POSSIBILITY OF SUCH DAMAGE.
 */
 
#ifndef DART_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_
#define DART_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_
 
//------------------------------------------------------------------------------
// Workaround for bug:
// (see https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=684062)
// This is fixed at IpOpt 3.11.4-1
#define HAVE_CSTDDEF
#include <coin/IpTNLP.hpp>
#include <coin/IpIpoptApplication.hpp>
#undef HAVE_CSTDDEF
//------------------------------------------------------------------------------
 
#include <memory>
 
#include "dart/optimizer/Solver.hpp"
 
namespace dart {
namespace optimizer {
 
class Problem;
class DartTNLP;
 
class IpoptSolver : public Solver
{
public:
 
  IpoptSolver(const Solver::Properties& _properties = Solver::Properties());
 
  explicit IpoptSolver(std::shared_ptr<Problem> _problem);
 
  virtual ~IpoptSolver();
 
  // Documentation inherited
  bool solve() override;
 
  // Documentation inherited
  std::string getType() const override;
 
  // Documentation inherited
  std::shared_ptr<Solver> clone() const override;
 
  const Ipopt::SmartPtr<Ipopt::IpoptApplication>& getApplication();
 
  Ipopt::SmartPtr<const Ipopt::IpoptApplication> getApplication() const;
 
private:
 
  IpoptSolver(const Properties& _properties,
              const Ipopt::SmartPtr<Ipopt::IpoptApplication>& _app);
 
  Ipopt::SmartPtr<Ipopt::TNLP> mNlp;
 
  Ipopt::SmartPtr<Ipopt::IpoptApplication> mIpoptApp;
};
 
class DartTNLP : public Ipopt::TNLP
{
public:
 
  friend class IpoptSolver;
 
  virtual ~DartTNLP();
 
  //------------------------- Ipopt::TNLP --------------------------------------
  bool get_nlp_info(Ipopt::Index& n,
                    Ipopt::Index& m,
                    Ipopt::Index& nnz_jac_g,
                    Ipopt::Index& nnz_h_lag,
                    Ipopt::TNLP::IndexStyleEnum& index_style) override;
 
  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) override;
 
  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) override;
 
  bool eval_f(Ipopt::Index _n,
              const Ipopt::Number* _x,
              bool _new_x,
              Ipopt::Number&
              _obj_value) override;
 
  bool eval_grad_f(Ipopt::Index _n,
                   const Ipopt::Number* _x,
                   bool _new_x,
                   Ipopt::Number* _grad_f) override;
 
  bool eval_g(Ipopt::Index _n,
              const Ipopt::Number* _x,
              bool _new_x,
              Ipopt::Index _m,
              Ipopt::Number* _g) override;
 
  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) override;
 
  bool eval_h(Ipopt::Index _n,
              const Ipopt::Number* _x,
              bool _new_x,
              Ipopt::Number _obj_factor,
              Ipopt::Index _m,
              const Ipopt::Number* _lambda,
              bool _new_lambda,
              Ipopt::Index _nele_hess,
              Ipopt::Index* _iRow,
              Ipopt::Index* _jCol,
              Ipopt::Number* _values) override;
 
  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) override;
 
private:
 
  explicit DartTNLP(IpoptSolver* _solver);
 
  IpoptSolver* mSolver;
 
  Ipopt::Number mObjValue;
 
  Eigen::VectorXd mObjGradient;
 
  Eigen::MatrixXd mObjHessian;
};
 
}  // namespace optimizer
}  // namespace dart
 
#endif  // DART_OPTIMIZER_IPOPT_IPOPTSOLVER_HPP_