File: HS071.java

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/* Copyright (C) 2007 VRTech Industrial Technologies - www.vrtech.com.br.
 * Copyright (C) 2007 Tong Kewei, Beihang University, - www.buaa.edu.cn.
 * All Rights Reserved.
 * This code is published under the Eclipse Public License.
 */

import org.coinor.Ipopt;

/** Java example for interfacing with IPOPT (double precision).
 *
 * HS071 implements a Java example of problem 71 of the
 * Hock-Schittkowsky test suite.
 *
 * The optimal solution is
 * x = (1.00000000, 4.74299963, 3.82114998, 1.37940829).
 *
 * This code was based on same problem of the Ipopt distribution.
 *
 * @author Rafael de Pelegrini Soares, Tong Kewei
 */
public class HS071 extends Ipopt
{
   // Problem sizes
   int n;
   int m;
   int nele_jac;
   int nele_hess;

   int count_bounds = 0;
   int dcount_start = 0;

   boolean printiterate;

   /** Creates a new instance of HS071 */
   // [HS071]
   public HS071()
   {
      /* Number of nonzeros in the Jacobian of the constraints */
      nele_jac = 8;

      /* Number of nonzeros in the Hessian of the Lagrangian (lower or
       * upper triangual part only)
       */
      nele_hess = 10;

      /* Number of variables */
      n = 4;

      /* Number of constraints */
      m = 2;

      /* Index style for the irow/jcol elements */
      int index_style = Ipopt.C_STYLE;

      /* Whether to print iterate in intermediate_callback */
      printiterate = false;

      /* create the IpoptProblem */
      create(n, m, nele_jac, nele_hess, index_style);
   }
   // [HS071]

   /** Callback function for variable bounds and constraint sides. */
   // [get_bounds_info]
   protected boolean get_bounds_info(
      int      n,
      double[] x_L,
      double[] x_U,
      int      m,
      double[] g_L,
      double[] g_U)
   {
      assert n == this.n;
      assert m == this.m;

      /* set the values of the variable bounds */
      for( int i = 0; i < n; ++i )
      {
         x_L[i] = 1.0;
         x_U[i] = 5.0;
      }

      /* set the values of the constraint bounds */
      g_L[0] = 25.0;
      g_U[0] = 2e19;
      g_L[1] = 40.0;
      g_U[1] = 40.0;

      return true;
   }
   // [get_bounds_info]

   /** Callback function for the starting point. */
   // [get_starting_point]
   protected boolean get_starting_point(
      int      n,
      boolean  init_x,
      double[] x,
      boolean  init_z,
      double[] z_L,
      double[] z_U,
      int      m,
      boolean  init_lambda,
      double[] lambda)
   {
      assert init_z == false;
      assert init_lambda = false;

      if( init_x )
      {
         x[0] = 1.0;
         x[1] = 5.0;
         x[2] = 5.0;
         x[3] = 1.0;
      }

      return true;
   }
   // [get_starting_point]

   // [eval]
   protected boolean eval_f(
      int      n,
      double[] x,
      boolean  new_x,
      double[] obj_value)
   {
      assert n == this.n;

      obj_value[0] = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];

      return true;
   }

   protected boolean eval_grad_f(
      int      n,
      double[] x,
      boolean  new_x,
      double[] grad_f)
   {
      assert n == this.n;

      grad_f[0] = x[0] * x[3] + x[3] * (x[0] + x[1] + x[2]);
      grad_f[1] = x[0] * x[3];
      grad_f[2] = x[0] * x[3] + 1;
      grad_f[3] = x[0] * (x[0] + x[1] + x[2]);

      return true;
   }

   protected boolean eval_g(
      int      n,
      double[] x,
      boolean  new_x,
      int      m,
      double[] g)
   {
      assert n == this.n;
      assert m == this.m;

      g[0] = x[0] * x[1] * x[2] * x[3];
      g[1] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];

      return true;
   }

   protected boolean eval_jac_g(
      int      n,
      double[] x,
      boolean  new_x,
      int      m,
      int      nele_jac,
      int[]    iRow,
      int[]    jCol,
      double[] values)
   {
      assert n == this.n;
      assert m == this.m;

      if( values == null )
      {
         /* return the structure of the jacobian */

         /* this particular jacobian is dense */
         iRow[0] = 0;
         jCol[0] = 0;
         iRow[1] = 0;
         jCol[1] = 1;
         iRow[2] = 0;
         jCol[2] = 2;
         iRow[3] = 0;
         jCol[3] = 3;
         iRow[4] = 1;
         jCol[4] = 0;
         iRow[5] = 1;
         jCol[5] = 1;
         iRow[6] = 1;
         jCol[6] = 2;
         iRow[7] = 1;
         jCol[7] = 3;
      }
      else
      {
         /* return the values of the jacobian of the constraints */

         values[0] = x[1] * x[2] * x[3]; /* 0,0 */
         values[1] = x[0] * x[2] * x[3]; /* 0,1 */
         values[2] = x[0] * x[1] * x[3]; /* 0,2 */
         values[3] = x[0] * x[1] * x[2]; /* 0,3 */

         values[4] = 2.0 * x[0];           /* 1,0 */
         values[5] = 2.0 * x[1];           /* 1,1 */
         values[6] = 2.0 * x[2];           /* 1,2 */
         values[7] = 2.0 * x[3];           /* 1,3 */
      }

      return true;
   }

   protected boolean eval_h(
      int      n,
      double[] x,
      boolean  new_x,
      double   obj_factor,
      int      m,
      double[] lambda,
      boolean  new_lambda,
      int      nele_hess,
      int[]    iRow,
      int[]    jCol,
      double[] values)
   {
      assert n == this.n;
      assert m == this.m;

      int idx = 0; /* nonzero element counter */
      int row = 0; /* row counter for loop */
      int col = 0; /* col counter for loop */

      if (values == null)
      {
         /* return the structure
          * This is a symmetric matrix, fill the lower left triangle only.
          */

         /* the hessian for this problem is actually dense */
         idx = 0;
         for( row = 0; row < n; ++row )
            for (col = 0; col <= row; ++col)
            {
               iRow[idx] = row;
               jCol[idx] = col;
               ++idx;
            }

         assert idx == nele_hess;
         assert nele_hess == this.nele_hess;
      }
      else
      {
         /* return the values.
          * This is a symmetric matrix, fill the lower left triangle only.
          */

         /* fill the objective portion */
         values[0] = obj_factor * (2.0 * x[3]);               /* 0,0 */
         values[1] = obj_factor * (x[3]);                     /* 1,0 */
         values[2] = 0.0;                                     /* 1,1 */
         values[3] = obj_factor * (x[3]);                     /* 2,0 */
         values[4] = 0.0;                                     /* 2,1 */
         values[5] = 0.0;                                     /* 2,2 */
         values[6] = obj_factor * (2.0 * x[0] + x[1] + x[2]); /* 3,0 */
         values[7] = obj_factor * (x[0]);                     /* 3,1 */
         values[8] = obj_factor * (x[0]);                     /* 3,2 */
         values[9] = 0.0;                                     /* 3,3 */

         /* add the portion for the first constraint */
         values[1] += lambda[0] * (x[2] * x[3]);            /* 1,0 */
         values[3] += lambda[0] * (x[1] * x[3]);            /* 2,0 */
         values[4] += lambda[0] * (x[0] * x[3]);            /* 2,1 */
         values[6] += lambda[0] * (x[1] * x[2]);            /* 3,0 */
         values[7] += lambda[0] * (x[0] * x[2]);            /* 3,1 */
         values[8] += lambda[0] * (x[0] * x[1]);            /* 3,2 */

         /* add the portion for the second constraint */
         values[0] += lambda[1] * 2.0;                      /* 0,0 */
         values[2] += lambda[1] * 2.0;                      /* 1,1 */
         values[5] += lambda[1] * 2.0;                      /* 2,2 */
         values[9] += lambda[1] * 2.0;                      /* 3,3 */
      }

      return true;
   }
   // [eval]

   // [intermediate_callback]
   public boolean intermediate_callback(
      int      algorithmmode,
      int      iter,
      double   obj_value,
      double   inf_pr,
      double   inf_du,
      double   mu,
      double   d_norm,
      double   regularization_size,
      double   alpha_du,
      double   alpha_pr,
      int      ls_trials,
      long     ip_data,
      long     ip_cq)
   {
      if( !printiterate )
      {
         return true;
      }

      double x[] = new double[n];
      double z_L[] = new double[n];
      double z_U[] = new double[n];
      double x_L_viol[] = new double[n];
      double x_U_viol[] = new double[n];
      double compl_x_L[] = new double[n];
      double compl_x_U[] = new double[n];
      double grad_lag_x[] = new double[n];
      double g[] = new double[m];
      double lambda[] = new double[m];
      double constr_viol[] = new double[m];
      double compl_g[] = new double[m];

      boolean have_iter = get_curr_iterate(ip_data, ip_cq, false, n, x, z_L, z_U, m, g, lambda);
      boolean have_viol = get_curr_violations(ip_data, ip_cq, false, n, x_L_viol, x_U_viol, compl_x_L, compl_x_U, grad_lag_x, m, constr_viol, compl_g);

      System.out.println("Current iterate at iteration " + iter + ":");
      System.out.println("  x z_L z_U bound_viol compl_x_L compl_x_U grad_lag_x");
      for( int i = 0; i < n; ++i )
      {
         if( have_iter )
         {
            System.out.print("  " + x[i] + " " + z_L[i] + " " + z_U[i]);
         }
         else
         {
            System.out.print("  n/a n/a n/a");
         }
         if( have_viol )
         {
            System.out.println(" " + Math.max(x_L_viol[i], x_U_viol[i]) + " " + compl_x_L[i] + " " + compl_x_U[i] + " " + grad_lag_x[i]);
         }
         else
         {
            System.out.println("  n/a/ n/a n/a n/a");
         }
      }
      System.out.println("  g(x) lambda constr_viol compl_g");
      for( int i = 0; i < m; ++i )
      {
         if( have_iter )
         {
            System.out.print("  " + g[i] + " " + lambda[i]);
         }
         else
         {
            System.out.print("  n/a n/a");
         }
         if( have_viol )
         {
            System.out.println(" " + constr_viol[i] + " " + compl_g[i]);
         }
         else
         {
            System.out.println(" n/a + n/a");
         }
      }

      return true;
   }
   // [intermediate_callback]

   private void print(
      double[] x,
      String   str)
   {
      System.out.println(str);
      for( int i = 0; i < x.length; ++i )
      {
         System.out.println(x[i]);
      }
      System.out.println();
   }

   /** Main function for running this example. */
   // [main]
   public static void main(String[] args)
   {
      // Create the problem
      HS071 hs071 = new HS071();

      // Get and print the Ipopt version
      int version[] = new int[3];
      hs071.getVersion(version);
      System.out.println("Ipopt version: " + version[0] + "." + version[1] + "." + version[2]);

      // Set some options
      // hs071.setNumericOption("tol",1E-7);
      // hs071.setStringOption("nlp_scaling_method","user-scaling");
      // hs071.setStringOption("print_options_documentation","yes");
      // hs071.setStringOption("warm_start_init_point","yes");
      // hs071.setNumericOption("warm_start_bound_push",1e-9);
      // hs071.setNumericOption("warm_start_bound_frac",1e-9);
      // hs071.setNumericOption("warm_start_slack_bound_frac",1e-9);
      // hs071.setNumericOption("warm_start_slack_bound_push",1e-9);
      // hs071.setNumericOption("warm_start_mult_bound_push",1e-9);

      // enable printing of current iterate in intermediate_callback
      // hs071.printiterate = true;

      // Solve the problem
      int status = hs071.OptimizeNLP();

      // Print the solution
      if( status == SOLVE_SUCCEEDED )
      {
         System.out.println("\n\n*** The problem solved!");
      }
      else
      {
         System.out.println("\n\n*** The problem was not solved successfully!");
      }

      double obj = hs071.getObjectiveValue();
      System.out.println("\nObjective Value = " + obj + "\n");

      double x[] = hs071.getVariableValues();
      hs071.print(x, "Primal Variable Values:");

      double constraints[] = hs071.getConstraintValues();
      hs071.print(constraints, "Constraint Values:");

      double MLB[] = hs071.getLowerBoundMultipliers();
      hs071.print(MLB, "Dual Multipliers for Variable Lower Bounds:");

      double MUB[] = hs071.getUpperBoundMultipliers();
      hs071.print(MUB, "Dual Multipliers for Variable Upper Bounds:");

      double lam[] = hs071.getConstraintMultipliers();
      hs071.print(lam, "Dual Multipliers for Constraints:");
   }
   // [main]
}