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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 (single 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 HS071s extends Ipopt
{
// Problem sizes
int n;
int m;
int nele_jac;
int nele_hess;
int count_bounds = 0;
int dcount_start = 0;
/** Creates a new instance of HS071s */
// [HS071s]
public HS071s()
{
/* 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;
/* 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,
float[] x_L,
float[] x_U,
int m,
float[] g_L,
float[] 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] = 1.0f;
x_U[i] = 5.0f;
}
/* set the values of the constraint bounds */
g_L[0] = 25.0f;
g_U[0] = 2e19f;
g_L[1] = 40.0f;
g_U[1] = 40.0f;
return true;
}
// [get_bounds_info]
/** Callback function for the starting point. */
// [get_starting_point]
protected boolean get_starting_point(
int n,
boolean init_x,
float[] x,
boolean init_z,
float[] z_L,
float[] z_U,
int m,
boolean init_lambda,
float[] lambda)
{
assert init_z == false;
assert init_lambda = false;
if( init_x )
{
x[0] = 1.0f;
x[1] = 5.0f;
x[2] = 5.0f;
x[3] = 1.0f;
}
return true;
}
// [get_starting_point]
// [eval]
protected boolean eval_f(
int n,
float[] x,
boolean new_x,
float[] 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,
float[] x,
boolean new_x,
float[] 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,
float[] x,
boolean new_x,
int m,
float[] 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,
float[] x,
boolean new_x,
int m,
int nele_jac,
int[] iRow,
int[] jCol,
float[] 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] = 2.0f * x[0]; /* 1,0 */
values[5] = 2.0f * x[1]; /* 1,1 */
values[6] = 2.0f * x[2]; /* 1,2 */
values[7] = 2.0f * x[3]; /* 1,3 */
}
return true;
}
protected boolean eval_h(
int n,
float[] x,
boolean new_x,
float obj_factor,
int m,
float[] lambda,
boolean new_lambda,
int nele_hess,
int[] iRow,
int[] jCol,
float[] 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 * (2.0f * x[3]); /* 0,0 */
values[1] = obj_factor * (x[3]); /* 1,0 */
values[2] = 0.0f; /* 1,1 */
values[3] = obj_factor * (x[3]); /* 2,0 */
values[4] = 0.0f; /* 2,1 */
values[5] = 0.0f; /* 2,2 */
values[6] = obj_factor * (2.0f * 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] = 0.0f; /* 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] * 2.0f; /* 0,0 */
values[2] += lambda[1] * 2.0f; /* 1,1 */
values[5] += lambda[1] * 2.0f; /* 2,2 */
values[9] += lambda[1] * 2.0f; /* 3,3 */
}
return true;
}
// [eval]
private void print(
float[] 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
HS071s hs071 = new HS071s();
// Set some options
// hs071.setNumericOption("tol",6.28E-6f);
// 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-9f);
// hs071.setNumericOption("warm_start_bound_frac",1e-9f);
// hs071.setNumericOption("warm_start_slack_bound_frac",1e-9f);
// hs071.setNumericOption("warm_start_slack_bound_push",1e-9f);
// hs071.setNumericOption("warm_start_mult_bound_push",1e-9f);
// 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!");
}
float obj = hs071.getObjectiveValue();
System.out.println("\nObjective Value = " + obj + "\n");
float x[] = hs071.getVariableValues();
hs071.print(x, "Primal Variable Values:");
float constraints[] = hs071.getConstraintValues();
hs071.print(constraints, "Constraint Values:");
float MLB[] = hs071.getLowerBoundMultipliers();
hs071.print(MLB, "Dual Multipliers for Variable Lower Bounds:");
float MUB[] = hs071.getUpperBoundMultipliers();
hs071.print(MUB, "Dual Multipliers for Variable Upper Bounds:");
float lam[] = hs071.getConstraintMultipliers();
hs071.print(lam, "Dual Multipliers for Constraints:");
}
// [main]
}
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