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// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------
# include <cppad_ipopt_nlp.hpp>
namespace { // Begin empty namespace
using namespace cppad_ipopt;
// ---------------------------------------------------------------------------
/*
f(x) = x[1]; k=0, ell=0, I[0] = 0, J[0] = 1
g_0 (x) = x[0]; k=0, ell=1, I[0] = 1, J[0] = 0
g_1 (x) = x[1]; k=0, ell=2, I[0] = 2, J[0] = 1
minimize f(x)
subject to -1 <= g_0(x) <= 0
0 <= g_1 (x) <= 1
The solution is x[1] = 0 and x[0] arbitrary.
*/
class FG_J_changes : public cppad_ipopt_fg_info
{
private:
bool retape_;
public:
// constructor
FG_J_changes(bool retape_in)
: retape_ (retape_in)
{ }
size_t number_functions(void)
{ return 1; }
size_t domain_size(size_t k)
{ size_t q = 1;
assert(k == 0);
return q;
}
size_t range_size(size_t k)
{ size_t p = 1;
assert(k == 0);
return p;
}
size_t number_terms(size_t k)
{ size_t L = 3;
assert(k == 0);
return L;
}
void index(size_t k, size_t ell, SizeVector&I, SizeVector& J)
{ assert( I.size() >= 1 );
assert( J.size() >= 1 );
I[0] = ell;
if( ell == 0 )
{ J[0] = 1;
return;
}
J[0] = ell - 1;
return;
}
// retape function
bool retape(size_t k)
{ return retape_; }
ADVector eval_r(size_t k, const ADVector& u)
{
assert( u.size() == 1 );
ADVector r(1);
r[0] = u[0] ;
return r;
}
};
} // end empty namespace
bool multiple_solution(void)
{
bool ok = true;
// number of independent variables (domain dimension for f and g)
size_t n = 2;
// number of constraints (range dimension for g)
size_t m = 2;
// initial value of the independent variables
NumberVector x_i(n);
NumberVector x_l(n);
NumberVector x_u(n);
size_t i = 0;
for(i = 0; i < n; i++)
{ x_i[i] = 0.;
x_l[i] = -1.0;
x_u[i] = +1.0;
}
// lower and upper limits for g
NumberVector g_l(m);
NumberVector g_u(m);
g_l[0] = -1; g_u[0] = 0.;
g_l[1] = 0.; g_u[1] = 1.;
// object for evaluating function
bool retape = false;
FG_J_changes my_fg_info(retape);
cppad_ipopt_fg_info *fg_info = &my_fg_info;
cppad_ipopt_solution solution;
Ipopt::SmartPtr<Ipopt::TNLP> cppad_nlp = new cppad_ipopt_nlp(
n, m, x_i, x_l, x_u, g_l, g_u, fg_info, &solution
);
// Create an instance of the IpoptApplication
using Ipopt::IpoptApplication;
Ipopt::SmartPtr<IpoptApplication> app = new IpoptApplication();
// turn off any printing
app->Options()->SetIntegerValue("print_level", 0);
app->Options()->SetStringValue("sb", "yes");
// approximate accuracy in first order necessary conditions;
// see Mathematical Programming, Volume 106, Number 1,
// Pages 25-57, Equation (6)
app->Options()->SetNumericValue("tol", 1e-9);
app->Options()-> SetStringValue("derivative_test", "second-order");
// Initialize the IpoptApplication and process the options
Ipopt::ApplicationReturnStatus status = app->Initialize();
ok &= status == Ipopt::Solve_Succeeded;
// Run the IpoptApplication
status = app->OptimizeTNLP(cppad_nlp);
ok &= status == Ipopt::Solve_Succeeded;
/*
Check solution status
*/
ok &= solution.status == cppad_ipopt_solution::success;
ok &= CppAD::NearEqual(solution.x[1], 0., 1e-6, 1e-6);
return ok;
}
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