C++ ipopt::SmartPtr类代码示例

  /** Ouptut a bonmin.opt file with options default values and short descritpions.*/
  void
  RegisteredOptions::writeBonminOpt(std::ostream &os, ExtraCategoriesInfo which){
      std::list< Ipopt::RegisteredOption * > options;
      chooseOptions(which, options);

      //Create journalist to write to os
      Ipopt::Journalist jnlst;
      Ipopt::SmartPtr<Ipopt::StreamJournal> J = new Ipopt::StreamJournal("options_journal", Ipopt::J_ALL);
      J->SetOutputStream(&os);
      J->SetPrintLevel(Ipopt::J_DOCUMENTATION, Ipopt::J_SUMMARY);
      jnlst.AddJournal(GetRawPtr(J));

      std::string registeringCategory = "";
      for(std::list< Ipopt::RegisteredOption * >::iterator i = options.begin();
           i != options.end() ; i++)
       {
          if((*i)->RegisteringCategory() != registeringCategory){
           registeringCategory = (*i)->RegisteringCategory();
             os<<std::endl<<"# registering category: "<<registeringCategory<<std::endl<<std::endl;
           }
           os<<"bonmin.";
           os.setf(std::ios::left);
           os.width(37);
           os<<(*i)->Name()<<" ";
           os.width(10);
           os<<makeNumber(defaultAsString(*i))<<"\t#";
           os<<(*i)->ShortDescription();
           os<<std::endl;            
       }
    }

  LpBranchingSolver::LpBranchingSolver(BabSetupBase * b) :
      StrongBranchingSolver(b->nonlinearSolver()),
      lin_(NULL),
      warm_(NULL),
      ecp_(NULL)
  {
    Ipopt::SmartPtr<TNLPSolver> tnlp_solver =
       static_cast<TNLPSolver *> (b->nonlinearSolver()->solver());
    Ipopt::SmartPtr<Ipopt::OptionsList> options = tnlp_solver->options();

	    options->GetIntegerValue("ecp_max_rounds_strong",
	                             maxCuttingPlaneIterations_,
                                     b->nonlinearSolver()->prefix());
	    options->GetNumericValue("ecp_abs_tol_strong",
                                     abs_ecp_tol_,
                                     b->nonlinearSolver()->prefix());
	    options->GetNumericValue("ecp_rel_tol_strong",
                                     rel_ecp_tol_,
                                     b->nonlinearSolver()->prefix());
	    int dummy;
	    options->GetEnumValue("lp_strong_warmstart_method", 
                                  dummy,
                                  b->nonlinearSolver()->prefix());
	    warm_start_mode_ = (WarmStartMethod) dummy;
	  }

void HeuristicInnerApproximation::registerOptions(Ipopt::SmartPtr<
    Bonmin::RegisteredOptions> roptions) {
  roptions->SetRegisteringCategory("Initial Approximations descriptions",
      RegisteredOptions::UndocumentedCategory);
  roptions->AddStringOption2("heuristic_inner_approximation",
      "if yes runs the InnerApproximation heuristic", "yes", "no",
      "don't run it", "yes", "runs the heuristic", "");

        roptions->setOptionExtraInfo("heuristic_inner_approximation", 63);
}

 void
 LpBranchingSolver::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
 {
   roptions->SetRegisteringCategory("ECP based strong branching",RegisteredOptions::UndocumentedCategory);
   roptions->AddLowerBoundedIntegerOption
   ("ecp_max_rounds_strong",
    "Set the maximal number of rounds of ECP cuts in strong branching.",
    0,0,
    "");
   roptions->setOptionExtraInfo("ecp_max_rounds_strong",63);
   roptions->AddLowerBoundedNumberOption
   ("ecp_abs_tol_strong",
    "Set the absolute termination tolerance for ECP rounds in strong branching.",
    0,false,1e-6,
    "");
   roptions->setOptionExtraInfo("ecp_abs_tol_strong",63);
   roptions->AddLowerBoundedNumberOption
   ("ecp_rel_tol_strong",
    "Set the relative termination tolerance for ECP rounds in strong branching.",
    0,false,1e-1,
    "");
   roptions->setOptionExtraInfo("ecp_rel_tol_strong",63);
   roptions->AddStringOption2
   ("lp_strong_warmstart_method",
    "Choose method to use for warm starting lp in strong branching",
    "Basis",
    "Basis", "Use optimal basis of node",
    "Clone", "Clone optimal problem of node",
    "(Advanced stuff)");
   roptions->setOptionExtraInfo("lp_strong_warmstart_method",63);
 }

bool IASolverRelaxed::solve()
{
  
  // solve the nlp to get a non-integral solution, which we hope is close to a good integer solution    
  // adapted from HS071 ipopt example

  // p_norm set in constructor. 3 seems to work well, comes close to lex-max-min
  // smaller p has the effect of valuing the fidelity of shorter curves over longer curves more
  // larger p approaches min max
  IANlp *myianlp = new IANlp(iaData, iaSolution, silent);
  Ipopt::SmartPtr<TNLP> mynlp = myianlp; // Ipopt requires the use of smartptrs!
  
  Ipopt::SmartPtr<Ipopt::IpoptApplication> app = IpoptApplicationFactory();
  app->Options()->SetNumericValue("tol", 1e-7); // 2 seems close enough, could do less, say .1
  app->Options()->SetStringValue("mu_strategy", "adaptive");
  // print level 0 to 12, most. Ipopt Default is 5
  int print_level = (silent) ? 0 : 1; // 1, 5
  // int print_level = 5;
  app->Options()->SetIntegerValue("print_level", print_level);  
  // uncomment next line to write the solution to an output file
  // app->Options()->SetStringValue("output_file", "IA.out");  
  // The following overwrites the default name (ipopt.opt) of the options file
  // app->Options()->SetStringValue("option_file_name", "IA.opt");
  
  // Intialize the IpoptApplication and process the options
  Ipopt::ApplicationReturnStatus status;
  status = app->Initialize();
  if (status != Ipopt::Solve_Succeeded) {
    if (!silent)
      printf("\n\n*** Error during ipopt initialization!\n");
    return (int) status;
  }
  
  // Ask Ipopt to solve the problem
  status = app->OptimizeTNLP(mynlp); // the inherited IANlp
  // todo: also check for a valid solution even if ! Solve_Succeeded, such as a sub-optimal time-out
  bool is_solved = (status == Ipopt::Solve_Succeeded);
  bool is_satisfied = is_solved && equal_constraints( false, debugging );
  // don't check even-ness, as those are like the integrality constraints and are not solved here
  
  if (!silent)
  {
    if (is_solved) {
      printf("\n\n*** The relaxed problem solved!");
      if (!is_satisfied)
        printf(" But equality-constraints were VIOLATED!");
      printf("\n");
    }
    else {
      printf("\n\n*** The relaxed problem FAILED!\n");
    }
  }
  return is_satisfied;
}  

IpoptSolution CppADSolver::solve(OptProblemData &data){
    size_t n = opt_prob->num_of_variables();
    size_t m = opt_prob->num_of_constraints();
    // create the Ipopt interface
    cppad_ipopt_solution solution;
    CppADOptProblemData cppad_data(data);
    Ipopt::SmartPtr<Ipopt::TNLP> cppad_nlp = new cppad_ipopt_nlp(
        n, m, cppad_data.x_i, cppad_data.x_l, cppad_data.x_u, cppad_data.g_l, cppad_data.g_u, &(*fg_info_ptr), &solution
        );

    // Create an instance of the IpoptApplication
    Ipopt::SmartPtr<Ipopt::IpoptApplication> app = new IpoptApplication();

    // turn off any printing
    app->Options()->SetIntegerValue("print_level", 4);
    app->Options()->SetStringValue("sb", "yes");

    // maximum number of iterations
    app->Options()->SetIntegerValue("max_iter", 5000);

    // 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);

    // derivative testing
//    app->Options()->
//    SetStringValue("derivative_test", "second-order");
//    app->Options()-> SetNumericValue(
//            "point_perturbation_radius", 0.
//    );

    // Initialize the IpoptApplication and process the options
    Ipopt::ApplicationReturnStatus status = app->Initialize();
    assert(status == Ipopt::Solve_Succeeded);

    // Run the IpoptApplication
    status = app->OptimizeTNLP(cppad_nlp);
    return IpoptSolution(solution);
}

 static std::string defaultAsString(Ipopt::SmartPtr< Ipopt::RegisteredOption > opt){
   Ipopt::RegisteredOptionType T = opt->Type();
   switch(T){
     case Ipopt::OT_Number: return makeString(opt->DefaultNumber());
     case Ipopt::OT_Integer: return makeString(opt->DefaultInteger());
     case Ipopt::OT_String: return (opt->DefaultString());
     case Ipopt::OT_Unknown: 
     default:
        return "Unknown type of option";
   }
 }

 void
 MilpRounding::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions){
   roptions->SetRegisteringCategory("Primal Heuristics (undocumented)", RegisteredOptions::UndocumentedCategory);
  roptions->AddStringOption2(
    "MILP_rounding_heuristic",
    "if yes runs the heuristic",
    "no",
    "no", "don't run it",
    "yes", "runs the heuristic",
    "");
 }

 void
 HeuristicDiveVectorLength::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions){
   roptions->SetRegisteringCategory("Primal Heuristics", RegisteredOptions::BonminCategory);
  roptions->AddStringOption2(
    "heuristic_dive_vectorLength",
    "if yes runs the Dive VectorLength heuristic",
    "no",
    "no", "",
    "yes", "",
    "");
  roptions->setOptionExtraInfo("heuristic_dive_vectorLength", 63);
 }

 void
 FixAndSolveHeuristic::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions){
  roptions->SetRegisteringCategory("Test Heuristics", RegisteredOptions::UndocumentedCategory);
  roptions->AddStringOption2(
    "fix_and_solve_heuristic",
    "if yes runs a heuristic at root where fixes all variables integer in the continuous solution",
    "no",
    "no", "don't run it",
    "yes", "runs the heuristic",
    "");
  roptions->setOptionExtraInfo("fix_and_solve_heuristic", 63);
 }

 BonNWayChoose::BonNWayChoose(BabSetupBase &b, const OsiSolverInterface* solver):
     OsiChooseVariable(solver),
     br_depth_(0),
     bounds_(),
     unit_changes_(),
     num_ps_costs_(),
     num_eval_(),
     geo_means_(0)
 {
   Ipopt::SmartPtr<Ipopt::OptionsList> options = b.options();
   options->GetNumericValue("time_limit", time_limit_, b.prefix());
   options->GetNumericValue("cutoff_multiplier", cutoff_multiplier_, b.prefix());
   options->GetNumericValue("pseudocost_trust_value", pseudocost_trust_value_, b.prefix());
   options->GetIntegerValue("strong_branch_depth", br_depth_, b.prefix());
   options->GetIntegerValue("nway_branch_log_level", log_, b.prefix());
   options->GetEnumValue("do_fixings", do_fixings_, b.prefix());
   options->GetEnumValue("use_geo_means", geo_means_, b.prefix());
   /** Set values of standard branching options.*/
   int numberObjects = solver_->numberObjects();
   std::cout<<"Number objects "<<numberObjects<<std::endl;
   start_time_ = CoinCpuTime();
   OsiObject ** object = solver->objects();
   for (int i=0;i<numberObjects;i++) {
      BonNWayObject * nway = dynamic_cast<BonNWayObject *>(object[i]);
     if(!nway) continue;
     start_nway_ = i;
     break;
   }
   numberObjects -= start_nway_;
 }

  /** Register OA feasibility checker  options.*/
  void
  OaFeasibilityChecker::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
  {
    roptions->SetRegisteringCategory("Feasibility checker using OA cuts", RegisteredOptions::BonminCategory);
    roptions->AddStringOption2("feas_check_cut_types", "Choose the type of cuts generated when an integer feasible solution is found",
                               "outer-approx",
                               "outer-approx", "Generate a set of Outer Approximations cuts.",
                               "Benders", "Generate a single Benders cut.",
                               "If it seems too much memory is used should try Benders to use less");
    roptions->setOptionExtraInfo("feas_check_cut_types", 19);
    

    roptions->AddStringOption3("feas_check_discard_policy", "How cuts from feasibility checker are discarded",
                               "detect-cycles",
                               "detect-cycles", "Detect if a cycle occurs and only in this case force not to discard.",
                               "keep-all", "Force cuts from feasibility checker not to be discarded (memory hungry but sometimes better).",
                               "treated-as-normal", "Cuts from memory checker can be discarded as any other cuts (code may cycle then)",
                               "Normally to avoid cycle cuts from feasibility checker should not be discarded in the node where they are generated. "
                               "However Cbc sometimes does it if no care is taken which can lead to an infinite loop in Bonmin (usually on simple problems). "
                               "To avoid this one can instruct Cbc to never discard a cut but if we do that for all cuts it can lead to memory problems. "
                               "The default policy here is to detect cycles and only then impose to Cbc to keep the cut. "
                               "The two other alternative are to instruct Cbc to keep all cuts or to just ignore the problem and hope for the best");
    roptions->setOptionExtraInfo("feas_check_discard_policy", 19);

    roptions->AddLowerBoundedIntegerOption("generate_benders_after_so_many_oa", "Specify that after so many oa cuts have been generated Benders cuts should be generated instead.",
                                           0, 5000,
                                           "It seems that sometimes generating too many oa cuts slows down the optimization compared to Benders due to the size of the LP. "
                                           "With this option we specify that after so many OA cuts have been generated we should switch to Benders cuts.");
    roptions->setOptionExtraInfo("generate_benders_after_so_many_oa", 19);
  }

void setParameters(Ipopt::SmartPtr<Ipopt::OptionsList> options)
{
	const char *iptoptLinearSolver = getenv("IPOPT_LINEAR_SOLVER");
	if (!iptoptLinearSolver)
		iptoptLinearSolver = "ma57";
	options->SetStringValue("linear_solver", iptoptLinearSolver);
	if (!strcmp(iptoptLinearSolver, "ma27"))
	{
		/* This helps to improve performance from 0.6 to 0.5 sec */
		options->SetNumericValue("ma27_liw_init_factor", 100.);
		options->SetNumericValue("ma27_la_init_factor", 100.);
	}
	else if (!strcmp(iptoptLinearSolver, "ma57"))
	{
		/*
		 * Decreases performance from 0.04 to 0.13 sec:
		 * options->SetStringValue("ma57_automatic_scaling", "yes");
		 */

		/*
		 * Not evident, whether this helps to increase the performance,
		 * but it already helped to avoid memory reallocations.
		 */
		options->SetNumericValue("ma57_pre_alloc", 100.);
	}

	double ipoptTol = 0.;
	if (tryGetenvDouble("IPOPT_TOL", ipoptTol))
		options->SetNumericValue("tol", ipoptTol);

	double ipoptAcceptableTol = 0.;
	if (tryGetenvDouble("IPOPT_ACCEPTABLE_TOL", ipoptAcceptableTol))
		options->SetNumericValue("acceptable_tol", 1e-3);

	if (getenv("DERIVATIVE_TEST_FIRST"))
		options->SetStringValue("derivative_test", "first-order");
	else if (getenv("DERIVATIVE_TEST_SECOND"))
		options->SetStringValue("derivative_test", "second-order");
	else if (getenv("DERIVATIVE_TEST_ONLY_SECOND"))
		options->SetStringValue("derivative_test", "only-second-order");
	if (getenv("HESSIAN_APPROX"))
		options->SetStringValue("hessian_approximation",
				"limited-memory");

}

  void RobotSetup::registerAllOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
  {
     BonminSetup::registerAllOptions(roptions);
     BonNWayChoose::registerOptions(roptions);


    roptions->AddLowerBoundedIntegerOption("branch_on_frac_only",
        "Starting at given depth branch on the subset of fractional variables (and set the last branch that one of them is 1)",
        0,INT_MAX,"");

    roptions->AddStringOption2("do_a_quick_one",
        "Do we try our luck?",
        "no",
        "no", "Don't (of course).",
        "yes", "Be crazy",
        "");

  }

  void
  BonCbcFullNodeInfo::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
  {


    roptions->SetRegisteringCategory("Nonconvex problems", RegisteredOptions::BonminCategory);
    roptions->AddLowerBoundedIntegerOption("max_consecutive_infeasible",
        "Number of consecutive infeasible subproblems before aborting a"
        " branch.",
        0,0,
        "Will continue exploring a branch of the tree until \"max_consecutive_infeasible\""
        "consecutive problems are locally infeasible by the NLP sub-solver.");
    roptions->setOptionExtraInfo("max_consecutive_infeasible",8);

    roptions->SetRegisteringCategory("NLP solution robustness", RegisteredOptions::BonminCategory);
    roptions->AddLowerBoundedIntegerOption
    ("max_consecutive_failures",
     "(temporarily removed) Number $n$ of consecutive unsolved problems before aborting a branch of the tree.",
     0,10,
     "When $n > 0$, continue exploring a branch of the tree until $n$ "
     "consecutive problems in the branch are unsolved (we call unsolved a problem for which Ipopt can not "
     "guarantee optimality within the specified tolerances).");
    roptions->setOptionExtraInfo("max_consecutive_failures",8);

  }