Program Listing for File mp_param.h

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/* #############################################
 *             This file is part of
 *                    ZERO
 *
 *             Copyright (c) 2020
 *     Released under the Creative Commons
 *         CC BY-NC-SA 4.0 License
 *
 *              Find out more at
 *        https://github.com/ds4dm/ZERO
 * #############################################*/


#pragma once
#include "zero.h"
#include <armadillo>
#include <gurobi_c++.h>
#include <iostream>
#include <memory>
#include <set>
#include <string>

namespace MathOpt {


  class MP_Param {
  private:
     double Eps{1e-6};
  protected:
     arma::sp_mat   Q;
     arma::sp_mat   A;
     arma::sp_mat   B;
     arma::sp_mat   C;
     arma::sp_mat   B_bounds;
     arma::vec      b_bounds;
     arma::vec      c;
     arma::vec      d;
     arma::vec      b;
     GRBEnv        *Env;
     VariableBounds Bounds;
     // Object for sizes and integrity check
     unsigned int numParams;
     unsigned int numVars;
     unsigned int numConstr;

     unsigned int size();

     bool dataCheck(bool forceSymmetry = true) const;
     void detectBounds();
     void rewriteBounds();

     virtual bool finalize();

  public:
     // Default constructors
     MP_Param(GRBEnv *env = nullptr) : Env{env} {};
     MP_Param(const MP_Param &M) = default;

     // Getters and setters
     arma::sp_mat getQ() const { return this->Q; }
     arma::sp_mat getC() const { return this->C; }
     arma::sp_mat getA(bool bounds = true) const;
     arma::sp_mat getB(bool bounds = true) const;
     arma::vec    getc() const { return this->c; }
     arma::vec    getd() const { return this->d; }
     arma::vec    getb(bool bounds = true) const;
     unsigned int getNumParams() const {
        return this->numParams;
     }
     unsigned int getNumVars() const {
        return this->numVars;
     }
     VariableBounds getBounds() const { return this->Bounds; }

     MP_Param &setQ(const arma::sp_mat &Q_in) {
        this->Q = Q_in;
        return *this;
     }
     MP_Param &setC(const arma::sp_mat &C_in) {
        this->C = C_in;
        return *this;
     }
     MP_Param &setA(const arma::sp_mat &A_in) {
        this->A = A_in;
        return *this;
     }
     MP_Param &setB(const arma::sp_mat &B_in) {
        this->B = B_in;
        return *this;
     }
     MP_Param &setc(const arma::vec &c_in) {
        this->c = c_in;
        return *this;
     }
     MP_Param &setd(const arma::vec &d_in) {
        this->d = d_in;
        return *this;
     }
     MP_Param &setb(const arma::vec &b_in) {
        this->b = b_in;
        return *this;
     }
     MP_Param &setBounds(const VariableBounds &bounds_in) {
        this->Bounds = bounds_in;
        // Update the bound processing and update sizes.
        this->rewriteBounds();
        return *this;
     }
     // Setters and advanced constructors
     virtual MP_Param &set(const arma::sp_mat &Q_in,
                                  const arma::sp_mat &C_in,
                                  const arma::sp_mat &A_in,
                                  const arma::sp_mat &B_in,
                                  const arma::vec    &c_in,
                                  const arma::vec    &b_in,
                                  const arma::vec    &d_in); // Copy data into this
     virtual MP_Param &set(arma::sp_mat &&Q_in,
                                  arma::sp_mat &&C_in,
                                  arma::sp_mat &&A_in,
                                  arma::sp_mat &&B_in,
                                  arma::vec    &&c_in,
                                  arma::vec    &&b_in,
                                  arma::vec    &&d_in); // Move data into this
     virtual MP_Param &set(const QP_Objective &obj, const QP_Constraints &cons);

     virtual MP_Param &set(QP_Objective &&obj, QP_Constraints &&cons);

     virtual MP_Param &addDummy(unsigned int pars, unsigned int vars = 0, int position = -1);

     virtual void     save(const std::string &filename, bool append) const;
     virtual long int load(const std::string &filename, long int pos = 0);
     virtual unsigned int KKT(arma::sp_mat &M, arma::sp_mat &N, arma::vec &q) const = 0;
     virtual std::unique_ptr<GRBModel> solveFixed(const arma::vec x, bool solve = false) = 0;
     virtual double                    computeObjective(const arma::vec &y,
                                                                         const arma::vec &x,
                                                                         bool             checkFeas = true,
                                                                         double           tol       = 1e-6) const;
     void                              forceDataCheck() const;
     virtual bool isFeasible(const arma::vec &y, const arma::vec &x, double tol) const;
  };

} // namespace MathOpt

#include "ip_param.h"
#include "qp_param.h"