ipopt and cppad tests #174
Description
When I do the cppad and ipopt joint solution, I run into some problems. The code is as follows.
#include
#include <cppad/ipopt/solve.hpp>
using namespace std;
namespace {
using CppAD::AD;
class FG_eval {
public:
typedef CPPAD_TESTVECTOR(AD) ADvector;
void operator()(ADvector& fg, const ADvector& x)
{
assert(fg.size() == 3);
assert(x.size() == 4);
// variables
AD x1 = x[0];
AD x2 = x[1];
AD x3 = x[2];
AD x4 = x[3];
// f(x) objective function
fg[0] = x1 * x4 * (x1 + x2 + x3) + x3;
// constraints
fg[1] = x1 * x2 * x3 * x4;
fg[2] = x1 * x1 + x2 * x2 + x3 * x3 + x4 * x4;
return;
}
};
}
bool get_started(void)
{
bool ok = true;
size_t i;
typedef CPPAD_TESTVECTOR(double) Dvector;
size_t nx = 4; // number of varibles
size_t ng = 2; // number of constraints
Dvector x0(nx); // initial condition of varibles
x0[0] = 1.0;
x0[1] = 5.0;
x0[2] = 5.0;
x0[3] = 1.0;
// lower and upper bounds for varibles
Dvector xl(nx), xu(nx);
for(i = 0; i < nx; i++)
{
xl[i] = 1.0;
xu[i] = 5.0;
}
Dvector gl(ng), gu(ng);
gl[0] = 25.0; gu[0] = 1.0e19;
gl[1] = 40.0; gu[1] = 40.0;
// object that computes objective and constraints
FG_eval fg_eval;
// options
string options;
// turn off any printing
options += "Integer print_level 0\n";
options += "String sb yes\n";
// maximum iterations
options += "Integer max_iter 10\n";
//approximate accuracy in first order necessary conditions;
// see Mathematical Programming, Volume 106, Number 1,
// Pages 25-57, Equation (6)
options += "Numeric tol 1e-6\n";
//derivative tesing
options += "String derivative_test second-order\n";
// maximum amount of random pertubation; e.g.,
// when evaluation finite diff
options += "Numeric point_perturbation_radius 0.\n";
CppAD::ipopt::solve_result<Dvector> solution; // solution
CppAD::ipopt::solve<Dvector, FG_eval>(options, x0, xl, xu, gl, gu, fg_eval, solution); // solve the problem
cout<<"solution: "<<solution.x<<endl;
//
//check some of the solution values
//
ok &= solution.status == CppAD::ipopt::solve_result<Dvector>::success;
//
double check_x[] = {1.000000, 4.743000, 3.82115, 1.379408};
double check_zl[] = {1.087871, 0., 0., 0. };
double check_zu[] = {0., 0., 0., 0. };
double rel_tol = 1e-6; // relative tolerance
double abs_tol = 1e-6; // absolute tolerance
for(i = 0; i < nx; i++)
{
ok &= CppAD::NearEqual(
check_x[i], solution.x[i], rel_tol, abs_tol);
ok &= CppAD::NearEqual(
check_zl[i], solution.zl[i], rel_tol, abs_tol);
ok &= CppAD::NearEqual(
check_zu[i], solution.zu[i], rel_tol, abs_tol);
}
return ok;
}
int main()
{
cout << "CppAD : Hello World Demo!" << endl;
get_started();
return 0;
}
The results are as follows:
