integer variables / Bonmin

[agnusarev]

I am trying to use Bonmin to solve problem with nonlinier objective function, but C++ program run with status INFEAS. I can't understand how to use bonmin with integer variables. constrain g[0] is infeasible.
Maybe need to set some options.
Source code in attachment.
I am hope for your help.
Best regards, Alexander Gnusarev.

// (C) Copyright Carnegie Mellon University 2006
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors :
// P. Bonami, Carnegie Mellon University
//
// Date :  03/17/2006
#include "MyTMINLP.hpp"
#include "BonAmplInterface.hpp"

bool 
MyTMINLP::get_variables_types(Index n, VariableType* var_types)
{
	for (int i = 0; i < _problem.S; ++i){
			var_types[i] = INTEGER;
	}
  return true;
}


bool 
MyTMINLP::get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types)
{
	for (int i = 0; i < _problem.S; ++i){
			var_types[i] = Ipopt::TNLP::LINEAR;
	}
  return true;
}


bool 
MyTMINLP::get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types)
{
  assert (m==1);
  for (int i = 0; i < _problem.S + 1; ++i){
	  const_types[i] = Ipopt::TNLP::LINEAR;
  }

  return true;
}
bool 
MyTMINLP::get_nlp_info(Index& n, Index&m, Index& nnz_jac_g,
                       Index& nnz_h_lag, TNLP::IndexStyleEnum& index_style)
{
  n = _problem.S;
  m = 1;
  index_style = TNLP::C_STYLE;
  return true;
}

bool 
MyTMINLP::get_bounds_info(Index n, Number* x_l, Number* x_u,
                            Index m, Number* g_l, Number* g_u)
{
	assert(n==_problem.S);
	assert(m==1);
  
	for (int i = 0; i < _problem.S; ++i){
			x_l[i] = 0;
			x_u[i] = 3;
	}
	
  g_l[0] = 0;
  g_u[0] = _problem.B;
  
  return true;
}

bool 
MyTMINLP::get_starting_point(Index n, bool init_x, Number* x,
                             bool init_z, Number* z_L, Number* z_U,
                             Index m, bool init_lambda,
                             Number* lambda)
{
	assert(n==_problem.S);
	assert(m==1);
  
  assert(init_x);
  assert(!init_lambda);

  	for (int i = 0; i < _problem.S; ++i){
			x[i] = 0;
	}
  return true;
}

bool 
MyTMINLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
{
  assert(n==_problem.S);
	for (int i = 0; i < _problem.N; ++i) {
		double s = 0.;
		for (int j = 0; j < _problem.S; ++j) {
				if (x[j] > 0){ 
					s += _problem.K[i][_problem.index[j]][x[j] - 1];
				}
		}
		obj_value -=  _problem.omega[i] * (1 - exp(-_problem.lambda * (s 
		+ _problem.UC[i]))) * (s / (s 
		+ _problem.UC[i]));
	}
  return true;
}

bool
MyTMINLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
{
	assert(n==_problem.S);
	assert(m==1);
	
	for (int j = 0; j < _problem.S; ++j) {
			g[0] += x[j];
	}

  return true;
}

void
MyTMINLP::finalize_solution(TMINLP::SolverReturn status,
                            Index n, const Number* x, Number obj_value)
{
  std::cout<<"Problem status: "<<status<<std::endl;
  std::cout<<"Objective value: "<<obj_value<<std::endl;
 if(printSol_ && x != NULL){
    std::cout<<"Solution:"<<std::endl;
    for(int i = 0 ; i < _problem.S ; i++){
      std::cout<<"x["<<i<<"] = "<<x[i];
      if(i < n-1) std::cout<<", ";}
    std::cout<<std::endl;
  }
}

bool
MyTMINLP::eval_jac_g(Index n, const Number* x, bool new_x,
                     Index m, Index nnz_jac, Index* iRow, Index *jCol,
                     Number* values)
{
	assert(n==_problem.S);
    return true;
}

bool
MyTMINLP::eval_h(Index n, const Number* x, bool new_x,
                 Number obj_factor, Index m, const Number* lambda,
                 bool new_lambda, Index nele_hess, Index* iRow,
                 Index* jCol, Number* values)
{
	assert(n==_problem.S);
	assert(m==1);

  return true;
}
bool
MyTMINLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
{
  assert(n==_problem.S);
  
  	for (int j = 0; j < _problem.S; ++j) {
			grad_f[j] = -1.;
	}

  return true;
}

[svigerske]

Don't know. Try starting with g[0] = 0.0; in eval_g.
eval_jac_g seems to be missing an implementation.

[agnusarev]

I tried. this does not work.
is eval_jac_g required?

[svigerske]

yes

[agnusarev]

Thank you very much!!!
Everything works now.