ripopt 0.6.0

A memory-safe interior point optimizer in Rust
Documentation 
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use ripopt::{NlpProblem, SolverOptions};

struct HS071;

impl NlpProblem for HS071 {
    fn num_variables(&self) -> usize { 4 }
    fn num_constraints(&self) -> usize { 2 }

    fn bounds(&self, x_l: &mut [f64], x_u: &mut [f64]) {
        for i in 0..4 { x_l[i] = 1.0; x_u[i] = 5.0; }
    }

    fn constraint_bounds(&self, g_l: &mut [f64], g_u: &mut [f64]) {
        g_l[0] = 25.0; g_u[0] = f64::INFINITY;
        g_l[1] = 40.0; g_u[1] = 40.0;
    }

    fn initial_point(&self, x0: &mut [f64]) {
        x0[0] = 1.0; x0[1] = 5.0; x0[2] = 5.0; x0[3] = 1.0;
    }

    fn objective(&self, x: &[f64]) -> f64 {
        x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2]
    }

    fn gradient(&self, x: &[f64], grad: &mut [f64]) {
        grad[0] = x[3] * (2.0 * x[0] + x[1] + x[2]);
        grad[1] = x[0] * x[3];
        grad[2] = x[0] * x[3] + 1.0;
        grad[3] = x[0] * (x[0] + x[1] + x[2]);
    }

    fn constraints(&self, x: &[f64], g: &mut [f64]) {
        g[0] = x[0] * x[1] * x[2] * x[3];
        g[1] = x[0]*x[0] + x[1]*x[1] + x[2]*x[2] + x[3]*x[3];
    }

    fn jacobian_structure(&self) -> (Vec<usize>, Vec<usize>) {
        (vec![0,0,0,0,1,1,1,1], vec![0,1,2,3,0,1,2,3])
    }

    fn jacobian_values(&self, x: &[f64], vals: &mut [f64]) {
        vals[0] = x[1]*x[2]*x[3]; vals[1] = x[0]*x[2]*x[3];
        vals[2] = x[0]*x[1]*x[3]; vals[3] = x[0]*x[1]*x[2];
        vals[4] = 2.0*x[0]; vals[5] = 2.0*x[1];
        vals[6] = 2.0*x[2]; vals[7] = 2.0*x[3];
    }

    fn hessian_structure(&self) -> (Vec<usize>, Vec<usize>) {
        (vec![0,1,1,2,2,2,3,3,3,3], vec![0,0,1,0,1,2,0,1,2,3])
    }

    fn hessian_values(&self, x: &[f64], obj_factor: f64, lambda: &[f64], vals: &mut [f64]) {
        vals[0] = obj_factor * 2.0 * x[3];
        vals[1] = obj_factor * x[3];
        vals[2] = 0.0;
        vals[3] = obj_factor * x[3];
        vals[4] = 0.0;
        vals[5] = 0.0;
        vals[6] = obj_factor * (2.0*x[0] + x[1] + x[2]);
        vals[7] = obj_factor * x[0];
        vals[8] = obj_factor * x[0];
        vals[9] = 0.0;
        vals[1] += lambda[0] * x[2]*x[3];
        vals[3] += lambda[0] * x[1]*x[3];
        vals[4] += lambda[0] * x[0]*x[3];
        vals[6] += lambda[0] * x[1]*x[2];
        vals[7] += lambda[0] * x[0]*x[2];
        vals[8] += lambda[0] * x[0]*x[1];
        vals[0] += lambda[1] * 2.0;
        vals[2] += lambda[1] * 2.0;
        vals[5] += lambda[1] * 2.0;
        vals[9] += lambda[1] * 2.0;
    }
}

fn main() {
    env_logger::init();
    let problem = HS071;
    let mut options = SolverOptions::default();
    options.print_level = 5;
    options.max_iter = 30;
    let result = ripopt::solve(&problem, &options);
    println!("\nStatus: {:?}", result.status);
    println!("Objective: {:.6}", result.objective);
    println!("x: {:?}", result.x);
    println!("Iterations: {}", result.iterations);
}