【转载】CppAD 与 Ipopt 在ubuntu环境下安装及测试

转载于 2025-03-08 10:49:15 发布 · 2.1k 阅读

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原文链接：https://zhuanlan.zhihu.com/p/716090482

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CppAD 与 Ipopt 安装及测试

CPPAD安装
Ipopt安装
测试CppAD与Ipopt是否可用
- 问题
- 代码

最近在研究非线性求解器，摸索了一下如何安装和使用。这位博主werty4321总结得非常好，上手就能用，因此记录一下，为了防止以后找不到，进行了转载。如果各位看官觉得有用，请到该知乎回答下面为博主点赞！

CPPAD安装

sudo apt-get install cppad

Ipopt安装

安装依赖

sudo apt-get install gcc g++ gfortran git patch wget pkg-config liblapack-dev libmetis-dev libblas-dev

创建安装文件夹

mkdir ~/Ipopt
cd Ipopt

安装ASL

git clone https://github.com/coin-or-tools/ThirdParty-ASL.git
cd ThirdParty-ASL
sudo ./get.ASL
sudo ./configure
sudo make
sudo make install
cd ..

安装HSL

git clone https://github.com/coin-or-tools/ThirdParty-HSL.git
cd ThirdParty-HSL

该模块的安装依赖coinhsl文件，需要下载coinhsl，然后解压到ThirdParty-HSL目录下

在ThirdParty-HSL目录下，执行以下命令

sudo ./configure
sudo make
sudo make install
cd ..

安装MUMPS

git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git
cd ThirdParty-Mumps
sudo ./get.Mumps
sudo ./configure
sudo make
sudo make install
cd ..

安装IPOPT

git clone https://github.com/coin-or/Ipopt.git
cd Ipopt
mkdir build
cd build
sudo ../configure
sudo make
sudo make test
sudo make install

将编译好的 .so 软链接到 /usr/local

cd /usr/local/include
sudo cp coin-or coin -r
sudo ln -s /usr/local/lib/libcoinmumps.so.3 /usr/lib/libcoinmumps.so.3
sudo ln -s /usr/local/lib/libcoinhsl.so.2 /usr/lib/libcoinhsl.so.2
sudo ln -s /usr/local/lib/libipopt.so.3 /usr/lib/libipopt.so.3

测试CppAD与Ipopt是否可用

问题

$\min x_1x_4(x_1+x_2+x_3)+x_3 \\ s.t x_1x_2x_3x_4 \geq25 \\ x_1^2 + x_2^2 + x_3^2 +x_4^2=40 \\ 1\leq x_1,x_2,x_3,x_4 \leq 5$

代码

cppad_ipopt_demo.cpp文件

#include <iostream>
#include <cppad/ipopt/solve.hpp>

using namespace std;

namespace {
using CppAD::AD;
class FG_eval {
public:
    typedef CPPAD_TESTVECTOR(AD<double>) ADvector;
    void operator()(ADvector& fg, const ADvector& x)
    {
        assert(fg.size() == 3);
        assert(x.size() == 4);
        // variables
        AD<double> x1 = x[0];
        AD<double> x2 = x[1];
        AD<double> x3 = x[2];
        AD<double> 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;
}

CMakeLists.txt文件

cmake_minimum_required(VERSION 3.16)
project(cppad_ipopt_demo)

set(CMAKE_CXX_STANDARD 14)

add_executable(cppad_ipopt_demo cppad_ipopt_demo.cpp)
target_link_libraries(cppad_ipopt_demo ipopt)

编译

mkdir build
cd build
cmake ../
make
./cppad_ipopt_demo

结果

CppAD : Hello World Demo!
solution: { 1, 4.743, 3.82115, 1.37941 }