mpopt2nlpopt

MPOPT2NLPOPT   Create/modify NLPS_MASTER options struct from MPOPT.

   NLPOPT = MPOPT2NLPOPT(MPOPT, MODEL)
   NLPOPT = MPOPT2NLPOPT(MPOPT, MODEL, ALG)

   Uses a MATPOWER options struct, MPOPT, to create or modify an
   NLPS_MASTER options struct.

   Inputs (default values in parentheses):
       MPOPT : MATPOWER options struct
       MODEL ('NLP') : (optional) one of the following model types, required
               for selection of solver in case ALG is 'DEFAULT' (solver
               precedence for each model type list in parentheses):
           'NLP'   - nonlinear program with all continuous variables
                   (MIPS, FMINCON, IPOPT, Artelys Knitro)
           'MINLP' - NLP with mixed integer/continuous variables
                   (Artelys Knitro) -- not yet implemented
       ALG ('opf.ac') : (optional) 'opf.ac' or any valid value of
               OPT.alg for NLPS_MASTER. The first option indicates that
               it should be taken from MPOPT.opf.ac.solver.

   Output:
       NLPOPT : an options struct for use by NLPS_MASTER and friends

   See NLPS_MASTER, MPOPTION.

0001 function nlpopt = mpopt2nlpopt(mpopt, model, alg)
0002 %MPOPT2NLPOPT   Create/modify NLPS_MASTER options struct from MPOPT.
0003 %
0004 %   NLPOPT = MPOPT2NLPOPT(MPOPT, MODEL)
0005 %   NLPOPT = MPOPT2NLPOPT(MPOPT, MODEL, ALG)
0006 %
0007 %   Uses a MATPOWER options struct, MPOPT, to create or modify an
0008 %   NLPS_MASTER options struct.
0009 %
0010 %   Inputs (default values in parentheses):
0011 %       MPOPT : MATPOWER options struct
0012 %       MODEL ('NLP') : (optional) one of the following model types, required
0013 %               for selection of solver in case ALG is 'DEFAULT' (solver
0014 %               precedence for each model type list in parentheses):
0015 %           'NLP'   - nonlinear program with all continuous variables
0016 %                   (MIPS, FMINCON, IPOPT, Artelys Knitro)
0017 %           'MINLP' - NLP with mixed integer/continuous variables
0018 %                   (Artelys Knitro) -- not yet implemented
0019 %       ALG ('opf.ac') : (optional) 'opf.ac' or any valid value of
0020 %               OPT.alg for NLPS_MASTER. The first option indicates that
0021 %               it should be taken from MPOPT.opf.ac.solver.
0022 %
0023 %   Output:
0024 %       NLPOPT : an options struct for use by NLPS_MASTER and friends
0025 %
0026 %   See NLPS_MASTER, MPOPTION.
0027 
0028 %   MP-Opt-Model
0029 %   Copyright (c) 2015-2020, Power Systems Engineering Research Center (PSERC)
0030 %   by Ray Zimmerman, PSERC Cornell
0031 %
0032 %   This file is part of MP-Opt-Model.
0033 %   Covered by the 3-clause BSD License (see LICENSE file for details).
0034 %   See https://github.com/MATPOWER/mp-opt-model for more info.
0035 
0036 %% set default args
0037 if nargin < 3
0038     alg = '';
0039     if nargin < 2
0040         model = '';
0041     end
0042 end
0043 if isempty(model)
0044     model = 'NLP';
0045 else
0046     model = upper(model);
0047 end
0048 
0049 %% get ALG from mpopt, if necessary
0050 switch alg
0051     case {'opf.ac', ''}
0052         alg = upper(mpopt.opf.ac.solver);
0053     otherwise
0054         alg = upper(alg);
0055 end
0056 
0057 %% default solver
0058 if strcmp(alg, 'DEFAULT')
0059     alg = 'MIPS';
0060     if model(1) == 'M'  %% mixed integer
0061         if have_feature('knitromatlab')
0062             alg = 'KNITRO';
0063         else
0064             error('mpopt2nlpopt: Sorry, no solver available for %s models', model);
0065         end
0066     end
0067 end
0068 
0069 %% create NLPS_MASTER options struct
0070 nlpopt = struct('alg', alg, 'verbose', mpopt.verbose);
0071 switch alg
0072     case 'MIPS'
0073         %% set up options
0074         nlpopt.mips_opt = mpopt.mips;
0075         if nlpopt.mips_opt.feastol == 0      %% = MPOPT.opf.violation by default
0076             nlpopt.mips_opt.feastol = mpopt.opf.violation;
0077         end
0078         if ~isfield(nlpopt.mips_opt, 'cost_mult') || isempty(nlpopt.mips_opt.cost_mult)
0079             nlpopt.mips_opt.cost_mult = 1e-4;
0080         end
0081     case 'FMINCON'
0082         %% basic optimset options needed for fmincon
0083         nlpopt.fmincon_opt = mpopt.fmincon;
0084         nlpopt.fmincon_opt.opts.TolCon = mpopt.opf.violation;
0085     case 'IPOPT'
0086         nlpopt.ipopt_opt = ipopt_options([], mpopt);
0087     case 'KNITRO'
0088         nlpopt.knitro_opt               = mpopt.knitro;
0089         nlpopt.knitro_opt.opts.feastol  = mpopt.opf.violation;
0090 %         nlpopt.knitro_opt.opts.TolCon   = mpopt.opf.violation;
0091 end