allow original NLPs without free variables

- do not catch this case in TNLPAdapter, but let Ipopt initialize all its
  structures and detect optimality/infeasibility in the convergence check
- this way, we get a proper solution report and statistics (ref #417)
- get rid of NO_FREE_VARIABLES_... exceptions

src/Algorithm/IpOptErrorConvCheck.cpp

@@ -227,6 +227,13 @@ ConvergenceCheck::ConvergenceStatus OptimalityErrorConvergenceCheck::CheckConver
       return ConvergenceCheck::CONVERGED;
    }
 
+   if( IpData().curr()->x()->Dim() == 0 )
+   {
+      if( constr_viol <= constr_viol_tol_ )
+         return ConvergenceCheck::CONVERGED;
+      THROW_EXCEPTION(LOCALLY_INFEASIBLE, "All variables are fixed and constraint violation is above tolerance. The problem is infeasible.");
+   }
+
    if( acceptable_iter_ > 0 && CurrentIsAcceptable() )
    {
       IpData().Append_info_string("A");

src/Algorithm/IpOrigIpoptNLP.cpp

@@ -296,7 +296,6 @@ bool OrigIpoptNLP::InitializeStructures(
                   c_space_->Dim(), x_space_->Dim());
          THROW_EXCEPTION(TOO_FEW_DOF, msg);
       }
-      ASSERT_EXCEPTION(x_space_->Dim() > 0, TOO_FEW_DOF, "Too few degrees of freedom (no free variables)!");
 
       // cannot have any null pointers, want zero length vectors
       // instead of null - this will later need to be changed for _h;

src/Interfaces/IpAlgTypes.hpp

@@ -47,8 +47,6 @@ DECLARE_STD_EXCEPTION(ACCEPTABLE_POINT_REACHED);
 DECLARE_STD_EXCEPTION(FEASIBILITY_PROBLEM_SOLVED);
 DECLARE_STD_EXCEPTION(INVALID_WARMSTART);
 DECLARE_STD_EXCEPTION(INTERNAL_ABORT);
-DECLARE_STD_EXCEPTION(NO_FREE_VARIABLES_BUT_FEASIBLE);
-DECLARE_STD_EXCEPTION(NO_FREE_VARIABLES_AND_INFEASIBLE);
 DECLARE_STD_EXCEPTION(INCONSISTENT_BOUNDS);
 /** Exception FAILED_INITIALIZATION for problem during
  *  initialization of a strategy object (or other problems).

src/Interfaces/IpIpoptApplication.cpp

@@ -1131,22 +1131,6 @@ ApplicationReturnStatus IpoptApplication::call_optimize()
       retValue = Invalid_Option;
       status = INVALID_OPTION;
    }
-   catch( NO_FREE_VARIABLES_BUT_FEASIBLE& exc )
-   {
-      exc.ReportException(*jnlst_, J_MOREDETAILED);
-      jnlst_->Printf(J_SUMMARY, J_MAIN, "\nEXIT: Optimal Solution Found.\n");
-      retValue = Solve_Succeeded;
-      status = SUCCESS;
-      skip_finalize_solution_call = true; /* has already been called by TNLPAdapter (and we don't know the correct primal solution) */
-   }
-   catch( NO_FREE_VARIABLES_AND_INFEASIBLE& exc )
-   {
-      exc.ReportException(*jnlst_, J_MOREDETAILED);
-      jnlst_->Printf(J_SUMMARY, J_MAIN, "\nEXIT: Problem has only fixed variables and constraints are infeasible.\n");
-      retValue = Infeasible_Problem_Detected;
-      status = LOCAL_INFEASIBILITY;
-      skip_finalize_solution_call = true; /* has already been called by TNLPAdapter (and we don't know the correct primal solution) */
-   }
    catch( INCONSISTENT_BOUNDS& exc )
    {
       exc.ReportException(*jnlst_, J_MOREDETAILED);

src/Interfaces/IpTNLPAdapter.cpp

@@ -605,88 +605,6 @@ bool TNLPAdapter::GetSpaces(
          }
       } // while (!done)
 
-      if( n_x_var == 0 )
-      {
-         // Check of all constraints are satisfied:
-         for( Index i = 0; i < n_full_x_; i++ )
-         {
-            DBG_ASSERT(x_l[i] == x_u[i]);
-            full_x_[i] = x_l[i];
-         }
-         bool retval = tnlp_->eval_g(n_full_x_, full_x_, true, n_full_g_, full_g_);
-         ASSERT_EXCEPTION(retval, IpoptNLP::Eval_Error,
-                          "All variables are fixed, but constraints cannot be evaluated at fixed point.");
-         Number max_viol = 0.;
-         for( Index i = 0; i < n_full_g_; i++ )
-         {
-            //printf("%d %23.16e %23.16e %23.16e\n",i,full_g_[i], g_l[i], g_u[i]);
-            max_viol = Max(max_viol, full_g_[i] - g_u[i], g_l[i] - full_g_[i]);
-         }
-
-         SolverReturn status;
-         if( max_viol <= tol_ )   //ToDo: base also on (acceptable) (constraint violation) tolerance
-         {
-            status = SUCCESS;
-         }
-         else
-         {
-            status = LOCAL_INFEASIBILITY;
-         }
-
-         Number obj_value;
-         retval = tnlp_->eval_f(n_full_x_, full_x_, false, obj_value);
-         ASSERT_EXCEPTION(retval, IpoptNLP::Eval_Error,
-                          "All variables are fixed, but objective cannot be evaluated at fixed point.");
-         // Call finalize_solution so that user has required information
-         Number* full_z_L = new Number[n_full_x_];
-         Number* full_z_U = new Number[n_full_x_];
-         Number* full_lambda = new Number[n_full_g_];
-         // For now, we return zeros as multipliers... (ToDo?)
-         const Number zero = 0.;
-         IpBlasCopy(n_full_x_, &zero, 0, full_z_L, 1);
-         IpBlasCopy(n_full_x_, &zero, 0, full_z_U, 1);
-         IpBlasCopy(n_full_g_, &zero, 0, full_lambda, 1);
-         tnlp_->finalize_solution(status, n_full_x_, full_x_, full_z_L, full_z_U, n_full_g_, full_g_, full_lambda,
-                                  obj_value, NULL, NULL);
-         delete[] full_z_L;
-         delete[] full_z_U;
-         delete[] full_lambda;
-
-         // Free memory
-         delete[] x_not_fixed_map;
-         delete[] x_l_map;
-         delete[] x_u_map;
-         delete[] c_map;
-         delete[] d_map;
-         delete[] d_l_map;
-         delete[] d_u_map;
-         delete[] x_l;
-         delete[] x_u;
-         delete[] g_l;
-         delete[] g_u;
-
-         // NOTE: we have passed the primal solution to the user, but not to Ipopt
-         // that is, Ipopt's data object still holds none or another solution
-         // However, since IpoptApplication will not call finalize_solution with this point if
-         // it gets a NO_FREE_VARIABLES_* exception, this should be good enough.
-         char string[128];
-         Snprintf(string, 127, "All variables are fixed, and constraint violation is %e", max_viol);
-         if( status == SUCCESS )
-         {
-            jnlst_->Printf(J_WARNING, J_INITIALIZATION,
-                           "All variables are fixed and constraint violation %e\n   is below tolerance %e. Declaring success.\n",
-                           max_viol, tol_);
-            THROW_EXCEPTION(NO_FREE_VARIABLES_BUT_FEASIBLE, string);
-         }
-         else
-         {
-            jnlst_->Printf(J_WARNING, J_INITIALIZATION,
-                           "All variables are fixed and constraint violation %e\n  is above tolerance %e. Declaring that problem is infeasible.\n",
-                           max_viol, tol_);
-            THROW_EXCEPTION(NO_FREE_VARIABLES_AND_INFEASIBLE, string);
-         }
-      }
-
       // If requested, check if there are linearly dependent equality
       // constraints
       if( n_c > 0 && IsValid(dependency_detector_) )