A TNLP for Ipopt that uses SMAG to interface the problem formulation. More...

#include <SmagMINLP.hpp>

Inheritance diagram for SMAG_MINLP:

Collaboration diagram for SMAG_MINLP:

Public Member Functions
	SMAG_MINLP (smagHandle_t prob)
	Contructor. More...

virtual	~SMAG_MINLP ()
	Default destructor. More...

virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, TNLP::IndexStyleEnum &index_style)
	Method to return some info about the nlp. More...

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	Method to return the bounds for my problem. More...

virtual bool	get_variables_types (Index n, VariableType *var_types)
	Pass the type of the variables (INTEGER, BINARY, CONTINUOUS) to the optimizer. More...

virtual bool	get_variables_linearity (Index n, Ipopt::TNLP::LinearityType *var_linearity)
	Pass the type of the variables linearity (LINEAR, NON_LINEAR) to the optimizer. More...

virtual bool	get_constraints_linearity (Index m, Ipopt::TNLP::LinearityType *const_types)
	Pass the type of the constraints (LINEAR, NON_LINEAR) to the optimizer. More...

virtual bool	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)
	Method to return the starting point for the algorithm. More...

virtual bool	get_scaling_parameters (Number &obj_scaling, bool &use_x_scaling, Index n, Number x_scaling, bool &use_g_scaling, Index m, Number g_scaling)

virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to return the objective value. More...

virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	Method to return the gradient of the objective. More...

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to return the constraint residuals. More...

virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, Number values)
	Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL) More...

virtual bool	eval_gi (Index n, const Number *x, bool new_x, Index i, Number &gi)
	Compute the value of a single constraint. More...

virtual bool	eval_grad_gi (Index n, const Number x, bool new_x, Index i, Index &nele_grad_gi, Index jCol, Number *values)
	Compute the structure or values of the gradient for one constraint. More...

virtual bool	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)
	Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL) More...

virtual void	finalize_solution (TMINLP::SolverReturn status, Index n, const Number *x, Number obj_value)

virtual const SosInfo *	sosConstraints () const
	Provides information about SOS constraints. More...

virtual const BranchingInfo *	branchingInfo () const
	Provides information about branching priorities. More...

Public Attributes
double	div_iter_tol

long int	domviolations

double	clock_start

int	model_status

int	solver_status

Private Member Functions
	SMAG_MINLP ()

	SMAG_MINLP (const SMAG_MINLP &)

SMAG_MINLP &	operator= (const SMAG_MINLP &)

void	setupPrioritiesSOS ()
	Internal routine to initialize sosinfo and branchinginfo. More...

Private Attributes
smagHandle_t	prob

double *	negLambda

double	isMin

SosInfo	sosinfo

BranchingInfo	branchinginfo

Detailed Description

A TNLP for Ipopt that uses SMAG to interface the problem formulation.

Definition at line 31 of file SmagMINLP.hpp.

Constructor & Destructor Documentation

SMAG_MINLP::SMAG_MINLP ( smagHandle_t prob )

Contructor.

Parameters

prob	The SMAG handle for the problem.

virtual SMAG_MINLP::~SMAG_MINLP ( )

virtual

Default destructor.

SMAG_MINLP::SMAG_MINLP ( )

private

SMAG_MINLP::SMAG_MINLP ( const SMAG_MINLP & )

private

Member Function Documentation

virtual bool SMAG_MINLP::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		TNLP::IndexStyleEnum &	index_style
	)

virtual

Method to return some info about the nlp.

virtual bool SMAG_MINLP::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)

virtual

Method to return the bounds for my problem.

virtual bool SMAG_MINLP::get_variables_types	(	Index	n,
		VariableType *	var_types
	)

virtual

Pass the type of the variables (INTEGER, BINARY, CONTINUOUS) to the optimizer.

Parameters

n	size of var_types (has to be equal to the number of variables in the problem).
var_types	types of the variables (has to be filled by function).

virtual bool SMAG_MINLP::get_variables_linearity	(	Index	n,
		Ipopt::TNLP::LinearityType *	var_linearity
	)

virtual

Pass the type of the variables linearity (LINEAR, NON_LINEAR) to the optimizer.

Parameters

n	size of var_linearity (has to be equal to the number of variables in the problem).
var_linearity	linearity of the variables (has to be filled by function).

virtual bool SMAG_MINLP::get_constraints_linearity	(	Index	m,
		Ipopt::TNLP::LinearityType *	const_types
	)

virtual

Pass the type of the constraints (LINEAR, NON_LINEAR) to the optimizer.

Parameters

m	size of const_types (has to be equal to the number of constraints in the problem).
const_types	types of the constraints (has to be filled by function).

virtual bool SMAG_MINLP::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
	)

virtual

Method to return the starting point for the algorithm.

virtual bool SMAG_MINLP::get_scaling_parameters	(	Number &	obj_scaling,
		bool &	use_x_scaling,
		Index	n,
		Number *	x_scaling,
		bool &	use_g_scaling,
		Index	m,
		Number *	g_scaling
	)

virtual

virtual bool SMAG_MINLP::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)

virtual

Method to return the objective value.

virtual bool SMAG_MINLP::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)

virtual

Method to return the gradient of the objective.

virtual bool SMAG_MINLP::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)

virtual

Method to return the constraint residuals.

virtual bool SMAG_MINLP::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)

virtual

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)

virtual bool SMAG_MINLP::eval_gi	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	i,
		Number &	gi
	)

virtual

Compute the value of a single constraint.

Parameters

n	the number of variables
x	the point to evaluate
new_x	whether x is a new point
i	the constraint number (starting counting from 0)
gi	to store the value of g_i at x

virtual bool SMAG_MINLP::eval_grad_gi	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	i,
		Index &	nele_grad_gi,
		Index *	jCol,
		Number *	values
	)

virtual

Compute the structure or values of the gradient for one constraint.

Things are like with eval_jac_g.

Parameters

n	the number of variables
x	the point to compute the gradient for
new_x	whether x is a new point
i	the constraint number (starting counting from 0)
nele_grad_gi	the number of nonzero elements in the gradient of g_i
jCol	the indices of the nonzero columns
values	the values for the nonzero columns

virtual bool SMAG_MINLP::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
	)

virtual

Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL)

virtual void SMAG_MINLP::finalize_solution	(	TMINLP::SolverReturn	status,
		Index	n,
		const Number *	x,
		Number	obj_value
	)

virtual

virtual const SosInfo* SMAG_MINLP::sosConstraints ( ) const

virtual

Provides information about SOS constraints.

virtual const BranchingInfo* SMAG_MINLP::branchingInfo ( ) const

virtual

Provides information about branching priorities.

SMAG_MINLP& SMAG_MINLP::operator= ( const SMAG_MINLP & )

private

void SMAG_MINLP::setupPrioritiesSOS ( )

private

Internal routine to initialize sosinfo and branchinginfo.

Member Data Documentation

double SMAG_MINLP::div_iter_tol

Definition at line 136 of file SmagMINLP.hpp.

long int SMAG_MINLP::domviolations

Definition at line 137 of file SmagMINLP.hpp.

double SMAG_MINLP::clock_start

Definition at line 138 of file SmagMINLP.hpp.

int SMAG_MINLP::model_status

Definition at line 139 of file SmagMINLP.hpp.

int SMAG_MINLP::solver_status

Definition at line 139 of file SmagMINLP.hpp.

smagHandle_t SMAG_MINLP::prob

private

Definition at line 141 of file SmagMINLP.hpp.

double* SMAG_MINLP::negLambda

private

Definition at line 142 of file SmagMINLP.hpp.

double SMAG_MINLP::isMin

private

Definition at line 143 of file SmagMINLP.hpp.

SosInfo SMAG_MINLP::sosinfo

private

Definition at line 146 of file SmagMINLP.hpp.

BranchingInfo SMAG_MINLP::branchinginfo

private

Definition at line 147 of file SmagMINLP.hpp.

The documentation for this class was generated from the following file:

SmagMINLP.hpp

Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation