CppAD::ipopt::solve_callback< Dvector, ADvector, FG_eval > Class Template Reference

Class that Ipopt uses for obtaining information about this problem. More...

Inheritance diagram for CppAD::ipopt::solve_callback< Dvector, ADvector, FG_eval >:

Public Member Functions
virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Evaluate the objective fucntion f(x). More...
virtual bool	eval_g (Index n, const Number *x, bool new_x, Index m, Number *g)
	Evaluate the function g(x). More...
virtual bool	eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f)
	Evaluate the gradient of f(x). 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)
	Evaluate the Hessian of the Lagragian. 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)
	Evaluate the Jacobian of g(x). More...
virtual void	finalize_solution (Ipopt::SolverReturn status, Index n, const Number *x, const Number *z_L, const Number *z_U, Index m, const Number *g, const Number *lambda, Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
	Pass solution information from Ipopt to users solution structure. More...
virtual bool	get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
	Return bound information about optimization problem. More...
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	Return dimension information about optimization problem. 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)
	Return initial x value where optimiation is started. More...
	solve_callback (size_t nf, size_t nx, size_t ng, const Dvector &xi, const Dvector &xl, const Dvector &xu, const Dvector &gl, const Dvector &gu, FG_eval &fg_eval, bool retape, bool sparse_forward, bool sparse_reverse, solve_result< Dvector > &solution)
	Constructor for the interface between ipopt::solve and Ipopt. More...

Private Types
typedef Ipopt::Index	Index
	An index value used by Ipopt. More...
typedef Ipopt::TNLP::IndexStyleEnum	IndexStyleEnum
	Indexing style used in Ipopt sparsity structure. More...
typedef Ipopt::Number	Number
	A Scalar value used by Ipopt. More...

Private Member Functions
void	cache_new_x (const Number *x)
	Cache information for a new value of x. More...

Private Attributes
CppAD::ADFun< double >	adfun_
	AD function object that evaluates x -> [ f(x) , g(x) ] If retape is false, this object is initialzed by constructor otherwise it is set by cache_new_x each time it is called. More...
CppAD::vector< size_t >	col_hes_
	Column indices of Hessian left triangle in same order as row_hes_. (Set by constructor and not changed.) More...
CppAD::vector< size_t >	col_jac_
	Column indices for Jacobian of g(x), same order as row_jac_. (Set by constructor and not changed.) More...
CppAD::vector< size_t >	col_order_jac_
	col_order_jac_ sorts row_jac_ and col_jac_ in column order. (Set by constructor and not changed.) More...
Dvector	fg0_
	value of fg corresponding to previous new_x More...
FG_eval &	fg_eval_
	object that evaluates f(x) and g(x) More...
const Dvector &	gl_
	lower limit for g(x) More...
const Dvector &	gu_
	upper limit for g(x) More...
const size_t	nf_
	dimension of the range space for f(x). The objective is sum_i f_i (x). Note that, at this point, there is no advantage having nf_ > 1. More...
const size_t	ng_
	dimension of the range space for g(x) More...
const size_t	nx_
	dimension of the domain space for f(x) and g(x) More...
CppAD::vectorBool	pattern_hes_
	Sparsity pattern for Hessian of Lagragian If sparse is true, this pattern set by constructor and does not change. Otherwise this vector has size zero. More...
CppAD::vectorBool	pattern_jac_
	Sparsity pattern for Jacobian of [f(x), g(x) ]. If sparse is true, this pattern set by constructor and does not change. Otherwise this vector has size zero. More...
bool	retape_
	should operation sequence be retaped for each new x. More...
CppAD::vector< size_t >	row_hes_
	Row indices of Hessian lower left triangle in row order. (Set by constructor and not changed.) More...
CppAD::vector< size_t >	row_jac_
	Row indices of [f(x), g(x)] for Jacobian of g(x) in row order. (Set by constructor and not changed.) More...
solve_result< Dvector > &	solution_
	final results are returned to this structure More...
bool	sparse_forward_
	Should sparse methods be used to compute Jacobians and Hessians with forward mode used for Jacobian. More...
bool	sparse_reverse_
	Should sparse methods be used to compute Jacobians and Hessians with reverse mode used for Jacobian. More...
CppAD::sparse_hessian_work	work_hes_
	Work vector used by SparseJacobian, stored here to avoid recalculation. More...
CppAD::sparse_jacobian_work	work_jac_
	Work vector used by SparseJacobian, stored here to avoid recalculation. More...
Dvector	x0_
	value of x corresponding to previous new_x More...
const Dvector &	xi_
	initial value for x More...
const Dvector &	xl_
	lower limit for x More...
const Dvector &	xu_
	upper limit for x More...

Detailed Description

template<class Dvector, class ADvector, class FG_eval>
class CppAD::ipopt::solve_callback< Dvector, ADvector, FG_eval >

Class that Ipopt uses for obtaining information about this problem.

Evaluation Methods

The set of evaluation methods for this class is

     { eval_f, eval_grad_f, eval_g, eval_jac_g, eval_h }

Note that the bool return flag for the evaluations methods does not appear in the Ipopt documentation. Looking at the code, it seems to be a flag telling Ipopt to abort when the flag is false.

Definition at line 42 of file solve_callback.hpp.

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

• solve_callback.hpp