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CppAD: A C++ Algorithmic Differentiation Package
20171217
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| void CppAD::ipopt::solve | ( | const std::string & | options, |
| const Dvector & | xi, | ||
| const Dvector & | xl, | ||
| const Dvector & | xu, | ||
| const Dvector & | gl, | ||
| const Dvector & | gu, | ||
| FG_eval & | fg_eval, | ||
| ipopt::solve_result< Dvector > & | solution | ||
| ) |
Use Ipopt to Solve a Nonlinear Programming Problem.
| Bvector | simple vector class with elements of type bool. |
| Dvector | simple vector class with elements of type double. |
| FG_eval | function object used to evaluate f(x) and g(x); see fg_eval below. It must also support FG_eval::ADvector
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| options | list of options, one for each line. Ipopt options (are optional) and have one of the following forms The following other possible options are listed below: Retape value
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| xi | initial argument value to start optimization procedure at. |
| xl | lower limit for argument during optimization |
| xu | upper limit for argument during optimization |
| gl | lower limit for g(x) during optimization. |
| gu | upper limit for g(x) during optimization. |
| fg_eval | function that evaluates the objective and constraints using the syntax fg_eval(fg, x)
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| solution | structure that holds the solution of the optimization. |