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TutorialCpp_nlp.hpp
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1 // Copyright (C) 2009 International Business Machines.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: TutorialCpp_nlp.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Author: Andreas Waechter IBM 2009-04-02
8 
9 // This file is part of the Ipopt tutorial. It is a correct version
10 // of a C++ implemention of the coding exercise problem (in AMPL
11 // formulation):
12 //
13 // param n := 4;
14 //
15 // var x {1..n} <= 0, >= -1.5, := -0.5;
16 //
17 // minimize obj:
18 // sum{i in 1..n} (x[i]-1)^2;
19 //
20 // subject to constr {i in 2..n-1}:
21 // (x[i]^2+1.5*x[i]-i/n)*cos(x[i+1]) - x[i-1] = 0;
22 //
23 // The constant term "i/n" in the constraint is supposed to be input data
24 //
25 
26 #ifndef __TUTORIALCPP_NLP_HPP__
27 #define __TUTORIALCPP_NLP_HPP__
28 
29 #include "IpTNLP.hpp"
30 
31 using namespace Ipopt;
32 
33 // This inherits from Ipopt's TNLP
34 class TutorialCpp_NLP : public TNLP
35 {
36 public:
38  TutorialCpp_NLP(Index N, const Number* a);
39 
41  virtual ~TutorialCpp_NLP();
42 
46  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
47  Index& nnz_h_lag, IndexStyleEnum& index_style);
48 
50  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
51  Index m, Number* g_l, Number* g_u);
52 
54  virtual bool get_starting_point(Index n, bool init_x, Number* x,
55  bool init_z, Number* z_L, Number* z_U,
56  Index m, bool init_lambda,
57  Number* lambda);
58 
60  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
61 
63  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
64 
66  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
67 
72  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
73  Index m, Index nele_jac, Index* iRow, Index *jCol,
74  Number* values);
75 
80  virtual bool eval_h(Index n, const Number* x, bool new_x,
81  Number obj_factor, Index m, const Number* lambda,
82  bool new_lambda, Index nele_hess, Index* iRow,
83  Index* jCol, Number* values);
84 
86 
90  virtual void finalize_solution(SolverReturn status,
91  Index n, const Number* x, const Number* z_L, const Number* z_U,
92  Index m, const Number* g, const Number* lambda,
93  Number obj_value,
94  const IpoptData* ip_data,
97 
98 private:
110  TutorialCpp_NLP();
112  TutorialCpp_NLP& operator=(const TutorialCpp_NLP&);
114 
118  Index N_;
120  Number* a_;
122 };
123 
124 
125 #endif
Number * x
Input: Starting point Output: Optimal solution.
Class for all IPOPT specific calculated quantities.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Number Number Index m
Number of constraints.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.