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IpIpoptNLP.hpp
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1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpIpoptNLP.hpp 2594 2015-08-09 14:31:05Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPIPOPTNLP_HPP__
10 #define __IPIPOPTNLP_HPP__
11 
12 #include "IpNLP.hpp"
13 #include "IpJournalist.hpp"
14 #include "IpNLPScaling.hpp"
15 
16 namespace Ipopt
17 {
18  // forward declarations
19  class IteratesVector;
20 
28  class IpoptNLP : public ReferencedObject
29  {
30  public:
34  :
35  nlp_scaling_(nlp_scaling)
36  {}
37 
39  virtual ~IpoptNLP()
40  {}
42 
45  virtual bool Initialize(const Journalist& jnlst,
46  const OptionsList& options,
47  const std::string& prefix)
48  {
49  bool ret = true;
50  if (IsValid(nlp_scaling_)) {
51  ret = nlp_scaling_->Initialize(jnlst, options, prefix);
52  }
53  return ret;
54  }
55 
59  DECLARE_STD_EXCEPTION(Eval_Error);
61 
64  bool init_x,
65  SmartPtr<Vector>& y_c,
66  bool init_y_c,
67  SmartPtr<Vector>& y_d,
68  bool init_y_d,
69  SmartPtr<Vector>& z_L,
70  bool init_z_L,
71  SmartPtr<Vector>& z_U,
72  bool init_z_U,
73  SmartPtr<Vector>& v_L,
74  SmartPtr<Vector>& v_U
75  ) = 0;
76 
78  virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)=0;
79 
83  virtual Number f(const Vector& x) = 0;
84 
86  virtual SmartPtr<const Vector> grad_f(const Vector& x) = 0;
87 
89  virtual SmartPtr<const Vector> c(const Vector& x) = 0;
90 
92  virtual SmartPtr<const Matrix> jac_c(const Vector& x) = 0;
93 
96  virtual SmartPtr<const Vector> d(const Vector& x) = 0;
97 
99  virtual SmartPtr<const Matrix> jac_d(const Vector& x) = 0;
100 
102  virtual SmartPtr<const SymMatrix> h(const Vector& x,
103  Number obj_factor,
104  const Vector& yc,
105  const Vector& yd
106  ) = 0;
107 
109  virtual SmartPtr<const Vector> x_L() const = 0;
110 
112  virtual SmartPtr<const Matrix> Px_L() const = 0;
113 
115  virtual SmartPtr<const Vector> x_U() const = 0;
116 
118  virtual SmartPtr<const Matrix> Px_U() const = 0;
119 
121  virtual SmartPtr<const Vector> d_L() const = 0;
122 
124  virtual SmartPtr<const Matrix> Pd_L() const = 0;
125 
127  virtual SmartPtr<const Vector> d_U() const = 0;
128 
130  virtual SmartPtr<const Matrix> Pd_U() const = 0;
131 
133  virtual SmartPtr<const VectorSpace> x_space() const = 0;
134 
139 
144  SmartPtr<const VectorSpace>& x_l_space,
145  SmartPtr<const MatrixSpace>& px_l_space,
146  SmartPtr<const VectorSpace>& x_u_space,
147  SmartPtr<const MatrixSpace>& px_u_space,
148  SmartPtr<const VectorSpace>& d_l_space,
149  SmartPtr<const MatrixSpace>& pd_l_space,
150  SmartPtr<const VectorSpace>& d_u_space,
151  SmartPtr<const MatrixSpace>& pd_u_space,
152  SmartPtr<const MatrixSpace>& Jac_c_space,
153  SmartPtr<const MatrixSpace>& Jac_d_space,
154  SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space) = 0;
155 
158  virtual void AdjustVariableBounds(const Vector& new_x_L,
159  const Vector& new_x_U,
160  const Vector& new_d_L,
161  const Vector& new_d_U)=0;
162 
165  virtual Index f_evals() const = 0;
166  virtual Index grad_f_evals() const = 0;
167  virtual Index c_evals() const = 0;
168  virtual Index jac_c_evals() const = 0;
169  virtual Index d_evals() const = 0;
170  virtual Index jac_d_evals() const = 0;
171  virtual Index h_evals() const = 0;
173 
183  virtual bool objective_depends_on_mu() const
184  {
185  return false;
186  }
187 
190  virtual Number f(const Vector& x, Number mu) = 0;
191 
194  virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu) = 0;
195 
198  virtual SmartPtr<const SymMatrix> h(const Vector& x,
199  Number obj_factor,
200  const Vector& yc,
201  const Vector& yd,
202  Number mu) = 0;
203 
209 
212  virtual void FinalizeSolution(SolverReturn status,
213  const Vector& x, const Vector& z_L, const Vector& z_U,
214  const Vector& c, const Vector& d,
215  const Vector& y_c, const Vector& y_d,
216  Number obj_value,
217  const IpoptData* ip_data,
218  IpoptCalculatedQuantities* ip_cq)=0;
219 
220  virtual bool IntermediateCallBack(AlgorithmMode mode,
221  Index iter, Number obj_value,
222  Number inf_pr, Number inf_du,
223  Number mu, Number d_norm,
224  Number regularization_size,
225  Number alpha_du, Number alpha_pr,
226  Index ls_trials,
230 
233  {
235  return nlp_scaling_;
236  }
237 
238  private:
239 
248 
250  IpoptNLP(const IpoptNLP&);
251 
253  void operator=(const IpoptNLP&);
255 
257  };
258 
259 } // namespace Ipopt
260 
261 #endif
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:579
Number * x
Input: Starting point Output: Optimal solution.
void operator=(const IpoptNLP &)
Overloaded Equals Operator.
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
IpoptNLP(const SmartPtr< NLPScalingObject > nlp_scaling)
Definition: IpIpoptNLP.hpp:33
virtual SmartPtr< const Matrix > Pd_U() const =0
Permutation matrix (d_U_ -&gt; d.
virtual Index h_evals() const =0
virtual Index c_evals() const =0
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const =0
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it&#39;s approximation) ...
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)=0
Method accessing the GetWarmStartIterate of the NLP.
AlgorithmMode
enum to indicate the mode in which the algorithm is
virtual SmartPtr< const SymMatrix > uninitialized_h()=0
Provides a Hessian matrix from the correct matrix space with uninitialized values.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Vector Base Class.
Definition: IpVector.hpp:47
SmartPtr< NLPScalingObject > NLP_scaling() const
Returns the scaling strategy object.
Definition: IpIpoptNLP.hpp:232
virtual Index grad_f_evals() const =0
virtual Index f_evals() const =0
virtual ~IpoptNLP()
Default destructor.
Definition: IpIpoptNLP.hpp:39
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)=0
Hessian of the Lagrangian.
virtual SmartPtr< const Vector > d_L() const =0
Lower bounds on d.
SmartPtr< NLPScalingObject > nlp_scaling_
Definition: IpIpoptNLP.hpp:256
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
ReferencedObject class.
This class stores a list of user set options.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)=0
Jacobian Matrix for inequality constraints.
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
Definition: IpIpoptNLP.hpp:45
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)=0
Method for adapting the variable bounds.
virtual Index jac_c_evals() const =0
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
DECLARE_STD_EXCEPTION(Eval_Error)
thrown if there is any error evaluating values from the nlp
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
virtual SmartPtr< const Vector > d_U() const =0
Upper bounds on d.
virtual bool objective_depends_on_mu() const
Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the ...
Definition: IpIpoptNLP.hpp:183
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
virtual SmartPtr< const Vector > x_U() const =0
Upper bounds on x.
virtual Number f(const Vector &x)=0
Accessor methods for model data.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)=0
Jacobian Matrix for equality constraints.
virtual SmartPtr< const Matrix > Px_U() const =0
Permutation matrix (x_U_ -&gt; x.
virtual SmartPtr< const VectorSpace > x_space() const =0
x_space
virtual SmartPtr< const Matrix > Pd_L() const =0
Permutation matrix (d_L_ -&gt; d)
Class responsible for all message output.
virtual SmartPtr< const Matrix > Px_L() const =0
Permutation matrix (x_L_ -&gt; x)
virtual SmartPtr< const Vector > grad_f(const Vector &x)=0
Gradient of the objective.
virtual SmartPtr< const Vector > d(const Vector &x)=0
Inequality constraint residual (reformulated as equalities with slacks.
virtual bool IntermediateCallBack(AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)=0
virtual bool InitializeStructures(SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)=0
Initialize (create) structures for the iteration data.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
virtual SmartPtr< const Vector > x_L() const =0
Lower bounds on x.
virtual Index d_evals() const =0
virtual SmartPtr< const Vector > c(const Vector &x)=0
Equality constraint residual.
virtual Index jac_d_evals() const =0
virtual void FinalizeSolution(SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)=0
virtual void GetSpaces(SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)=0
Accessor method for vector/matrix spaces pointers.