9 #ifndef __IPRESTOIPOPTNLP_HPP__
10 #define __IPRESTOIPOPTNLP_HPP__
48 const std::string& prefix);
225 Number regularization_size,
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
SmartPtr< CompoundMatrixSpace > pd_l_space_
Number * x
Input: Starting point Output: Optimal solution.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
void operator=(const RestoIpoptNLP &)
Overloaded Equals Operator.
SmartPtr< CompoundVectorSpace > x_l_space_
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
Method for adapting the variable bounds.
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
SmartPtr< CompoundVector > x_U_
Upper bounds on x.
SmartPtr< CompoundVectorSpace > c_space_
SmartPtr< CompoundMatrix > Px_U_
Permutation matrix (x_U_ -> x)
bool evaluate_orig_obj_at_resto_trial_
Flag indicating if evalution of the objective should be performed for every restoration phase objecti...
SmartPtr< CompoundVectorSpace > d_u_space_
SmartPtr< CompoundVectorSpace > d_space_
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)
Initialize (create) structures for the iteration data.
virtual Index h_evals() const
virtual Index d_evals() const
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
SmartPtr< CompoundMatrixSpace > px_l_space_
virtual Index c_evals() const
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
~RestoIpoptNLP()
Default destructor.
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
SmartPtr< CompoundVector > x_L_
Lower bounds on x.
AlgorithmMode
enum to indicate the mode in which the algorithm is
SmartPtr< IpoptData > orig_ip_data_
Pointer to the original IpoptData.
double Number
Type of all numbers.
SmartPtr< DiagMatrix > DR_x_
Number eta_factor_
scaling factor for eta calculation
SmartPtr< CompoundMatrix > Pd_U_
Permutation matrix (d_U_ -> d.
IpoptData & OrigIpData() const
Number eta_mu_exponent_
exponent for mu in eta calculation
SmartPtr< CompoundMatrix > Pd_L_
Permutation matrix (d_L_ -> d)
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)
User callback method.
SmartPtr< CompoundSymMatrixSpace > h_space_
virtual Index jac_d_evals() const
virtual bool objective_depends_on_mu() const
Accessor methods for model data.
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)
Solution Routines - overloaded from IpoptNLP.
Number Eta(Number mu) const
Method to calculate eta, the factor for the regularization term.
Template class for Smart Pointers.
Number rho_
Penalty parameter for the $l_1$ norm.
SmartPtr< CompoundVectorSpace > x_u_space_
This class stores a list of user set options.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x.
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
HessianApproximationType hessian_approximation_
Flag indicating how hessian information is obtained.
SmartPtr< CompoundMatrixSpace > jac_c_space_
HessianApproximationType
enumeration for the Hessian information type.
virtual Index grad_f_evals() const
SmartPtr< CompoundVector > d_U_
Upper bounds on d.
SmartPtr< const Vector > DR_x() const
Method returning the scaling factors for the 2-norm penalization term.
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) ...
SmartPtr< Vector > x_ref_
$x$ part of the reference point in the regularization term
Class to organize all the data required by the algorithm.
This class maps the traditional NLP into something that is more useful by Ipopt.
Number Rho() const
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
SmartPtr< IpoptNLP > orig_ip_nlp_
Pointer to the original IpoptNLP.
bool initialized_
Flag indicating if initialization method has been called.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d.
IpoptNLP & OrigIpNLP() const
int Index
Type of all indices of vectors, matrices etc.
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)
Accessor method for vector/matrix spaces pointers.
SmartPtr< IpoptCalculatedQuantities > orig_ip_cq_
Pointer to the original IpoptCalculatedQuantities.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
virtual SmartPtr< const VectorSpace > x_space() const
x_space
SmartPtr< CompoundVectorSpace > d_l_space_
Class responsible for all message output.
virtual Index f_evals() const
virtual Index jac_c_evals() const
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
SmartPtr< CompoundMatrixSpace > px_u_space_
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
SmartPtr< Vector > dr_x_
Scaling factors for the $x$ part of the regularization term.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian (incorrect version for restoration phase)
IpoptCalculatedQuantities & OrigIpCq() const
virtual Number f(const Vector &x)
Objective value (incorrect version for restoration phase)
SmartPtr< CompoundMatrixSpace > jac_d_space_
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective (incorrect version for restoration phase)
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
RestoIpoptNLP()
Default Constructor.
SmartPtr< CompoundVectorSpace > x_space_
Necessary Vector/Matrix spaces.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
SmartPtr< CompoundMatrix > Px_L_
Permutation matrix (x_L_ -> x)
SmartPtr< CompoundVector > d_L_
Lower bounds on d.
SmartPtr< CompoundMatrixSpace > pd_u_space_