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IpStdInterfaceTNLP.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpStdInterfaceTNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPSTDINTERFACETNLP_HPP__
10 #define __IPSTDINTERFACETNLP_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpTNLP.hpp"
14 #include "IpJournalist.hpp"
15 #include "IpException.hpp"
16 #include "IpStdCInterface.h"
17 #include "IpSmartPtr.hpp"
18 
19 namespace Ipopt
20 {
23  DECLARE_STD_EXCEPTION(INVALID_STDINTERFACE_NLP);
24 
30  class StdInterfaceTNLP : public TNLP
31  {
32  public:
39  StdInterfaceTNLP(Index n_var,
40  const Number* x_L, const Number* x_U,
41  Index n_con,
42  const Number* g_L, const Number* g_U,
46  const Number* start_x,
47  const Number* start_lam,
48  const Number* start_z_L,
49  const Number* start_z_U,
56  Number* x_sol,
57  Number* z_L_sol,
58  Number* z_U_sol,
59  Number* g_sol,
60  Number* lam_sol,
61  Number* obj_sol,
64  const Number* x_scaling = NULL,
65  const Number* g_scaling = NULL);
66 
68  virtual ~StdInterfaceTNLP();
70 
75  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
76  Index& nnz_h_lag, IndexStyleEnum& index_style);
77 
79  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
80  Index m, Number* g_l, Number* g_u);
81 
85  bool& use_x_scaling, Index n,
87  bool& use_g_scaling, Index m,
88  Number* g_scaling);
89 
91  virtual bool get_starting_point(Index n, bool init_x, Number* x,
92  bool init_z, Number* z_L, Number* z_U,
93  Index m, bool init_lambda, Number* lambda);
94 
96  virtual bool eval_f(Index n, const Number* x, bool new_x,
97  Number& obj_value);
98 
101  virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
102  Number* grad_f);
103 
105  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m,
106  Number* g);
107 
111  virtual bool eval_jac_g(Index n, const Number* x, bool new_x, Index m,
112  Index nele_jac, Index* iRow, Index *jCol,
113  Number* values);
114 
117  virtual bool eval_h(Index n, const Number* x, bool new_x,
118  Number obj_factor, Index m, const Number* lambda,
119  bool new_lambda, Index nele_hess, Index* iRow,
120  Index* jCol, Number* values);
121 
123  virtual bool intermediate_callback(AlgorithmMode mode,
124  Index iter, Number obj_value,
125  Number inf_pr, Number inf_du,
126  Number mu, Number d_norm,
127  Number regularization_size,
128  Number alpha_du, Number alpha_pr,
129  Index ls_trials,
130  const IpoptData* ip_data,
133 
136  virtual void finalize_solution(SolverReturn status,
137  Index n, const Number* x, const Number* z_L, const Number* z_U,
138  Index m, const Number* g, const Number* lambda,
139  Number obj_value,
140  const IpoptData* ip_data,
143 
144  private:
147 
151  const Index n_var_;
153  const Index n_con_;
155  const Number* x_L_;
157  const Number* x_U_;
159  const Number* g_L_;
161  const Number* g_U_;
169  const Number* start_x_;
201 
202 
205 
213 
216  void apply_new_x(bool new_x, Index n, const Number* x);
217 
228 
231 
233  void operator=(const StdInterfaceTNLP&);
235 
236  };
237 
238 } // namespace Ipopt
239 
240 #endif
Bool(* Intermediate_CB)(Index alg_mod, Index iter_count, 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, UserDataPtr user_data)
Type defining the callback function for giving intermediate execution control to the user...
const Number * x_U_
Pointer to Number array containing upper bounds for variables.
Bool(* Eval_Grad_F_CB)(Index n, Number *x, Bool new_x, Number *grad_f, UserDataPtr user_data)
Type defining the callback function for evaluating the gradient of the objective function.
Bool(* Eval_F_CB)(Index n, Number *x, Bool new_x, Number *obj_value, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the objective function.
Number * x
Input: Starting point Output: Optimal solution.
const Index nele_hess_
Number of non-zero elements in the Hessian.
Implementation of a TNLP for the Standard C interface.
Class for all IPOPT specific calculated quantities.
StdInterfaceTNLP()
Default Constructor.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
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)
specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values...
Eval_F_CB eval_f_
Pointer to callback function evaluating value of objective function.
const Number * start_z_U_
Pointer to Number array containing starting values for upper bound multipliers.
const Index index_style_
Starting value of the iRow and jCol parameters for matrices.
Number Number Index m
Number of constraints.
const Number * x_scaling_
Scaling factors for variables (if not NULL)
Number * non_const_x_
A non-const copy of x - this is kept up-to-date in apply_new_x.
const Number * start_x_
Pointer to Number array containing starting point for variables.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
evaluates the constraint residuals for the nlp.
Number * x_sol_
Pointers to the user provided vectors for solution.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
AlgorithmMode
enum to indicate the mode in which the algorithm is
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
virtual bool get_scaling_parameters(Number &obj_scaling, bool &use_x_scaling, Index n, Number *x_scaling, bool &use_g_scaling, Index m, Number *g_scaling)
returns scaling parameters (if nlp_scaling_method is selected as user-scaling).
const Index nele_jac_
Number of non-zero elements in the constraint Jacobian.
virtual void finalize_solution(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 IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called when the algorithm is complete so the TNLP can store/write the solution...
Number Number Index Number Number * g_U
Upper bounds on constraints.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Number obj_scaling_
Objective scaling factor.
const Number * g_U_
Pointer to Number array containing upper bounds for constraints.
Eval_G_CB eval_g_
Pointer to callback function evaluating value of constraints.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is ...
const Index n_con_
Number of constraints.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
const Number * start_lam_
Poitner to Number array containing starting values for constraint multipliers.
SmartPtr< const Journalist > jnlst_
Journlist.
Eval_Grad_F_CB eval_grad_f_
Pointer to callback function evaluating gradient of objective function.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Number * x_L
Lower bounds on variables.
Number Number Index Number * g_L
Lower bounds on constraints.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
evaluates the gradient of the objective for the nlp.
Number Number * x_U
Upper bounds on variables.
Number Number * x_scaling
Bool(* Eval_Jac_G_CB)(Index n, Number *x, Bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Jacobian of the constrant functions.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
returns bounds of the nlp.
Eval_Jac_G_CB eval_jac_g_
Pointer to callback function evaluating Jacobian of constraints.
DECLARE_STD_EXCEPTION(SUFFIX_EMPTY)
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)
provides a starting point for the nlp variables.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
evaluates the objective value for the nlp.
const Index n_var_
Number of variables.
Intermediate_CB intermediate_cb_
Pointer to intermediate callback function giving control to user.
Number Number Number * g_scaling
virtual bool intermediate_callback(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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
Intermediate Callback method for the user.
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
returns dimensions of the nlp.
const Number * g_L_
Pointer to Number array containing lower bounds for constraints.
UserDataPtr user_data_
Pointer to user data.
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
Bool(* Eval_G_CB)(Index n, Number *x, Bool new_x, Index m, Number *g, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the constraint functions.
void * UserDataPtr
A pointer for anything that is to be passed between the called and individual callback function...
Eval_H_CB eval_h_
Pointer to callback function evaluating Hessian of Lagrangian.
void apply_new_x(bool new_x, Index n, const Number *x)
Internal function to update the internal and ampl state if the x value changes.
const Number * x_L_
Pointer to Number array containing lower bounds for variables.
const Number * g_scaling_
Scaling factors for constraints (if not NULL)
Bool(* Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor, Index m, Number *lambda, Bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Hessian of the Lagrangian function.
Number Number Number Number Number Number UserDataPtr user_data
Pointer to user data.
void operator=(const StdInterfaceTNLP &)
Overloaded Equals Operator.
const Number * start_z_L_
Pointer to Number array containing starting values for lower bound multipliers.
Number obj_scaling
Intermediate_CB intermediate_cb
virtual ~StdInterfaceTNLP()
Default destructor.