Ipopt  3.12.9
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpTNLPReducer.hpp
Go to the documentation of this file.
1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2008-08-10
8 
9 #ifndef __IPTNLPREDUCER_HPP__
10 #define __IPTNLPREDUCER_HPP__
11 
12 #include "IpTNLP.hpp"
13 
14 namespace Ipopt
15 {
23  class TNLPReducer : public TNLP
24  {
25  public:
31  TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip,
32  Index n_xL_skip, const Index* index_xL_skip,
33  Index n_xU_skip, const Index* index_xU_skip,
34  Index n_x_fix, const Index* index_f_fix);
35 
37  virtual ~TNLPReducer();
39 
41  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
42  Index& nnz_h_lag, IndexStyleEnum& index_style);
43 
44  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
45  Index m, Number* g_l, Number* g_u);
46 
48  bool& use_x_scaling, Index n,
50  bool& use_g_scaling, Index m,
51  Number* g_scaling);
52 
53  virtual bool get_variables_linearity(Index n, LinearityType* var_types);
54 
55  virtual bool get_constraints_linearity(Index m, LinearityType* const_types);
56 
57  virtual bool get_starting_point(Index n, bool init_x, Number* x,
58  bool init_z, Number* z_L, Number* z_U,
59  Index m, bool init_lambda,
60  Number* lambda);
61 
62  virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate);
63 
64  virtual bool eval_f(Index n, const Number* x, bool new_x,
65  Number& obj_value);
66 
67  virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
68  Number* grad_f);
69 
70  virtual bool eval_g(Index n, const Number* x, bool new_x,
71  Index m, Number* g);
72 
73  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
74  Index m, Index nele_jac, Index* iRow,
75  Index *jCol, Number* values);
76 
77  virtual bool eval_h(Index n, const Number* x, bool new_x,
78  Number obj_factor, Index m, const Number* lambda,
79  bool new_lambda, Index nele_hess,
80  Index* iRow, Index* jCol, Number* values);
81 
82  virtual void finalize_solution(SolverReturn status,
83  Index n, const Number* x, const Number* z_L, const Number* z_U,
84  Index m, const Number* g, const Number* lambda,
85  Number obj_value,
86  const IpoptData* ip_data,
88 
89  virtual bool intermediate_callback(AlgorithmMode mode,
90  Index iter, Number obj_value,
91  Number inf_pr, Number inf_du,
92  Number mu, Number d_norm,
93  Number regularization_size,
94  Number alpha_du, Number alpha_pr,
95  Index ls_trials,
96  const IpoptData* ip_data,
98 
100 
101  virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
102  Index* pos_nonlin_vars);
104 
105  private:
115  TNLPReducer();
116 
118  TNLPReducer(const TNLPReducer&);
119 
121  void operator=(const TNLPReducer&);
123 
130 
133 
137 
141 
145 
148 
151 
154 
158 
161 
164 
167 
170 
173 
176  };
177 
178 } // namespace Ipopt
179 
180 #endif
Index n_xU_skip_
Number of upper variable bounds to be skipped.
Index n_xL_skip_
Number of lower variable bounds to be skipped.
Index * index_xU_skip_
Array of indices of the upper variable bounds to be skipped.
Number * x
Input: Starting point Output: Optimal solution.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
overload this method to return the vector of constraint values
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Index m_reduced_
Number of constraints in reduced NLP.
virtual Index get_number_of_nonlinear_variables()
Number Number Index m
Number of constraints.
Index * g_keep_map_
Map from original constraints to new constraints.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
overload this method to return the information about the bound on the variables and constraints...
Index * index_xL_skip_
Array of indices of the lower variable bounds to be skipped.
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
virtual bool get_warm_start_iterate(IteratesVector &warm_start_iterate)
overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) f...
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)
overload this method to return the hessian of the lagrangian.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
IndexStyleEnum index_style_orig_
Index style for original problem.
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Index * jac_g_skipped_
Array of Jacobian elements that are to be skipped.
Index n_g_skip_
Number of constraints to be skipped.
SmartPtr< TNLP > tnlp_
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
overload this method to return the jacobian of the constraints.
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
overload this method to return the vector of the gradient of the objective w.r.t. ...
LinearityType
Type of the constraints.
Definition: IpTNLP.hpp:54
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
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)
overload this method to return the starting point.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Index * index_x_fix_
Array of indices of the variables that are to be fixed.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Index nnz_jac_g_skipped_
Number of Jacobian nonzeros that are skipped.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
Number Number * x_scaling
Index * index_g_skip_
Array of indices of the constraints that are to be skipped.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
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)
overload this method to return scaling parameters.
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...
void operator=(const TNLPReducer &)
Overloaded Equals Operator.
Index n_x_fix_
Number of variables that are to be fixed to initial value.
Number Number Number * g_scaling
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
virtual ~TNLPReducer()
Default destructor.
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to th...
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.
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).
Index nnz_jac_g_reduced_
Number of Jacobian nonzeros in the reduced NLP.
Number obj_scaling
TNLPReducer()
Default Constructor.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
overload this method to return the value of the objective function