10 #define __IPTNLP_HPP__
24 class IpoptCalculatedQuantities;
120 bool& use_x_scaling,
Index n,
122 bool& use_g_scaling,
Index m,
154 Index m,
bool init_lambda,
244 Number regularization_size,
273 Index* pos_nonlin_vars)
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Number * x
Input: Starting point Output: Optimal solution.
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)=0
overload this method to return the jacobian of the constraints.
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
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)=0
overload this method to return the starting point.
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.
Number Number Index m
Number of constraints.
Constraint/Varaible is non-linear.
void operator=(const TNLP &)
Overloaded Equals Operator.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)=0
overload this method to return the information about the bound on the variables and constraints...
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
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.
AlgorithmMode
enum to indicate the mode in which the algorithm is
Constraint/Variable is linear.
double Number
Type of all numbers.
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...
DECLARE_STD_EXCEPTION(INVALID_TNLP)
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)=0
virtual ~TNLP()
Default destructor.
virtual void finalize_metadata(Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
This method is called just before finalize_solution.
LinearityType
Type of the constraints.
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 bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)=0
overload this method to return the vector of constraint values
virtual bool get_var_con_metadata(Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
overload this method to return any meta data for the variables and the constraints ...
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)=0
overload this method to return the value of the objective function
Class to organize all the data required by the algorithm.
virtual Index get_number_of_nonlinear_variables()
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
int Index
Type of all indices of vectors, matrices etc.
Number Number * x_scaling
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
std::map< std::string, std::vector< std::string > > StringMetaDataMapType
Number Number Number * g_scaling
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Base class for all NLP's that use standard triplet matrix form and dense vectors. ...
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)=0
overload this method to return the vector of the gradient of the objective w.r.t. ...
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)=0
This method is called when the algorithm is complete so the TNLP can store/write the solution...