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LuksanVlcek5.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: LuksanVlcek5.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-127
8 
9 #ifndef __LUKSANVLCEK5_HPP__
10 #define __LUKSANVLCEK5_HPP__
11 
12 #include "RegisteredTNLP.hpp"
13 
14 using namespace Ipopt;
15 
20 {
21 public:
26  LuksanVlcek5(Number g_l, Number g_u);
27 
29  virtual ~LuksanVlcek5()
30  {}
31  ;
32 
34  virtual bool InitializeProblem(Index N);
35 
39  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
40  Index& nnz_h_lag, IndexStyleEnum& index_style);
41 
43  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
44  Index m, Number* g_l, Number* g_u);
45 
47  virtual bool get_starting_point(Index n, bool init_x, Number* x,
48  bool init_z, Number* z_L, Number* z_U,
49  Index m, bool init_lambda,
50  Number* lambda);
51 
53  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
54 
56  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
57 
59  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
60 
65  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
66  Index m, Index nele_jac, Index* iRow, Index *jCol,
67  Number* values);
68 
73  virtual bool eval_h(Index n, const Number* x, bool new_x,
74  Number obj_factor, Index m, const Number* lambda,
75  bool new_lambda, Index nele_hess, Index* iRow,
76  Index* jCol, Number* values);
77 
79 
83  virtual void finalize_solution(SolverReturn status,
84  Index n, const Number* x, const Number* z_L, const Number* z_U,
85  Index m, const Number* g, const Number* lambda,
86  Number obj_value,
87  const IpoptData* ip_data,
90 
91 private:
103  LuksanVlcek5();
104  LuksanVlcek5(const LuksanVlcek5&);
105  LuksanVlcek5& operator=(const LuksanVlcek5&);
107 
110 
115 };
116 
117 #endif
Number * x
Input: Starting point Output: Optimal solution.
Implementation of Example 5.5 from "Sparse and Parially Separable Test Problems for Unconstrained and...
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
Number g_u_
General upper bound for all constraints.
Number Number Index m
Number of constraints.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Number g_l_
General lower bound for all constraints.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
Index N_
Parameter determining problem size.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
virtual ~LuksanVlcek5()
Default destructor.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Class implemented the NLP discretization of.
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.