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MyNLP.hpp
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1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: MyNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-11-05
8 
9 #ifndef __MYNLP_HPP__
10 #define __MYNLP_HPP__
11 
12 #include "IpTNLP.hpp"
13 
14 using namespace Ipopt;
15 
28 class MyNLP : public TNLP
29 {
30 public:
32  MyNLP();
33 
35  virtual ~MyNLP();
36 
40  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
41  Index& nnz_h_lag, IndexStyleEnum& index_style);
42 
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  virtual bool get_starting_point(Index n, bool init_x, Number* x,
49  bool init_z, Number* z_L, Number* z_U,
50  Index m, bool init_lambda,
51  Number* lambda);
52 
54  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
55 
57  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
58 
60  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
61 
66  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
67  Index m, Index nele_jac, Index* iRow, Index *jCol,
68  Number* values);
69 
74  virtual bool eval_h(Index n, const Number* x, bool new_x,
75  Number obj_factor, Index m, const Number* lambda,
76  bool new_lambda, Index nele_hess, Index* iRow,
77  Index* jCol, Number* values);
78 
80 
84  virtual void finalize_solution(SolverReturn status,
85  Index n, const Number* x, const Number* z_L, const Number* z_U,
86  Index m, const Number* g, const Number* lambda,
87  Number obj_value,
88  const IpoptData* ip_data,
91 
92 private:
104  // MyNLP();
105  MyNLP(const MyNLP&);
106  MyNLP& operator=(const MyNLP&);
108 };
109 
110 
111 #endif
C++ Example NLP for interfacing a problem with IPOPT.
Definition: MyNLP.hpp:28
Number * x
Input: Starting point Output: Optimal solution.
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 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 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.
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
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.
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Base class for all NLP's that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.