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MySensTNLP.hpp
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1 // Copyright 2009 Hans Pirnay
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Date : 2010-10-04
6 
7 #ifndef __MYSENSNLP_HPP__
8 #define __MYSENSNLP_HPP__
9 
10 #include "IpTNLP.hpp"
11 
12 namespace Ipopt
13 {
14 
15  class MySensTNLP : public TNLP
16  {
17  public:
18 
20  MySensTNLP();
21 
23  virtual ~MySensTNLP();
24 
28  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
29  Index& nnz_h_lag, IndexStyleEnum& index_style);
30 
32  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
33  Index m, Number* g_l, Number* g_u);
34 
36  virtual bool get_starting_point(Index n, bool init_x, Number* x,
37  bool init_z, Number* z_L, Number* z_U,
38  Index m, bool init_lambda,
39  Number* lambda);
40 
42  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
43 
45  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
46 
48  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
49 
54  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
55  Index m, Index nele_jac, Index* iRow, Index *jCol,
56  Number* values);
57 
62  virtual bool eval_h(Index n, const Number* x, bool new_x,
63  Number obj_factor, Index m, const Number* lambda,
64  bool new_lambda, Index nele_hess, Index* iRow,
65  Index* jCol, Number* values);
66 
68 
69  virtual bool get_var_con_metadata(Index n,
70  StringMetaDataMapType& var_string_md,
71  IntegerMetaDataMapType& var_integer_md,
72  NumericMetaDataMapType& var_numeric_md,
73  Index m,
74  StringMetaDataMapType& con_string_md,
75  IntegerMetaDataMapType& con_integer_md,
76  NumericMetaDataMapType& con_numeric_md);
77 
81  virtual void finalize_solution(SolverReturn status,
82  Index n, const Number* x, const Number* z_L, const Number* z_U,
83  Index m, const Number* g, const Number* lambda,
84  Number obj_value,
85  const IpoptData* ip_data,
88 
89  private:
101  MySensTNLP(const MySensTNLP&);
104  };
105 
106 }
107 
108 #endif
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Definition: IpTNLP.hpp:86
Number * x
Input: Starting point Output: Optimal solution.
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)
Method to return: 1) The structure of the hessian of the lagrangian (if &quot;values&quot; is NULL) 2) The valu...
Class for all IPOPT specific calculated quantities.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Number Number Index m
Number of constraints.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to return the bounds for my problem.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
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...
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to return the constraint residuals.
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)
Definition: IpAlgTypes.hpp:22
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
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)
Method to return the starting point for the algorithm.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
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)
Method to return the gradient of the objective.
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Definition: IpTNLP.hpp:85
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
Definition: IpTNLP.hpp:84
MySensTNLP & operator=(const MySensTNLP &)
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
Method to return: 1) The structure of the jacobian (if &quot;values&quot; is NULL) 2) The values of the jacobia...
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&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
MySensTNLP()
default constructor
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to return the objective value.
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to return some info about the nlp.
virtual ~MySensTNLP()
default destructor