IpoptRNLP Class Reference

#include <IpoptRNLP.hpp>

Inheritance diagram for IpoptRNLP:

Public Member Functions
	IpoptRNLP ()
	default constructor More...
virtual	~IpoptRNLP ()
	default destructor More...
void	set_R_environment (SEXP env)
void	set_R_eval_f (SEXP f)
void	set_R_eval_grad_f (SEXP f)
void	set_R_init_values (SEXP x0)
void	set_R_lower_bounds (SEXP lb)
void	set_R_upper_bounds (SEXP ub)
void	set_R_eval_g (SEXP g)
void	set_R_eval_jac_g (SEXP g)
void	set_R_eval_jac_g_structure (SEXP s)
void	set_R_constraint_lower_bounds (SEXP lb)
void	set_R_constraint_upper_bounds (SEXP ub)
void	set_R_eval_h (SEXP h)
void	set_R_eval_h_structure (SEXP s)
void	set_hessian_approximation (bool b)
SEXP	get_R_result_list ()
Overloaded from TNLP
virtual bool	get_nlp_info (Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, IndexStyleEnum &Index_style)
	Method to return some info about the nlp. More...
virtual bool	get_bounds_info (Ipopt::Index n, Ipopt::Number *x_l, Ipopt::Number *x_u, Ipopt::Index m, Ipopt::Number *g_l, Ipopt::Number *g_u)
	Method to return the bounds for my problem. More...
virtual bool	get_starting_point (Ipopt::Index n, bool init_x, Ipopt::Number *x, bool init_z, Ipopt::Number *z_L, Ipopt::Number *z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number *lambda)
	Method to return the starting point for the algorithm. More...
virtual bool	eval_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
	Method to return the objective value. More...
virtual bool	eval_grad_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f)
	Method to return the gradient of the objective. More...
virtual bool	eval_g (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g)
	Method to return the constraint residuals. More...
virtual bool	eval_jac_g (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
	Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL) More...
virtual bool	eval_h (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number *lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values)
	Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL) More...
Solution Methods
virtual void	finalize_solution (Ipopt::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, const Ipopt::Number *z_L, const Ipopt::Number *z_U, Ipopt::Index m, const Ipopt::Number *g, const Ipopt::Number *lambda, Ipopt::Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
	This method is called when the algorithm is complete so the TNLP can store/write the solution. More...
Public Member Functions inherited from Ipopt::TNLP
	DECLARE_STD_EXCEPTION (INVALID_TNLP)
	TNLP ()
virtual	~TNLP ()
	Default destructor. More...
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. More...
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. More...
virtual Index	get_number_of_nonlinear_variables ()
virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)
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 More...
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. More...
virtual bool	get_variables_linearity (Index n, LinearityType *var_types)
	overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR). More...
virtual bool	get_constraints_linearity (Index m, LinearityType *const_types)
	overload this method to return the constraint linearity. More...
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) for a warm start. More...
Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()
virtual	~ReferencedObject ()
Index	ReferenceCount () const
void	AddRef (const Referencer *referencer) const
void	ReleaseRef (const Referencer *referencer) const

Private Member Functions
Methods to block default compiler methods.
The compiler automatically generates the following three methods. Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++")
	IpoptRNLP (const IpoptRNLP &)
IpoptRNLP &	operator= (const IpoptRNLP &)

Private Attributes
SEXP	R_environment
SEXP	R_eval_f
SEXP	R_eval_grad_f
SEXP	R_init_values
SEXP	R_lower_bounds
SEXP	R_upper_bounds
SEXP	R_eval_g
SEXP	R_eval_jac_g
SEXP	R_eval_jac_g_structure
SEXP	R_constraint_lower_bounds
SEXP	R_constraint_upper_bounds
SEXP	R_eval_h
SEXP	R_eval_h_structure
SEXP	R_result_list
bool	d_hessian_approximation
int	d_num_protected_members

Additional Inherited Members
Public Types inherited from Ipopt::TNLP
enum	LinearityType { LINEAR, NON_LINEAR }
	Type of the constraints. More...
enum	IndexStyleEnum { C_STYLE =0, FORTRAN_STYLE =1 }
	overload this method to return the number of variables and constraints, and the number of non-zeros in the jacobian and the hessian. More...
typedef std::map< std::string, std::vector< std::string > >	StringMetaDataMapType
typedef std::map< std::string, std::vector< Index > >	IntegerMetaDataMapType
typedef std::map< std::string, std::vector< Number > >	NumericMetaDataMapType

Detailed Description

Definition at line 31 of file IpoptRNLP.hpp.

Constructor & Destructor Documentation

IpoptRNLP::IpoptRNLP

(

)

default constructor

virtual IpoptRNLP::~IpoptRNLP ( )

virtual

default destructor

IpoptRNLP::IpoptRNLP ( const IpoptRNLP &  )

private

Member Function Documentation

void IpoptRNLP::set_R_environment

(

SEXP

env

)

void IpoptRNLP::set_R_eval_f

(

SEXP

f

)

void IpoptRNLP::set_R_eval_grad_f

(

SEXP

f

)

void IpoptRNLP::set_R_init_values

(

SEXP

x0

)

void IpoptRNLP::set_R_lower_bounds

(

SEXP

lb

)

void IpoptRNLP::set_R_upper_bounds

(

SEXP

ub

)

void IpoptRNLP::set_R_eval_g

(

SEXP

g

)

void IpoptRNLP::set_R_eval_jac_g

(

SEXP

g

)

void IpoptRNLP::set_R_eval_jac_g_structure

(

SEXP

s

)

void IpoptRNLP::set_R_constraint_lower_bounds

(

SEXP

lb

)

void IpoptRNLP::set_R_constraint_upper_bounds

(

SEXP

ub

)

void IpoptRNLP::set_R_eval_h

(

SEXP

h

)

void IpoptRNLP::set_R_eval_h_structure

(

SEXP

s

)

void IpoptRNLP::set_hessian_approximation

(

bool

b

)

SEXP IpoptRNLP::get_R_result_list

(

)

virtual bool IpoptRNLP::get_nlp_info ( Ipopt::Index &  n, Ipopt::Index &  m, Ipopt::Index &  nnz_jac_g, Ipopt::Index &  nnz_h_lag, IndexStyleEnum &  Index_style  )

virtual

Method to return some info about the nlp.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::get_bounds_info ( Ipopt::Index  n, Ipopt::Number *  x_l, Ipopt::Number *  x_u, Ipopt::Index  m, Ipopt::Number *  g_l, Ipopt::Number *  g_u  )

virtual

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::get_starting_point ( Ipopt::Index  n, bool  init_x, Ipopt::Number *  x, bool  init_z, Ipopt::Number *  z_L, Ipopt::Number *  z_U, Ipopt::Index  m, bool  init_lambda, Ipopt::Number *  lambda  )

virtual

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::eval_f ( Ipopt::Index  n, const Ipopt::Number *  x, bool  new_x, Ipopt::Number &  obj_value  )

virtual

Method to return the objective value.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::eval_grad_f ( Ipopt::Index  n, const Ipopt::Number *  x, bool  new_x, Ipopt::Number *  grad_f  )

virtual

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::eval_g ( Ipopt::Index  n, const Ipopt::Number *  x, bool  new_x, Ipopt::Index  m, Ipopt::Number *  g  )

virtual

Method to return the constraint residuals.

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::eval_jac_g ( Ipopt::Index  n, const Ipopt::Number *  x, bool  new_x, Ipopt::Index  m, Ipopt::Index  nele_jac, Ipopt::Index *  iRow, Ipopt::Index *  jCol, Ipopt::Number *  values  )

virtual

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)

Implements Ipopt::TNLP.

virtual bool IpoptRNLP::eval_h ( Ipopt::Index  n, const Ipopt::Number *  x, bool  new_x, Ipopt::Number  obj_factor, Ipopt::Index  m, const Ipopt::Number *  lambda, bool  new_lambda, Ipopt::Index  nele_hess, Ipopt::Index *  iRow, Ipopt::Index *  jCol, Ipopt::Number *  values  )

virtual

Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL)

Reimplemented from Ipopt::TNLP.

virtual void IpoptRNLP::finalize_solution ( Ipopt::SolverReturn  status, Ipopt::Index  n, const Ipopt::Number *  x, const Ipopt::Number *  z_L, const Ipopt::Number *  z_U, Ipopt::Index  m, const Ipopt::Number *  g, const Ipopt::Number *  lambda, Ipopt::Number  obj_value, const Ipopt::IpoptData *  ip_data, Ipopt::IpoptCalculatedQuantities *  ip_cq  )

virtual

This method is called when the algorithm is complete so the TNLP can store/write the solution.

Implements Ipopt::TNLP.

IpoptRNLP& IpoptRNLP::operator= ( const IpoptRNLP &  )

private

Member Data Documentation

SEXP IpoptRNLP::R_environment

private

Definition at line 33 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_f

private

Definition at line 35 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_grad_f

private

Definition at line 36 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_init_values

private

Definition at line 38 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_lower_bounds

private

Definition at line 40 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_upper_bounds

private

Definition at line 41 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_g

private

Definition at line 43 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_jac_g

private

Definition at line 44 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_jac_g_structure

private

Definition at line 45 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_constraint_lower_bounds

private

Definition at line 47 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_constraint_upper_bounds

private

Definition at line 48 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_h

private

Definition at line 50 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_eval_h_structure

private

Definition at line 51 of file IpoptRNLP.hpp.

SEXP IpoptRNLP::R_result_list

private

Definition at line 53 of file IpoptRNLP.hpp.

bool IpoptRNLP::d_hessian_approximation

private

Definition at line 55 of file IpoptRNLP.hpp.

int IpoptRNLP::d_num_protected_members

private

Definition at line 57 of file IpoptRNLP.hpp.

---

The documentation for this class was generated from the following file:

• contrib/RInterface/src/IpoptRNLP.hpp