Ampl Interface. More...

#include <AmplTNLP.hpp>

Inheritance diagram for Ipopt::AmplTNLP:

Public Member Functions
	DECLARE_STD_EXCEPTION (NONPOSITIVE_SCALING_FACTOR)
	Exceptions. More...

void	set_active_objective (Index obj_no)
	A method for setting the index of the objective function to be considered. More...

SmartPtr< AmplSuffixHandler >	get_suffix_handler ()
	Method for returning the suffix handler. More...

Constructors/Destructors
	AmplTNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< OptionsList > options, char *&argv, SmartPtr< AmplSuffixHandler > suffix_handler=NULL, bool allow_discrete=false, SmartPtr< AmplOptionsList > ampl_options_list=NULL, const char ampl_option_string=NULL, const char ampl_invokation_string=NULL, const char ampl_banner_string=NULL, std::string *nl_file_content=NULL)
	Constructor. More...

virtual	~AmplTNLP ()
	Default destructor. More...

methods to gather information about the NLP. These
methods are overloaded from TNLP. See TNLP for their more detailed documentation.
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	returns dimensions of the nlp. More...

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)
	returns names and other meta data for the variables and constraints Overloaded from TNLP More...

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	returns bounds of the nlp. More...

virtual bool	get_constraints_linearity (Index m, LinearityType *const_types)
	Returns the constraint linearity. More...

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)
	provides a starting point for the nlp variables. More...

virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	evaluates the objective value for the nlp. More...

virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	evaluates the gradient of the objective for the nlp. More...

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	evaluates the constraint residuals for the nlp. More...

virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, Number values)
	specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp. More...

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)
	specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL). 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)
	retrieve the scaling parameters for the variables, objective function, and constraints. More...

Solution Methods
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. More...

Method for quasi-Newton approximation information.
virtual Index	get_number_of_nonlinear_variables ()

virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)

Ampl specific methods
ASL_pfgh *	AmplSolverObject ()
	Return the ampl solver object (ASL*) More...

void	write_solution_file (const std::string &message) const
	Write the solution file. More...

void	get_discrete_info (Index &nlvb_, Index &nlvbi_, Index &nlvc_, Index &nlvci_, Index &nlvo_, Index &nlvoi_, Index &nbv_, Index &niv_) const
	ampl orders the variables like (continuous, binary, integer). More...

Methods to set meta data for the variables
and constraints. These values will be passed on to the TNLP in get_var_con_meta_data
void	set_string_metadata_for_var (std::string tag, std::vector< std::string > meta_data)

void	set_integer_metadata_for_var (std::string tag, std::vector< Index > meta_data)

void	set_numeric_metadata_for_var (std::string tag, std::vector< Number > meta_data)

void	set_string_metadata_for_con (std::string tag, std::vector< std::string > meta_data)

void	set_integer_metadata_for_con (std::string tag, std::vector< Index > meta_data)

void	set_numeric_metadata_for_con (std::string tag, std::vector< Number > meta_data)

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 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_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
bool	internal_objval (const Number *x, Number &obj_val)
	Make the objective call to ampl. More...

bool	internal_conval (const Number x, Index m, Number g=NULL)
	Make the constraint call to ampl. More...

bool	apply_new_x (bool new_x, Index n, const Number *x)
	Internal function to update the internal and ampl state if the x value changes. More...

char *	get_options (const SmartPtr< OptionsList > &options, SmartPtr< AmplOptionsList > &ampl_options_list, const char ampl_option_string, const char ampl_invokation_string, const char ampl_banner_string, char *&argv)
	Method for obtaining the name of the NL file and the options set from AMPL. More...

bool	nerror_ok (void *nerror)
	returns true if the ampl nerror code is ok More...

void	call_hesset ()
	calls hesset ASL function More...

Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	AmplTNLP ()
	Default Constructor. More...

	AmplTNLP (const AmplTNLP &)
	Copy Constructor. More...

void	operator= (const AmplTNLP &)
	Overloaded Equals Operator. More...

Private Attributes
SmartPtr< const Journalist >	jnlst_
	Journlist. More...

ASL_pfgh *	asl_
	pointer to the main ASL structure More...

double	obj_sign_
	Sign of the objective fn (1 for min, -1 for max) More...

void *	Oinfo_ptr_
	Pointer to the Oinfo structure. More...

void *	nerror_
	nerror flag passed to ampl calls - set to NULL to halt on error More...

SmartPtr< AmplSuffixHandler >	suffix_handler_
	Suffix Handler. More...

StringMetaDataMapType	var_string_md_
	meta data to pass on to TNLP More...

IntegerMetaDataMapType	var_integer_md_

NumericMetaDataMapType	var_numeric_md_

StringMetaDataMapType	con_string_md_

IntegerMetaDataMapType	con_integer_md_

NumericMetaDataMapType	con_numeric_md_

Problem Size Data
Index	nz_h_full_

Internal copies of data
Number *	x_sol_
	Solution Vectors. More...

Number *	z_L_sol_

Number *	z_U_sol_

Number *	g_sol_

Number *	lambda_sol_

Number	obj_sol_

Flags to track internal state
bool	objval_called_with_current_x_
	true when the objective value has been calculated with the current x, set to false in apply_new_x, and set to true in internal_objval More...

bool	conval_called_with_current_x_
	true when the constraint values have been calculated with the current x, set to false in apply_new_x, and set to true in internal_conval More...

bool	hesset_called_
	true when we have called hesset More...

bool	set_active_objective_called_
	true when set_active_objective has been called More...

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

Ampl Interface.

Ampl Interface, implemented as a TNLP.

Definition at line 271 of file AmplTNLP.hpp.

Constructor & Destructor Documentation

Ipopt::AmplTNLP::AmplTNLP	(	const SmartPtr< const Journalist > &	jnlst,
		const SmartPtr< OptionsList >	options,
		char **&	argv,
		SmartPtr< AmplSuffixHandler >	suffix_handler = `NULL`,
		bool	allow_discrete = `false`,
		SmartPtr< AmplOptionsList >	ampl_options_list = `NULL`,
		const char *	ampl_option_string = `NULL`,
		const char *	ampl_invokation_string = `NULL`,
		const char *	ampl_banner_string = `NULL`,
		std::string *	nl_file_content = `NULL`
	)

Constructor.

virtual Ipopt::AmplTNLP::~AmplTNLP ( )

virtual

Default destructor.

Ipopt::AmplTNLP::AmplTNLP ( )

private

Default Constructor.

Ipopt::AmplTNLP::AmplTNLP ( const AmplTNLP & )

private

Copy Constructor.

Member Function Documentation

Ipopt::AmplTNLP::DECLARE_STD_EXCEPTION ( NONPOSITIVE_SCALING_FACTOR )

Exceptions.

virtual bool Ipopt::AmplTNLP::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)

virtual

returns dimensions of the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::AmplTNLP::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
	)

virtual

returns names and other meta data for the variables and constraints Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

Reimplemented in Ipopt::SensAmplTNLP.

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

virtual

returns bounds of the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

Reimplemented in Ipopt::SensAmplTNLP.

virtual bool Ipopt::AmplTNLP::get_constraints_linearity	(	Index	m,
		LinearityType *	const_types
	)

virtual

Returns the constraint linearity.

array will be alocated with length n. (default implementation just return false and does not fill the array).

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::AmplTNLP::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
	)

virtual

provides a starting point for the nlp variables.

Overloaded from TNLP

Implements Ipopt::TNLP.

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

virtual

evaluates the objective value for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

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

virtual

evaluates the gradient of the objective for the

nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

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

virtual

evaluates the constraint residuals for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

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

virtual

specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::AmplTNLP::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
	)

virtual

specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::AmplTNLP::get_scaling_parameters	(	Number &	obj_scaling,
		bool &	use_x_scaling,
		Index	n,
		Number *	x_scaling,
		bool &	use_g_scaling,
		Index	m,
		Number *	g_scaling
	)

virtual

retrieve the scaling parameters for the variables, objective function, and constraints.

Reimplemented from Ipopt::TNLP.

virtual void Ipopt::AmplTNLP::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
	)

virtual

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

Implements Ipopt::TNLP.

Reimplemented in Ipopt::SensAmplTNLP.

virtual Index Ipopt::AmplTNLP::get_number_of_nonlinear_variables ( )

virtual

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::AmplTNLP::get_list_of_nonlinear_variables	(	Index	num_nonlin_vars,
		Index *	pos_nonlin_vars
	)

virtual

Reimplemented from Ipopt::TNLP.

ASL_pfgh* Ipopt::AmplTNLP::AmplSolverObject ( )

inline

Return the ampl solver object (ASL*)

Definition at line 387 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::write_solution_file ( const std::string & message ) const

Write the solution file.

This is a wrapper for AMPL's write_sol. TODO Maybe this should be at a different place, or collect the numbers itself?

void Ipopt::AmplTNLP::get_discrete_info	(	Index &	nlvb_,
		Index &	nlvbi_,
		Index &	nlvc_,
		Index &	nlvci_,
		Index &	nlvo_,
		Index &	nlvoi_,
		Index &	nbv_,
		Index &	niv_
	)		const

ampl orders the variables like (continuous, binary, integer).

This method gives the number of binary and integer variables. For details, see Tables 3 and 4 in "Hooking Your Solver to AMPL"

void Ipopt::AmplTNLP::set_active_objective ( Index obj_no )

A method for setting the index of the objective function to be considered.

This method must be called after the constructor, and before anything else is called. It can only be called once, and if there is more than one objective function in the AMPL model, it MUST be called.

void Ipopt::AmplTNLP::set_string_metadata_for_var	(	std::string	tag,
		std::vector< std::string >	meta_data
	)

inline

Definition at line 424 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::set_integer_metadata_for_var	(	std::string	tag,
		std::vector< Index >	meta_data
	)

inline

Definition at line 429 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::set_numeric_metadata_for_var	(	std::string	tag,
		std::vector< Number >	meta_data
	)

inline

Definition at line 434 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::set_string_metadata_for_con	(	std::string	tag,
		std::vector< std::string >	meta_data
	)

inline

Definition at line 439 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::set_integer_metadata_for_con	(	std::string	tag,
		std::vector< Index >	meta_data
	)

inline

Definition at line 444 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::set_numeric_metadata_for_con	(	std::string	tag,
		std::vector< Number >	meta_data
	)

inline

Definition at line 449 of file AmplTNLP.hpp.

SmartPtr<AmplSuffixHandler> Ipopt::AmplTNLP::get_suffix_handler ( )

inline

Method for returning the suffix handler.

Definition at line 456 of file AmplTNLP.hpp.

void Ipopt::AmplTNLP::operator= ( const AmplTNLP & )

private

Overloaded Equals Operator.

bool Ipopt::AmplTNLP::internal_objval	(	const Number *	x,
		Number &	obj_val
	)

private

Make the objective call to ampl.

bool Ipopt::AmplTNLP::internal_conval	(	const Number *	x,
		Index	m,
		Number *	g = `NULL`
	)

private

Make the constraint call to ampl.

bool Ipopt::AmplTNLP::apply_new_x	(	bool	new_x,
		Index	n,
		const Number *	x
	)

private

Internal function to update the internal and ampl state if the x value changes.

char* Ipopt::AmplTNLP::get_options	(	const SmartPtr< OptionsList > &	options,
		SmartPtr< AmplOptionsList > &	ampl_options_list,
		const char *	ampl_option_string,
		const char *	ampl_invokation_string,
		const char *	ampl_banner_string,
		char **&	argv
	)

private

Method for obtaining the name of the NL file and the options set from AMPL.

Returns a pointer to a char* with the name of the stub

bool Ipopt::AmplTNLP::nerror_ok ( void * nerror )

private

returns true if the ampl nerror code is ok

void Ipopt::AmplTNLP::call_hesset ( )

private

calls hesset ASL function

Member Data Documentation

SmartPtr<const Journalist> Ipopt::AmplTNLP::jnlst_

private

Journlist.

Definition at line 481 of file AmplTNLP.hpp.

ASL_pfgh* Ipopt::AmplTNLP::asl_

private

pointer to the main ASL structure

Definition at line 484 of file AmplTNLP.hpp.

double Ipopt::AmplTNLP::obj_sign_

private

Sign of the objective fn (1 for min, -1 for max)

Definition at line 487 of file AmplTNLP.hpp.

Index Ipopt::AmplTNLP::nz_h_full_

private

Definition at line 491 of file AmplTNLP.hpp.

Number* Ipopt::AmplTNLP::x_sol_

private

Solution Vectors.

Definition at line 498 of file AmplTNLP.hpp.

Number* Ipopt::AmplTNLP::z_L_sol_

private

Definition at line 499 of file AmplTNLP.hpp.

Number* Ipopt::AmplTNLP::z_U_sol_

private

Definition at line 500 of file AmplTNLP.hpp.

Number* Ipopt::AmplTNLP::g_sol_

private

Definition at line 501 of file AmplTNLP.hpp.

Number* Ipopt::AmplTNLP::lambda_sol_

private

Definition at line 502 of file AmplTNLP.hpp.

Number Ipopt::AmplTNLP::obj_sol_

private

Definition at line 503 of file AmplTNLP.hpp.

bool Ipopt::AmplTNLP::objval_called_with_current_x_

private

true when the objective value has been calculated with the current x, set to false in apply_new_x, and set to true in internal_objval

Definition at line 511 of file AmplTNLP.hpp.

bool Ipopt::AmplTNLP::conval_called_with_current_x_

private

true when the constraint values have been calculated with the current x, set to false in apply_new_x, and set to true in internal_conval

Definition at line 515 of file AmplTNLP.hpp.

bool Ipopt::AmplTNLP::hesset_called_

private

true when we have called hesset

Definition at line 517 of file AmplTNLP.hpp.

bool Ipopt::AmplTNLP::set_active_objective_called_

private

true when set_active_objective has been called

Definition at line 519 of file AmplTNLP.hpp.

void* Ipopt::AmplTNLP::Oinfo_ptr_

private

Pointer to the Oinfo structure.

Definition at line 523 of file AmplTNLP.hpp.

void* Ipopt::AmplTNLP::nerror_

private

nerror flag passed to ampl calls - set to NULL to halt on error

Definition at line 526 of file AmplTNLP.hpp.

SmartPtr<AmplSuffixHandler> Ipopt::AmplTNLP::suffix_handler_

private

Suffix Handler.

Definition at line 529 of file AmplTNLP.hpp.

StringMetaDataMapType Ipopt::AmplTNLP::var_string_md_

private

meta data to pass on to TNLP

Definition at line 557 of file AmplTNLP.hpp.

IntegerMetaDataMapType Ipopt::AmplTNLP::var_integer_md_

private

Definition at line 558 of file AmplTNLP.hpp.

NumericMetaDataMapType Ipopt::AmplTNLP::var_numeric_md_

private

Definition at line 559 of file AmplTNLP.hpp.

StringMetaDataMapType Ipopt::AmplTNLP::con_string_md_

private

Definition at line 560 of file AmplTNLP.hpp.

IntegerMetaDataMapType Ipopt::AmplTNLP::con_integer_md_

private

Definition at line 561 of file AmplTNLP.hpp.

NumericMetaDataMapType Ipopt::AmplTNLP::con_numeric_md_

private

Definition at line 562 of file AmplTNLP.hpp.

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

src/Apps/AmplSolver/AmplTNLP.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation