This class maps the traditional NLP into something that is more useful by Ipopt. More...

#include <IpOrigIpoptNLP.hpp>

Inheritance diagram for Ipopt::OrigIpoptNLP:

Public Member Functions
virtual bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Initialize - overloaded from IpoptNLP. More...

virtual bool	InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
	Initialize (create) structures for the iteration data. More...

virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method accessing the GetWarmStartIterate of the NLP. More...

virtual void	GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
	Accessor method for vector/matrix spaces pointers. More...

virtual void	AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
	Method for adapting the variable bounds. More...

SmartPtr< NLP >	nlp ()
	Accessor method to the underlying NLP. More...

Constructors/Destructors
	OrigIpoptNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)

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


virtual Number	f (const Vector &x)
	Accessor methods for model data. More...

virtual Number	f (const Vector &x, Number mu)
	Objective value (depending in mu) - incorrect version for OrigIpoptNLP. More...

virtual SmartPtr< const Vector >	grad_f (const Vector &x)
	Gradient of the objective. More...

virtual SmartPtr< const Vector >	grad_f (const Vector &x, Number mu)
	Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP. More...

virtual SmartPtr< const Vector >	c (const Vector &x)
	Equality constraint residual. More...

virtual SmartPtr< const Matrix >	jac_c (const Vector &x)
	Jacobian Matrix for equality constraints. More...

virtual SmartPtr< const Vector >	d (const Vector &x)
	Inequality constraint residual (reformulated as equalities with slacks. More...

virtual SmartPtr< const Matrix >	jac_d (const Vector &x)
	Jacobian Matrix for inequality constraints. More...

virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
	Hessian of the Lagrangian. More...

virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
	Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP. More...

virtual SmartPtr< const SymMatrix >	uninitialized_h ()
	Provides a Hessian matrix from the correct matrix space with uninitialized values. More...

virtual SmartPtr< const Vector >	x_L () const
	Lower bounds on x. More...

virtual SmartPtr< const Matrix >	Px_L () const
	Permutation matrix (x_L_ -> x) More...

virtual SmartPtr< const Vector >	x_U () const
	Upper bounds on x. More...

virtual SmartPtr< const Matrix >	Px_U () const
	Permutation matrix (x_U_ -> x. More...

virtual SmartPtr< const Vector >	d_L () const
	Lower bounds on d. More...

virtual SmartPtr< const Matrix >	Pd_L () const
	Permutation matrix (d_L_ -> d) More...

virtual SmartPtr< const Vector >	d_U () const
	Upper bounds on d. More...

virtual SmartPtr< const Matrix >	Pd_U () const
	Permutation matrix (d_U_ -> d. More...

virtual SmartPtr< const SymMatrixSpace >	HessianMatrixSpace () const
	Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) More...

virtual SmartPtr< const VectorSpace >	x_space () const
	x_space More...

Counters for the number of function evaluations.
virtual Index	f_evals () const

virtual Index	grad_f_evals () const

virtual Index	c_evals () const

virtual Index	jac_c_evals () const

virtual Index	d_evals () const

virtual Index	jac_d_evals () const

virtual Index	h_evals () const


void	FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData ip_data, IpoptCalculatedQuantities ip_cq)
	Solution Routines - overloaded from IpoptNLP. More...

bool	IntermediateCallBack (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, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)

Methods related to function evaluation timing.
void	ResetTimes ()
	Reset the timing statistics. More...

void	PrintTimingStatistics (Journalist &jnlst, EJournalLevel level, EJournalCategory category) const

const TimedTask &	f_eval_time () const

const TimedTask &	grad_f_eval_time () const

const TimedTask &	c_eval_time () const

const TimedTask &	jac_c_eval_time () const

const TimedTask &	d_eval_time () const

const TimedTask &	jac_d_eval_time () const

const TimedTask &	h_eval_time () const

Number	TotalFunctionEvaluationCpuTime () const

Number	TotalFunctionEvaluationSysTime () const

Number	TotalFunctionEvaluationWallclockTime () const

Public Member Functions inherited from Ipopt::IpoptNLP
SmartPtr< NLPScalingObject >	NLP_scaling () const
	Returns the scaling strategy object. More...

	IpoptNLP (const SmartPtr< NLPScalingObject > nlp_scaling)

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

	DECLARE_STD_EXCEPTION (Eval_Error)
	thrown if there is any error evaluating values from the nlp More...

virtual bool	objective_depends_on_mu () const
	Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the barrier function. 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

Static Public Member Functions
Methods for IpoptType
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Called by IpoptType to register the options. More...

Private Member Functions
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.
	OrigIpoptNLP ()
	Default Constructor. More...

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

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

auxilliary functions
void	relax_bounds (Number bound_relax_factor, Vector &bounds)
	relax the bounds by a relative move of relax_bound_factor. More...

SmartPtr< const Vector >	get_unscaled_x (const Vector &x)
	Method for getting the unscaled version of the x vector. More...

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

SmartPtr< NLP >	nlp_
	Pointer to the NLP. More...

bool	initialized_
	Flag indicating if initialization method has been called. More...


SmartPtr< const VectorSpace >	x_space_
	Necessary Vector/Matrix spaces. More...

SmartPtr< const VectorSpace >	c_space_

SmartPtr< const VectorSpace >	d_space_

SmartPtr< const VectorSpace >	x_l_space_

SmartPtr< const MatrixSpace >	px_l_space_

SmartPtr< const VectorSpace >	x_u_space_

SmartPtr< const MatrixSpace >	px_u_space_

SmartPtr< const VectorSpace >	d_l_space_

SmartPtr< const MatrixSpace >	pd_l_space_

SmartPtr< const VectorSpace >	d_u_space_

SmartPtr< const MatrixSpace >	pd_u_space_

SmartPtr< const MatrixSpace >	jac_c_space_

SmartPtr< const MatrixSpace >	jac_d_space_

SmartPtr< const SymMatrixSpace >	h_space_

SmartPtr< const MatrixSpace >	scaled_jac_c_space_

SmartPtr< const MatrixSpace >	scaled_jac_d_space_

SmartPtr< const SymMatrixSpace >	scaled_h_space_

Storage for Model Quantities
CachedResults< Number >	f_cache_
	Objective function. More...

CachedResults< SmartPtr< const Vector > >	grad_f_cache_
	Gradient of the objective function. More...

CachedResults< SmartPtr< const Vector > >	c_cache_
	Equality constraint residuals. More...

CachedResults< SmartPtr< const Matrix > >	jac_c_cache_
	Jacobian Matrix for equality constraints (current iteration) More...

CachedResults< SmartPtr< const Vector > >	d_cache_
	Inequality constraint residual (reformulated as equalities with slacks. More...

CachedResults< SmartPtr< const Matrix > >	jac_d_cache_
	Jacobian Matrix for inequality constraints (current iteration) More...

CachedResults< SmartPtr< const SymMatrix > >	h_cache_
	Hessian of the lagrangian (current iteration) More...

CachedResults< SmartPtr< const Vector > >	unscaled_x_cache_
	Unscaled version of x vector. More...

SmartPtr< const Vector >	x_L_
	Lower bounds on x. More...

SmartPtr< const Matrix >	Px_L_
	Permutation matrix (x_L_ -> x) More...

SmartPtr< const Vector >	x_U_
	Upper bounds on x. More...

SmartPtr< const Matrix >	Px_U_
	Permutation matrix (x_U_ -> x. More...

SmartPtr< const Vector >	d_L_
	Lower bounds on d. More...

SmartPtr< const Matrix >	Pd_L_
	Permutation matrix (d_L_ -> d) More...

SmartPtr< const Vector >	d_U_
	Upper bounds on d. More...

SmartPtr< const Matrix >	Pd_U_
	Permutation matrix (d_U_ -> d. More...

SmartPtr< const Vector >	orig_x_L_
	Original unmodified lower bounds on x. More...

SmartPtr< const Vector >	orig_x_U_
	Original unmodified upper bounds on x. More...

Algorithmic parameters
Number	bound_relax_factor_
	relaxation factor for the bounds More...

bool	honor_original_bounds_
	Flag indicating whether the primal variables should be projected back into original bounds are optimization. More...

bool	warm_start_same_structure_
	Flag indicating whether the TNLP with identical structure has already been solved before. More...

HessianApproximationType	hessian_approximation_
	Flag indicating what Hessian information is to be used. More...

HessianApproximationSpace	hessian_approximation_space_
	Flag indicating in which space Hessian is to be approximated. More...

bool	check_derivatives_for_naninf_
	Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second derivative matrices. More...

bool	jac_c_constant_
	Flag indicating if we need to ask for equality constraint Jacobians only once. More...

bool	jac_d_constant_
	Flag indicating if we need to ask for inequality constraint Jacobians only once. More...

bool	hessian_constant_
	Flag indicating if we need to ask for Hessian only once. More...

Counters for the function evaluations
Index	f_evals_

Index	grad_f_evals_

Index	c_evals_

Index	jac_c_evals_

Index	d_evals_

Index	jac_d_evals_

Index	h_evals_

Timing statistics for the function evaluations.
TimedTask	f_eval_time_

TimedTask	grad_f_eval_time_

TimedTask	c_eval_time_

TimedTask	jac_c_eval_time_

TimedTask	d_eval_time_

TimedTask	jac_d_eval_time_

TimedTask	h_eval_time_

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles caching, and (some day) takes care of addition of slacks.

Definition at line 37 of file IpOrigIpoptNLP.hpp.

Constructor & Destructor Documentation

Ipopt::OrigIpoptNLP::OrigIpoptNLP	(	const SmartPtr< const Journalist > &	jnlst,
		const SmartPtr< NLP > &	nlp,
		const SmartPtr< NLPScalingObject > &	nlp_scaling
	)

virtual Ipopt::OrigIpoptNLP::~OrigIpoptNLP ( )

virtual

Default destructor.

Ipopt::OrigIpoptNLP::OrigIpoptNLP ( )

private

Default Constructor.

Ipopt::OrigIpoptNLP::OrigIpoptNLP ( const OrigIpoptNLP & )

private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::OrigIpoptNLP::Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Initialize - overloaded from IpoptNLP.

Reimplemented from Ipopt::IpoptNLP.

virtual bool Ipopt::OrigIpoptNLP::InitializeStructures	(	SmartPtr< Vector > &	x,
		bool	init_x,
		SmartPtr< Vector > &	y_c,
		bool	init_y_c,
		SmartPtr< Vector > &	y_d,
		bool	init_y_d,
		SmartPtr< Vector > &	z_L,
		bool	init_z_L,
		SmartPtr< Vector > &	z_U,
		bool	init_z_U,
		SmartPtr< Vector > &	v_L,
		SmartPtr< Vector > &	v_U
	)

virtual

Initialize (create) structures for the iteration data.

Implements Ipopt::IpoptNLP.

virtual bool Ipopt::OrigIpoptNLP::GetWarmStartIterate ( IteratesVector & warm_start_iterate )

inlinevirtual

Method accessing the GetWarmStartIterate of the NLP.

Implements Ipopt::IpoptNLP.

Definition at line 72 of file IpOrigIpoptNLP.hpp.

virtual Number Ipopt::OrigIpoptNLP::f ( const Vector & x )

virtual

Accessor methods for model data.

Objective value

Implements Ipopt::IpoptNLP.

virtual Number Ipopt::OrigIpoptNLP::f	(	const Vector &	x,
		Number	mu
	)

virtual

Objective value (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::grad_f ( const Vector & x )

virtual

Gradient of the objective.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::grad_f	(	const Vector &	x,
		Number	mu
	)

virtual

Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::c ( const Vector & x )

virtual

Equality constraint residual.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::jac_c ( const Vector & x )

virtual

Jacobian Matrix for equality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d ( const Vector & x )

virtual

Inequality constraint residual (reformulated as equalities with slacks.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::jac_d ( const Vector & x )

virtual

Jacobian Matrix for inequality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd
	)

virtual

Hessian of the Lagrangian.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		Number	mu
	)

virtual

Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::uninitialized_h ( )

virtual

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_L ( ) const

inlinevirtual

Lower bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 126 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_L ( ) const

inlinevirtual

Permutation matrix (x_L_ -> x)

Implements Ipopt::IpoptNLP.

Definition at line 132 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_U ( ) const

inlinevirtual

Upper bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 138 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_U ( ) const

inlinevirtual

Permutation matrix (x_U_ -> x.

Implements Ipopt::IpoptNLP.

Definition at line 144 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_L ( ) const

inlinevirtual

Lower bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 150 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_L ( ) const

inlinevirtual

Permutation matrix (d_L_ -> d)

Implements Ipopt::IpoptNLP.

Definition at line 156 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_U ( ) const

inlinevirtual

Upper bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 162 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_U ( ) const

inlinevirtual

Permutation matrix (d_U_ -> d.

Implements Ipopt::IpoptNLP.

Definition at line 168 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::HessianMatrixSpace ( ) const

inlinevirtual

Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)

Implements Ipopt::IpoptNLP.

Definition at line 173 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_space ( ) const

inlinevirtual

x_space

Implements Ipopt::IpoptNLP.

Definition at line 178 of file IpOrigIpoptNLP.hpp.

virtual void Ipopt::OrigIpoptNLP::GetSpaces	(	SmartPtr< const VectorSpace > &	x_space,
		SmartPtr< const VectorSpace > &	c_space,
		SmartPtr< const VectorSpace > &	d_space,
		SmartPtr< const VectorSpace > &	x_l_space,
		SmartPtr< const MatrixSpace > &	px_l_space,
		SmartPtr< const VectorSpace > &	x_u_space,
		SmartPtr< const MatrixSpace > &	px_u_space,
		SmartPtr< const VectorSpace > &	d_l_space,
		SmartPtr< const MatrixSpace > &	pd_l_space,
		SmartPtr< const VectorSpace > &	d_u_space,
		SmartPtr< const MatrixSpace > &	pd_u_space,
		SmartPtr< const MatrixSpace > &	Jac_c_space,
		SmartPtr< const MatrixSpace > &	Jac_d_space,
		SmartPtr< const SymMatrixSpace > &	Hess_lagrangian_space
	)

virtual

Accessor method for vector/matrix spaces pointers.

Implements Ipopt::IpoptNLP.

virtual void Ipopt::OrigIpoptNLP::AdjustVariableBounds	(	const Vector &	new_x_L,
		const Vector &	new_x_U,
		const Vector &	new_d_L,
		const Vector &	new_d_U
	)

virtual

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements Ipopt::IpoptNLP.

virtual Index Ipopt::OrigIpoptNLP::f_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 209 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::grad_f_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 213 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::c_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 217 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::jac_c_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 221 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::d_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 225 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::jac_d_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 229 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::h_evals ( ) const

inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 233 of file IpOrigIpoptNLP.hpp.

void Ipopt::OrigIpoptNLP::FinalizeSolution	(	SolverReturn	status,
		const Vector &	x,
		const Vector &	z_L,
		const Vector &	z_U,
		const Vector &	c,
		const Vector &	d,
		const Vector &	y_c,
		const Vector &	y_d,
		Number	obj_value,
		const IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

virtual

Solution Routines - overloaded from IpoptNLP.

Implements Ipopt::IpoptNLP.

bool Ipopt::OrigIpoptNLP::IntermediateCallBack	(	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,
		SmartPtr< const IpoptData >	ip_data,
		SmartPtr< IpoptCalculatedQuantities >	ip_cq
	)

virtual

Implements Ipopt::IpoptNLP.

static void Ipopt::OrigIpoptNLP::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

Called by IpoptType to register the options.

SmartPtr<NLP> Ipopt::OrigIpoptNLP::nlp ( )

inline

Accessor method to the underlying NLP.

Definition at line 266 of file IpOrigIpoptNLP.hpp.

void Ipopt::OrigIpoptNLP::ResetTimes ( )

Reset the timing statistics.

void Ipopt::OrigIpoptNLP::PrintTimingStatistics	(	Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category
	)		const

const TimedTask& Ipopt::OrigIpoptNLP::f_eval_time ( ) const

inline

Definition at line 281 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::grad_f_eval_time ( ) const

inline

Definition at line 285 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::c_eval_time ( ) const

inline

Definition at line 289 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::jac_c_eval_time ( ) const

inline

Definition at line 293 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::d_eval_time ( ) const

inline

Definition at line 297 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::jac_d_eval_time ( ) const

inline

Definition at line 301 of file IpOrigIpoptNLP.hpp.

const TimedTask& Ipopt::OrigIpoptNLP::h_eval_time ( ) const

inline

Definition at line 305 of file IpOrigIpoptNLP.hpp.

Number Ipopt::OrigIpoptNLP::TotalFunctionEvaluationCpuTime ( ) const

Number Ipopt::OrigIpoptNLP::TotalFunctionEvaluationSysTime ( ) const

Number Ipopt::OrigIpoptNLP::TotalFunctionEvaluationWallclockTime ( ) const

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

private

Overloaded Equals Operator.

void Ipopt::OrigIpoptNLP::relax_bounds	(	Number	bound_relax_factor,
		Vector &	bounds
	)

private

relax the bounds by a relative move of relax_bound_factor.

Here, relax_bound_factor should be negative (or zero) for lower bounds, and positive (or zero) for upper bounds.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::get_unscaled_x ( const Vector & x )

private

Method for getting the unscaled version of the x vector.

Member Data Documentation

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

private

journalist

Definition at line 317 of file IpOrigIpoptNLP.hpp.

SmartPtr<NLP> Ipopt::OrigIpoptNLP::nlp_

private

Pointer to the NLP.

Definition at line 320 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_space_

private

Necessary Vector/Matrix spaces.

Definition at line 324 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::c_space_

private

Definition at line 325 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_space_

private

Definition at line 326 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_l_space_

private

Definition at line 327 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::px_l_space_

private

Definition at line 328 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_u_space_

private

Definition at line 329 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::px_u_space_

private

Definition at line 330 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_l_space_

private

Definition at line 331 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::pd_l_space_

private

Definition at line 332 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_u_space_

private

Definition at line 333 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::pd_u_space_

private

Definition at line 334 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::jac_c_space_

private

Definition at line 335 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::jac_d_space_

private

Definition at line 336 of file IpOrigIpoptNLP.hpp.

SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::h_space_

private

Definition at line 337 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::scaled_jac_c_space_

private

Definition at line 339 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::scaled_jac_d_space_

private

Definition at line 340 of file IpOrigIpoptNLP.hpp.

SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::scaled_h_space_

private

Definition at line 341 of file IpOrigIpoptNLP.hpp.

CachedResults<Number> Ipopt::OrigIpoptNLP::f_cache_

private

Objective function.

Definition at line 346 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::grad_f_cache_

private

Gradient of the objective function.

Definition at line 349 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::c_cache_

private

Equality constraint residuals.

Definition at line 352 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Matrix> > Ipopt::OrigIpoptNLP::jac_c_cache_

private

Jacobian Matrix for equality constraints (current iteration)

Definition at line 356 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::d_cache_

private

Inequality constraint residual (reformulated as equalities with slacks.

Definition at line 360 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Matrix> > Ipopt::OrigIpoptNLP::jac_d_cache_

private

Jacobian Matrix for inequality constraints (current iteration)

Definition at line 364 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const SymMatrix> > Ipopt::OrigIpoptNLP::h_cache_

private

Hessian of the lagrangian (current iteration)

Definition at line 368 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::unscaled_x_cache_

private

Unscaled version of x vector.

Definition at line 371 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_L_

private

Lower bounds on x.

Definition at line 374 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_L_

private

Permutation matrix (x_L_ -> x)

Definition at line 377 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_U_

private

Upper bounds on x.

Definition at line 380 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_U_

private

Permutation matrix (x_U_ -> x.

Definition at line 383 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_L_

private

Lower bounds on d.

Definition at line 386 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_L_

private

Permutation matrix (d_L_ -> d)

Definition at line 389 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_U_

private

Upper bounds on d.

Definition at line 392 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_U_

private

Permutation matrix (d_U_ -> d.

Definition at line 395 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::orig_x_L_

private

Original unmodified lower bounds on x.

Definition at line 398 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::orig_x_U_

private

Original unmodified upper bounds on x.

Definition at line 401 of file IpOrigIpoptNLP.hpp.

Number Ipopt::OrigIpoptNLP::bound_relax_factor_

private

relaxation factor for the bounds

Definition at line 436 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::honor_original_bounds_

private

Flag indicating whether the primal variables should be projected back into original bounds are optimization.

Definition at line 439 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::warm_start_same_structure_

private

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 442 of file IpOrigIpoptNLP.hpp.

HessianApproximationType Ipopt::OrigIpoptNLP::hessian_approximation_

private

Flag indicating what Hessian information is to be used.

Definition at line 444 of file IpOrigIpoptNLP.hpp.

HessianApproximationSpace Ipopt::OrigIpoptNLP::hessian_approximation_space_

private

Flag indicating in which space Hessian is to be approximated.

Definition at line 446 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::check_derivatives_for_naninf_

private

Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second derivative matrices.

Definition at line 449 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::jac_c_constant_

private

Flag indicating if we need to ask for equality constraint Jacobians only once.

Definition at line 452 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::jac_d_constant_

private

Flag indicating if we need to ask for inequality constraint Jacobians only once.

Definition at line 455 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::hessian_constant_

private

Flag indicating if we need to ask for Hessian only once.

Definition at line 457 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::f_evals_

private

Definition at line 462 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::grad_f_evals_

private

Definition at line 463 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::c_evals_

private

Definition at line 464 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::jac_c_evals_

private

Definition at line 465 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::d_evals_

private

Definition at line 466 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::jac_d_evals_

private

Definition at line 467 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::h_evals_

private

Definition at line 468 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::initialized_

private

Flag indicating if initialization method has been called.

Definition at line 472 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::f_eval_time_

private

Definition at line 476 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::grad_f_eval_time_

private

Definition at line 477 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::c_eval_time_

private

Definition at line 478 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::jac_c_eval_time_

private

Definition at line 479 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::d_eval_time_

private

Definition at line 480 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::jac_d_eval_time_

private

Definition at line 481 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::h_eval_time_

private

Definition at line 482 of file IpOrigIpoptNLP.hpp.

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

src/Algorithm/IpOrigIpoptNLP.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

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