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Ipopt::OrigIpoptNLP Class Reference

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< NLPnlp ()
 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 Vectorgrad_f (const Vector &x)
 Gradient of the objective. More...
 
virtual SmartPtr< const Vectorgrad_f (const Vector &x, Number mu)
 Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP. More...
 
virtual SmartPtr< const Vectorc (const Vector &x)
 Equality constraint residual. More...
 
virtual SmartPtr< const Matrixjac_c (const Vector &x)
 Jacobian Matrix for equality constraints. More...
 
virtual SmartPtr< const Vectord (const Vector &x)
 Inequality constraint residual (reformulated as equalities with slacks. More...
 
virtual SmartPtr< const Matrixjac_d (const Vector &x)
 Jacobian Matrix for inequality constraints. More...
 
virtual SmartPtr< const SymMatrixh (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
 Hessian of the Lagrangian. More...
 
virtual SmartPtr< const SymMatrixh (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 SymMatrixuninitialized_h ()
 Provides a Hessian matrix from the correct matrix space with uninitialized values. More...
 
virtual SmartPtr< const Vectorx_L () const
 Lower bounds on x. More...
 
virtual SmartPtr< const MatrixPx_L () const
 Permutation matrix (x_L_ -> x) More...
 
virtual SmartPtr< const Vectorx_U () const
 Upper bounds on x. More...
 
virtual SmartPtr< const MatrixPx_U () const
 Permutation matrix (x_U_ -> x. More...
 
virtual SmartPtr< const Vectord_L () const
 Lower bounds on d. More...
 
virtual SmartPtr< const MatrixPd_L () const
 Permutation matrix (d_L_ -> d) More...
 
virtual SmartPtr< const Vectord_U () const
 Upper bounds on d. More...
 
virtual SmartPtr< const MatrixPd_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 TimedTaskf_eval_time () const
 
const TimedTaskgrad_f_eval_time () const
 
const TimedTaskc_eval_time () const
 
const TimedTaskjac_c_eval_time () const
 
const TimedTaskd_eval_time () const
 
const TimedTaskjac_d_eval_time () const
 
const TimedTaskh_eval_time () const
 
Number TotalFunctionEvaluationCpuTime () const
 
Number TotalFunctionEvaluationSysTime () const
 
Number TotalFunctionEvaluationWallclockTime () const
 
- Public Member Functions inherited from Ipopt::IpoptNLP
SmartPtr< NLPScalingObjectNLP_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 Vectorget_unscaled_x (const Vector &x)
 Method for getting the unscaled version of the x vector. More...
 

Private Attributes

SmartPtr< const Journalistjnlst_
 journalist More...
 
SmartPtr< NLPnlp_
 Pointer to the NLP. More...
 
bool initialized_
 Flag indicating if initialization method has been called. More...
 
SmartPtr< const VectorSpacex_space_
 Necessary Vector/Matrix spaces. More...
 
SmartPtr< const VectorSpacec_space_
 
SmartPtr< const VectorSpaced_space_
 
SmartPtr< const VectorSpacex_l_space_
 
SmartPtr< const MatrixSpacepx_l_space_
 
SmartPtr< const VectorSpacex_u_space_
 
SmartPtr< const MatrixSpacepx_u_space_
 
SmartPtr< const VectorSpaced_l_space_
 
SmartPtr< const MatrixSpacepd_l_space_
 
SmartPtr< const VectorSpaced_u_space_
 
SmartPtr< const MatrixSpacepd_u_space_
 
SmartPtr< const MatrixSpacejac_c_space_
 
SmartPtr< const MatrixSpacejac_d_space_
 
SmartPtr< const SymMatrixSpaceh_space_
 
SmartPtr< const MatrixSpacescaled_jac_c_space_
 
SmartPtr< const MatrixSpacescaled_jac_d_space_
 
SmartPtr< const SymMatrixSpacescaled_h_space_
 
Storage for Model Quantities
CachedResults< Numberf_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 Vectorx_L_
 Lower bounds on x. More...
 
SmartPtr< const MatrixPx_L_
 Permutation matrix (x_L_ -> x) More...
 
SmartPtr< const Vectorx_U_
 Upper bounds on x. More...
 
SmartPtr< const MatrixPx_U_
 Permutation matrix (x_U_ -> x. More...
 
SmartPtr< const Vectord_L_
 Lower bounds on d. More...
 
SmartPtr< const MatrixPd_L_
 Permutation matrix (d_L_ -> d) More...
 
SmartPtr< const Vectord_U_
 Upper bounds on d. More...
 
SmartPtr< const MatrixPd_U_
 Permutation matrix (d_U_ -> d. More...
 
SmartPtr< const Vectororig_x_L_
 Original unmodified lower bounds on x. More...
 
SmartPtr< const Vectororig_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: