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Ipopt::StdInterfaceTNLP Class Reference

Implementation of a TNLP for the Standard C interface. More...

#include <IpStdInterfaceTNLP.hpp>

+ Inheritance diagram for Ipopt::StdInterfaceTNLP:

Public Member Functions

Constructors/Destructors
 StdInterfaceTNLP (Index n_var, const Number *x_L, const Number *x_U, Index n_con, const Number *g_L, const Number *g_U, Index nele_jac, Index nele_hess, Index index_style, const Number *start_x, const Number *start_lam, const Number *start_z_L, const Number *start_z_U, Eval_F_CB eval_f, Eval_G_CB eval_g, Eval_Grad_F_CB eval_grad_f, Eval_Jac_G_CB eval_jac_g, Eval_H_CB eval_h, Intermediate_CB intermediate_cb, Number *x_sol, Number *z_L_sol, Number *z_U_sol, Number *g_sol, Number *lam_sol, Number *obj_sol, UserDataPtr user_data, Number obj_scaling=1, const Number *x_scaling=NULL, const Number *g_scaling=NULL)
 Constructor, given dimensions of problem, function pointers for evaluation callback functions, and starting points. More...
 
virtual ~StdInterfaceTNLP ()
 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_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_scaling_parameters (Number &obj_scaling, bool &use_x_scaling, Index n, Number *x_scaling, bool &use_g_scaling, Index m, Number *g_scaling)
 returns scaling parameters (if nlp_scaling_method is selected as user-scaling). 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 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...
 
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...
 
- 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 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_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

void 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...
 
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.

 StdInterfaceTNLP ()
 Default Constructor. More...
 
 StdInterfaceTNLP (const StdInterfaceTNLP &)
 Copy Constructor. More...
 
void operator= (const StdInterfaceTNLP &)
 Overloaded Equals Operator. More...
 

Private Attributes

SmartPtr< const Journalistjnlst_
 Journlist. More...
 
Numbernon_const_x_
 A non-const copy of x - this is kept up-to-date in apply_new_x. More...
 
Numberx_sol_
 Pointers to the user provided vectors for solution. More...
 
Numberz_L_sol_
 
Numberz_U_sol_
 
Numberg_sol_
 
Numberlambda_sol_
 
Numberobj_sol_
 
Information about the problem
const Index n_var_
 Number of variables. More...
 
const Index n_con_
 Number of constraints. More...
 
const Numberx_L_
 Pointer to Number array containing lower bounds for variables. More...
 
const Numberx_U_
 Pointer to Number array containing upper bounds for variables. More...
 
const Numberg_L_
 Pointer to Number array containing lower bounds for constraints. More...
 
const Numberg_U_
 Pointer to Number array containing upper bounds for constraints. More...
 
const Index nele_jac_
 Number of non-zero elements in the constraint Jacobian. More...
 
const Index nele_hess_
 Number of non-zero elements in the Hessian. More...
 
const Index index_style_
 Starting value of the iRow and jCol parameters for matrices. More...
 
const Numberstart_x_
 Pointer to Number array containing starting point for variables. More...
 
const Numberstart_lam_
 Poitner to Number array containing starting values for constraint multipliers. More...
 
const Numberstart_z_L_
 Pointer to Number array containing starting values for lower bound multipliers. More...
 
const Numberstart_z_U_
 Pointer to Number array containing starting values for upper bound multipliers. More...
 
Eval_F_CB eval_f_
 Pointer to callback function evaluating value of objective function. More...
 
Eval_G_CB eval_g_
 Pointer to callback function evaluating value of constraints. More...
 
Eval_Grad_F_CB eval_grad_f_
 Pointer to callback function evaluating gradient of objective function. More...
 
Eval_Jac_G_CB eval_jac_g_
 Pointer to callback function evaluating Jacobian of constraints. More...
 
Eval_H_CB eval_h_
 Pointer to callback function evaluating Hessian of Lagrangian. More...
 
Intermediate_CB intermediate_cb_
 Pointer to intermediate callback function giving control to user. More...
 
UserDataPtr user_data_
 Pointer to user data. More...
 
Number obj_scaling_
 Objective scaling factor. More...
 
const Numberx_scaling_
 Scaling factors for variables (if not NULL) More...
 
const Numberg_scaling_
 Scaling factors for constraints (if not NULL) 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

Implementation of a TNLP for the Standard C interface.

The standard C interface is exposed to the user as a single C function that is given problem dimension, starting points, and pointers for functions that evaluate objective function etc.

Definition at line 30 of file IpStdInterfaceTNLP.hpp.

Constructor & Destructor Documentation

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP ( Index  n_var,
const Number x_L,
const Number x_U,
Index  n_con,
const Number g_L,
const Number g_U,
Index  nele_jac,
Index  nele_hess,
Index  index_style,
const Number start_x,
const Number start_lam,
const Number start_z_L,
const Number start_z_U,
Eval_F_CB  eval_f,
Eval_G_CB  eval_g,
Eval_Grad_F_CB  eval_grad_f,
Eval_Jac_G_CB  eval_jac_g,
Eval_H_CB  eval_h,
Intermediate_CB  intermediate_cb,
Number x_sol,
Number z_L_sol,
Number z_U_sol,
Number g_sol,
Number lam_sol,
Number obj_sol,
UserDataPtr  user_data,
Number  obj_scaling = 1,
const Number x_scaling = NULL,
const Number g_scaling = NULL 
)

Constructor, given dimensions of problem, function pointers for evaluation callback functions, and starting points.

Note that the constrctor does not make a copy of any of the Number arrays, i.e. it is up to the called to keep them around.

virtual Ipopt::StdInterfaceTNLP::~StdInterfaceTNLP ( )
virtual

Default destructor.

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP ( )
private

Default Constructor.

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP ( const StdInterfaceTNLP )
private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::StdInterfaceTNLP::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::StdInterfaceTNLP::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.

virtual bool Ipopt::StdInterfaceTNLP::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

returns scaling parameters (if nlp_scaling_method is selected as user-scaling).

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::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::StdInterfaceTNLP::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::StdInterfaceTNLP::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::StdInterfaceTNLP::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::StdInterfaceTNLP::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::StdInterfaceTNLP::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::StdInterfaceTNLP::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 
)
virtual

Intermediate Callback method for the user.

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual void Ipopt::StdInterfaceTNLP::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.

void Ipopt::StdInterfaceTNLP::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.

void Ipopt::StdInterfaceTNLP::operator= ( const StdInterfaceTNLP )
private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<const Journalist> Ipopt::StdInterfaceTNLP::jnlst_
private

Journlist.

Definition at line 146 of file IpStdInterfaceTNLP.hpp.

const Index Ipopt::StdInterfaceTNLP::n_var_
private

Number of variables.

Definition at line 151 of file IpStdInterfaceTNLP.hpp.

const Index Ipopt::StdInterfaceTNLP::n_con_
private

Number of constraints.

Definition at line 153 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::x_L_
private

Pointer to Number array containing lower bounds for variables.

Definition at line 155 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::x_U_
private

Pointer to Number array containing upper bounds for variables.

Definition at line 157 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::g_L_
private

Pointer to Number array containing lower bounds for constraints.

Definition at line 159 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::g_U_
private

Pointer to Number array containing upper bounds for constraints.

Definition at line 161 of file IpStdInterfaceTNLP.hpp.

const Index Ipopt::StdInterfaceTNLP::nele_jac_
private

Number of non-zero elements in the constraint Jacobian.

Definition at line 163 of file IpStdInterfaceTNLP.hpp.

const Index Ipopt::StdInterfaceTNLP::nele_hess_
private

Number of non-zero elements in the Hessian.

Definition at line 165 of file IpStdInterfaceTNLP.hpp.

const Index Ipopt::StdInterfaceTNLP::index_style_
private

Starting value of the iRow and jCol parameters for matrices.

Definition at line 167 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::start_x_
private

Pointer to Number array containing starting point for variables.

Definition at line 169 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::start_lam_
private

Poitner to Number array containing starting values for constraint multipliers.

Definition at line 172 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::start_z_L_
private

Pointer to Number array containing starting values for lower bound multipliers.

Definition at line 175 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::start_z_U_
private

Pointer to Number array containing starting values for upper bound multipliers.

Definition at line 178 of file IpStdInterfaceTNLP.hpp.

Eval_F_CB Ipopt::StdInterfaceTNLP::eval_f_
private

Pointer to callback function evaluating value of objective function.

Definition at line 180 of file IpStdInterfaceTNLP.hpp.

Eval_G_CB Ipopt::StdInterfaceTNLP::eval_g_
private

Pointer to callback function evaluating value of constraints.

Definition at line 182 of file IpStdInterfaceTNLP.hpp.

Eval_Grad_F_CB Ipopt::StdInterfaceTNLP::eval_grad_f_
private

Pointer to callback function evaluating gradient of objective function.

Definition at line 185 of file IpStdInterfaceTNLP.hpp.

Eval_Jac_G_CB Ipopt::StdInterfaceTNLP::eval_jac_g_
private

Pointer to callback function evaluating Jacobian of constraints.

Definition at line 187 of file IpStdInterfaceTNLP.hpp.

Eval_H_CB Ipopt::StdInterfaceTNLP::eval_h_
private

Pointer to callback function evaluating Hessian of Lagrangian.

Definition at line 189 of file IpStdInterfaceTNLP.hpp.

Intermediate_CB Ipopt::StdInterfaceTNLP::intermediate_cb_
private

Pointer to intermediate callback function giving control to user.

Definition at line 191 of file IpStdInterfaceTNLP.hpp.

UserDataPtr Ipopt::StdInterfaceTNLP::user_data_
private

Pointer to user data.

Definition at line 193 of file IpStdInterfaceTNLP.hpp.

Number Ipopt::StdInterfaceTNLP::obj_scaling_
private

Objective scaling factor.

Definition at line 195 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::x_scaling_
private

Scaling factors for variables (if not NULL)

Definition at line 197 of file IpStdInterfaceTNLP.hpp.

const Number* Ipopt::StdInterfaceTNLP::g_scaling_
private

Scaling factors for constraints (if not NULL)

Definition at line 199 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::non_const_x_
private

A non-const copy of x - this is kept up-to-date in apply_new_x.

Definition at line 204 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::x_sol_
private

Pointers to the user provided vectors for solution.

Definition at line 207 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::z_L_sol_
private

Definition at line 208 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::z_U_sol_
private

Definition at line 209 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::g_sol_
private

Definition at line 210 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::lambda_sol_
private

Definition at line 211 of file IpStdInterfaceTNLP.hpp.

Number* Ipopt::StdInterfaceTNLP::obj_sol_
private

Definition at line 212 of file IpStdInterfaceTNLP.hpp.


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