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 Journalist >	jnlst_
	Journlist. More...

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

Number *	x_sol_
	Pointers to the user provided vectors for solution. More...

Number *	z_L_sol_

Number *	z_U_sol_

Number *	g_sol_

Number *	lambda_sol_

Number *	obj_sol_

Information about the problem
const Index	n_var_
	Number of variables. More...

const Index	n_con_
	Number of constraints. More...

const Number *	x_L_
	Pointer to Number array containing lower bounds for variables. More...

const Number *	x_U_
	Pointer to Number array containing upper bounds for variables. More...

const Number *	g_L_
	Pointer to Number array containing lower bounds for constraints. More...

const Number *	g_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 Number *	start_x_
	Pointer to Number array containing starting point for variables. More...

const Number *	start_lam_
	Poitner to Number array containing starting values for constraint multipliers. More...

const Number *	start_z_L_
	Pointer to Number array containing starting values for lower bound multipliers. More...

const Number *	start_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 Number *	x_scaling_
	Scaling factors for variables (if not NULL) More...

const Number *	g_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:

src/Interfaces/IpStdInterfaceTNLP.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation