This class Adapts the TNLP interface so it looks like an NLP interface. More...

#include <IpTNLPAdapter.hpp>

Inheritance diagram for Ipopt::TNLPAdapter:

Public Types
enum	FixedVariableTreatmentEnum { MAKE_PARAMETER =0, MAKE_CONSTRAINT, RELAX_BOUNDS }
	Enum for treatment of fixed variables option. More...

enum	DerivativeTestEnum { NO_TEST =0, FIRST_ORDER_TEST, SECOND_ORDER_TEST, ONLY_SECOND_ORDER_TEST }
	Enum for specifying which derivative test is to be performed. More...

enum	JacobianApproxEnum { JAC_EXACT =0, JAC_FINDIFF_VALUES }
	Enum for specifying technique for computing Jacobian. More...

Public Member Functions
virtual void	GetQuasiNewtonApproximationSpaces (SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)
	Method returning information on quasi-Newton approximation. More...

bool	CheckDerivatives (DerivativeTestEnum deriv_test, Index deriv_test_start_index)
	Method for performing the derivative test. More...

SmartPtr< TNLP >	tnlp () const
	Accessor method for the underlying TNLP. More...

Constructors/Destructors
	TNLPAdapter (const SmartPtr< TNLP > tnlp, const SmartPtr< const Journalist > jnlst=NULL)
	Default constructor. More...

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

Exceptions
	DECLARE_STD_EXCEPTION (INVALID_TNLP)

	DECLARE_STD_EXCEPTION (ERROR_IN_TNLP_DERIVATIVE_TEST)

TNLPAdapter Initialization.
virtual bool	ProcessOptions (const OptionsList &options, const std::string &prefix)
	Overload if you want the chance to process options or parameters that may be specific to the NLP. More...

virtual bool	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)
	Method for creating the derived vector / matrix types (Do not delete these, the ). More...

virtual bool	GetBoundsInformation (const Matrix &Px_L, Vector &x_L, const Matrix &Px_U, Vector &x_U, const Matrix &Pd_L, Vector &d_L, const Matrix &Pd_U, Vector &d_U)
	Method for obtaining the bounds information. More...

virtual bool	GetStartingPoint (SmartPtr< Vector > x, bool need_x, SmartPtr< Vector > y_c, bool need_y_c, SmartPtr< Vector > y_d, bool need_y_d, SmartPtr< Vector > z_L, bool need_z_L, SmartPtr< Vector > z_U, bool need_z_U)
	Method for obtaining the starting point for all the iterates. More...

virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method for obtaining an entire iterate as a warmstart point. More...

TNLPAdapter evaluation routines.
virtual bool	Eval_f (const Vector &x, Number &f)

virtual bool	Eval_grad_f (const Vector &x, Vector &g_f)

virtual bool	Eval_c (const Vector &x, Vector &c)

virtual bool	Eval_jac_c (const Vector &x, Matrix &jac_c)

virtual bool	Eval_d (const Vector &x, Vector &d)

virtual bool	Eval_jac_d (const Vector &x, Matrix &jac_d)

virtual bool	Eval_h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)

virtual void	GetScalingParameters (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, Number &obj_scaling, SmartPtr< Vector > &x_scaling, SmartPtr< Vector > &c_scaling, SmartPtr< Vector > &d_scaling) const
	Routines to get the scaling parameters. More...

Solution Reporting Methods
virtual 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)
	This method is called at the very end of the optimization. More...

virtual 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, const IpoptData ip_data, IpoptCalculatedQuantities ip_cq)
	This method is called once per iteration, after the iteration summary output has been printed. More...

Methods for translating data for IpoptNLP into the TNLP
data. These methods are used to obtain the current (or final) data for the TNLP formulation from the IpoptNLP structure.
void	ResortX (const Vector &x, Number *x_orig)
	Sort the primal variables, and add the fixed values in x. More...

void	ResortG (const Vector &c, const Vector &d, Number *g_orig)

void	ResortBnds (const Vector &x_L, Number x_L_orig, const Vector &x_U, Number x_U_orig)

Public Member Functions inherited from Ipopt::NLP
	NLP ()
	Default constructor. More...

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

	DECLARE_STD_EXCEPTION (USER_SCALING_NOT_IMPLEMENTED)
	Exceptions. More...

	DECLARE_STD_EXCEPTION (INVALID_NLP)

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)

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

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

Methods to update the values in the local copies of vectors
bool	update_local_x (const Vector &x)

bool	update_local_lambda (const Vector &y_c, const Vector &y_d)

Internal routines for evaluating g and jac_g (values stored since
they are used in both c and d routines
bool	internal_eval_g (bool new_x)

bool	internal_eval_jac_g (bool new_x)

Internal methods for dealing with finite difference
approxation
void	initialize_findiff_jac (const Index iRow, const Index jCol)
	Initialize sparsity structure for finite difference Jacobian. More...

Private Attributes
TNLP::IndexStyleEnum	index_style_
	Numbering style of variables and constraints. More...

Algorithmic parameters
Number	nlp_lower_bound_inf_
	Value for a lower bound that denotes -infinity. More...

Number	nlp_upper_bound_inf_
	Value for a upper bound that denotes infinity. More...

FixedVariableTreatmentEnum	fixed_variable_treatment_
	Flag indicating how fixed variables should be handled. More...

Number	bound_relax_factor_

DerivativeTestEnum	derivative_test_
	Enum indicating whether and which derivative test should be performed at starting point. More...

Number	derivative_test_perturbation_
	Size of the perturbation for the derivative test. More...

Number	derivative_test_tol_
	Relative threshold for marking deviation from finite difference test. More...

bool	derivative_test_print_all_
	Flag indicating if all test values should be printed, or only those violating the threshold. More...

Index	derivative_test_first_index_
	Index of first quantity to be checked. 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...

Index	num_linear_variables_
	Number of linear variables. More...

JacobianApproxEnum	jacobian_approximation_
	Flag indicating how Jacobian is computed. More...

Number	findiff_perturbation_
	Size of the perturbation for the derivative approximation. More...

Number	point_perturbation_radius_
	Maximal perturbation of the initial point. More...

bool	dependency_detection_with_rhs_
	Flag indicating if rhs should be considered during dependency detection. More...

Number	tol_
	Overall convergence tolerance. More...

Problem Size Data
Index	n_full_x_
	full dimension of x (fixed + non-fixed) More...

Index	n_full_g_
	full dimension of g (c + d) More...

Index	nz_jac_c_
	non-zeros of the jacobian of c More...

Index	nz_jac_c_no_extra_
	non-zeros of the jacobian of c without added constraints for fixed variables. More...

Index	nz_jac_d_
	non-zeros of the jacobian of d More...

Index	nz_full_jac_g_
	number of non-zeros in full-size Jacobian of g More...

Index	nz_full_h_
	number of non-zeros in full-size Hessian More...

Index	nz_h_
	number of non-zeros in the non-fixed-size Hessian More...

Index	n_x_fixed_
	Number of fixed variables. More...

Local copy of spaces (for warm start)
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_

Local Copy of the Data
Number *	full_x_

Number *	full_lambda_
	copy of the full x vector (fixed & non-fixed) More...

Number *	full_g_
	copy of lambda (yc & yd) More...

Number *	jac_g_
	copy of g (c & d) More...

Number *	c_rhs_
	the values for the full jacobian of g More...

Tags for deciding when to update internal copies of vectors
the rhs values of c
TaggedObject::Tag	x_tag_for_iterates_

TaggedObject::Tag	y_c_tag_for_iterates_

TaggedObject::Tag	y_d_tag_for_iterates_

TaggedObject::Tag	x_tag_for_g_

TaggedObject::Tag	x_tag_for_jac_g_

Internal Permutation Spaces and matrices
SmartPtr< ExpansionMatrix >	P_x_full_x_
	Expansion from fixed x (ipopt) to full x. More...

SmartPtr< ExpansionMatrixSpace >	P_x_full_x_space_

SmartPtr< ExpansionMatrix >	P_x_x_L_
	Expansion from fixed x_L (ipopt) to full x. More...

SmartPtr< ExpansionMatrixSpace >	P_x_x_L_space_

SmartPtr< ExpansionMatrix >	P_x_x_U_
	Expansion from fixed x_U (ipopt) to full x. More...

SmartPtr< ExpansionMatrixSpace >	P_x_x_U_space_

SmartPtr< ExpansionMatrixSpace >	P_c_g_space_
	Expansion from c only (ipopt) to full ampl c. More...

SmartPtr< ExpansionMatrix >	P_c_g_

SmartPtr< ExpansionMatrixSpace >	P_d_g_space_
	Expansion from d only (ipopt) to full ampl d. More...

SmartPtr< ExpansionMatrix >	P_d_g_

Index *	jac_idx_map_

Index *	h_idx_map_

Index *	x_fixed_map_
	Position of fixed variables. More...

Data for finite difference approximations of derivatives
Index	findiff_jac_nnz_
	Number of unique nonzeros in constraint Jacobian. More...

Index *	findiff_jac_ia_
	Start position for nonzero indices in ja for each column of Jacobian More...

Index *	findiff_jac_ja_
	Ordered by columns, for each column the row indices in Jacobian More...

Index *	findiff_jac_postriplet_
	Position of entry in original triplet matrix. More...

Number *	findiff_x_l_
	Copy of the lower bounds. More...

Number *	findiff_x_u_
	Copy of the upper bounds. More...

Method implementing the detection of linearly dependent
equality constraints
SmartPtr< TNLP >	tnlp_
	Pointer to the TNLP class (class specific to Number* vectors and harwell triplet matrices) More...

SmartPtr< const Journalist >	jnlst_
	Journalist. More...

SmartPtr< TDependencyDetector >	dependency_detector_
	Object that can be used to detect linearly dependent rows in the equality constraint Jacobian. More...

bool	DetermineDependentConstraints (Index n_x_var, const Index x_not_fixed_map, const Number x_l, const Number x_u, const Number g_l, const Number g_u, Index n_c, const Index c_map, std::list< Index > &c_deps)

Detailed Description

This class Adapts the TNLP interface so it looks like an NLP interface.

This is an Adapter class (Design Patterns) that converts a TNLP to an NLP. This allows users to write to the "more convenient" TNLP interface.

Definition at line 30 of file IpTNLPAdapter.hpp.

Member Enumeration Documentation

enum Ipopt::TNLPAdapter::FixedVariableTreatmentEnum

Enum for treatment of fixed variables option.

Enumerator
MAKE_PARAMETER
MAKE_CONSTRAINT
RELAX_BOUNDS

Definition at line 159 of file IpTNLPAdapter.hpp.

enum Ipopt::TNLPAdapter::DerivativeTestEnum

Enum for specifying which derivative test is to be performed.

Enumerator
NO_TEST
FIRST_ORDER_TEST
SECOND_ORDER_TEST
ONLY_SECOND_ORDER_TEST

Definition at line 167 of file IpTNLPAdapter.hpp.

enum Ipopt::TNLPAdapter::JacobianApproxEnum

Enum for specifying technique for computing Jacobian.

Enumerator
JAC_EXACT
JAC_FINDIFF_VALUES

Definition at line 176 of file IpTNLPAdapter.hpp.

Constructor & Destructor Documentation

Ipopt::TNLPAdapter::TNLPAdapter	(	const SmartPtr< TNLP >	tnlp,
		const SmartPtr< const Journalist >	jnlst = `NULL`
	)

Default constructor.

virtual Ipopt::TNLPAdapter::~TNLPAdapter ( )

virtual

Default destructor.

Ipopt::TNLPAdapter::TNLPAdapter ( const TNLPAdapter & )

private

Copy Constructor.

Member Function Documentation

Ipopt::TNLPAdapter::DECLARE_STD_EXCEPTION ( INVALID_TNLP )

Ipopt::TNLPAdapter::DECLARE_STD_EXCEPTION ( ERROR_IN_TNLP_DERIVATIVE_TEST )

virtual bool Ipopt::TNLPAdapter::ProcessOptions	(	const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Overload if you want the chance to process options or parameters that may be specific to the NLP.

Reimplemented from Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::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

Method for creating the derived vector / matrix types (Do not delete these, the ).

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::GetBoundsInformation	(	const Matrix &	Px_L,
		Vector &	x_L,
		const Matrix &	Px_U,
		Vector &	x_U,
		const Matrix &	Pd_L,
		Vector &	d_L,
		const Matrix &	Pd_U,
		Vector &	d_U
	)

virtual

Method for obtaining the bounds information.

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::GetStartingPoint	(	SmartPtr< Vector >	x,
		bool	need_x,
		SmartPtr< Vector >	y_c,
		bool	need_y_c,
		SmartPtr< Vector >	y_d,
		bool	need_y_d,
		SmartPtr< Vector >	z_L,
		bool	need_z_L,
		SmartPtr< Vector >	z_U,
		bool	need_z_U
	)

virtual

Method for obtaining the starting point for all the iterates.

Implements Ipopt::NLP.

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

virtual

Method for obtaining an entire iterate as a warmstart point.

The incoming IteratesVector has to be filled.

Reimplemented from Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_f	(	const Vector &	x,
		Number &	f
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_grad_f	(	const Vector &	x,
		Vector &	g_f
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_c	(	const Vector &	x,
		Vector &	c
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_jac_c	(	const Vector &	x,
		Matrix &	jac_c
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_d	(	const Vector &	x,
		Vector &	d
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_jac_d	(	const Vector &	x,
		Matrix &	jac_d
	)

virtual

Implements Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::Eval_h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		SymMatrix &	h
	)

virtual

Implements Ipopt::NLP.

virtual void Ipopt::TNLPAdapter::GetScalingParameters	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		Number &	obj_scaling,
		SmartPtr< Vector > &	x_scaling,
		SmartPtr< Vector > &	c_scaling,
		SmartPtr< Vector > &	d_scaling
	)		const

virtual

Routines to get the scaling parameters.

These do not need to be overloaded unless the options are set for User scaling

Reimplemented from Ipopt::NLP.

virtual void Ipopt::TNLPAdapter::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

This method is called at the very end of the optimization.

It provides the final iterate to the user, so that it can be stored as the solution. The status flag indicates the outcome of the optimization, where SolverReturn is defined in IpAlgTypes.hpp.

Reimplemented from Ipopt::NLP.

virtual bool Ipopt::TNLPAdapter::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,
		const IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

virtual

This method is called once per iteration, after the iteration summary output has been printed.

It provides the current information to the user to do with it anything she wants. It also allows the user to ask for a premature termination of the optimization by returning false, in which case Ipopt will terminate with a corresponding return status. The basic information provided in the argument list has the quantities values printed in the iteration summary line. If more information is required, a user can obtain it from the IpData and IpCalculatedQuantities objects. However, note that the provided quantities are all for the problem that Ipopt sees, i.e., the quantities might be scaled, fixed variables might be sorted out, etc. The status indicates things like whether the algorithm is in the restoration phase... In the restoration phase, the dual variables are probably not not changing.

Reimplemented from Ipopt::NLP.

virtual void Ipopt::TNLPAdapter::GetQuasiNewtonApproximationSpaces	(	SmartPtr< VectorSpace > &	approx_space,
		SmartPtr< Matrix > &	P_approx
	)

virtual

Method returning information on quasi-Newton approximation.

Reimplemented from Ipopt::NLP.

bool Ipopt::TNLPAdapter::CheckDerivatives	(	DerivativeTestEnum	deriv_test,
		Index	deriv_test_start_index
	)

Method for performing the derivative test.

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

static

SmartPtr<TNLP> Ipopt::TNLPAdapter::tnlp ( ) const

inline

Accessor method for the underlying TNLP.

Definition at line 192 of file IpTNLPAdapter.hpp.

void Ipopt::TNLPAdapter::ResortX	(	const Vector &	x,
		Number *	x_orig
	)

Sort the primal variables, and add the fixed values in x.

void Ipopt::TNLPAdapter::ResortG	(	const Vector &	c,
		const Vector &	d,
		Number *	g_orig
	)

void Ipopt::TNLPAdapter::ResortBnds	(	const Vector &	x_L,
		Number *	x_L_orig,
		const Vector &	x_U,
		Number *	x_U_orig
	)

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

private

Overloaded Equals Operator.

bool Ipopt::TNLPAdapter::DetermineDependentConstraints	(	Index	n_x_var,
		const Index *	x_not_fixed_map,
		const Number *	x_l,
		const Number *	x_u,
		const Number *	g_l,
		const Number *	g_u,
		Index	n_c,
		const Index *	c_map,
		std::list< Index > &	c_deps
	)

private

bool Ipopt::TNLPAdapter::update_local_x ( const Vector & x )

private

bool Ipopt::TNLPAdapter::update_local_lambda	(	const Vector &	y_c,
		const Vector &	y_d
	)

private

bool Ipopt::TNLPAdapter::internal_eval_g ( bool new_x )

private

bool Ipopt::TNLPAdapter::internal_eval_jac_g ( bool new_x )

private

void Ipopt::TNLPAdapter::initialize_findiff_jac	(	const Index *	iRow,
		const Index *	jCol
	)

private

Initialize sparsity structure for finite difference Jacobian.

Member Data Documentation

SmartPtr<TNLP> Ipopt::TNLPAdapter::tnlp_

private

Pointer to the TNLP class (class specific to Number* vectors and harwell triplet matrices)

Definition at line 236 of file IpTNLPAdapter.hpp.

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

private

Journalist.

Definition at line 239 of file IpTNLPAdapter.hpp.

SmartPtr<TDependencyDetector> Ipopt::TNLPAdapter::dependency_detector_

private

Object that can be used to detect linearly dependent rows in the equality constraint Jacobian.

Definition at line 243 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::nlp_lower_bound_inf_

private

Value for a lower bound that denotes -infinity.

Definition at line 248 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::nlp_upper_bound_inf_

private

Value for a upper bound that denotes infinity.

Definition at line 250 of file IpTNLPAdapter.hpp.

FixedVariableTreatmentEnum Ipopt::TNLPAdapter::fixed_variable_treatment_

private

Flag indicating how fixed variables should be handled.

Definition at line 252 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::bound_relax_factor_

private

Definition at line 254 of file IpTNLPAdapter.hpp.

DerivativeTestEnum Ipopt::TNLPAdapter::derivative_test_

private

Enum indicating whether and which derivative test should be performed at starting point.

Definition at line 262 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::derivative_test_perturbation_

private

Size of the perturbation for the derivative test.

Definition at line 264 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::derivative_test_tol_

private

Relative threshold for marking deviation from finite difference test.

Definition at line 267 of file IpTNLPAdapter.hpp.

bool Ipopt::TNLPAdapter::derivative_test_print_all_

private

Flag indicating if all test values should be printed, or only those violating the threshold.

Definition at line 270 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::derivative_test_first_index_

private

Index of first quantity to be checked.

Definition at line 272 of file IpTNLPAdapter.hpp.

bool Ipopt::TNLPAdapter::warm_start_same_structure_

private

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

Definition at line 275 of file IpTNLPAdapter.hpp.

HessianApproximationType Ipopt::TNLPAdapter::hessian_approximation_

private

Flag indicating what Hessian information is to be used.

Definition at line 277 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::num_linear_variables_

private

Number of linear variables.

Definition at line 279 of file IpTNLPAdapter.hpp.

JacobianApproxEnum Ipopt::TNLPAdapter::jacobian_approximation_

private

Flag indicating how Jacobian is computed.

Definition at line 281 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::findiff_perturbation_

private

Size of the perturbation for the derivative approximation.

Definition at line 283 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::point_perturbation_radius_

private

Maximal perturbation of the initial point.

Definition at line 285 of file IpTNLPAdapter.hpp.

bool Ipopt::TNLPAdapter::dependency_detection_with_rhs_

private

Flag indicating if rhs should be considered during dependency detection.

Definition at line 288 of file IpTNLPAdapter.hpp.

Number Ipopt::TNLPAdapter::tol_

private

Overall convergence tolerance.

Definition at line 291 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::n_full_x_

private

full dimension of x (fixed + non-fixed)

Definition at line 297 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::n_full_g_

private

full dimension of g (c + d)

Definition at line 299 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_jac_c_

private

non-zeros of the jacobian of c

Definition at line 301 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_jac_c_no_extra_

private

non-zeros of the jacobian of c without added constraints for fixed variables.

Definition at line 304 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_jac_d_

private

non-zeros of the jacobian of d

Definition at line 306 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_full_jac_g_

private

number of non-zeros in full-size Jacobian of g

Definition at line 308 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_full_h_

private

number of non-zeros in full-size Hessian

Definition at line 310 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::nz_h_

private

number of non-zeros in the non-fixed-size Hessian

Definition at line 312 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::n_x_fixed_

private

Number of fixed variables.

Definition at line 314 of file IpTNLPAdapter.hpp.

TNLP::IndexStyleEnum Ipopt::TNLPAdapter::index_style_

private

Numbering style of variables and constraints.

Definition at line 318 of file IpTNLPAdapter.hpp.

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

private

Definition at line 322 of file IpTNLPAdapter.hpp.

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

private

Definition at line 323 of file IpTNLPAdapter.hpp.

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

private

Definition at line 324 of file IpTNLPAdapter.hpp.

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

private

Definition at line 325 of file IpTNLPAdapter.hpp.

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

private

Definition at line 326 of file IpTNLPAdapter.hpp.

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

private

Definition at line 327 of file IpTNLPAdapter.hpp.

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

private

Definition at line 328 of file IpTNLPAdapter.hpp.

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

private

Definition at line 329 of file IpTNLPAdapter.hpp.

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

private

Definition at line 330 of file IpTNLPAdapter.hpp.

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

private

Definition at line 331 of file IpTNLPAdapter.hpp.

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

private

Definition at line 332 of file IpTNLPAdapter.hpp.

SmartPtr<const MatrixSpace> Ipopt::TNLPAdapter::Jac_c_space_

private

Definition at line 333 of file IpTNLPAdapter.hpp.

SmartPtr<const MatrixSpace> Ipopt::TNLPAdapter::Jac_d_space_

private

Definition at line 334 of file IpTNLPAdapter.hpp.

SmartPtr<const SymMatrixSpace> Ipopt::TNLPAdapter::Hess_lagrangian_space_

private

Definition at line 335 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::full_x_

private

Definition at line 340 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::full_lambda_

private

copy of the full x vector (fixed & non-fixed)

Definition at line 341 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::full_g_

private

copy of lambda (yc & yd)

Definition at line 342 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::jac_g_

private

copy of g (c & d)

Definition at line 343 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::c_rhs_

private

the values for the full jacobian of g

Definition at line 344 of file IpTNLPAdapter.hpp.

TaggedObject::Tag Ipopt::TNLPAdapter::x_tag_for_iterates_

private

Definition at line 349 of file IpTNLPAdapter.hpp.

TaggedObject::Tag Ipopt::TNLPAdapter::y_c_tag_for_iterates_

private

Definition at line 350 of file IpTNLPAdapter.hpp.

TaggedObject::Tag Ipopt::TNLPAdapter::y_d_tag_for_iterates_

private

Definition at line 351 of file IpTNLPAdapter.hpp.

TaggedObject::Tag Ipopt::TNLPAdapter::x_tag_for_g_

private

Definition at line 352 of file IpTNLPAdapter.hpp.

TaggedObject::Tag Ipopt::TNLPAdapter::x_tag_for_jac_g_

private

Definition at line 353 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrix> Ipopt::TNLPAdapter::P_x_full_x_

private

Expansion from fixed x (ipopt) to full x.

Definition at line 380 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrixSpace> Ipopt::TNLPAdapter::P_x_full_x_space_

private

Definition at line 381 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrix> Ipopt::TNLPAdapter::P_x_x_L_

private

Expansion from fixed x_L (ipopt) to full x.

Definition at line 384 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrixSpace> Ipopt::TNLPAdapter::P_x_x_L_space_

private

Definition at line 385 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrix> Ipopt::TNLPAdapter::P_x_x_U_

private

Expansion from fixed x_U (ipopt) to full x.

Definition at line 388 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrixSpace> Ipopt::TNLPAdapter::P_x_x_U_space_

private

Definition at line 389 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrixSpace> Ipopt::TNLPAdapter::P_c_g_space_

private

Expansion from c only (ipopt) to full ampl c.

Definition at line 392 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrix> Ipopt::TNLPAdapter::P_c_g_

private

Definition at line 393 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrixSpace> Ipopt::TNLPAdapter::P_d_g_space_

private

Expansion from d only (ipopt) to full ampl d.

Definition at line 396 of file IpTNLPAdapter.hpp.

SmartPtr<ExpansionMatrix> Ipopt::TNLPAdapter::P_d_g_

private

Definition at line 397 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::jac_idx_map_

private

Definition at line 399 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::h_idx_map_

private

Definition at line 400 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::x_fixed_map_

private

Position of fixed variables.

This is required for a warm start

Definition at line 403 of file IpTNLPAdapter.hpp.

Index Ipopt::TNLPAdapter::findiff_jac_nnz_

private

Number of unique nonzeros in constraint Jacobian.

Definition at line 409 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::findiff_jac_ia_

private

Start position for nonzero indices in ja for each column of

Jacobian

Definition at line 412 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::findiff_jac_ja_

private

Ordered by columns, for each column the row indices in

Jacobian

Definition at line 415 of file IpTNLPAdapter.hpp.

Index* Ipopt::TNLPAdapter::findiff_jac_postriplet_

private

Position of entry in original triplet matrix.

Definition at line 417 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::findiff_x_l_

private

Copy of the lower bounds.

Definition at line 419 of file IpTNLPAdapter.hpp.

Number* Ipopt::TNLPAdapter::findiff_x_u_

private

Copy of the upper bounds.

Definition at line 421 of file IpTNLPAdapter.hpp.

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

src/Interfaces/IpTNLPAdapter.hpp

Public Types

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Method implementing the detection of linearly dependent

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation