This is a wrapper around a given TNLP class that takes out a list of constraints that are given to the constructor. More...

#include <IpTNLPReducer.hpp>

Inheritance diagram for Ipopt::TNLPReducer:

Public Member Functions
Constructors/Destructors
	TNLPReducer (TNLP &tnlp, Index n_g_skip, const Index index_g_skip, Index n_xL_skip, const Index index_xL_skip, Index n_xU_skip, const Index index_xU_skip, Index n_x_fix, const Index index_f_fix)
	Constructor is given the indices of the constraints that should be taken out of the problem statement, as well as the original TNLP. More...

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

Overloaded methods from TNLP
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	overload this method to return the information about the bound on the variables and constraints. 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)
	overload this method to return scaling parameters. 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_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)
	overload this method to return the starting point. 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...

virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	overload this method to return the value of the objective function More...

virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	overload this method to return the vector of the gradient of the objective w.r.t. More...

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	overload this method to return the vector of constraint values 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)
	overload this method to return the jacobian of the constraints. 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)
	overload this method to return the hessian of the lagrangian. More...

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...

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...

virtual Index	get_number_of_nonlinear_variables ()

virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)

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 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...

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
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.
	TNLPReducer ()
	Default Constructor. More...

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

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

Private Attributes
Index	n_g_skip_
	Number of constraints to be skipped. More...

Index *	index_g_skip_
	Array of indices of the constraints that are to be skipped. More...

IndexStyleEnum	index_style_orig_
	Index style for original problem. More...

Index *	g_keep_map_
	Map from original constraints to new constraints. More...

Index	m_reduced_
	Number of constraints in reduced NLP. More...

Index	nnz_jac_g_reduced_
	Number of Jacobian nonzeros in the reduced NLP. More...

Index	nnz_jac_g_skipped_
	Number of Jacobian nonzeros that are skipped. More...

Index *	jac_g_skipped_
	Array of Jacobian elements that are to be skipped. More...

Index	n_xL_skip_
	Number of lower variable bounds to be skipped. More...

Index *	index_xL_skip_
	Array of indices of the lower variable bounds to be skipped. More...

Index	n_xU_skip_
	Number of upper variable bounds to be skipped. More...

Index *	index_xU_skip_
	Array of indices of the upper variable bounds to be skipped. More...

Index	n_x_fix_
	Number of variables that are to be fixed to initial value. More...

Index *	index_x_fix_
	Array of indices of the variables that are to be fixed. More...

original TNLP
SmartPtr< TNLP >	tnlp_

Index	m_orig_

Index	nnz_jac_g_orig_

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

This is a wrapper around a given TNLP class that takes out a list of constraints that are given to the constructor.

It is provided for convenience, if one wants to experiment with problems that consist of only a subset of the constraints. But keep in mind that this is not efficient, since behind the scenes we are still evaluation all functions and derivatives, and are making copies of the original data.

Definition at line 23 of file IpTNLPReducer.hpp.

Constructor & Destructor Documentation

Ipopt::TNLPReducer::TNLPReducer	(	TNLP &	tnlp,
		Index	n_g_skip,
		const Index *	index_g_skip,
		Index	n_xL_skip,
		const Index *	index_xL_skip,
		Index	n_xU_skip,
		const Index *	index_xU_skip,
		Index	n_x_fix,
		const Index *	index_f_fix
	)

Constructor is given the indices of the constraints that should be taken out of the problem statement, as well as the original TNLP.

virtual Ipopt::TNLPReducer::~TNLPReducer ( )

virtual

Default destructor.

Ipopt::TNLPReducer::TNLPReducer ( )

private

Default Constructor.

Ipopt::TNLPReducer::TNLPReducer ( const TNLPReducer & )

private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::TNLPReducer::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)

virtual

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)

virtual

overload this method to return the information about the bound on the variables and constraints.

The value that indicates that a bound does not exist is specified in the parameters nlp_lower_bound_inf and nlp_upper_bound_inf. By default, nlp_lower_bound_inf is -1e19 and nlp_upper_bound_inf is 1e19. (see TNLPAdapter)

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::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

overload this method to return scaling parameters.

This is only called if the options are set to retrieve user scaling. There, use_x_scaling (or use_g_scaling) should get set to true only if the variables (or constraints) are to be scaled. This method should return true only if the scaling parameters could be provided.

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::get_variables_linearity	(	Index	n,
		LinearityType *	var_types
	)

virtual

overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).

The var_types array has been allocated with length at least n. (default implementation just return false and does not fill the array).

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::get_constraints_linearity	(	Index	m,
		LinearityType *	const_types
	)

virtual

overload this method to return the constraint linearity.

array has been allocated with length at least n. (default implementation just return false and does not fill the array).

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::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

overload this method to return the starting point.

The bool variables indicate whether the algorithm wants you to initialize x, z_L/z_u, and lambda, respectively. If, for some reason, the algorithm wants you to initialize these and you cannot, return false, which will cause Ipopt to stop. You will have to run Ipopt with different options then.

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::get_warm_start_iterate ( IteratesVector & warm_start_iterate )

virtual

overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) for a warm start.

Since this is only for expert users, a default dummy implementation is provided and returns false.

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)

virtual

overload this method to return the value of the objective function

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)

virtual

overload this method to return the vector of the gradient of the objective w.r.t.

x

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)

virtual

overload this method to return the vector of constraint values

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)

virtual

overload this method to return the jacobian of the constraints.

The vectors iRow and jCol only need to be set once. The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL.

Implements Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::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

overload this method to return the hessian of the lagrangian.

The vectors iRow and jCol only need to be set once (during the first call). The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL. This matrix is symmetric - specify the lower diagonal only. A default implementation is provided, in case the user wants to se quasi-Newton approximations to estimate the second derivatives and doesn't not neet to implement this method.

Reimplemented from Ipopt::TNLP.

virtual void Ipopt::TNLPReducer::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.

virtual bool Ipopt::TNLPReducer::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.

Providing dummy default implementation. For details see IntermediateCallBack in IpNLP.hpp.

Reimplemented from Ipopt::TNLP.

virtual Index Ipopt::TNLPReducer::get_number_of_nonlinear_variables ( )

virtual

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::TNLPReducer::get_list_of_nonlinear_variables	(	Index	num_nonlin_vars,
		Index *	pos_nonlin_vars
	)

virtual

Reimplemented from Ipopt::TNLP.

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

private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<TNLP> Ipopt::TNLPReducer::tnlp_

private

Definition at line 126 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::m_orig_

private

Definition at line 127 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::nnz_jac_g_orig_

private

Definition at line 128 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::n_g_skip_

private

Number of constraints to be skipped.

Definition at line 132 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::index_g_skip_

private

Array of indices of the constraints that are to be skipped.

This is provided at the beginning in the constructor.

Definition at line 136 of file IpTNLPReducer.hpp.

IndexStyleEnum Ipopt::TNLPReducer::index_style_orig_

private

Index style for original problem.

Internally, we use C-Style now.

Definition at line 140 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::g_keep_map_

private

Map from original constraints to new constraints.

A -1 means that a constraint is skipped.

Definition at line 144 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::m_reduced_

private

Number of constraints in reduced NLP.

Definition at line 147 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::nnz_jac_g_reduced_

private

Number of Jacobian nonzeros in the reduced NLP.

Definition at line 150 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::nnz_jac_g_skipped_

private

Number of Jacobian nonzeros that are skipped.

Definition at line 153 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::jac_g_skipped_

private

Array of Jacobian elements that are to be skipped.

This is in increasing order.

Definition at line 157 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::n_xL_skip_

private

Number of lower variable bounds to be skipped.

Definition at line 160 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::index_xL_skip_

private

Array of indices of the lower variable bounds to be skipped.

Definition at line 163 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::n_xU_skip_

private

Number of upper variable bounds to be skipped.

Definition at line 166 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::index_xU_skip_

private

Array of indices of the upper variable bounds to be skipped.

Definition at line 169 of file IpTNLPReducer.hpp.

Index Ipopt::TNLPReducer::n_x_fix_

private

Number of variables that are to be fixed to initial value.

Definition at line 172 of file IpTNLPReducer.hpp.

Index* Ipopt::TNLPReducer::index_x_fix_

private

Array of indices of the variables that are to be fixed.

Definition at line 175 of file IpTNLPReducer.hpp.

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

src/Interfaces/IpTNLPReducer.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation