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LuksanVlcek3 Class Reference

Implementation of Example 5.3 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L. More...

#include <LuksanVlcek3.hpp>

+ Inheritance diagram for LuksanVlcek3:

Public Member Functions

 LuksanVlcek3 (Number g_l, Number g_u)
 Constructor. More...
 
virtual ~LuksanVlcek3 ()
 Default destructor. More...
 
virtual bool InitializeProblem (Index N)
 Overloaded from RegisteredTNLP. More...
 
Overloaded from TNLP
virtual bool get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
 Method to return some info about the nlp. More...
 
virtual bool get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
 Method to return the bounds for my problem. 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)
 Method to return the starting point for the algorithm. More...
 
virtual bool eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
 Method to return the objective value. More...
 
virtual bool eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f)
 Method to return the gradient of the objective. More...
 
virtual bool eval_g (Index n, const Number *x, bool new_x, Index m, Number *g)
 Method to return the constraint residuals. 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)
 Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL) 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)
 Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL) 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 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)
 
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_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_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

Methods to block default compiler methods.

The compiler automatically generates the following three methods.

Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++")

 LuksanVlcek3 ()
 
 LuksanVlcek3 (const LuksanVlcek3 &)
 
LuksanVlcek3operator= (const LuksanVlcek3 &)
 

Private Attributes

Index N_
 Parameter determining problem size. More...
 
Number g_l_
 General lower bound for all constraints. More...
 
Number g_u_
 General upper bound for all constraints. 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 Example 5.3 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L.

Luksan and J. Vlcek.

Definition at line 19 of file LuksanVlcek3.hpp.

Constructor & Destructor Documentation

LuksanVlcek3::LuksanVlcek3 ( Number  g_l,
Number  g_u 
)

Constructor.

Here, g_l and g_u are the bounds for the constraints. The original formulation is obtained by setting g_l and g_u to zero. Using g_l<g_u allows the obtain a problem formulation with inequality constraints.

virtual LuksanVlcek3::~LuksanVlcek3 ( )
inlinevirtual

Default destructor.

Definition at line 29 of file LuksanVlcek3.hpp.

LuksanVlcek3::LuksanVlcek3 ( )
private
LuksanVlcek3::LuksanVlcek3 ( const LuksanVlcek3 )
private

Member Function Documentation

virtual bool LuksanVlcek3::InitializeProblem ( Index  N)
virtual

Overloaded from RegisteredTNLP.

Implements RegisteredTNLP.

virtual bool LuksanVlcek3::get_nlp_info ( Index n,
Index m,
Index nnz_jac_g,
Index nnz_h_lag,
IndexStyleEnum index_style 
)
virtual

Method to return some info about the nlp.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::get_bounds_info ( Index  n,
Number x_l,
Number x_u,
Index  m,
Number g_l,
Number g_u 
)
virtual

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::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

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::eval_f ( Index  n,
const Number x,
bool  new_x,
Number obj_value 
)
virtual

Method to return the objective value.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::eval_grad_f ( Index  n,
const Number x,
bool  new_x,
Number grad_f 
)
virtual

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::eval_g ( Index  n,
const Number x,
bool  new_x,
Index  m,
Number g 
)
virtual

Method to return the constraint residuals.

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::eval_jac_g ( Index  n,
const Number x,
bool  new_x,
Index  m,
Index  nele_jac,
Index iRow,
Index jCol,
Number values 
)
virtual

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)

Implements Ipopt::TNLP.

virtual bool LuksanVlcek3::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

Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL)

Reimplemented from Ipopt::TNLP.

virtual void LuksanVlcek3::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.

LuksanVlcek3& LuksanVlcek3::operator= ( const LuksanVlcek3 )
private

Member Data Documentation

Index LuksanVlcek3::N_
private

Parameter determining problem size.

Definition at line 109 of file LuksanVlcek3.hpp.

Number LuksanVlcek3::g_l_
private

General lower bound for all constraints.

Definition at line 112 of file LuksanVlcek3.hpp.

Number LuksanVlcek3::g_u_
private

General upper bound for all constraints.

Definition at line 114 of file LuksanVlcek3.hpp.


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