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MatlabProgram Class Reference

#include <matlabprogram.hpp>

+ Inheritance diagram for MatlabProgram:

Public Member Functions

 MatlabProgram (const Iterate &x0, const CallbackFunctions &funcs, const Options &options, Iterate &x, MatlabInfo &info)
 
virtual ~MatlabProgram ()
 
virtual bool get_nlp_info (int &n, int &m, int &sizeOfJ, int &sizeOfH, IndexStyleEnum &indexStyle)
 
virtual bool get_bounds_info (int n, double *lb, double *ub, int m, double *cl, double *cu)
 overload this method to return the information about the bound on the variables and constraints. More...
 
virtual bool get_starting_point (int n, bool initializeVars, double *vars, bool initializez, double *zl, double *zu, int m, bool initializeLambda, double *lambda)
 overload this method to return the starting point. More...
 
virtual bool eval_f (int n, const double *vars, bool ignore, double &f)
 overload this method to return the value of the objective function More...
 
virtual bool eval_grad_f (int n, const double *vars, bool ignore, double *grad)
 overload this method to return the vector of the gradient of the objective w.r.t. More...
 
virtual bool eval_g (int n, const double *vars, bool ignore, int m, double *g)
 overload this method to return the vector of constraint values More...
 
virtual bool eval_jac_g (int numVariables, const double *variables, bool ignoreThis, int numConstraints, int sizeOfJ, int *rows, int *cols, double *Jx)
 overload this method to return the jacobian of the constraints. More...
 
virtual bool eval_h (int n, const double *vars, bool ignore, double sigma, int m, const double *lambda, bool ignoretoo, int sizeOfH, int *rows, int *cols, double *Hx)
 overload this method to return the hessian of the lagrangian. More...
 
virtual void finalize_solution (SolverReturn status, int numVariables, const double *variables, const double *zl, const double *zu, int numConstraints, const double *constraints, const double *lambda, double objective, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 
virtual bool intermediate_callback (AlgorithmMode mode, int t, double f, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 
- Public Member Functions inherited from Ipopt::TNLP
 DECLARE_STD_EXCEPTION (INVALID_TNLP)
 
 TNLP ()
 
virtual ~TNLP ()
 Default destructor. 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)=0
 This method is called when the algorithm is complete so the TNLP can store/write the solution. 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
 

Protected Attributes

const Iteratex0
 
const CallbackFunctionsfuncs
 
const Optionsoptions
 
Iteratex
 
MatlabInfoinfo
 
SparseMatrixJ
 
SparseMatrixH
 

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

Definition at line 26 of file matlabprogram.hpp.

Constructor & Destructor Documentation

MatlabProgram::MatlabProgram ( const Iterate x0,
const CallbackFunctions funcs,
const Options options,
Iterate x,
MatlabInfo info 
)
virtual MatlabProgram::~MatlabProgram ( )
virtual

Member Function Documentation

virtual bool MatlabProgram::get_nlp_info ( int &  n,
int &  m,
int &  sizeOfJ,
int &  sizeOfH,
IndexStyleEnum indexStyle 
)
virtual

Implements Ipopt::TNLP.

virtual bool MatlabProgram::get_bounds_info ( int  n,
double *  x_l,
double *  x_u,
int  m,
double *  g_l,
double *  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 MatlabProgram::get_starting_point ( int  n,
bool  init_x,
double *  x,
bool  init_z,
double *  z_L,
double *  z_U,
int  m,
bool  init_lambda,
double *  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 MatlabProgram::eval_f ( int  n,
const double *  x,
bool  new_x,
double &  obj_value 
)
virtual

overload this method to return the value of the objective function

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_grad_f ( int  n,
const double *  x,
bool  new_x,
double *  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 MatlabProgram::eval_g ( int  n,
const double *  x,
bool  new_x,
int  m,
double *  g 
)
virtual

overload this method to return the vector of constraint values

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_jac_g ( int  n,
const double *  x,
bool  new_x,
int  m,
int  nele_jac,
int *  iRow,
int *  jCol,
double *  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 MatlabProgram::eval_h ( int  n,
const double *  x,
bool  new_x,
double  obj_factor,
int  m,
const double *  lambda,
bool  new_lambda,
int  nele_hess,
int *  iRow,
int *  jCol,
double *  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 MatlabProgram::finalize_solution ( SolverReturn  status,
int  numVariables,
const double *  variables,
const double *  zl,
const double *  zu,
int  numConstraints,
const double *  constraints,
const double *  lambda,
double  objective,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
)
virtual
virtual bool MatlabProgram::intermediate_callback ( AlgorithmMode  mode,
int  t,
double  f,
double  inf_pr,
double  inf_du,
double  mu,
double  d_norm,
double  regularization_size,
double  alpha_du,
double  alpha_pr,
int  ls_trials,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
)
virtual

Member Data Documentation

const Iterate& MatlabProgram::x0
protected

Definition at line 96 of file matlabprogram.hpp.

const CallbackFunctions& MatlabProgram::funcs
protected

Definition at line 97 of file matlabprogram.hpp.

const Options& MatlabProgram::options
protected

Definition at line 98 of file matlabprogram.hpp.

Iterate& MatlabProgram::x
protected

Definition at line 99 of file matlabprogram.hpp.

MatlabInfo& MatlabProgram::info
protected

Definition at line 100 of file matlabprogram.hpp.

SparseMatrix* MatlabProgram::J
protected

Definition at line 105 of file matlabprogram.hpp.

SparseMatrix* MatlabProgram::H
protected

Definition at line 106 of file matlabprogram.hpp.


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