Ipopt
3.12.12
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Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mittelmann as Examples 1-4 in "Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints. More...
#include <MittelmannBndryCntrlDiri.hpp>
Public Member Functions | |
MittelmannBndryCntrlDiriBase () | |
Constructor. More... | |
virtual | ~MittelmannBndryCntrlDiriBase () |
Default destructor. 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) |
Method for returning scaling parameters. 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_valu, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) |
This method is called after the optimization, and could write an output file with the optimal profiles. More... | |
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virtual bool | InitializeProblem (Index N)=0 |
Initialize internal parameters, where N is a parameter determining the problme size. More... | |
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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_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... | |
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ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
Protected Member Functions | |
void | SetBaseParameters (Index N, Number alpha, Number lb_y, Number ub_y, Number lb_u, Number ub_u, Number d_const) |
Method for setting the internal parameters that define the problem. More... | |
Functions that defines a particular instance. | |
virtual Number | y_d_cont (Number x1, Number x2) const =0 |
Target profile function for y. More... | |
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++") | |
MittelmannBndryCntrlDiriBase (const MittelmannBndryCntrlDiriBase &) | |
MittelmannBndryCntrlDiriBase & | operator= (const MittelmannBndryCntrlDiriBase &) |
Auxilliary methods | |
Index | y_index (Index i, Index j) const |
Translation of mesh point indices to NLP variable indices for y(x_ij) More... | |
Index | pde_index (Index i, Index j) const |
Translation of interior mesh point indices to the corresponding PDE constraint number. More... | |
Number | x1_grid (Index i) const |
Compute the grid coordinate for given index in x1 direction. More... | |
Number | x2_grid (Index i) const |
Compute the grid coordinate for given index in x2 direction. More... | |
Private Attributes | |
Problem specification | |
Index | N_ |
Number of mesh points in one dimension (excluding boundary) More... | |
Number | h_ |
Step size. More... | |
Number | hh_ |
h_ squaredd More... | |
Number | lb_y_ |
overall lower bound on y More... | |
Number | ub_y_ |
overall upper bound on y More... | |
Number | lb_u_ |
overall lower bound on u More... | |
Number | ub_u_ |
overall upper bound on u More... | |
Number | d_const_ |
Constant value of d appearing in elliptical equation. More... | |
Number | alpha_ |
Weighting parameter for the control target deviation functional in the objective. More... | |
Number * | y_d_ |
Array for the target profile for y. More... | |
Additional Inherited Members | |
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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 |
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mittelmann as Examples 1-4 in "Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints.
Part 2: Boundary Control"
Here, the control variables are identical to the values of y on the boundary, and therefore we don't need any explicit optimization variables for u.
Definition at line 52 of file MittelmannBndryCntrlDiri.hpp.
MittelmannBndryCntrlDiriBase::MittelmannBndryCntrlDiriBase | ( | ) |
Constructor.
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Default destructor.
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private |
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Method to return some info about the nlp.
Implements Ipopt::TNLP.
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Method to return the bounds for my problem.
Implements Ipopt::TNLP.
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Method to return the starting point for the algorithm.
Implements Ipopt::TNLP.
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Method to return the objective value.
Implements Ipopt::TNLP.
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Method to return the gradient of the objective.
Implements Ipopt::TNLP.
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Method to return the constraint residuals.
Implements Ipopt::TNLP.
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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.
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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.
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Method for returning scaling parameters.
Reimplemented from Ipopt::TNLP.
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This method is called after the optimization, and could write an output file with the optimal profiles.
Implements Ipopt::TNLP.
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Method for setting the internal parameters that define the problem.
It must be called by the child class in its implementation of InitializeParameters.
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Target profile function for y.
Implemented in MittelmannBndryCntrlDiri4, MittelmannBndryCntrlDiri3, MittelmannBndryCntrlDiri2, and MittelmannBndryCntrlDiri1.
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Translation of mesh point indices to NLP variable indices for y(x_ij)
Definition at line 183 of file MittelmannBndryCntrlDiri.hpp.
Translation of interior mesh point indices to the corresponding PDE constraint number.
Definition at line 189 of file MittelmannBndryCntrlDiri.hpp.
Compute the grid coordinate for given index in x1 direction.
Definition at line 194 of file MittelmannBndryCntrlDiri.hpp.
Compute the grid coordinate for given index in x2 direction.
Definition at line 199 of file MittelmannBndryCntrlDiri.hpp.
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Number of mesh points in one dimension (excluding boundary)
Definition at line 157 of file MittelmannBndryCntrlDiri.hpp.
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Step size.
Definition at line 159 of file MittelmannBndryCntrlDiri.hpp.
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h_ squaredd
Definition at line 161 of file MittelmannBndryCntrlDiri.hpp.
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overall lower bound on y
Definition at line 163 of file MittelmannBndryCntrlDiri.hpp.
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overall upper bound on y
Definition at line 165 of file MittelmannBndryCntrlDiri.hpp.
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overall lower bound on u
Definition at line 167 of file MittelmannBndryCntrlDiri.hpp.
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overall upper bound on u
Definition at line 169 of file MittelmannBndryCntrlDiri.hpp.
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Constant value of d appearing in elliptical equation.
Definition at line 171 of file MittelmannBndryCntrlDiri.hpp.
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Weighting parameter for the control target deviation functional in the objective.
Definition at line 174 of file MittelmannBndryCntrlDiri.hpp.
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Array for the target profile for y.
Definition at line 176 of file MittelmannBndryCntrlDiri.hpp.