Implementation of Example 5.1 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L. More...

Inheritance diagram for org.coinor.examples.scalable.LuksanVlcek1:

Public Member Functions
	LuksanVlcek1 (String name, double gl, double gu)
	Constructor. More...

boolean	initialize (int n)
	In this function all problem sizes, bounds and initial guess should be initialized. More...

Public Member Functions inherited from org.coinor.examples.scalable.Scalable
	Scalable (String name, double gl, double gu)

String	toString ()

void	create ()
	Creates the problem based on the already computed problem sizes and bounds. More...

double[]	getInitialGuess ()

void	print (double[] x, String str)

Public Member Functions inherited from org.coinor.Ipopt
	Ipopt ()
	Creates a new NLP Solver using { DLLPATH} as path and { DLLNAME} as the DLL name. More...

	Ipopt (String path, String DLL)
	Creates a NLP Solver for the given DLL file. More...

void	dispose ()
	Dispose of the natively allocated memory. More...

boolean	create (int n, int m, int nele_jac, int nele_hess, int index_style)
	Create a new problem. More...

boolean	setIntegerOption (String keyword, int val)
	Function for setting an integer option. More...

boolean	setNumericOption (String keyword, double val)
	Function for setting a number option. More...

boolean	setStringOption (String keyword, String val)
	Function for setting a string option. More...

int	OptimizeNLP ()
	This function actually solve the problem. More...

double[]	getVariableValues ()
	Gives primal variable values at final point. More...

double	getObjectiveValue ()
	Gives objective function value at final point. More...

int	getStatus ()
	Gives Ipopt status of last OptimizeNLP call. More...

double[]	getConstraintValues ()
	Gives constraint function values at final point. More...

double[]	getConstraintMultipliers ()
	Gives constraint dual multipliers in final point. More...

double[]	getLowerBoundMultipliers ()
	Gives dual multipliers for variable lower bounds in final point. More...

double[]	getUpperBoundMultipliers ()
	Gives dual multipliers for variable upper bounds in final point. More...

boolean	get_scaling_parameters (double[] obj_scaling, int n, double[] x_scaling, int m, double[] g_scaling, boolean[] use_x_g_scaling)
	If you using_scaling_parameters = true, please overload this method,. More...

int	get_number_of_nonlinear_variables ()
	When LBFGS hessian approximation is used, this method should be overloaded. More...

boolean	get_list_of_nonlinear_variables (int num_nonlin_vars, int[] pos_nonlin_vars)
	When LBFGS hessian approximation is used, this method should be overloaded. More...

Protected Member Functions
boolean	get_bounds_info (int n, double[] x_l, double[] x_u, int m, double[] g_l, double[] g_u)
	Callback function for the variable bounds and constraint sides. More...

boolean	get_starting_point (int n, boolean init_x, double[] x, boolean init_z, double[] z_L, double[] z_U, int m, boolean init_lambda, double[] lambda)
	Callback function for retrieving a starting point. More...

boolean	eval_f (int n, double[] x, boolean new_x, double[] obj_value)
	Callback function for the objective function. More...

boolean	eval_g (int n, double[] x, boolean new_x, int m, double[] g)
	Callback function for the constraints. More...

boolean	eval_grad_f (int n, double[] x, boolean new_x, double[] grad_f)
	Callback function for the objective function gradient. More...

boolean	eval_jac_g (int n, double[] x, boolean new_x, int m, int nele_jac, int[] iRow, int[] jCol, double[] values)
	Callback function for the constraints Jacobian. More...

boolean	eval_h (int n, double[] x, boolean new_x, double obj_factor, int m, double[] lambda, boolean new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values)
	Callback function for the hessian. More...

Protected Member Functions inherited from org.coinor.Ipopt
void	finalize () throws Throwable

Additional Inherited Members
Static Public Attributes inherited from org.coinor.Ipopt
static final String	DLLNAME = "jipopt"
	The default DLL name of the native implementation (without any platform dependent prefixes or suffixes) More...

static final String	DLLPATH = "lib"
	The relative path where the native DLL is found. More...

static final int	C_STYLE = 0
	Use C index style for iRow and jCol vectors. More...

static final int	FORTRAN_STYLE = 1
	Use FORTRAN index style for iRow and jCol vectors. More...

static final int	SOLVE_SUCCEEDED = 0
	The possible Ipopt status return codes: should be kept in sync with Ipopt return codes. More...

static final int	ACCEPTABLE_LEVEL = 1

static final int	INFEASIBLE_PROBLEM = 2

static final int	SEARCH_DIRECTION_TOO_SMALL = 3

static final int	DIVERGING_ITERATES = 4

static final int	USER_REQUESTED_STOP = 5

static final int	ITERATION_EXCEEDED = -1

static final int	RESTORATION_FAILED = -2

static final int	ERROR_IN_STEP_COMPUTATION = -3

static final int	CPUTIME_EXCEEDED = -4

static final int	NOT_ENOUGH_DEGREES_OF_FRE = -10

static final int	INVALID_PROBLEM_DEFINITION = -11

static final int	INVALID_OPTION = -12

static final int	INVALID_NUMBER_DETECTED = -13

static final int	UNRECOVERABLE_EXCEPTION = -100

static final int	NON_IPOPT_EXCEPTION = -101

static final int	INSUFFICIENT_MEMORY = -102

static final int	INTERNAL_ERROR = -199

Protected Attributes inherited from org.coinor.examples.scalable.Scalable
double	gl

double	gu

Detailed Description

Implementation of Example 5.1 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L.

Luksan and J. Vlcek.

This code is based on an Ipopt example file with same name.

Author: Rafael de Pelegrini Soares, Tong Kewei

Definition at line 17 of file LuksanVlcek1.java.

Constructor & Destructor Documentation

org.coinor.examples.scalable.LuksanVlcek1.LuksanVlcek1	(	String	name,
		double	gl,
		double	gu
	)

inline

Constructor.

Here, gl and gu are the bounds for the constraints. The original formulation is obtained by setting gl and gu to zero. Using gl lower than gu allows the obtain a problem formulation with inequality constraints.

Definition at line 24 of file LuksanVlcek1.java.

Member Function Documentation

boolean org.coinor.examples.scalable.LuksanVlcek1.initialize ( int n )

inlinevirtual

In this function all problem sizes, bounds and initial guess should be initialized.

Parameters

n	the problem size

Returns: true if the given size is valid for this problem

Implements org.coinor.examples.scalable.Scalable.

Definition at line 30 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.get_bounds_info	(	int	n,
		double[]	x_l,
		double[]	x_u,
		int	m,
		double[]	g_l,
		double[]	g_u
	)

inlineprotectedvirtual

Callback function for the variable bounds and constraint sides.

Implements org.coinor.Ipopt.

Definition at line 81 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.get_starting_point	(	int	n,
		boolean	init_x,
		double[]	x,
		boolean	init_z,
		double[]	z_L,
		double[]	z_U,
		int	m,
		boolean	init_lambda,
		double[]	lambda
	)

inlineprotectedvirtual

Callback function for retrieving a starting point.

Implements org.coinor.Ipopt.

Definition at line 101 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.eval_f	(	int	n,
		double[]	x,
		boolean	new_x,
		double[]	obj_value
	)

inlineprotectedvirtual

Callback function for the objective function.

Implements org.coinor.Ipopt.

Definition at line 117 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.eval_g	(	int	n,
		double[]	x,
		boolean	new_x,
		int	m,
		double[]	g
	)

inlineprotectedvirtual

Callback function for the constraints.

Implements org.coinor.Ipopt.

Definition at line 131 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.eval_grad_f	(	int	n,
		double[]	x,
		boolean	new_x,
		double[]	grad_f
	)

inlineprotectedvirtual

Callback function for the objective function gradient.

Implements org.coinor.Ipopt.

Definition at line 141 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.eval_jac_g	(	int	n,
		double[]	x,
		boolean	new_x,
		int	m,
		int	nele_jac,
		int[]	iRow,
		int[]	jCol,
		double[]	values
	)

inlineprotectedvirtual

Callback function for the constraints Jacobian.

Implements org.coinor.Ipopt.

Definition at line 154 of file LuksanVlcek1.java.

boolean org.coinor.examples.scalable.LuksanVlcek1.eval_h	(	int	n,
		double[]	x,
		boolean	new_x,
		double	obj_factor,
		int	m,
		double[]	lambda,
		boolean	new_lambda,
		int	nele_hess,
		int[]	iRow,
		int[]	jCol,
		double[]	values
	)

inlineprotectedvirtual

Callback function for the hessian.

Implements org.coinor.Ipopt.

Definition at line 202 of file LuksanVlcek1.java.

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

contrib/JavaInterface/org/coinor/examples/scalable/LuksanVlcek1.java

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation