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org.coinor.examples.scalable.LuksanVlcek1 Class Reference

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
nthe 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: