9 #ifndef INCLUDE_MATLABPROGRAM
10 #define INCLUDE_MATLABPROGRAM
37 virtual bool get_nlp_info (
int& n,
int&
m,
int& sizeOfJ,
int& sizeOfH,
42 double* cl,
double* cu);
46 bool initializez,
double* zl,
double* zu,
47 int m,
bool initializeLambda,
51 virtual bool eval_f (
int n,
const double* vars,
bool ignore,
double& f);
54 virtual bool eval_grad_f (
int n,
const double* vars,
bool ignore,
58 virtual bool eval_g (
int n,
const double* vars,
bool ignore,
int m,
64 virtual bool eval_jac_g (
int numVariables,
const double* variables,
65 bool ignoreThis,
int numConstraints,
66 int sizeOfJ,
int* rows,
int *cols,
double* Jx);
71 virtual bool eval_h (
int n,
const double* vars,
bool ignore,
double sigma,
72 int m,
const double* lambda,
bool ignoretoo,
73 int sizeOfH,
int* rows,
int* cols,
double* Hx);
77 const double* variables,
const double* zl,
78 const double* zu,
int numConstraints,
79 const double* constraints,
80 const double* lambda,
double objective,
87 double inf_pr,
double inf_du,
88 double mu,
double d_norm,
89 double regularization_size,
90 double alpha_du,
double alpha_pr,
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.
Class for all IPOPT specific calculated quantities.
Number Number Index m
Number of constraints.
const CallbackFunctions & funcs
virtual bool get_nlp_info(int &n, int &m, int &sizeOfJ, int &sizeOfH, IndexStyleEnum &indexStyle)
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
AlgorithmMode
enum to indicate the mode in which the algorithm is
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
virtual bool eval_f(int n, const double *vars, bool ignore, double &f)
overload this method to return the value of the objective function
AlgorithmMode
enum to indicate the mode in which the algorithm is
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add 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 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.
Class to organize all the data required by the algorithm.
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.
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)
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...
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Base class for all NLP's that use standard triplet matrix form and dense vectors. ...
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. ...
MatlabProgram(const Iterate &x0, const CallbackFunctions &funcs, const Options &options, Iterate &x, MatlabInfo &info)