Ipopt
3.12.12
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Classes | |
class | MatlabJournal |
class | SensAmplTNLP |
class | ParametricTNLP |
class | MySensTNLP |
class | SensAlgorithm |
class | SensApplication |
class | SensBacksolver |
class | SensBuilder |
class | DenseGenSchurDriver |
class | IndexPCalculator |
class | PColumn |
class | IndexSchurData |
class | Measurement |
class | MetadataMeasurement |
class | PCalculator |
class | ReducedHessianCalculator |
class | SchurData |
class | SchurDriver |
class | SimpleBacksolver |
class | StdStepCalculator |
class | SensitivityStepCalculator |
class | SuffixHandler |
This class is the interface for all classes that can return indices. More... | |
class | InexactAlgorithmBuilder |
Builder to create a complete IpoptAlg object for the inexact step computation version. More... | |
class | InexactCq |
Class for all Chen-Goldfarb penalty method specific calculated quantities. More... | |
class | InexactData |
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More... | |
class | InexactDoglegNormalStep |
Compute the normal step using a dogleg approach. More... | |
class | InexactLSAcceptor |
Penalty function line search for the inexact step algorithm version. More... | |
class | InexactNewtonNormalStep |
Compute the "Newton" normal step from the (slack-scaled) augmented system. More... | |
class | InexactNormalStepCalculator |
Base class for computing the normal step for the inexact step calculation algorithm. More... | |
class | InexactNormalTerminationTester |
This class implements the termination tests for the primal-dual system. More... | |
class | InexactPDSolver |
This is the implemetation of the Primal-Dual System, allowing the usage of an inexact linear solver. More... | |
class | InexactPDTerminationTester |
This class implements the termination tests for the primal-dual system. More... | |
class | InexactSearchDirCalculator |
Implementation of the search direction calculator that computes the search direction using iterative linear solvers. More... | |
class | InexactTSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, specifically for the inexaxct algorithm. More... | |
class | IterativePardisoSolverInterface |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More... | |
class | IterativeSolverTerminationTester |
This base class is for the termination tests for the iterative linear solver in the inexact version of Ipopt. More... | |
class | AdaptiveMuUpdate |
Non-monotone mu update. More... | |
class | AlgorithmBuilder |
Builder for creating a complete IpoptAlg object. More... | |
class | AlgorithmStrategyObject |
This is the base class for all algorithm strategy objects. More... | |
class | AugRestoSystemSolver |
Class that converts the an augmented system with compound restoration pieces into a smaller "pivoted" system to be solved with an existing AugSystemSolver. More... | |
class | AugSystemSolver |
Base class for Solver for the augmented system. More... | |
class | BacktrackingLineSearch |
General implementation of a backtracking line search. More... | |
class | BacktrackingLSAcceptor |
Base class for backtracking line search acceptors. More... | |
class | ConvergenceCheck |
Base class for checking the algorithm termination criteria. More... | |
class | DefaultIterateInitializer |
Class implementing the default initialization procedure (based on user options) for the iterates. More... | |
class | EqMultiplierCalculator |
Base Class for objects that compute estimates for the equality constraint multipliers y_c and y_d. More... | |
class | EquilibrationScaling |
This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point. More... | |
class | PointPerturber |
This class is a simple object for generating randomly perturbed points that are withing the NLP bounds. More... | |
class | ExactHessianUpdater |
Implementation of the HessianUpdater for the use of exact second derivatives. More... | |
class | FilterEntry |
Class for one filter entry. More... | |
class | Filter |
Class for the filter. More... | |
class | FilterLSAcceptor |
Filter line search. More... | |
class | GenAugSystemSolver |
Solver for the augmented system using GenKKTSolverInterfaces. More... | |
class | GradientScaling |
This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point. More... | |
class | HessianUpdater |
Abstract base class for objects responsible for updating the Hessian information. More... | |
class | IpoptAlgorithm |
The main ipopt algorithm class. More... | |
class | IpoptAdditionalCq |
Base class for additional calculated quantities that is special to a particular type of algorithm, such as the CG penalty function, or using iterative linear solvers. More... | |
class | IpoptCalculatedQuantities |
Class for all IPOPT specific calculated quantities. More... | |
class | IpoptAdditionalData |
Base class for additional data that is special to a particular type of algorithm, such as the CG penalty function, or using iterative linear solvers. More... | |
class | IpoptData |
Class to organize all the data required by the algorithm. More... | |
class | IpoptNLP |
This is the abstract base class for classes that map the traditional NLP into something that is more useful by Ipopt. More... | |
class | IterateInitializer |
Base class for all methods for initializing the iterates. More... | |
class | IteratesVector |
Specialized CompoundVector class specifically for the algorithm iterates. More... | |
class | IteratesVectorSpace |
Vector Space for the IteratesVector class. More... | |
class | IterationOutput |
Base class for objects that do the output summary per iteration. More... | |
class | LeastSquareMultipliers |
Class for calculator for the least-square equality constraint multipliers. More... | |
class | LimMemQuasiNewtonUpdater |
Implementation of the HessianUpdater for limit-memory quasi-Newton approximation of the Lagrangian Hessian. More... | |
class | LineSearch |
Base class for line search objects. More... | |
class | LoqoMuOracle |
Implementation of the LOQO formula for computing the barrier parameter. More... | |
class | LowRankAugSystemSolver |
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices. More... | |
class | LowRankSSAugSystemSolver |
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices. More... | |
class | MonotoneMuUpdate |
Monotone Mu Update. More... | |
class | MuOracle |
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter that can be used as an oracle in the NonmontoneMuUpdate class. More... | |
class | MuUpdate |
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-boundary rule parameter for the current iteration. More... | |
class | NLPBoundsRemover |
This is an adaper for an NLP that converts variable bound constraints to inequality constraints. More... | |
class | NLPScalingObject |
This is the abstract base class for problem scaling. More... | |
class | StandardScalingBase |
This is a base class for many standard scaling techniques. More... | |
class | NoNLPScalingObject |
Class implementing the scaling object that doesn't to any scaling. More... | |
class | OptimalityErrorConvergenceCheck |
Brief Class Description. More... | |
class | OrigIpoptNLP |
This class maps the traditional NLP into something that is more useful by Ipopt. More... | |
class | OrigIterationOutput |
Class for the iteration summary output for the original NLP. More... | |
class | PDFullSpaceSolver |
This is the implemetation of the Primal-Dual System, using the full space approach with a direct linear solver. More... | |
class | PDPerturbationHandler |
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More... | |
class | PDSearchDirCalculator |
Implementation of the search direction calculator that computes the pure primal dual step for the current barrier parameter. More... | |
class | PDSystemSolver |
Pure Primal Dual System Solver Base Class. More... | |
class | PenaltyLSAcceptor |
Penalty function line search. More... | |
class | ProbingMuOracle |
Implementation of the probing strategy for computing the barrier parameter. More... | |
class | QualityFunctionMuOracle |
Implementation of the probing strategy for computing the barrier parameter. More... | |
class | RestoConvergenceCheck |
Convergence check for the restoration phase. More... | |
class | RestoFilterConvergenceCheck |
This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More... | |
class | RestoIpoptNLP |
This class maps the traditional NLP into something that is more useful by Ipopt. More... | |
class | RestoIterateInitializer |
Class implementing the default initialization procedure (based on user options) for the iterates. More... | |
class | RestoIterationOutput |
Class for the iteration summary output for the restoration phase. More... | |
class | MinC_1NrmRestorationPhase |
Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More... | |
class | RestoPenaltyConvergenceCheck |
This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More... | |
class | RestorationPhase |
Base class for different restoration phases. More... | |
class | RestoRestorationPhase |
Recursive Restoration Phase for the.MinC_1NrmRestorationPhase. More... | |
class | SearchDirectionCalculator |
Base class for computing the search direction for the line search. More... | |
class | StdAugSystemSolver |
Solver for the augmented system for triple type matrices. More... | |
class | TimingStatistics |
This class collects all timing statistics for Ipopt. More... | |
class | UserScaling |
This class does problem scaling by getting scaling parameters from the user (through the NLP interface). More... | |
class | WarmStartIterateInitializer |
Class implementing an initialization procedure for warm starts. More... | |
class | GenKKTSolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for generic matrices. More... | |
class | IterativeWsmpSolverInterface |
Interface to the linear solver WISMP, derived from SparseSymLinearSolverInterface. More... | |
class | Ma27TSolverInterface |
Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface. More... | |
class | Ma28TDependencyDetector |
Base class for all derived algorithms for detecting linearly dependent rows in the constraint Jacobian. More... | |
class | Ma57TSolverInterface |
Interface to the symmetric linear solver MA57, derived from SparseSymLinearSolverInterface. More... | |
class | Ma77SolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More... | |
class | Ma86SolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More... | |
class | Ma97SolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More... | |
class | Mc19TSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, using MC19. More... | |
class | MumpsSolverInterface |
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface. More... | |
class | PardisoSolverInterface |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More... | |
class | SlackBasedTSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, specifically for the inexaxct algorithm. More... | |
class | SparseSymLinearSolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More... | |
class | SymLinearSolver |
Base class for all derived symmetric linear solvers. More... | |
class | TDependencyDetector |
Base class for all derived algorithms for detecting linearly dependent rows in the constraint Jacobian. More... | |
class | TripletToCSRConverter |
Class for converting symmetric matrices given in triplet format to matrices in compressed sparse row (CSR) format of the upper triangular part (or, equivalently, compressed sparse column (CSC) format for the lower triangular part). More... | |
class | TSymDependencyDetector |
Base class for all derived algorithms for detecting linearly dependent rows in the constraint Jacobian. More... | |
class | TSymLinearSolver |
General driver for linear solvers for sparse indefinite symmetric matrices. More... | |
class | TSymScalingMethod |
Base class for the method for computing scaling factors for symmetric matrices in triplet format. More... | |
class | WsmpSolverInterface |
Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface. More... | |
class | AmplSuffixHandler |
class | AmplOptionsList |
Class for storing a number of AMPL options that should be registered to the AMPL Solver library interface. More... | |
class | AmplTNLP |
Ampl Interface. More... | |
class | DependentResult |
Templated class which stores one entry for the CachedResult class. More... | |
class | CachedResults |
Cache Priority Enum. More... | |
class | IpoptException |
This is the base class for all exceptions. More... | |
class | Journalist |
Class responsible for all message output. More... | |
class | Journal |
Journal class (part of the Journalist implementation.). More... | |
class | FileJournal |
FileJournal class. More... | |
class | StreamJournal |
StreamJournal class. More... | |
class | Observer |
Slight Variation of the Observer Design Pattern. More... | |
class | Subject |
Slight Variation of the Observer Design Pattern (Subject part). More... | |
class | OptionsList |
This class stores a list of user set options. More... | |
class | Referencer |
Psydo-class, from which everything has to inherit that wants to use be registered as a Referencer for a ReferencedObject. More... | |
class | ReferencedObject |
ReferencedObject class. More... | |
class | RegisteredOption |
Base class for registered options. More... | |
class | RegisteredOptions |
Class for storing registered options. More... | |
class | SmartPtr |
Template class for Smart Pointers. More... | |
class | TaggedObject |
TaggedObject class. More... | |
class | TimedTask |
This class is used to collect timing information for a particular task. More... | |
class | CGPenaltyCq |
Class for all Chen-Goldfarb penalty method specific calculated quantities. More... | |
class | CGPenaltyData |
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More... | |
class | CGPenaltyLSAcceptor |
Line search acceptor, based on the Chen-Goldfarb penalty function approach. More... | |
class | CGPerturbationHandler |
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More... | |
class | CGSearchDirCalculator |
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter. More... | |
struct | PiecewisePenEntry |
struct for one Piecewise Penalty entry. More... | |
class | PiecewisePenalty |
Class for the Piecewise Penalty. More... | |
class | IpoptApplication |
This is the main application class for making calls to Ipopt. More... | |
class | NLP |
Brief Class Description. More... | |
class | SolveStatistics |
This class collects statistics about an optimziation run, such as iteration count, final infeasibilities etc. More... | |
class | StdInterfaceTNLP |
Implementation of a TNLP for the Standard C interface. More... | |
class | TNLP |
Base class for all NLP's that use standard triplet matrix form and dense vectors. More... | |
class | TNLPAdapter |
This class Adapts the TNLP interface so it looks like an NLP interface. More... | |
class | TNLPReducer |
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to the constructor. More... | |
class | CompoundMatrix |
Class for Matrices consisting of other matrices. More... | |
class | CompoundMatrixSpace |
This is the matrix space for CompoundMatrix. More... | |
class | CompoundSymMatrix |
Class for symmetric matrices consisting of other matrices. More... | |
class | CompoundSymMatrixSpace |
This is the matrix space for CompoundSymMatrix. More... | |
class | CompoundVector |
Class of Vectors consisting of other vectors. More... | |
class | CompoundVectorSpace |
This vectors space is the vector space for CompoundVector. More... | |
class | DenseGenMatrix |
Class for dense general matrices. More... | |
class | DenseGenMatrixSpace |
This is the matrix space for DenseGenMatrix. More... | |
class | DenseSymMatrix |
Class for dense symetrix matrices. More... | |
class | DenseSymMatrixSpace |
This is the matrix space for DenseSymMatrix. More... | |
class | DenseVector |
Dense Vector Implementation. More... | |
class | DenseVectorSpace |
This vectors space is the vector space for DenseVector. More... | |
class | DiagMatrix |
Class for diagonal matrices. More... | |
class | DiagMatrixSpace |
This is the matrix space for DiagMatrix. More... | |
class | ExpandedMultiVectorMatrix |
Class for Matrices with few rows that consists of Vectors, together with a premultiplied Expansion matrix. More... | |
class | ExpandedMultiVectorMatrixSpace |
This is the matrix space for ExpandedMultiVectorMatrix. More... | |
class | ExpansionMatrix |
Class for expansion/projection matrices. More... | |
class | ExpansionMatrixSpace |
This is the matrix space for ExpansionMatrix. More... | |
class | IdentityMatrix |
Class for Matrices which are multiples of the identity matrix. More... | |
class | IdentityMatrixSpace |
This is the matrix space for IdentityMatrix. More... | |
class | LowRankUpdateSymMatrix |
Class for symmetric matrices, represented as low-rank updates. More... | |
class | LowRankUpdateSymMatrixSpace |
This is the matrix space for LowRankUpdateSymMatrix. More... | |
class | Matrix |
Matrix Base Class. More... | |
class | MatrixSpace |
MatrixSpace base class, corresponding to the Matrix base class. More... | |
class | MultiVectorMatrix |
Class for Matrices with few columns that consists of Vectors. More... | |
class | MultiVectorMatrixSpace |
This is the matrix space for MultiVectorMatrix. More... | |
class | ScaledMatrix |
Class for a Matrix in conjunction with its scaling factors for row and column scaling. More... | |
class | ScaledMatrixSpace |
This is the matrix space for ScaledMatrix. More... | |
class | SumMatrix |
Class for Matrices which are sum of matrices. More... | |
class | SumMatrixSpace |
Class for matrix space for SumMatrix. More... | |
class | SumSymMatrix |
Class for Matrices which are sum of symmetric matrices. More... | |
class | SumSymMatrixSpace |
Class for matrix space for SumSymMatrix. More... | |
class | SymMatrix |
This is the base class for all derived symmetric matrix types. More... | |
class | SymMatrixSpace |
SymMatrixSpace base class, corresponding to the SymMatrix base class. More... | |
class | SymScaledMatrix |
Class for a Matrix in conjunction with its scaling factors for row and column scaling. More... | |
class | SymScaledMatrixSpace |
This is the matrix space for SymScaledMatrix. More... | |
class | TransposeMatrix |
Class for Matrices which are the transpose of another matrix. More... | |
class | TransposeMatrixSpace |
This is the matrix space for TransposeMatrix. More... | |
class | Vector |
Vector Base Class. More... | |
class | VectorSpace |
VectorSpace base class, corresponding to the Vector base class. More... | |
class | ZeroMatrix |
Class for Matrices with only zero entries. More... | |
class | ZeroMatrixSpace |
Class for matrix space for ZeroMatrix. More... | |
class | ZeroSymMatrix |
Class for Symmetric Matrices with only zero entries. More... | |
class | ZeroSymMatrixSpace |
Class for matrix space for ZeroSymMatrix. More... | |
class | GenTMatrix |
Class for general matrices stored in triplet format. More... | |
class | GenTMatrixSpace |
This is the matrix space for a GenTMatrix with fixed sparsity structure. More... | |
class | SymTMatrix |
Class for symmetric matrices stored in triplet format. More... | |
class | SymTMatrixSpace |
This is the matrix space for a SymTMatrix with fixed sparsity structure. More... | |
class | TripletHelper |
Typedefs | |
typedef double | Number |
Type of all numbers. More... | |
typedef int | Index |
Type of all indices of vectors, matrices etc. More... | |
typedef int | Int |
Type of default integer. More... | |
typedef struct Ipopt::PiecewisePenEntry | PiecewisePenEntry |
struct for one Piecewise Penalty entry. More... | |
typedef std::map< std::string, std::vector< std::string > > | StringMetaDataMapType |
typedefs for the map variables that define meta data for the DenseVectorSpace More... | |
typedef std::map< std::string, std::vector< Index > > | IntegerMetaDataMapType |
typedef std::map< std::string, std::vector< Number > > | NumericMetaDataMapType |
Functions | |
DECLARE_STD_EXCEPTION (SUFFIX_EMPTY) | |
DECLARE_STD_EXCEPTION (SENS_SUFFIX_ERROR) | |
Standard exception for wrong/inconsistent suffixes for sipopt. More... | |
DECLARE_STD_EXCEPTION (SENS_BUILDER_ERROR) | |
void | RegisterOptions_sIPOPT (const SmartPtr< RegisteredOptions > &roptions) |
Index | AsIndexMax (Index length, const Index *x, Index Incr) |
Index | AsIndexSum (Index length, const Index *x, Index Incr) |
void | append_Index (std::string &str, Index idx) |
SolverReturn | AppReturn2SolverReturn (ApplicationReturnStatus ipopt_retval) |
void | AddInexactDefaultOptions (OptionsList &options_list) |
Function for setting options whos default is different for the inexact algorithm compared to the defaults for the regular Ipopt algorithm. More... | |
void | RegisterOptions_Inexact (const SmartPtr< RegisteredOptions > &roptions) |
void | RegisterOptions_Algorithm (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (FATAL_ERROR_IN_LINEAR_SOLVER) | |
void | RegisterOptions_LinearSolvers (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (ERROR_IN_LINEAR_SCALING_METHOD) | |
DECLARE_STD_EXCEPTION (OPTION_INVALID) | |
Exception that can be used to indicate errors with options. More... | |
template<class U1 , class U2 > | |
bool | ComparePointers (const U1 *lhs, const U2 *rhs) |
template<class T > | |
void | swap (SmartPtr< T > &a, SmartPtr< T > &b) |
template<class T > | |
bool | operator< (const SmartPtr< T > &lhs, const SmartPtr< T > &rhs) |
template<class T > | |
bool | operator> (const SmartPtr< T > &lhs, const SmartPtr< T > &rhs) |
template<class T > | |
bool | operator<= (const SmartPtr< T > &lhs, const SmartPtr< T > &rhs) |
template<class T > | |
bool | operator>= (const SmartPtr< T > &lhs, const SmartPtr< T > &rhs) |
Index | Max (Index a, Index b) |
Index | Max (Index a, Index b, Index c) |
Index | Max (Index a, Index b, Index c, Index d) |
Index | Min (Index a, Index b) |
Index | Min (Index a, Index b, Index c) |
Index | Min (Index a, Index b, Index c, Index d) |
Number | Max (Number a, Number b) |
Number | Max (Number a, Number b, Number c) |
Number | Max (Number a, Number b, Number c, Number d) |
Number | Min (Number a, Number b) |
Number | Min (Number a, Number b, Number c) |
Number | Min (Number a, Number b, Number c, Number d) |
bool | IsFiniteNumber (Number val) |
Function returning true iff the argument is a valid double number (not NaN or Inf). More... | |
Number | IpRandom01 () |
Function returning a random number between 0 and 1. More... | |
void | IpResetRandom01 () |
Function resetting the random number generator. More... | |
Number | CpuTime () |
method determining CPU time More... | |
Number | SysTime () |
method determining system time More... | |
Number | WallclockTime () |
method determining wallclock time since first call More... | |
bool | Compare_le (Number lhs, Number rhs, Number BasVal) |
Method for comparing two numbers within machine precision. More... | |
int | Snprintf (char *str, long size, const char *format,...) |
Method for printing a formatted output to a string with given size. More... | |
void | RegisterOptions_CGPenalty (const SmartPtr< RegisteredOptions > &roptions) |
void | RegisterOptions_Interfaces (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (IPOPT_APPLICATION_ERROR) | |
DECLARE_STD_EXCEPTION (INVALID_STDINTERFACE_NLP) | |
Declare excpetion that is thrown when invalid NLP data is provided. More... | |
Number | IpBlasDdot (Index size, const Number *x, Index incX, const Number *y, Index incY) |
Wrapper for BLAS function DDOT. More... | |
Number | IpBlasDnrm2 (Index size, const Number *x, Index incX) |
Wrapper for BLAS function DNRM2. More... | |
Number | IpBlasDasum (Index size, const Number *x, Index incX) |
Wrapper for BLAS function DASUM. More... | |
Index | IpBlasIdamax (Index size, const Number *x, Index incX) |
Wrapper for BLAS function IDAMAX. More... | |
void | IpBlasDcopy (Index size, const Number *x, Index incX, Number *y, Index incY) |
Wrapper for BLAS subroutine DCOPY. More... | |
void | IpBlasDaxpy (Index size, Number alpha, const Number *x, Index incX, Number *y, Index incY) |
Wrapper for BLAS subroutine DAXPY. More... | |
void | IpBlasDscal (Index size, Number alpha, Number *x, Index incX) |
Wrapper for BLAS subroutine DSCAL. More... | |
void | IpBlasDgemv (bool trans, Index nRows, Index nCols, Number alpha, const Number *A, Index ldA, const Number *x, Index incX, Number beta, Number *y, Index incY) |
Wrapper for BLAS subroutine DGEMV. More... | |
void | IpBlasDsymv (Index n, Number alpha, const Number *A, Index ldA, const Number *x, Index incX, Number beta, Number *y, Index incY) |
Wrapper for BLAS subroutine DSYMV. More... | |
void | IpBlasDgemm (bool transa, bool transb, Index m, Index n, Index k, Number alpha, const Number *A, Index ldA, const Number *B, Index ldB, Number beta, Number *C, Index ldC) |
Wrapper for BLAS subroutine DGEMM. More... | |
void | IpBlasDsyrk (bool trans, Index ndim, Index nrank, Number alpha, const Number *A, Index ldA, Number beta, Number *C, Index ldC) |
Wrapper for BLAS subroutine DSYRK. More... | |
void | IpBlasDtrsm (bool trans, Index ndim, Index nrhs, Number alpha, const Number *A, Index ldA, Number *B, Index ldB) |
Wrapper for BLAS subroutine DTRSM. More... | |
DECLARE_STD_EXCEPTION (LAPACK_NOT_INCLUDED) | |
void | IpLapackDpotrs (Index ndim, Index nrhs, const Number *a, Index lda, Number *b, Index ldb) |
Wrapper for LAPACK subroutine DPOTRS. More... | |
void | IpLapackDpotrf (Index ndim, Number *a, Index lda, Index &info) |
Wrapper for LAPACK subroutine DPOTRF. More... | |
void | IpLapackDsyev (bool compute_eigenvectors, Index ndim, Number *a, Index lda, Number *w, Index &info) |
Wrapper for LAPACK subroutine DSYEV. More... | |
void | IpLapackDgetrf (Index ndim, Number *a, Index *pivot, Index lda, Index &info) |
Wrapper for LAPACK subroutine DGETRF. More... | |
void | IpLapackDgetrs (Index ndim, Index nrhs, const Number *a, Index lda, Index *ipiv, Number *b, Index ldb) |
Wrapper for LAPACK subroutine DGETRS. More... | |
void | IpLapackDppsv (Index ndim, Index nrhs, const Number *a, Number *b, Index ldb, Index &info) |
Wrapper for LAPACK subroutine DPPSV. More... | |
DECLARE_STD_EXCEPTION (UNIMPLEMENTED_LINALG_METHOD_CALLED) | |
Exception that can be used to flag unimplemented linear algebra methods. More... | |
DECLARE_STD_EXCEPTION (UNKNOWN_MATRIX_TYPE) | |
DECLARE_STD_EXCEPTION (UNKNOWN_VECTOR_TYPE) | |
Exceptions | |
DECLARE_STD_EXCEPTION (STEP_COMPUTATION_FAILED) | |
DECLARE_STD_EXCEPTION (RESTORATION_CONVERGED_TO_FEASIBLE_POINT) | |
Exception RESTORATION_FAILED for all trouble with the restoration phase. More... | |
DECLARE_STD_EXCEPTION (RESTORATION_FAILED) | |
DECLARE_STD_EXCEPTION (RESTORATION_MAXITER_EXCEEDED) | |
DECLARE_STD_EXCEPTION (RESTORATION_CPUTIME_EXCEEDED) | |
DECLARE_STD_EXCEPTION (RESTORATION_USER_STOP) | |
DECLARE_STD_EXCEPTION (METADATA_ERROR) | |
SmartPtr friend function declarations. | |
template<class U > | |
U * | GetRawPtr (const SmartPtr< U > &smart_ptr) |
template<class U > | |
SmartPtr< const U > | ConstPtr (const SmartPtr< U > &smart_ptr) |
template<class U > | |
bool | IsNull (const SmartPtr< U > &smart_ptr) |
template<class U > | |
bool | IsValid (const SmartPtr< U > &smart_ptr) |
template<class U1 , class U2 > | |
bool | operator== (const SmartPtr< U1 > &lhs, const SmartPtr< U2 > &rhs) |
template<class U1 , class U2 > | |
bool | operator== (const SmartPtr< U1 > &lhs, U2 *raw_rhs) |
template<class U1 , class U2 > | |
bool | operator== (U1 *lhs, const SmartPtr< U2 > &raw_rhs) |
template<class U1 , class U2 > | |
bool | operator!= (const SmartPtr< U1 > &lhs, const SmartPtr< U2 > &rhs) |
template<class U1 , class U2 > | |
bool | operator!= (const SmartPtr< U1 > &lhs, U2 *raw_rhs) |
template<class U1 , class U2 > | |
bool | operator!= (U1 *lhs, const SmartPtr< U2 > &raw_rhs) |
Some exceptions used in multiple places | |
DECLARE_STD_EXCEPTION (LOCALLY_INFEASIBLE) | |
DECLARE_STD_EXCEPTION (TOO_FEW_DOF) | |
DECLARE_STD_EXCEPTION (TINY_STEP_DETECTED) | |
DECLARE_STD_EXCEPTION (ACCEPTABLE_POINT_REACHED) | |
DECLARE_STD_EXCEPTION (FEASIBILITY_PROBLEM_SOLVED) | |
DECLARE_STD_EXCEPTION (INVALID_WARMSTART) | |
DECLARE_STD_EXCEPTION (INTERNAL_ABORT) | |
DECLARE_STD_EXCEPTION (NO_FREE_VARIABLES_BUT_FEASIBLE) | |
DECLARE_STD_EXCEPTION (NO_FREE_VARIABLES_AND_INFEASIBLE) | |
DECLARE_STD_EXCEPTION (INCONSISTENT_BOUNDS) | |
DECLARE_STD_EXCEPTION (FAILED_INITIALIZATION) | |
Exception FAILED_INITIALIZATION for problem during initialization of a strategy object (or other problems). More... | |
typedef double Ipopt::Number |
Type of all numbers.
Definition at line 17 of file IpTypes.hpp.
typedef int Ipopt::Index |
Type of all indices of vectors, matrices etc.
Definition at line 19 of file IpTypes.hpp.
typedef int Ipopt::Int |
Type of default integer.
Definition at line 21 of file IpTypes.hpp.
typedef struct Ipopt::PiecewisePenEntry Ipopt::PiecewisePenEntry |
struct for one Piecewise Penalty entry.
typedef std::map<std::string, std::vector<std::string> > Ipopt::StringMetaDataMapType |
typedefs for the map variables that define meta data for the DenseVectorSpace
Definition at line 279 of file IpDenseVector.hpp.
typedef std::map<std::string, std::vector<Index> > Ipopt::IntegerMetaDataMapType |
Definition at line 280 of file IpDenseVector.hpp.
typedef std::map<std::string, std::vector<Number> > Ipopt::NumericMetaDataMapType |
Definition at line 281 of file IpDenseVector.hpp.
This header file provides some definitions used throughout the program.
Enumerator | |
---|---|
SOLVE_SUCCESS | |
FATAL_ERROR |
Definition at line 22 of file SensUtils.hpp.
enum Ipopt::ENormType |
Norm types.
Enumerator | |
---|---|
NORM_1 | |
NORM_2 | |
NORM_MAX |
Definition at line 29 of file IpIpoptCalculatedQuantities.hpp.
enumeration for the Hessian information type.
Enumerator | |
---|---|
EXACT | |
LIMITED_MEMORY |
Definition at line 20 of file IpOrigIpoptNLP.hpp.
enumeration for the Hessian approximation space.
Enumerator | |
---|---|
NONLINEAR_VARS | |
ALL_VARS |
Definition at line 26 of file IpOrigIpoptNLP.hpp.
Enum to report outcome of a linear solve.
Enumerator | |
---|---|
SYMSOLVER_SUCCESS |
Successful solve. |
SYMSOLVER_SINGULAR |
Matrix seems to be singular; solve was aborted. |
SYMSOLVER_WRONG_INERTIA |
The number of negative eigenvalues is not correct. |
SYMSOLVER_CALL_AGAIN |
Call the solver interface again after the matrix values have been restored. |
SYMSOLVER_FATAL_ERROR |
Unrecoverable error in linear solver occurred. The optimization will be aborted. |
Definition at line 21 of file IpSymLinearSolver.hpp.
enum Ipopt::EJournalLevel |
Print Level Enum.
Enumerator | |
---|---|
J_INSUPPRESSIBLE | |
J_NONE | |
J_ERROR | |
J_STRONGWARNING | |
J_SUMMARY | |
J_WARNING | |
J_ITERSUMMARY | |
J_DETAILED | |
J_MOREDETAILED | |
J_VECTOR | |
J_MOREVECTOR | |
J_MATRIX | |
J_MOREMATRIX | |
J_ALL | |
J_LAST_LEVEL |
Definition at line 51 of file IpJournalist.hpp.
Category Selection Enum.
Definition at line 70 of file IpJournalist.hpp.
Enumerator | |
---|---|
OT_Number | |
OT_Integer | |
OT_String | |
OT_Unknown |
Definition at line 22 of file IpRegOptions.hpp.
enum Ipopt::SolverReturn |
enum for the return from the optimize algorithm (obviously we need to add more)
Definition at line 22 of file IpAlgTypes.hpp.
Return codes for the Optimize call for an application.
Definition at line 17 of file IpReturnCodes.hpp.
enum Ipopt::AlgorithmMode |
enum to indicate the mode in which the algorithm is
Enumerator | |
---|---|
RegularMode | |
RestorationPhaseMode |
Definition at line 43 of file IpReturnCodes.hpp.
Ipopt::DECLARE_STD_EXCEPTION | ( | SUFFIX_EMPTY | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | SENS_SUFFIX_ERROR | ) |
Standard exception for wrong/inconsistent suffixes for sipopt.
Ipopt::DECLARE_STD_EXCEPTION | ( | SENS_BUILDER_ERROR | ) |
void Ipopt::RegisterOptions_sIPOPT | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
void Ipopt::append_Index | ( | std::string & | str, |
Index | idx | ||
) |
SolverReturn Ipopt::AppReturn2SolverReturn | ( | ApplicationReturnStatus | ipopt_retval | ) |
void Ipopt::AddInexactDefaultOptions | ( | OptionsList & | options_list | ) |
Function for setting options whos default is different for the inexact algorithm compared to the defaults for the regular Ipopt algorithm.
The options_list is augmented by the different default values, but only if the corresponding option has not yet been set.
void Ipopt::RegisterOptions_Inexact | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
void Ipopt::RegisterOptions_Algorithm | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FATAL_ERROR_IN_LINEAR_SOLVER | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | STEP_COMPUTATION_FAILED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_CONVERGED_TO_FEASIBLE_POINT | ) |
Exception RESTORATION_FAILED for all trouble with the restoration phase.
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_FAILED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_MAXITER_EXCEEDED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_CPUTIME_EXCEEDED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_USER_STOP | ) |
void Ipopt::RegisterOptions_LinearSolvers | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | ERROR_IN_LINEAR_SCALING_METHOD | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | OPTION_INVALID | ) |
Exception that can be used to indicate errors with options.
U * Ipopt::GetRawPtr | ( | const SmartPtr< U > & | smart_ptr | ) |
Use to get the value of the raw ptr (i.e. to pass to other methods/functions, etc.) Note: This method does NOT copy, therefore, modifications using this value modify the underlying object contained by the SmartPtr, NEVER delete this returned value.
Definition at line 560 of file IpSmartPtr.hpp.
SmartPtr< const U > Ipopt::ConstPtr | ( | const SmartPtr< U > & | smart_ptr | ) |
Definition at line 572 of file IpSmartPtr.hpp.
bool Ipopt::IsNull | ( | const SmartPtr< U > & | smart_ptr | ) |
Use this to check if the SmartPtr IsNull. This is preferred to if(GetRawPtr(sp) == NULL)
Definition at line 585 of file IpSmartPtr.hpp.
bool Ipopt::IsValid | ( | const SmartPtr< U > & | smart_ptr | ) |
Use this to check if the SmartPtr is not null This is preferred to if(GetRawPtr(sp) != NULL)
Definition at line 579 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | const SmartPtr< U1 > & | lhs, |
const SmartPtr< U2 > & | rhs | ||
) |
Definition at line 617 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | const SmartPtr< U1 > & | lhs, |
U2 * | raw_rhs | ||
) |
Definition at line 631 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | U1 * | lhs, |
const SmartPtr< U2 > & | raw_rhs | ||
) |
Definition at line 644 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | const SmartPtr< U1 > & | lhs, |
const SmartPtr< U2 > & | rhs | ||
) |
Definition at line 657 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | const SmartPtr< U1 > & | lhs, |
U2 * | raw_rhs | ||
) |
Definition at line 670 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | U1 * | lhs, |
const SmartPtr< U2 > & | raw_rhs | ||
) |
Definition at line 683 of file IpSmartPtr.hpp.
bool Ipopt::ComparePointers | ( | const U1 * | lhs, |
const U2 * | rhs | ||
) |
Definition at line 598 of file IpSmartPtr.hpp.
void Ipopt::swap | ( | SmartPtr< T > & | a, |
SmartPtr< T > & | b | ||
) |
Definition at line 696 of file IpSmartPtr.hpp.
bool Ipopt::operator< | ( | const SmartPtr< T > & | lhs, |
const SmartPtr< T > & | rhs | ||
) |
Definition at line 708 of file IpSmartPtr.hpp.
bool Ipopt::operator> | ( | const SmartPtr< T > & | lhs, |
const SmartPtr< T > & | rhs | ||
) |
Definition at line 714 of file IpSmartPtr.hpp.
bool Ipopt::operator<= | ( | const SmartPtr< T > & | lhs, |
const SmartPtr< T > & | rhs | ||
) |
Definition at line 720 of file IpSmartPtr.hpp.
bool Ipopt::operator>= | ( | const SmartPtr< T > & | lhs, |
const SmartPtr< T > & | rhs | ||
) |
Definition at line 726 of file IpSmartPtr.hpp.
Definition at line 19 of file IpUtils.hpp.
Definition at line 31 of file IpUtils.hpp.
Definition at line 38 of file IpUtils.hpp.
Definition at line 50 of file IpUtils.hpp.
Definition at line 59 of file IpUtils.hpp.
Definition at line 64 of file IpUtils.hpp.
Definition at line 71 of file IpUtils.hpp.
Definition at line 78 of file IpUtils.hpp.
Definition at line 83 of file IpUtils.hpp.
Definition at line 90 of file IpUtils.hpp.
bool Ipopt::IsFiniteNumber | ( | Number | val | ) |
Function returning true iff the argument is a valid double number (not NaN or Inf).
Number Ipopt::IpRandom01 | ( | ) |
Function returning a random number between 0 and 1.
void Ipopt::IpResetRandom01 | ( | ) |
Function resetting the random number generator.
Number Ipopt::CpuTime | ( | ) |
method determining CPU time
Number Ipopt::SysTime | ( | ) |
method determining system time
Number Ipopt::WallclockTime | ( | ) |
method determining wallclock time since first call
Method for comparing two numbers within machine precision.
The return value is true if lhs is less or equal the rhs, relaxing this inequality by something a little larger than machine precision relative to the absolute value of BasVal.
int Ipopt::Snprintf | ( | char * | str, |
long | size, | ||
const char * | format, | ||
... | |||
) |
Method for printing a formatted output to a string with given size.
void Ipopt::RegisterOptions_CGPenalty | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | LOCALLY_INFEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | TOO_FEW_DOF | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | TINY_STEP_DETECTED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | ACCEPTABLE_POINT_REACHED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FEASIBILITY_PROBLEM_SOLVED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INVALID_WARMSTART | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INTERNAL_ABORT | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | NO_FREE_VARIABLES_BUT_FEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | NO_FREE_VARIABLES_AND_INFEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INCONSISTENT_BOUNDS | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FAILED_INITIALIZATION | ) |
Exception FAILED_INITIALIZATION for problem during initialization of a strategy object (or other problems).
This is thrown by a strategy object, if a problem arises during initialization, such as a value out of a feasible range.
void Ipopt::RegisterOptions_Interfaces | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | IPOPT_APPLICATION_ERROR | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INVALID_STDINTERFACE_NLP | ) |
Declare excpetion that is thrown when invalid NLP data is provided.
Wrapper for BLAS function DDOT.
Compute dot product of vector x and vector y
Wrapper for BLAS function DNRM2.
Compute 2-norm of vector x
Wrapper for BLAS function DASUM.
Compute 1-norm of vector x
Wrapper for BLAS function IDAMAX.
Compute index for largest absolute element of vector x
Wrapper for BLAS subroutine DCOPY.
Copying vector x into vector y
void Ipopt::IpBlasDaxpy | ( | Index | size, |
Number | alpha, | ||
const Number * | x, | ||
Index | incX, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DAXPY.
Adding the alpha multiple of vector x to vector y
Wrapper for BLAS subroutine DSCAL.
Scaling vector x by scalar alpha
void Ipopt::IpBlasDgemv | ( | bool | trans, |
Index | nRows, | ||
Index | nCols, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | x, | ||
Index | incX, | ||
Number | beta, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DGEMV.
Multiplying a matrix with a vector.
void Ipopt::IpBlasDsymv | ( | Index | n, |
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | x, | ||
Index | incX, | ||
Number | beta, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DSYMV.
Multiplying a symmetric matrix with a vector.
void Ipopt::IpBlasDgemm | ( | bool | transa, |
bool | transb, | ||
Index | m, | ||
Index | n, | ||
Index | k, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | B, | ||
Index | ldB, | ||
Number | beta, | ||
Number * | C, | ||
Index | ldC | ||
) |
Wrapper for BLAS subroutine DGEMM.
Multiplying two matrices
void Ipopt::IpBlasDsyrk | ( | bool | trans, |
Index | ndim, | ||
Index | nrank, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
Number | beta, | ||
Number * | C, | ||
Index | ldC | ||
) |
Wrapper for BLAS subroutine DSYRK.
Adding a high-rank update to a matrix
void Ipopt::IpBlasDtrsm | ( | bool | trans, |
Index | ndim, | ||
Index | nrhs, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
Number * | B, | ||
Index | ldB | ||
) |
Wrapper for BLAS subroutine DTRSM.
Backsolve for a lower triangular matrix.
Ipopt::DECLARE_STD_EXCEPTION | ( | METADATA_ERROR | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | LAPACK_NOT_INCLUDED | ) |
void Ipopt::IpLapackDpotrs | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Index | lda, | ||
Number * | b, | ||
Index | ldb | ||
) |
Wrapper for LAPACK subroutine DPOTRS.
Solving a linear system given a Cholesky factorization. We assume that the Cholesky factor is lower traiangular.
Wrapper for LAPACK subroutine DPOTRF.
Compute Cholesky factorization (lower triangular factor). info is the return value from the LAPACK routine.
void Ipopt::IpLapackDsyev | ( | bool | compute_eigenvectors, |
Index | ndim, | ||
Number * | a, | ||
Index | lda, | ||
Number * | w, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DSYEV.
Compute the Eigenvalue decomposition for a given matrix. If compute_eigenvectors is true, a will contain the eigenvectors in its columns on return.
Wrapper for LAPACK subroutine DGETRF.
Compute LU factorization. info is the return value from the LAPACK routine.
void Ipopt::IpLapackDgetrs | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Index | lda, | ||
Index * | ipiv, | ||
Number * | b, | ||
Index | ldb | ||
) |
Wrapper for LAPACK subroutine DGETRS.
Solving a linear system given a LU factorization.
void Ipopt::IpLapackDppsv | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Number * | b, | ||
Index | ldb, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DPPSV.
Solves a symmetric positive definite linear system in packed storage format (upper triangular). info is the return value from the LAPACK routine.
Ipopt::DECLARE_STD_EXCEPTION | ( | UNIMPLEMENTED_LINALG_METHOD_CALLED | ) |
Exception that can be used to flag unimplemented linear algebra methods.
Ipopt::DECLARE_STD_EXCEPTION | ( | UNKNOWN_MATRIX_TYPE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | UNKNOWN_VECTOR_TYPE | ) |