IpOptProblem Class Reference

#include <ipopt2.h>

Collaboration diagram for IpOptProblem:

Public Member Functions
	IpOptProblem (const Pointer< MinlpProblem > prob_, IpOpt &ipopt)
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.
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.
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.
virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to return the objective value.
virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	Method to return the gradient of the objective.
virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to return the constraint residuals.
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).
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).
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_values, const IpoptData data, IpoptCalculatedQuantities *cq)
	This method is called when the algorithm is complete so the TNLP can store/write the solution.
Private Member Functions
template<bool add>
void	set_hessian (const SepQcFunc &func, int blocknr, Number *values, double factor, dvector &xx, dvector &y, dvector &z)
	Sets or adds the hessian of one block of a function.
template<bool add>
void	set_hessianquad (const SepQcFunc &func, int blocknr, Number *values, double factor)
	Sets or adds the hessian of one block of a quadratic function multiplied by a vector.
Private Attributes
const Pointer< MinlpProblem >	prob
IpOpt &	ipopt
vector< Pointer< SparsityInfo > >	sparsity
Index	nnz_jac_g
Index	nnz_h_lag
Friends
class	IpOpt

Detailed Description

Definition at line 25 of file ipopt2.h.

Constructor & Destructor Documentation

IpOptProblem::IpOptProblem	(	const Pointer< MinlpProblem >	prob_,
		IpOpt &	ipopt
	)

Member Function Documentation

template<bool add>

void IpOptProblem::set_hessian	(	const SepQcFunc &	func,
		int	blocknr,
		Number *	values,
		double	factor,
		dvector &	xx,
		dvector &	y,
		dvector &	z
	)			`[inline, private]`

Sets or adds the hessian of one block of a function.

Parameters:

	values	Where to put the block of the hessian to.
	factor	Scalar factor for the hessian.
	xx	The vector to evaluate the hessian in.
	y	Scratch vector.
	z	Scratch vector.

template<bool add>

void IpOptProblem::set_hessianquad	(	const SepQcFunc &	func,
		int	blocknr,
		Number *	values,
		double	factor
	)			`[inline, private]`

Sets or adds the hessian of one block of a quadratic function multiplied by a vector.

Parameters:

	values	Where to put the block of the hessian to.
	factor	Scalar factor for the hessian.

virtual bool IpOptProblem::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)			`[virtual]`

Method to return some info about the nlp.

virtual bool IpOptProblem::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)			`[virtual]`

Method to return the bounds for my problem.

virtual bool IpOptProblem::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
	)			`[virtual]`

Method to return the starting point for the algorithm.

virtual bool IpOptProblem::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)			`[virtual]`

Method to return the objective value.

virtual bool IpOptProblem::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)			`[virtual]`

Method to return the gradient of the objective.

virtual bool IpOptProblem::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)			`[virtual]`

Method to return the constraint residuals.

virtual bool IpOptProblem::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)			`[virtual]`

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL).

virtual bool IpOptProblem::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
	)			`[virtual]`

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).

virtual void IpOptProblem::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_values,
		const IpoptData *	data,
		IpoptCalculatedQuantities *	cq
	)			`[virtual]`