HS071_NLP Class Reference

C++ Example NLP for interfacing a problem with IPOPT. More...

#include <hs071_nlp.hpp>

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List of all members.

Public Member Functions

 HS071_NLP ()
 default constructor
virtual ~HS071_NLP ()
 default destructor
Overloaded from TNLP



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).
Solution Methods



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_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 This method is called when the algorithm is complete so the TNLP can store/write the solution.

Private Member Functions

Methods to block default compiler methods.

The compiler automatically generates the following three methods.

Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++")



 HS071_NLP (const HS071_NLP &)
HS071_NLP & operator= (const HS071_NLP &)
 Overloaded Equals Operator.

Detailed Description

C++ Example NLP for interfacing a problem with IPOPT.

HS071_NLP implements a C++ example of problem 71 of the Hock-Schittkowski test suite. This example is designed to go along with the tutorial document and show how to interface with IPOPT through the TNLP interface.

Problem hs071 looks like this

min x1*x4*(x1 + x2 + x3) + x3 s.t. x1*x2*x3*x4 >= 25 x1**2 + x2**2 + x3**2 + x4**2 = 40 1 <= x1,x2,x3,x4 <= 5

Starting point: x = (1, 5, 5, 1)

Optimal solution: x = (1.00000000, 4.74299963, 3.82114998, 1.37940829)

Definition at line 37 of file hs071_nlp.hpp.

Constructor & Destructor Documentation

HS071_NLP::HS071_NLP (  ) 

default constructor

virtual HS071_NLP::~HS071_NLP (  )  [virtual]

default destructor

HS071_NLP::HS071_NLP ( const HS071_NLP &   )  [private]

Member Function Documentation

virtual bool HS071_NLP::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.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::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.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::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.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::eval_f ( Index  n,
const Number *  x,
bool  new_x,
Number &  obj_value 
) [virtual]

Method to return the objective value.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::eval_grad_f ( Index  n,
const Number *  x,
bool  new_x,
Number *  grad_f 
) [virtual]

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::eval_g ( Index  n,
const Number *  x,
bool  new_x,
Index  m,
Number *  g 
) [virtual]

Method to return the constraint residuals.

Implements Ipopt::TNLP.

virtual bool HS071_NLP::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).

Implements Ipopt::TNLP.

virtual bool HS071_NLP::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).

Reimplemented from Ipopt::TNLP.

virtual void HS071_NLP::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_value,
const IpoptData *  ip_data,
IpoptCalculatedQuantities *  ip_cq 
) [virtual]

This method is called when the algorithm is complete so the TNLP can store/write the solution.

Implements Ipopt::TNLP.

HS071_NLP& HS071_NLP::operator= ( const HS071_NLP &   )  [private]

Overloaded Equals Operator.

Reimplemented from Ipopt::TNLP.

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