Ipopt::OrigIpoptNLP Class Reference

This class maps the traditional NLP into something that is more useful by Ipopt. More...

#include <IpOrigIpoptNLP.hpp>

Inheritance diagram for Ipopt::OrigIpoptNLP:

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Collaboration diagram for Ipopt::OrigIpoptNLP:

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List of all members.

Public Member Functions
virtual bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Initialize - overloaded from IpoptNLP.
virtual bool	InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
	Initialize (create) structures for the iteration data.
virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method accessing the GetWarmStartIterate of the NLP.
virtual void	GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
	Accessor method for vector/matrix spaces pointers.
virtual void	AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
	Method for adapting the variable bounds.
SmartPtr< NLP >	nlp ()
	Accessor method to the underlying NLP.
void	PrintTimingStatistics (Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
Number	TotalFunctionEvaluationCPUTime () const
Constructors/Destructors
	OrigIpoptNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)
	Default destructor.
virtual	~OrigIpoptNLP ()
	Default destructor.
Counters for the number of function evaluations.
virtual Index	f_evals () const
virtual Index	grad_f_evals () const
virtual Index	c_evals () const
virtual Index	jac_c_evals () const
virtual Index	d_evals () const
virtual Index	jac_d_evals () const
virtual Index	h_evals () const
Static Public Member Functions
Methods for IpoptType
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Called by IpoptType to register the options.
Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	OrigIpoptNLP ()
	Default Constructor.
	OrigIpoptNLP (const OrigIpoptNLP &)
	Copy Constructor.
void	operator= (const OrigIpoptNLP &)
	Overloaded Equals Operator.
auxilliary functions
void	relax_bounds (Number bound_relax_factor, Vector &bounds)
	relax the bounds by a relative move of relax_bound_factor.
SmartPtr< const Vector >	get_unscaled_x (const Vector &x)
	Method for getting the unscaled version of the x vector.
Private Attributes
SmartPtr< const Journalist >	jnlst_
	journalist
SmartPtr< NLP >	nlp_
	Pointer to the NLP.
bool	initialized_
	Flag indicating if initialization method has been called.
Storage for Model Quantities
CachedResults< Number >	f_cache_
	Objective function.
CachedResults< SmartPtr< const Vector > >	grad_f_cache_
	Gradient of the objective function.
CachedResults< SmartPtr< const Vector > >	c_cache_
	Equality constraint residuals.
CachedResults< SmartPtr< const Matrix > >	jac_c_cache_
	Jacobian Matrix for equality constraints (current iteration).
CachedResults< SmartPtr< const Vector > >	d_cache_
	Inequality constraint residual (reformulated as equalities with slacks.
CachedResults< SmartPtr< const Matrix > >	jac_d_cache_
	Jacobian Matrix for inequality constraints (current iteration).
CachedResults< SmartPtr< const SymMatrix > >	h_cache_
	Hessian of the lagrangian (current iteration).
CachedResults< SmartPtr< const Vector > >	unscaled_x_cache_
	Unscaled version of x vector.
SmartPtr< const Vector >	x_L_
	Lower bounds on x.
SmartPtr< const Matrix >	Px_L_
	Permutation matrix (x_L_ -> x).
SmartPtr< const Vector >	x_U_
	Upper bounds on x.
SmartPtr< const Matrix >	Px_U_
	Permutation matrix (x_U_ -> x.
SmartPtr< const Vector >	d_L_
	Lower bounds on d.
SmartPtr< const Matrix >	Pd_L_
	Permutation matrix (d_L_ -> d).
SmartPtr< const Vector >	d_U_
	Upper bounds on d.
SmartPtr< const Matrix >	Pd_U_
	Permutation matrix (d_U_ -> d.
SmartPtr< const Vector >	orig_x_L_
	Original unmodified lower bounds on x.
SmartPtr< const Vector >	orig_x_U_
	Original unmodified upper bounds on x.
Algorithmic parameters
Number	bound_relax_factor_
	relaxation factor for the bounds
bool	honor_original_bounds_
	Flag indicating whether the primal variables should be projected back into original bounds are optimization.
bool	warm_start_same_structure_
	Flag indicating whether the TNLP with identical structure has already been solved before.
HessianApproximationType	hessian_approximation_
	Flag indicating what Hessian information is to be used.
HessianApproximationSpace	hessian_approximation_space_
	Flag indicating in which space Hessian is to be approximated.
bool	check_derivatives_for_naninf_
	Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second derivative matrices.
bool	jac_c_constant_
	Flag indicating if we need to ask for equality constraint Jacobians only once.
bool	jac_d_constant_
	Flag indicating if we need to ask for inequality constraint Jacobians only once.
bool	hessian_constant_
	Flag indicating if we need to ask for Hessian only once.
Counters for the function evaluations
Index	f_evals_
Index	grad_f_evals_
Index	c_evals_
Index	jac_c_evals_
Index	d_evals_
Index	jac_d_evals_
Index	h_evals_
Timing statistics for the function evaluations.
TimedTask	f_eval_time_
TimedTask	grad_f_eval_time_
TimedTask	c_eval_time_
TimedTask	jac_c_eval_time_
TimedTask	d_eval_time_
TimedTask	jac_d_eval_time_
TimedTask	h_eval_time_
SmartPtr< const VectorSpace >	x_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	c_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	x_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	px_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	x_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	px_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	pd_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	pd_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	jac_c_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	jac_d_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const SymMatrixSpace >	h_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	scaled_jac_c_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	scaled_jac_d_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const SymMatrixSpace >	scaled_h_space_
	Necessary Vector/Matrix spaces.
virtual Number	f (const Vector &x)
	Accessor methods for model data.
virtual Number	f (const Vector &x, Number mu)
	Objective value (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const Vector >	grad_f (const Vector &x)
	Gradient of the objective.
virtual SmartPtr< const Vector >	grad_f (const Vector &x, Number mu)
	Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const Vector >	c (const Vector &x)
	Equality constraint residual.
virtual SmartPtr< const Matrix >	jac_c (const Vector &x)
	Jacobian Matrix for equality constraints.
virtual SmartPtr< const Vector >	d (const Vector &x)
	Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrix >	jac_d (const Vector &x)
	Jacobian Matrix for inequality constraints.
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
	Hessian of the Lagrangian.
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
	Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const SymMatrix >	uninitialized_h ()
	Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Vector >	x_L () const
	Lower bounds on x.
virtual SmartPtr< const Matrix >	Px_L () const
	Permutation matrix (x_L_ -> x).
virtual SmartPtr< const Vector >	x_U () const
	Upper bounds on x.
virtual SmartPtr< const Matrix >	Px_U () const
	Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Vector >	d_L () const
	Lower bounds on d.
virtual SmartPtr< const Matrix >	Pd_L () const
	Permutation matrix (d_L_ -> d).
virtual SmartPtr< const Vector >	d_U () const
	Upper bounds on d.
virtual SmartPtr< const Matrix >	Pd_U () const
	Permutation matrix (d_U_ -> d.
virtual SmartPtr< const SymMatrixSpace >	HessianMatrixSpace () const
	Necessary Vector/Matrix spaces.
void	FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
	Solution Routines - overloaded from IpoptNLP.
bool	IntermediateCallBack (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
	Necessary Vector/Matrix spaces.

---

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.

Definition at line 37 of file IpOrigIpoptNLP.hpp.

---

Constructor & Destructor Documentation

Ipopt::OrigIpoptNLP::OrigIpoptNLP	(	const SmartPtr< const Journalist > &	jnlst,
		const SmartPtr< NLP > &	nlp,
		const SmartPtr< NLPScalingObject > &	nlp_scaling
	)

Default destructor.

virtual Ipopt::OrigIpoptNLP::~OrigIpoptNLP

(

)

[virtual]

Default destructor.

Ipopt::OrigIpoptNLP::OrigIpoptNLP

(

)

[private]

Default Constructor.

Ipopt::OrigIpoptNLP::OrigIpoptNLP

(

const OrigIpoptNLP &

)

[private]

Copy Constructor.

---

Member Function Documentation

virtual bool Ipopt::OrigIpoptNLP::Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)			[virtual]

Initialize - overloaded from IpoptNLP.

Reimplemented from Ipopt::IpoptNLP.

virtual bool Ipopt::OrigIpoptNLP::InitializeStructures	(	SmartPtr< Vector > &	x,
		bool	init_x,
		SmartPtr< Vector > &	y_c,
		bool	init_y_c,
		SmartPtr< Vector > &	y_d,
		bool	init_y_d,
		SmartPtr< Vector > &	z_L,
		bool	init_z_L,
		SmartPtr< Vector > &	z_U,
		bool	init_z_U,
		SmartPtr< Vector > &	v_L,
		SmartPtr< Vector > &	v_U
	)			[virtual]

Initialize (create) structures for the iteration data.

Implements Ipopt::IpoptNLP.

virtual bool Ipopt::OrigIpoptNLP::GetWarmStartIterate

(

IteratesVector &

warm_start_iterate

)

[inline, virtual]

Method accessing the GetWarmStartIterate of the NLP.

Implements Ipopt::IpoptNLP.

Definition at line 72 of file IpOrigIpoptNLP.hpp.

virtual Number Ipopt::OrigIpoptNLP::f

(

const Vector &

x

)

[virtual]

Accessor methods for model data.

Objective value

Implements Ipopt::IpoptNLP.

virtual Number Ipopt::OrigIpoptNLP::f	(	const Vector &	x,
		Number	mu
	)			[virtual]

Objective value (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::grad_f

(

const Vector &

x

)

[virtual]

Gradient of the objective.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::grad_f	(	const Vector &	x,
		Number	mu
	)			[virtual]

Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::c

(

const Vector &

x

)

[virtual]

Equality constraint residual.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::jac_c

(

const Vector &

x

)

[virtual]

Jacobian Matrix for equality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d

(

const Vector &

x

)

[virtual]

Inequality constraint residual (reformulated as equalities with slacks.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::jac_d

(

const Vector &

x

)

[virtual]

Jacobian Matrix for inequality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd
	)			[virtual]

Hessian of the Lagrangian.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		Number	mu
	)			[virtual]

Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::OrigIpoptNLP::uninitialized_h

(

)

[virtual]

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_L

(

)

const [inline, virtual]

Lower bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 126 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_L

(

)

const [inline, virtual]

Permutation matrix (x_L_ -> x).

Implements Ipopt::IpoptNLP.

Definition at line 132 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_U

(

)

const [inline, virtual]

Upper bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 138 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_U

(

)

const [inline, virtual]

Permutation matrix (x_U_ -> x.

Implements Ipopt::IpoptNLP.

Definition at line 144 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_L

(

)

const [inline, virtual]

Lower bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 150 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_L

(

)

const [inline, virtual]

Permutation matrix (d_L_ -> d).

Implements Ipopt::IpoptNLP.

Definition at line 156 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_U

(

)

const [inline, virtual]

Upper bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 162 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_U

(

)

const [inline, virtual]

Permutation matrix (d_U_ -> d.

Implements Ipopt::IpoptNLP.

Definition at line 168 of file IpOrigIpoptNLP.hpp.

virtual SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::HessianMatrixSpace

(

)

const [inline, virtual]

Necessary Vector/Matrix spaces.

Implements Ipopt::IpoptNLP.

Definition at line 173 of file IpOrigIpoptNLP.hpp.

virtual void Ipopt::OrigIpoptNLP::GetSpaces	(	SmartPtr< const VectorSpace > &	x_space,
		SmartPtr< const VectorSpace > &	c_space,
		SmartPtr< const VectorSpace > &	d_space,
		SmartPtr< const VectorSpace > &	x_l_space,
		SmartPtr< const MatrixSpace > &	px_l_space,
		SmartPtr< const VectorSpace > &	x_u_space,
		SmartPtr< const MatrixSpace > &	px_u_space,
		SmartPtr< const VectorSpace > &	d_l_space,
		SmartPtr< const MatrixSpace > &	pd_l_space,
		SmartPtr< const VectorSpace > &	d_u_space,
		SmartPtr< const MatrixSpace > &	pd_u_space,
		SmartPtr< const MatrixSpace > &	Jac_c_space,
		SmartPtr< const MatrixSpace > &	Jac_d_space,
		SmartPtr< const SymMatrixSpace > &	Hess_lagrangian_space
	)			[virtual]

Accessor method for vector/matrix spaces pointers.

Implements Ipopt::IpoptNLP.

virtual void Ipopt::OrigIpoptNLP::AdjustVariableBounds	(	const Vector &	new_x_L,
		const Vector &	new_x_U,
		const Vector &	new_d_L,
		const Vector &	new_d_U
	)			[virtual]

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements Ipopt::IpoptNLP.

virtual Index Ipopt::OrigIpoptNLP::f_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 204 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::grad_f_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 208 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::c_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 212 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::jac_c_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 216 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::d_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 220 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::jac_d_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 224 of file IpOrigIpoptNLP.hpp.

virtual Index Ipopt::OrigIpoptNLP::h_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 228 of file IpOrigIpoptNLP.hpp.

void Ipopt::OrigIpoptNLP::FinalizeSolution	(	SolverReturn	status,
		const Vector &	x,
		const Vector &	z_L,
		const Vector &	z_U,
		const Vector &	c,
		const Vector &	d,
		const Vector &	y_c,
		const Vector &	y_d,
		Number	obj_value,
		const IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)			[virtual]

Solution Routines - overloaded from IpoptNLP.

Implements Ipopt::IpoptNLP.

bool Ipopt::OrigIpoptNLP::IntermediateCallBack	(	AlgorithmMode	mode,
		Index	iter,
		Number	obj_value,
		Number	inf_pr,
		Number	inf_du,
		Number	mu,
		Number	d_norm,
		Number	regularization_size,
		Number	alpha_du,
		Number	alpha_pr,
		Index	ls_trials,
		SmartPtr< const IpoptData >	ip_data,
		SmartPtr< IpoptCalculatedQuantities >	ip_cq
	)			[virtual]

Necessary Vector/Matrix spaces.

Implements Ipopt::IpoptNLP.

static void Ipopt::OrigIpoptNLP::RegisterOptions

(

SmartPtr< RegisteredOptions >

roptions

)

[static]

Called by IpoptType to register the options.

SmartPtr<NLP> Ipopt::OrigIpoptNLP::nlp

(

)

[inline]

Accessor method to the underlying NLP.

Definition at line 261 of file IpOrigIpoptNLP.hpp.

void Ipopt::OrigIpoptNLP::PrintTimingStatistics	(	Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category
	)			const

Number Ipopt::OrigIpoptNLP::TotalFunctionEvaluationCPUTime

(

)

const

void Ipopt::OrigIpoptNLP::operator=

(

const OrigIpoptNLP &

)

[private]

Overloaded Equals Operator.

Reimplemented from Ipopt::IpoptNLP.

void Ipopt::OrigIpoptNLP::relax_bounds	(	Number	bound_relax_factor,
		Vector &	bounds
	)			[private]

relax the bounds by a relative move of relax_bound_factor.

Here, relax_bound_factor should be negative (or zero) for lower bounds, and positive (or zero) for upper bounds.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::get_unscaled_x

(

const Vector &

x

)

[private]

Method for getting the unscaled version of the x vector.

---

Member Data Documentation

SmartPtr<const Journalist> Ipopt::OrigIpoptNLP::jnlst_ [private]

journalist

Definition at line 274 of file IpOrigIpoptNLP.hpp.

SmartPtr<NLP> Ipopt::OrigIpoptNLP::nlp_ [private]

Pointer to the NLP.

Definition at line 277 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 281 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::c_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 282 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 283 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 284 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::px_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 285 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::x_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 286 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::px_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 287 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 288 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::pd_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 289 of file IpOrigIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::OrigIpoptNLP::d_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 290 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::pd_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 291 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::jac_c_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 292 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::jac_d_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 293 of file IpOrigIpoptNLP.hpp.

SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::h_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 294 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::scaled_jac_c_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 296 of file IpOrigIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::OrigIpoptNLP::scaled_jac_d_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 297 of file IpOrigIpoptNLP.hpp.

SmartPtr<const SymMatrixSpace> Ipopt::OrigIpoptNLP::scaled_h_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 298 of file IpOrigIpoptNLP.hpp.

CachedResults<Number> Ipopt::OrigIpoptNLP::f_cache_ [private]

Objective function.

Definition at line 303 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::grad_f_cache_ [private]

Gradient of the objective function.

Definition at line 306 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::c_cache_ [private]

Equality constraint residuals.

Definition at line 309 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Matrix> > Ipopt::OrigIpoptNLP::jac_c_cache_ [private]

Jacobian Matrix for equality constraints (current iteration).

Definition at line 313 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::d_cache_ [private]

Inequality constraint residual (reformulated as equalities with slacks.

Definition at line 317 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Matrix> > Ipopt::OrigIpoptNLP::jac_d_cache_ [private]

Jacobian Matrix for inequality constraints (current iteration).

Definition at line 321 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const SymMatrix> > Ipopt::OrigIpoptNLP::h_cache_ [private]

Hessian of the lagrangian (current iteration).

Definition at line 325 of file IpOrigIpoptNLP.hpp.

CachedResults<SmartPtr<const Vector> > Ipopt::OrigIpoptNLP::unscaled_x_cache_ [private]

Unscaled version of x vector.

Definition at line 328 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_L_ [private]

Lower bounds on x.

Definition at line 331 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_L_ [private]

Permutation matrix (x_L_ -> x).

Definition at line 334 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::x_U_ [private]

Upper bounds on x.

Definition at line 337 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Px_U_ [private]

Permutation matrix (x_U_ -> x.

Definition at line 340 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_L_ [private]

Lower bounds on d.

Definition at line 343 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_L_ [private]

Permutation matrix (d_L_ -> d).

Definition at line 346 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::d_U_ [private]

Upper bounds on d.

Definition at line 349 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::OrigIpoptNLP::Pd_U_ [private]

Permutation matrix (d_U_ -> d.

Definition at line 352 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::orig_x_L_ [private]

Original unmodified lower bounds on x.

Definition at line 355 of file IpOrigIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::OrigIpoptNLP::orig_x_U_ [private]

Original unmodified upper bounds on x.

Definition at line 358 of file IpOrigIpoptNLP.hpp.

Number Ipopt::OrigIpoptNLP::bound_relax_factor_ [private]

relaxation factor for the bounds

Definition at line 393 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::honor_original_bounds_ [private]

Flag indicating whether the primal variables should be projected back into original bounds are optimization.

Definition at line 396 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::warm_start_same_structure_ [private]

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 399 of file IpOrigIpoptNLP.hpp.

HessianApproximationType Ipopt::OrigIpoptNLP::hessian_approximation_ [private]

Flag indicating what Hessian information is to be used.

Definition at line 401 of file IpOrigIpoptNLP.hpp.

HessianApproximationSpace Ipopt::OrigIpoptNLP::hessian_approximation_space_ [private]

Flag indicating in which space Hessian is to be approximated.

Definition at line 403 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::check_derivatives_for_naninf_ [private]

Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second derivative matrices.

Definition at line 406 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::jac_c_constant_ [private]

Flag indicating if we need to ask for equality constraint Jacobians only once.

Definition at line 409 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::jac_d_constant_ [private]

Flag indicating if we need to ask for inequality constraint Jacobians only once.

Definition at line 412 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::hessian_constant_ [private]

Flag indicating if we need to ask for Hessian only once.

Definition at line 414 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::f_evals_ [private]

Definition at line 419 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::grad_f_evals_ [private]

Definition at line 420 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::c_evals_ [private]

Definition at line 421 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::jac_c_evals_ [private]

Definition at line 422 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::d_evals_ [private]

Definition at line 423 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::jac_d_evals_ [private]

Definition at line 424 of file IpOrigIpoptNLP.hpp.

Index Ipopt::OrigIpoptNLP::h_evals_ [private]

Definition at line 425 of file IpOrigIpoptNLP.hpp.

bool Ipopt::OrigIpoptNLP::initialized_ [private]

Flag indicating if initialization method has been called.

Definition at line 429 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::f_eval_time_ [private]

Definition at line 433 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::grad_f_eval_time_ [private]

Definition at line 434 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::c_eval_time_ [private]

Definition at line 435 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::jac_c_eval_time_ [private]

Definition at line 436 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::d_eval_time_ [private]

Definition at line 437 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::jac_d_eval_time_ [private]

Definition at line 438 of file IpOrigIpoptNLP.hpp.

TimedTask Ipopt::OrigIpoptNLP::h_eval_time_ [private]

Definition at line 439 of file IpOrigIpoptNLP.hpp.

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

• /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/Algorithm/IpOrigIpoptNLP.hpp