LuksanVlcek1 Class Reference

Implementation of Example 5.1 from Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization by L. More...

#include <LuksanVlcek1.hpp>

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List of all members.

Public Member Functions
	LuksanVlcek1 (Number g_l, Number g_u)
	Constructor.
virtual	~LuksanVlcek1 ()
	Default destructor.
virtual bool	InitializeProblem (Index N)
	Overloaded from RegisteredTNLP.
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++")
	LuksanVlcek1 ()
	LuksanVlcek1 (const LuksanVlcek1 &)
LuksanVlcek1 &	operator= (const LuksanVlcek1 &)
	Overloaded Equals Operator.
Private Attributes
Index	N_
	Parameter determining problem size.
Number	g_l_
	General lower bound for all constraints.
Number	g_u_
	General upper bound for all constraints.

Detailed Description

Implementation of Example 5.1 from Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization by L.

Luksan and J. Vlcek.

Definition at line 19 of file LuksanVlcek1.hpp.

Constructor & Destructor Documentation

LuksanVlcek1::LuksanVlcek1	(	Number	g_l,
		Number	g_u
	)

Constructor.

Here, g_l and g_u are the bounds for the constraints. The original formulation is obtained by setting g_l and g_u to zero. Using g_l<g_u allows the obtain a problem formulation with inequality constraints.

virtual LuksanVlcek1::~LuksanVlcek1 ( ) [inline, virtual]

Default destructor.

Definition at line 29 of file LuksanVlcek1.hpp.

LuksanVlcek1::LuksanVlcek1 ( ) [private]

LuksanVlcek1::LuksanVlcek1 ( const LuksanVlcek1 & ) [private]

Member Function Documentation

virtual bool LuksanVlcek1::InitializeProblem ( Index N ) [virtual]

Overloaded from RegisteredTNLP.

Implements RegisteredTNLP.

virtual bool LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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 LuksanVlcek1::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]`