IpoptProblem Class Reference

List of all members.


Public Member Functions
	IpoptProblem (OSInstance osinstance_, OSResult osresult_)
	the IpoptProblemclass constructor
virtual	~IpoptProblem ()
	the IpoptProblem class destructor
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	IPOpt specific methods for defining the nlp problem.
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 bool	get_scaling_parameters (Number &obj_scaling, bool &use_x_scaling, Index n, Number x_scaling, bool &use_g_scaling, Index m, Number g_scaling)
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.
Public Attributes
OSResult *	osresult
OSInstance *	osinstance
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++")
	IpoptProblem (const IpoptProblem &)
IpoptProblem &	operator= (const IpoptProblem &)
Private Attributes
std::string	ipoptErrorMsg

Detailed Description

Constructor & Destructor Documentation

IpoptProblem::IpoptProblem	(	OSInstance *	osinstance_,
		OSResult *	osresult_
	)

the IpoptProblemclass constructor

Definition at line 618 of file OSIpoptSolver.cpp.

References osinstance, and osresult.

IpoptProblem::~IpoptProblem ( ) [virtual]

the IpoptProblem class destructor

Definition at line 623 of file OSIpoptSolver.cpp.

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

Member Function Documentation

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

IPOpt specific methods for defining the nlp problem.

Definition at line 56 of file OSIpoptSolver.cpp.

References OSInstance::bUseExpTreeForFunEval, ErrorClass::errormsg, OSInstance::getConstraintNumber(), OSInstance::getJacobianSparsityPattern(), OSInstance::getLagrangianHessianSparsityPattern(), OSInstance::getNumberOfNonlinearExpressions(), OSInstance::getNumberOfQuadraticTerms(), OSInstance::getObjectiveNumber(), OSInstance::getVariableNumber(), SparseHessianMatrix::hessDimension, OSInstance::initForAlgDiff(), ipoptErrorMsg, osinstance, and SparseJacobianMatrix::valueSize.

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.

Definition at line 109 of file OSIpoptSolver.cpp.

References OSInstance::getConstraintLowerBounds(), OSInstance::getConstraintUpperBounds(), OSInstance::getVariableLowerBounds(), OSInstance::getVariableUpperBounds(), and osinstance.

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.

Definition at line 144 of file OSIpoptSolver.cpp.

References OSInstance::getVariableInitialValues(), CommonUtil::ISOSNAN(), and osinstance.

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

Method to return the objective value.

Definition at line 176 of file OSIpoptSolver.cpp.

References OSInstance::calculateAllObjectiveFunctionValues(), ErrorClass::errormsg, ipoptErrorMsg, CommonUtil::ISOSNAN(), and osinstance.

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.

Definition at line 188 of file OSIpoptSolver.cpp.

References OSInstance::calculateObjectiveFunctionGradient(), ErrorClass::errormsg, ipoptErrorMsg, and osinstance.

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

Method to return the constraint residuals.

Definition at line 206 of file OSIpoptSolver.cpp.

References OSInstance::calculateAllConstraintFunctionValues(), ErrorClass::errormsg, ipoptErrorMsg, CommonUtil::ISOSNAN(), and osinstance.

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).

Definition at line 224 of file OSIpoptSolver.cpp.

References OSInstance::calculateAllConstraintFunctionGradients(), ErrorClass::errormsg, OSInstance::getJacobianSparsityPattern(), SparseJacobianMatrix::indexes, ipoptErrorMsg, osinstance, SparseJacobianMatrix::starts, and SparseJacobianMatrix::values.

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).

Definition at line 274 of file OSIpoptSolver.cpp.

References OSInstance::calculateLagrangianHessian(), ErrorClass::errormsg, OSInstance::getLagrangianHessianSparsityPattern(), SparseHessianMatrix::hessColIdx, SparseHessianMatrix::hessRowIdx, SparseHessianMatrix::hessValues, ipoptErrorMsg, and osinstance.

bool IpoptProblem::get_scaling_parameters	(	Number &	obj_scaling,
		bool &	use_x_scaling,
		Index	n,
		Number *	x_scaling,
		bool &	use_g_scaling,
		Index	m,
		Number *	g_scaling
	)			`[virtual]`

Definition at line 323 of file OSIpoptSolver.cpp.

References OSInstance::instanceData, Objective::maxOrMin, Objectives::obj, InstanceData::objectives, and osinstance.

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_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.

Definition at line 337 of file OSIpoptSolver.cpp.

References ErrorClass::errormsg, OSInstance::getConstraintNumber(), OSInstance::getInstanceName(), OSInstance::getVariableNumber(), osinstance, osresult, OSResult::setConstraintNumber(), OSResult::setDualVariableValues(), OSResult::setGeneralMessage(), OSResult::setGeneralStatusType(), OSResult::setInstanceName(), OSResult::setObjectiveNumber(), OSResult::setObjectiveValues(), OSResult::setPrimalVariableValues(), OSResult::setServiceName(), OSResult::setSolutionNumber(), OSResult::setSolutionStatus(), OSResult::setVariableNumber(), and OSrLWriter::writeOSrL().

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

IpoptProblem Class Reference

Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation