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IpTNLP.hpp
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1 // Copyright (C) 2004, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpTNLP.hpp 2212 2013-04-14 14:51:52Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPTNLP_HPP__
10 #define __IPTNLP_HPP__
11
12 #include "IpUtils.hpp"
13 #include "IpReferenced.hpp"
14 #include "IpException.hpp"
15 #include "IpAlgTypes.hpp"
16 #include "IpReturnCodes.hpp"
17
18 #include <map>
19
20 namespace Ipopt
21 {
22 // forward declarations
23 class IpoptData;
24 class IpoptCalculatedQuantities;
25 class IteratesVector;
26
50 class TNLP : public ReferencedObject
51 {
52 public:
54 enum LinearityType
55 {
56 LINEAR,
57 NON_LINEAR
58 };
59
62 TNLP()
63 {}
64
66 virtual ~TNLP()
67 {}
69
70 DECLARE_STD_EXCEPTION(INVALID_TNLP);
71
80 enum IndexStyleEnum { C_STYLE=0, FORTRAN_STYLE=1 };
81 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
82 Index& nnz_h_lag, IndexStyleEnum& index_style)=0;
83
84 typedef std::map<std::string, std::vector<std::string> > StringMetaDataMapType;
85 typedef std::map<std::string, std::vector<Index> > IntegerMetaDataMapType;
86 typedef std::map<std::string, std::vector<Number> > NumericMetaDataMapType;
87
90 virtual bool get_var_con_metadata(Index n,
91 StringMetaDataMapType& var_string_md,
92 IntegerMetaDataMapType& var_integer_md,
93 NumericMetaDataMapType& var_numeric_md,
94 Index m,
95 StringMetaDataMapType& con_string_md,
96 IntegerMetaDataMapType& con_integer_md,
97 NumericMetaDataMapType& con_numeric_md)
98
99 {
100 return false;
101 }
102
109 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
110 Index m, Number* g_l, Number* g_u)=0;
111
119 virtual bool get_scaling_parameters(Number& obj_scaling,
120 bool& use_x_scaling, Index n,
121 Number* x_scaling,
122 bool& use_g_scaling, Index m,
123 Number* g_scaling)
124 {
125 return false;
126 }
127
132 virtual bool get_variables_linearity(Index n, LinearityType* var_types)
133 {
134 return false;
135 }
136
140 virtual bool get_constraints_linearity(Index m, LinearityType* const_types)
141 {
142 return false;
143 }
144
152 virtual bool get_starting_point(Index n, bool init_x, Number* x,
153 bool init_z, Number* z_L, Number* z_U,
154 Index m, bool init_lambda,
155 Number* lambda)=0;
156
161 virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate)
162 {
163 return false;
164 }
165
167 virtual bool eval_f(Index n, const Number* x, bool new_x,
168 Number& obj_value)=0;
169
172 virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
173 Number* grad_f)=0;
174
176 virtual bool eval_g(Index n, const Number* x, bool new_x,
177 Index m, Number* g)=0;
183 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
184 Index m, Index nele_jac, Index* iRow,
185 Index *jCol, Number* values)=0;
186
196 virtual bool eval_h(Index n, const Number* x, bool new_x,
197 Number obj_factor, Index m, const Number* lambda,
198 bool new_lambda, Index nele_hess,
199 Index* iRow, Index* jCol, Number* values)
200 {
201 return false;
202 }
204
208 virtual void finalize_solution(SolverReturn status,
209 Index n, const Number* x, const Number* z_L, const Number* z_U,
210 Index m, const Number* g, const Number* lambda,
211 Number obj_value,
212 const IpoptData* ip_data,
213 IpoptCalculatedQuantities* ip_cq)=0;
226 virtual void finalize_metadata(Index n,
227 const StringMetaDataMapType& var_string_md,
228 const IntegerMetaDataMapType& var_integer_md,
229 const NumericMetaDataMapType& var_numeric_md,
230 Index m,
231 const StringMetaDataMapType& con_string_md,
232 const IntegerMetaDataMapType& con_integer_md,
233 const NumericMetaDataMapType& con_numeric_md)
234 {}
235
236
240 virtual bool intermediate_callback(AlgorithmMode mode,
241 Index iter, Number obj_value,
242 Number inf_pr, Number inf_du,
243 Number mu, Number d_norm,
244 Number regularization_size,
245 Number alpha_du, Number alpha_pr,
246 Index ls_trials,
247 const IpoptData* ip_data,
248 IpoptCalculatedQuantities* ip_cq)
249 {
250 return true;
251 }
253
267 virtual Index get_number_of_nonlinear_variables()
268 {
269 return -1;
270 }
271
272 virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
273 Index* pos_nonlin_vars)
274 {
275 return false;
276 }
278
279 private:
289 //TNLP();
290
292 TNLP(const TNLP&);
293
295 void operator=(const TNLP&);
297 };
298
299 } // namespace Ipopt
300
301 #endif
Ipopt::TNLP::NumericMetaDataMapType
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Definition: IpTNLP.hpp:86
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::TNLP::eval_jac_g
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)=0
overload this method to return the jacobian of the constraints.
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:27
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:81
IpUtils.hpp
index_style
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Definition: IpStdCInterface.h:137
Ipopt::TNLP::get_starting_point
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)=0
overload this method to return the starting point.
Ipopt::TNLP::eval_h
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)
overload this method to return the hessian of the lagrangian.
Definition: IpTNLP.hpp:196
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:137
Ipopt::TNLP::NON_LINEAR
Constraint/Varaible is non-linear.
Definition: IpTNLP.hpp:57
Ipopt::TNLP::operator=
void operator=(const TNLP &)
Overloaded Equals Operator.
Ipopt::TNLP::get_bounds_info
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)=0
overload this method to return the information about the bound on the variables and constraints...
Ipopt::TNLP::get_variables_linearity
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).
Definition: IpTNLP.hpp:132
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:238
Ipopt::TNLP::intermediate_callback
virtual bool intermediate_callback(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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
Intermediate Callback method for the user.
Definition: IpTNLP.hpp:240
Ipopt::AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes.hpp:43
IpReturnCodes.hpp
Ipopt::TNLP::LINEAR
Constraint/Variable is linear.
Definition: IpTNLP.hpp:56
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::TNLP::C_STYLE
Definition: IpTNLP.hpp:80
Ipopt::TNLP::get_warm_start_iterate
virtual bool get_warm_start_iterate(IteratesVector &warm_start_iterate)
overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) f...
Definition: IpTNLP.hpp:161
Ipopt::TNLP::DECLARE_STD_EXCEPTION
DECLARE_STD_EXCEPTION(INVALID_TNLP)
Ipopt::TNLP::get_nlp_info
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)=0
Ipopt::TNLP::~TNLP
virtual ~TNLP()
Default destructor.
Definition: IpTNLP.hpp:66
Ipopt::TNLP::finalize_metadata
virtual void finalize_metadata(Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
This method is called just before finalize_solution.
Definition: IpTNLP.hpp:226
Ipopt::TNLP::LinearityType
LinearityType
Type of the constraints.
Definition: IpTNLP.hpp:54
Ipopt::TNLP::get_scaling_parameters
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)
overload this method to return scaling parameters.
Definition: IpTNLP.hpp:119
Ipopt::TNLP::eval_g
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)=0
overload this method to return the vector of constraint values
Ipopt::ReferencedObject
ReferencedObject class.
Definition: IpReferenced.hpp:174
Ipopt::TNLP::get_var_con_metadata
virtual bool get_var_con_metadata(Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
overload this method to return any meta data for the variables and the constraints ...
Definition: IpTNLP.hpp:90
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:137
Ipopt::TNLP::get_list_of_nonlinear_variables
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Definition: IpTNLP.hpp:272
Ipopt::TNLP::FORTRAN_STYLE
Definition: IpTNLP.hpp:80
Ipopt::TNLP::eval_f
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)=0
overload this method to return the value of the objective function
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::TNLP::get_number_of_nonlinear_variables
virtual Index get_number_of_nonlinear_variables()
Definition: IpTNLP.hpp:267
Ipopt::TNLP::get_constraints_linearity
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
Definition: IpTNLP.hpp:140
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
IpReferenced.hpp
x_scaling
Number Number * x_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLP::IntegerMetaDataMapType
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Definition: IpTNLP.hpp:85
nele_hess
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Definition: IpStdCInterface.h:137
Ipopt::TNLP::StringMetaDataMapType
std::map< std::string, std::vector< std::string > > StringMetaDataMapType
Definition: IpTNLP.hpp:84
IpAlgTypes.hpp
g_scaling
Number Number Number * g_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLP::IndexStyleEnum
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Ipopt::TNLP::TNLP
TNLP()
Definition: IpTNLP.hpp:62
Ipopt::TNLP
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
IpException.hpp
obj_scaling
Number obj_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLP::eval_grad_f
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)=0
overload this method to return the vector of the gradient of the objective w.r.t. ...
Ipopt::TNLP::finalize_solution
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)=0
This method is called when the algorithm is complete so the TNLP can store/write the solution...