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LuksanVlcek4.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: LuksanVlcek4.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-127
8
9 #ifndef __LUKSANVLCEK4_HPP__
10 #define __LUKSANVLCEK4_HPP__
11
12 #include "RegisteredTNLP.hpp"
13
14 using namespace Ipopt;
15
19 class LuksanVlcek4 : public RegisteredTNLP
20 {
21 public:
26 LuksanVlcek4(Number g_l, Number g_u);
27
29 virtual ~LuksanVlcek4()
30 {}
31 ;
32
34 virtual bool InitializeProblem(Index N);
35
39 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
40 Index& nnz_h_lag, IndexStyleEnum& index_style);
41
43 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
44 Index m, Number* g_l, Number* g_u);
45
47 virtual bool get_starting_point(Index n, bool init_x, Number* x,
48 bool init_z, Number* z_L, Number* z_U,
49 Index m, bool init_lambda,
50 Number* lambda);
51
53 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
54
56 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
57
59 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
60
65 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
66 Index m, Index nele_jac, Index* iRow, Index *jCol,
67 Number* values);
68
73 virtual bool eval_h(Index n, const Number* x, bool new_x,
74 Number obj_factor, Index m, const Number* lambda,
75 bool new_lambda, Index nele_hess, Index* iRow,
76 Index* jCol, Number* values);
77
79
83 virtual void finalize_solution(SolverReturn status,
84 Index n, const Number* x, const Number* z_L, const Number* z_U,
85 Index m, const Number* g, const Number* lambda,
86 Number obj_value,
87 const IpoptData* ip_data,
88 IpoptCalculatedQuantities* ip_cq);
90
91 private:
103 LuksanVlcek4();
104 LuksanVlcek4(const LuksanVlcek4&);
105 LuksanVlcek4& operator=(const LuksanVlcek4&);
107
109 Index N_;
110
112 Number g_l_;
114 Number g_u_;
115 };
116
117 #endif
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
LuksanVlcek4::g_u_
Number g_u_
General upper bound for all constraints.
Definition: LuksanVlcek4.hpp:114
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:81
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
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:137
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:238
eval_h
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
Definition: IpStdCInterface.h:137
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
eval_grad_f
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Definition: IpStdCInterface.h:137
eval_jac_g
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
Definition: IpStdCInterface.h:137
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
RegisteredTNLP.hpp
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:137
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
eval_g
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
Definition: IpStdCInterface.h:137
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
nele_hess
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Definition: IpStdCInterface.h:137
RegisteredTNLP
Class implemented the NLP discretization of.
Definition: RegisteredTNLP.hpp:20
LuksanVlcek4::~LuksanVlcek4
virtual ~LuksanVlcek4()
Default destructor.
Definition: LuksanVlcek4.hpp:29
LuksanVlcek4
Implementation of Example 5.4 from "Sparse and Parially Separable Test Problems for Unconstrained and...
Definition: LuksanVlcek4.hpp:19
LuksanVlcek4::N_
Index N_
Parameter determining problem size.
Definition: LuksanVlcek4.hpp:109
eval_f
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.
Definition: IpStdCInterface.h:137
LuksanVlcek4::g_l_
Number g_l_
General lower bound for all constraints.
Definition: LuksanVlcek4.hpp:112