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IpRestoIpoptNLP.hpp
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1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpRestoIpoptNLP.hpp 2594 2015-08-09 14:31:05Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPRESTOIPOPTNLP_HPP__
10 #define __IPRESTOIPOPTNLP_HPP__
11
12 #include "IpIpoptNLP.hpp"
13 #include "IpIpoptData.hpp"
14 #include "IpIpoptCalculatedQuantities.hpp"
15 #include "IpCompoundMatrix.hpp"
16 #include "IpCompoundSymMatrix.hpp"
17 #include "IpCompoundVector.hpp"
18 #include "IpIdentityMatrix.hpp"
19 #include "IpDiagMatrix.hpp"
20 #include "IpZeroMatrix.hpp"
21 #include "IpOrigIpoptNLP.hpp"
22
23 namespace Ipopt
24 {
25
32 class RestoIpoptNLP : public IpoptNLP
33 {
34 public:
37 RestoIpoptNLP(IpoptNLP& orig_ip_nlp,
38 IpoptData& orig_ip_data,
39 IpoptCalculatedQuantities& orig_ip_cq);
40
42 ~RestoIpoptNLP();
44
46 virtual bool Initialize(const Journalist& jnlst,
47 const OptionsList& options,
48 const std::string& prefix);
49
52 virtual bool InitializeStructures(SmartPtr<Vector>& x,
53 bool init_x,
54 SmartPtr<Vector>& y_c,
55 bool init_y_c,
56 SmartPtr<Vector>& y_d,
57 bool init_y_d,
58 SmartPtr<Vector>& z_L,
59 bool init_z_L,
60 SmartPtr<Vector>& z_U,
61 bool init_z_U,
62 SmartPtr<Vector>& v_L,
63 SmartPtr<Vector>& v_U
64 );
65
67 virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
68 {
69 return false;
70 }
71
74 void FinalizeSolution(SolverReturn status,
75 const Vector& x, const Vector& z_L, const Vector& z_U,
76 const Vector& c, const Vector& d,
77 const Vector& y_c, const Vector& y_d,
78 Number obj_value,
79 const IpoptData* ip_data,
80 IpoptCalculatedQuantities* ip_cq)
81 {}
83
89 virtual bool objective_depends_on_mu() const
90 {
91 return true;
92 }
93
95 virtual Number f(const Vector& x);
96
98 virtual Number f(const Vector& x, Number mu);
99
101 virtual SmartPtr<const Vector> grad_f(const Vector& x);
102
104 virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu);
105
107 virtual SmartPtr<const Vector> c(const Vector& x);
108
110 virtual SmartPtr<const Matrix> jac_c(const Vector& x);
111
114 virtual SmartPtr<const Vector> d(const Vector& x);
115
117 virtual SmartPtr<const Matrix> jac_d(const Vector& x);
118
121 virtual SmartPtr<const SymMatrix> h(const Vector& x,
122 Number obj_factor,
123 const Vector& yc,
124 const Vector& yd
125 );
126
128 virtual SmartPtr<const SymMatrix> h(const Vector& x,
129 Number obj_factor,
130 const Vector& yc,
131 const Vector& yd,
132 Number mu);
133
137 virtual SmartPtr<const SymMatrix> uninitialized_h();
138
140 virtual SmartPtr<const Vector> x_L() const
141 {
142 return GetRawPtr(x_L_);
143 }
144
146 virtual SmartPtr<const Matrix> Px_L() const
147 {
148 return GetRawPtr(Px_L_);
149 }
150
152 virtual SmartPtr<const Vector> x_U() const
153 {
154 return GetRawPtr(x_U_);
155 }
156
158 virtual SmartPtr<const Matrix> Px_U() const
159 {
160 return GetRawPtr(Px_U_);
161 }
162
164 virtual SmartPtr<const Vector> d_L() const
165 {
166 return GetRawPtr(d_L_);
167 }
168
170 virtual SmartPtr<const Matrix> Pd_L() const
171 {
172 return GetRawPtr(Pd_L_);
173 }
174
176 virtual SmartPtr<const Vector> d_U() const
177 {
178 return GetRawPtr(d_U_);
179 }
180
182 virtual SmartPtr<const Matrix> Pd_U() const
183 {
184 return GetRawPtr(Pd_U_);
185 }
186
187 virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
188 {
189 return GetRawPtr(h_space_);
190 }
191
192 virtual SmartPtr<const VectorSpace> x_space() const
193 {
194 return GetRawPtr(x_space_);
195 }
197
199 virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
200 SmartPtr<const VectorSpace>& c_space,
201 SmartPtr<const VectorSpace>& d_space,
202 SmartPtr<const VectorSpace>& x_l_space,
203 SmartPtr<const MatrixSpace>& px_l_space,
204 SmartPtr<const VectorSpace>& x_u_space,
205 SmartPtr<const MatrixSpace>& px_u_space,
206 SmartPtr<const VectorSpace>& d_l_space,
207 SmartPtr<const MatrixSpace>& pd_l_space,
208 SmartPtr<const VectorSpace>& d_u_space,
209 SmartPtr<const MatrixSpace>& pd_u_space,
210 SmartPtr<const MatrixSpace>& Jac_c_space,
211 SmartPtr<const MatrixSpace>& Jac_d_space,
212 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
215 virtual void AdjustVariableBounds(const Vector& new_x_L,
216 const Vector& new_x_U,
217 const Vector& new_d_L,
218 const Vector& new_d_U);
219
221 bool IntermediateCallBack(AlgorithmMode mode,
222 Index iter, Number obj_value,
223 Number inf_pr, Number inf_du,
224 Number mu, Number d_norm,
225 Number regularization_size,
226 Number alpha_du, Number alpha_pr,
227 Index ls_trials,
228 SmartPtr<const IpoptData> ip_data,
229 SmartPtr<IpoptCalculatedQuantities> ip_cq);
230
234 IpoptNLP& OrigIpNLP() const
235 {
236 return *orig_ip_nlp_;
237 }
238 IpoptData& OrigIpData() const
239 {
240 return *orig_ip_data_;
241 }
242 IpoptCalculatedQuantities& OrigIpCq() const
243 {
244 return *orig_ip_cq_;
245 }
247
250 Number Rho() const
251 {
252 return rho_;
253 }
254
257 virtual Index f_evals() const
258 {
259 return f_evals_;
260 }
261 virtual Index grad_f_evals() const
262 {
263 return grad_f_evals_;
264 }
265 virtual Index c_evals() const
266 {
267 return c_evals_;
268 }
269 virtual Index jac_c_evals() const
270 {
271 return jac_c_evals_;
272 }
273 virtual Index d_evals() const
274 {
275 return d_evals_;
276 }
277 virtual Index jac_d_evals() const
278 {
279 return jac_d_evals_;
280 }
281 virtual Index h_evals() const
282 {
283 return h_evals_;
284 }
286
288 Number Eta(Number mu) const;
289
292 SmartPtr<const Vector> DR_x() const
293 {
294 return ConstPtr(dr_x_);
295 }
296
300 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
302
303 private:
307 SmartPtr<IpoptNLP> orig_ip_nlp_;
308
310 SmartPtr<IpoptData> orig_ip_data_;
311
313 SmartPtr<IpoptCalculatedQuantities> orig_ip_cq_;
315
318 SmartPtr<CompoundVectorSpace> x_space_;
319
320 SmartPtr<CompoundVectorSpace> c_space_;
321
322 SmartPtr<CompoundVectorSpace> d_space_;
323
324 SmartPtr<CompoundVectorSpace> x_l_space_;
325
326 SmartPtr<CompoundMatrixSpace> px_l_space_;
327
328 SmartPtr<CompoundVectorSpace> x_u_space_;
329
330 SmartPtr<CompoundMatrixSpace> px_u_space_;
331
332 SmartPtr<CompoundVectorSpace> d_l_space_;
333
334 SmartPtr<CompoundMatrixSpace> pd_l_space_;
335
336 SmartPtr<CompoundVectorSpace> d_u_space_;
337
338 SmartPtr<CompoundMatrixSpace> pd_u_space_;
339
340 SmartPtr<CompoundMatrixSpace> jac_c_space_;
341
342 SmartPtr<CompoundMatrixSpace> jac_d_space_;
343
344 SmartPtr<CompoundSymMatrixSpace> h_space_;
346
350 SmartPtr<CompoundVector> x_L_;
351
353 SmartPtr<CompoundMatrix> Px_L_;
354
356 SmartPtr<CompoundVector> x_U_;
357
359 SmartPtr<CompoundMatrix> Px_U_;
360
362 SmartPtr<CompoundVector> d_L_;
363
365 SmartPtr<CompoundMatrix> Pd_L_;
366
368 SmartPtr<CompoundVector> d_U_;
369
371 SmartPtr<CompoundMatrix> Pd_U_;
373
377 /* ToDo make this parameter? */
378 Number rho_;
380 Number eta_factor_;
382 Number eta_mu_exponent_;
383 // TODO in the following we should use pointers to CONST values
385 SmartPtr<Vector> dr_x_;
386 SmartPtr<DiagMatrix> DR_x_; //TODO We can get rid of one of the dr DR
388 SmartPtr<Vector> x_ref_;
390
400 RestoIpoptNLP();
401
403 RestoIpoptNLP(const RestoIpoptNLP&);
404
406 void operator=(const RestoIpoptNLP&);
408
414 bool evaluate_orig_obj_at_resto_trial_;
416 HessianApproximationType hessian_approximation_;
418
420 bool initialized_;
421
424 Index f_evals_;
425 Index grad_f_evals_;
426 Index c_evals_;
427 Index jac_c_evals_;
428 Index d_evals_;
429 Index jac_d_evals_;
430 Index h_evals_;
432 };
433
434 } // namespace Ipopt
435
436 #endif
IpZeroMatrix.hpp
Ipopt::RestoIpoptNLP::GetWarmStartIterate
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
Definition: IpRestoIpoptNLP.hpp:67
Ipopt::RestoIpoptNLP::pd_l_space_
SmartPtr< CompoundMatrixSpace > pd_l_space_
Definition: IpRestoIpoptNLP.hpp:334
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::RestoIpoptNLP::d_U
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
Definition: IpRestoIpoptNLP.hpp:176
Ipopt::RestoIpoptNLP::operator=
void operator=(const RestoIpoptNLP &)
Overloaded Equals Operator.
Ipopt::RestoIpoptNLP::x_l_space_
SmartPtr< CompoundVectorSpace > x_l_space_
Definition: IpRestoIpoptNLP.hpp:324
Ipopt::RestoIpoptNLP::AdjustVariableBounds
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.
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:27
Ipopt::RestoIpoptNLP::d_evals_
Index d_evals_
Definition: IpRestoIpoptNLP.hpp:428
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:81
Ipopt::RestoIpoptNLP::c_evals_
Index c_evals_
Definition: IpRestoIpoptNLP.hpp:426
Ipopt::RestoIpoptNLP::x_U_
SmartPtr< CompoundVector > x_U_
Upper bounds on x.
Definition: IpRestoIpoptNLP.hpp:356
Ipopt::RestoIpoptNLP::c_space_
SmartPtr< CompoundVectorSpace > c_space_
Definition: IpRestoIpoptNLP.hpp:320
Ipopt::RestoIpoptNLP::Px_U_
SmartPtr< CompoundMatrix > Px_U_
Permutation matrix (x_U_ -&gt; x)
Definition: IpRestoIpoptNLP.hpp:359
Ipopt::RestoIpoptNLP::evaluate_orig_obj_at_resto_trial_
bool evaluate_orig_obj_at_resto_trial_
Flag indicating if evalution of the objective should be performed for every restoration phase objecti...
Definition: IpRestoIpoptNLP.hpp:414
Ipopt::RestoIpoptNLP::d_u_space_
SmartPtr< CompoundVectorSpace > d_u_space_
Definition: IpRestoIpoptNLP.hpp:336
Ipopt::RestoIpoptNLP::d_space_
SmartPtr< CompoundVectorSpace > d_space_
Definition: IpRestoIpoptNLP.hpp:322
Ipopt::RestoIpoptNLP::InitializeStructures
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.
Ipopt::RestoIpoptNLP::h_evals
virtual Index h_evals() const
Definition: IpRestoIpoptNLP.hpp:281
IpIpoptNLP.hpp
Ipopt::RestoIpoptNLP::d_evals
virtual Index d_evals() const
Definition: IpRestoIpoptNLP.hpp:273
Ipopt::RestoIpoptNLP::d
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
Ipopt::RestoIpoptNLP::Pd_L
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -&gt; d)
Definition: IpRestoIpoptNLP.hpp:170
Ipopt::RestoIpoptNLP::px_l_space_
SmartPtr< CompoundMatrixSpace > px_l_space_
Definition: IpRestoIpoptNLP.hpp:326
Ipopt::RestoIpoptNLP::c_evals
virtual Index c_evals() const
Definition: IpRestoIpoptNLP.hpp:265
Ipopt::RestoIpoptNLP::d_L
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
Definition: IpRestoIpoptNLP.hpp:164
Ipopt::RestoIpoptNLP::~RestoIpoptNLP
~RestoIpoptNLP()
Default destructor.
Ipopt::RestoIpoptNLP::Px_L
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -&gt; x)
Definition: IpRestoIpoptNLP.hpp:146
Ipopt::RestoIpoptNLP::x_L_
SmartPtr< CompoundVector > x_L_
Lower bounds on x.
Definition: IpRestoIpoptNLP.hpp:350
Ipopt::AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes.hpp:43
IpIpoptCalculatedQuantities.hpp
Ipopt::RestoIpoptNLP::orig_ip_data_
SmartPtr< IpoptData > orig_ip_data_
Pointer to the original IpoptData.
Definition: IpRestoIpoptNLP.hpp:310
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::RestoIpoptNLP::DR_x_
SmartPtr< DiagMatrix > DR_x_
Definition: IpRestoIpoptNLP.hpp:386
Ipopt::RestoIpoptNLP::eta_factor_
Number eta_factor_
scaling factor for eta calculation
Definition: IpRestoIpoptNLP.hpp:380
Ipopt::RestoIpoptNLP::Pd_U_
SmartPtr< CompoundMatrix > Pd_U_
Permutation matrix (d_U_ -&gt; d.
Definition: IpRestoIpoptNLP.hpp:371
Ipopt::RestoIpoptNLP::OrigIpData
IpoptData & OrigIpData() const
Definition: IpRestoIpoptNLP.hpp:238
Ipopt::RestoIpoptNLP::eta_mu_exponent_
Number eta_mu_exponent_
exponent for mu in eta calculation
Definition: IpRestoIpoptNLP.hpp:382
Ipopt::RestoIpoptNLP::Pd_L_
SmartPtr< CompoundMatrix > Pd_L_
Permutation matrix (d_L_ -&gt; d)
Definition: IpRestoIpoptNLP.hpp:365
IpOrigIpoptNLP.hpp
Ipopt::RestoIpoptNLP::IntermediateCallBack
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)
User callback method.
IpCompoundSymMatrix.hpp
Ipopt::RestoIpoptNLP::h_space_
SmartPtr< CompoundSymMatrixSpace > h_space_
Definition: IpRestoIpoptNLP.hpp:344
Ipopt::RestoIpoptNLP::jac_d_evals
virtual Index jac_d_evals() const
Definition: IpRestoIpoptNLP.hpp:277
Ipopt::RestoIpoptNLP::jac_c_evals_
Index jac_c_evals_
Definition: IpRestoIpoptNLP.hpp:427
Ipopt::RestoIpoptNLP::objective_depends_on_mu
virtual bool objective_depends_on_mu() const
Accessor methods for model data.
Definition: IpRestoIpoptNLP.hpp:89
Ipopt::RestoIpoptNLP::FinalizeSolution
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.
Definition: IpRestoIpoptNLP.hpp:74
Ipopt::RestoIpoptNLP::Eta
Number Eta(Number mu) const
Method to calculate eta, the factor for the regularization term.
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::RestoIpoptNLP::rho_
Number rho_
Penalty parameter for the $l_1$ norm.
Definition: IpRestoIpoptNLP.hpp:378
Ipopt::RestoIpoptNLP::x_u_space_
SmartPtr< CompoundVectorSpace > x_u_space_
Definition: IpRestoIpoptNLP.hpp:328
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Ipopt::RestoIpoptNLP::Px_U
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -&gt; x.
Definition: IpRestoIpoptNLP.hpp:158
Ipopt::GetRawPtr
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:560
Ipopt::RestoIpoptNLP::hessian_approximation_
HessianApproximationType hessian_approximation_
Flag indicating how hessian information is obtained.
Definition: IpRestoIpoptNLP.hpp:416
Ipopt::RestoIpoptNLP::jac_c_space_
SmartPtr< CompoundMatrixSpace > jac_c_space_
Definition: IpRestoIpoptNLP.hpp:340
IpCompoundVector.hpp
Ipopt::HessianApproximationType
HessianApproximationType
enumeration for the Hessian information type.
Definition: IpOrigIpoptNLP.hpp:20
Ipopt::RestoIpoptNLP::grad_f_evals
virtual Index grad_f_evals() const
Definition: IpRestoIpoptNLP.hpp:261
Ipopt::RestoIpoptNLP::d_U_
SmartPtr< CompoundVector > d_U_
Upper bounds on d.
Definition: IpRestoIpoptNLP.hpp:368
Ipopt::RestoIpoptNLP::DR_x
SmartPtr< const Vector > DR_x() const
Method returning the scaling factors for the 2-norm penalization term.
Definition: IpRestoIpoptNLP.hpp:292
Ipopt::RestoIpoptNLP::x_L
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
Definition: IpRestoIpoptNLP.hpp:140
Ipopt::RestoIpoptNLP::HessianMatrixSpace
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it&#39;s approximation) ...
Definition: IpRestoIpoptNLP.hpp:187
Ipopt::RestoIpoptNLP::x_ref_
SmartPtr< Vector > x_ref_
$x$ part of the reference point in the regularization term
Definition: IpRestoIpoptNLP.hpp:388
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::RestoIpoptNLP
This class maps the traditional NLP into something that is more useful by Ipopt.
Definition: IpRestoIpoptNLP.hpp:32
Ipopt::RestoIpoptNLP::Rho
Number Rho() const
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
Definition: IpRestoIpoptNLP.hpp:250
Ipopt::RestoIpoptNLP::orig_ip_nlp_
SmartPtr< IpoptNLP > orig_ip_nlp_
Pointer to the original IpoptNLP.
Definition: IpRestoIpoptNLP.hpp:307
Ipopt::RestoIpoptNLP::initialized_
bool initialized_
Flag indicating if initialization method has been called.
Definition: IpRestoIpoptNLP.hpp:420
Ipopt::RestoIpoptNLP::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::RestoIpoptNLP::Pd_U
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -&gt; d.
Definition: IpRestoIpoptNLP.hpp:182
Ipopt::RestoIpoptNLP::OrigIpNLP
IpoptNLP & OrigIpNLP() const
Definition: IpRestoIpoptNLP.hpp:234
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::RestoIpoptNLP::GetSpaces
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.
Ipopt::RestoIpoptNLP::grad_f_evals_
Index grad_f_evals_
Definition: IpRestoIpoptNLP.hpp:425
Ipopt::RestoIpoptNLP::orig_ip_cq_
SmartPtr< IpoptCalculatedQuantities > orig_ip_cq_
Pointer to the original IpoptCalculatedQuantities.
Definition: IpRestoIpoptNLP.hpp:313
IpCompoundMatrix.hpp
Ipopt::ConstPtr
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:572
Ipopt::RestoIpoptNLP::x_space
virtual SmartPtr< const VectorSpace > x_space() const
x_space
Definition: IpRestoIpoptNLP.hpp:192
Ipopt::RestoIpoptNLP::d_l_space_
SmartPtr< CompoundVectorSpace > d_l_space_
Definition: IpRestoIpoptNLP.hpp:332
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:134
Ipopt::RestoIpoptNLP::f_evals
virtual Index f_evals() const
Definition: IpRestoIpoptNLP.hpp:257
Ipopt::RestoIpoptNLP::f_evals_
Index f_evals_
Definition: IpRestoIpoptNLP.hpp:424
Ipopt::RestoIpoptNLP::jac_c_evals
virtual Index jac_c_evals() const
Definition: IpRestoIpoptNLP.hpp:269
Ipopt::RestoIpoptNLP::Initialize
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
Ipopt::RestoIpoptNLP::px_u_space_
SmartPtr< CompoundMatrixSpace > px_u_space_
Definition: IpRestoIpoptNLP.hpp:330
Ipopt::RestoIpoptNLP::uninitialized_h
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
Ipopt::RestoIpoptNLP::jac_c
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
IpDiagMatrix.hpp
Ipopt::RestoIpoptNLP::dr_x_
SmartPtr< Vector > dr_x_
Scaling factors for the $x$ part of the regularization term.
Definition: IpRestoIpoptNLP.hpp:385
IpIdentityMatrix.hpp
Ipopt::IpoptNLP
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
Ipopt::RestoIpoptNLP::h
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian (incorrect version for restoration phase)
Ipopt::RestoIpoptNLP::OrigIpCq
IpoptCalculatedQuantities & OrigIpCq() const
Definition: IpRestoIpoptNLP.hpp:242
Ipopt::RestoIpoptNLP::f
virtual Number f(const Vector &x)
Objective value (incorrect version for restoration phase)
Ipopt::RestoIpoptNLP::jac_d_space_
SmartPtr< CompoundMatrixSpace > jac_d_space_
Definition: IpRestoIpoptNLP.hpp:342
Ipopt::RestoIpoptNLP::grad_f
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective (incorrect version for restoration phase)
Ipopt::RestoIpoptNLP::c
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
Ipopt::RestoIpoptNLP::jac_d_evals_
Index jac_d_evals_
Definition: IpRestoIpoptNLP.hpp:429
IpIpoptData.hpp
Ipopt::RestoIpoptNLP::RestoIpoptNLP
RestoIpoptNLP()
Default Constructor.
Ipopt::RestoIpoptNLP::x_space_
SmartPtr< CompoundVectorSpace > x_space_
Necessary Vector/Matrix spaces.
Definition: IpRestoIpoptNLP.hpp:318
Ipopt::RestoIpoptNLP::jac_d
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
Ipopt::RestoIpoptNLP::x_U
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
Definition: IpRestoIpoptNLP.hpp:152
Ipopt::RestoIpoptNLP::Px_L_
SmartPtr< CompoundMatrix > Px_L_
Permutation matrix (x_L_ -&gt; x)
Definition: IpRestoIpoptNLP.hpp:353
Ipopt::RestoIpoptNLP::d_L_
SmartPtr< CompoundVector > d_L_
Lower bounds on d.
Definition: IpRestoIpoptNLP.hpp:362
Ipopt::RestoIpoptNLP::h_evals_
Index h_evals_
Definition: IpRestoIpoptNLP.hpp:430
Ipopt::RestoIpoptNLP::pd_u_space_
SmartPtr< CompoundMatrixSpace > pd_u_space_
Definition: IpRestoIpoptNLP.hpp:338