Ipopt 3.12.10

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MyNLP.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: MyNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-11-05
8
9 #ifndef __MYNLP_HPP__
10 #define __MYNLP_HPP__
11
12 #include "IpTNLP.hpp"
13
14 using namespace Ipopt;
15
28 class MyNLP : public TNLP
29 {
30 public:
32 MyNLP();
33
35 virtual ~MyNLP();
36
40 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
41 Index& nnz_h_lag, IndexStyleEnum& index_style);
42
44 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
45 Index m, Number* g_l, Number* g_u);
46
48 virtual bool get_starting_point(Index n, bool init_x, Number* x,
49 bool init_z, Number* z_L, Number* z_U,
50 Index m, bool init_lambda,
51 Number* lambda);
52
54 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
55
57 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
58
60 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
61
66 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
67 Index m, Index nele_jac, Index* iRow, Index *jCol,
68 Number* values);
69
74 virtual bool eval_h(Index n, const Number* x, bool new_x,
75 Number obj_factor, Index m, const Number* lambda,
76 bool new_lambda, Index nele_hess, Index* iRow,
77 Index* jCol, Number* values);
78
80
84 virtual void finalize_solution(SolverReturn status,
85 Index n, const Number* x, const Number* z_L, const Number* z_U,
86 Index m, const Number* g, const Number* lambda,
87 Number obj_value,
88 const IpoptData* ip_data,
89 IpoptCalculatedQuantities* ip_cq);
91
92 private:
104 // MyNLP();
105 MyNLP(const MyNLP&);
106 MyNLP& operator=(const MyNLP&);
108 };
109
110
111 #endif
MyNLP
C++ Example NLP for interfacing a problem with IPOPT.
Definition: MyNLP.hpp:28
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
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
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
IpTNLP.hpp
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::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
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
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