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IpNLP.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: IpNLP.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPNLP_HPP__
10 #define __IPNLP_HPP__
11
12 #include "IpUtils.hpp"
13 #include "IpVector.hpp"
14 #include "IpSmartPtr.hpp"
15 #include "IpMatrix.hpp"
16 #include "IpSymMatrix.hpp"
17 #include "IpOptionsList.hpp"
18 #include "IpAlgTypes.hpp"
19 #include "IpReturnCodes.hpp"
20
21 namespace Ipopt
22 {
23 // forward declarations
24 class IpoptData;
25 class IpoptCalculatedQuantities;
26 class IteratesVector;
27
31 class NLP : public ReferencedObject
32 {
33 public:
37 NLP()
38 {}
39
41 virtual ~NLP()
42 {}
44
47 DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED);
48 DECLARE_STD_EXCEPTION(INVALID_NLP);
50
56 virtual bool ProcessOptions(const OptionsList& options,
57 const std::string& prefix)
58 {
59 return true;
60 }
61
65 virtual bool GetSpaces(SmartPtr<const VectorSpace>& x_space,
66 SmartPtr<const VectorSpace>& c_space,
67 SmartPtr<const VectorSpace>& d_space,
68 SmartPtr<const VectorSpace>& x_l_space,
69 SmartPtr<const MatrixSpace>& px_l_space,
70 SmartPtr<const VectorSpace>& x_u_space,
71 SmartPtr<const MatrixSpace>& px_u_space,
72 SmartPtr<const VectorSpace>& d_l_space,
73 SmartPtr<const MatrixSpace>& pd_l_space,
74 SmartPtr<const VectorSpace>& d_u_space,
75 SmartPtr<const MatrixSpace>& pd_u_space,
76 SmartPtr<const MatrixSpace>& Jac_c_space,
77 SmartPtr<const MatrixSpace>& Jac_d_space,
78 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)=0;
79
81 virtual bool GetBoundsInformation(const Matrix& Px_L,
82 Vector& x_L,
83 const Matrix& Px_U,
84 Vector& x_U,
85 const Matrix& Pd_L,
86 Vector& d_L,
87 const Matrix& Pd_U,
88 Vector& d_U)=0;
89
93 virtual bool GetStartingPoint(
94 SmartPtr<Vector> x,
95 bool need_x,
96 SmartPtr<Vector> y_c,
97 bool need_y_c,
98 SmartPtr<Vector> y_d,
99 bool need_y_d,
100 SmartPtr<Vector> z_L,
101 bool need_z_L,
102 SmartPtr<Vector> z_U,
103 bool need_z_U
104 )=0;
105
109 virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
110 {
111 return false;
112 }
114
118 virtual bool Eval_f(const Vector& x, Number& f) = 0;
119
120 virtual bool Eval_grad_f(const Vector& x, Vector& g_f) = 0;
121
122 virtual bool Eval_c(const Vector& x, Vector& c) = 0;
123
124 virtual bool Eval_jac_c(const Vector& x, Matrix& jac_c) = 0;
125
126 virtual bool Eval_d(const Vector& x, Vector& d) = 0;
127
128 virtual bool Eval_jac_d(const Vector& x, Matrix& jac_d) = 0;
129
130 virtual bool Eval_h(const Vector& x,
131 Number obj_factor,
132 const Vector& yc,
133 const Vector& yd,
134 SymMatrix& h) = 0;
136
145 virtual void FinalizeSolution(SolverReturn status,
146 const Vector& x, const Vector& z_L,
147 const Vector& z_U,
148 const Vector& c, const Vector& d,
149 const Vector& y_c, const Vector& y_d,
150 Number obj_value,
151 const IpoptData* ip_data,
152 IpoptCalculatedQuantities* ip_cq)
153 {}
154
170 virtual bool IntermediateCallBack(AlgorithmMode mode,
171 Index iter, Number obj_value,
172 Number inf_pr, Number inf_du,
173 Number mu, Number d_norm,
174 Number regularization_size,
175 Number alpha_du, Number alpha_pr,
176 Index ls_trials,
177 const IpoptData* ip_data,
178 IpoptCalculatedQuantities* ip_cq)
179 {
180 return true;
181 }
183
188 virtual void GetScalingParameters(
189 const SmartPtr<const VectorSpace> x_space,
190 const SmartPtr<const VectorSpace> c_space,
191 const SmartPtr<const VectorSpace> d_space,
192 Number& obj_scaling,
193 SmartPtr<Vector>& x_scaling,
194 SmartPtr<Vector>& c_scaling,
195 SmartPtr<Vector>& d_scaling) const
196 {
197 THROW_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED,
198 "You have set options for user provided scaling, but have"
199 " not implemented GetScalingParameters in the NLP interface");
200 }
202
216 virtual void
217 GetQuasiNewtonApproximationSpaces(SmartPtr<VectorSpace>& approx_space,
218 SmartPtr<Matrix>& P_approx)
219 {
220 approx_space = NULL;
221 P_approx = NULL;
222 }
223
224 private:
234 NLP(const NLP&);
235
237 void operator=(const NLP&);
239 };
240
241 } // namespace Ipopt
242
243 #endif
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::NLP::Eval_c
virtual bool Eval_c(const Vector &x, Vector &c)=0
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
Ipopt::NLP::Eval_h
virtual bool Eval_h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)=0
IpVector.hpp
Ipopt::NLP::operator=
void operator=(const NLP &)
Overloaded Equals Operator.
Ipopt::NLP::GetWarmStartIterate
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method for obtaining an entire iterate as a warmstart point.
Definition: IpNLP.hpp:109
IpSymMatrix.hpp
Ipopt::AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes.hpp:43
IpReturnCodes.hpp
Ipopt::NLP::NLP
NLP()
Default constructor.
Definition: IpNLP.hpp:37
Ipopt::NLP::Eval_jac_d
virtual bool Eval_jac_d(const Vector &x, Matrix &jac_d)=0
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::NLP::DECLARE_STD_EXCEPTION
DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED)
Exceptions.
Ipopt::NLP::GetBoundsInformation
virtual bool GetBoundsInformation(const Matrix &Px_L, Vector &x_L, const Matrix &Px_U, Vector &x_U, const Matrix &Pd_L, Vector &d_L, const Matrix &Pd_U, Vector &d_U)=0
Method for obtaining the bounds information.
IpMatrix.hpp
Ipopt::NLP::IntermediateCallBack
virtual 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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called once per iteration, after the iteration summary output has been printed...
Definition: IpNLP.hpp:170
Ipopt::NLP::~NLP
virtual ~NLP()
Default destructor.
Definition: IpNLP.hpp:41
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:23
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::ReferencedObject
ReferencedObject class.
Definition: IpReferenced.hpp:174
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::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
Ipopt::NLP::ProcessOptions
virtual bool ProcessOptions(const OptionsList &options, const std::string &prefix)
Overload if you want the chance to process options or parameters that may be specific to the NLP...
Definition: IpNLP.hpp:56
Ipopt::NLP::FinalizeSolution
virtual 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)
This method is called at the very end of the optimization.
Definition: IpNLP.hpp:145
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::NLP::Eval_f
virtual bool Eval_f(const Vector &x, Number &f)=0
x_L
Number * x_L
Lower bounds on variables.
Definition: IpStdCInterface.h:137
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
x_U
Number Number * x_U
Upper bounds on variables.
Definition: IpStdCInterface.h:137
x_scaling
Number Number * x_scaling
Definition: IpStdCInterface.h:210
IpOptionsList.hpp
IpAlgTypes.hpp
Ipopt::NLP
Brief Class Description.
Definition: IpNLP.hpp:31
Ipopt::NLP::GetSpaces
virtual bool 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)=0
Method for creating the derived vector / matrix types.
Ipopt::NLP::GetScalingParameters
virtual void GetScalingParameters(const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, Number &obj_scaling, SmartPtr< Vector > &x_scaling, SmartPtr< Vector > &c_scaling, SmartPtr< Vector > &d_scaling) const
Routines to get the scaling parameters.
Definition: IpNLP.hpp:188
Ipopt::NLP::GetStartingPoint
virtual bool GetStartingPoint(SmartPtr< Vector > x, bool need_x, SmartPtr< Vector > y_c, bool need_y_c, SmartPtr< Vector > y_d, bool need_y_d, SmartPtr< Vector > z_L, bool need_z_L, SmartPtr< Vector > z_U, bool need_z_U)=0
Method for obtaining the starting point for all the iterates.
Ipopt::NLP::GetQuasiNewtonApproximationSpaces
virtual void GetQuasiNewtonApproximationSpaces(SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)
Method for obtaining the subspace in which the limited-memory Hessian approximation should be done...
Definition: IpNLP.hpp:217
Ipopt::NLP::Eval_jac_c
virtual bool Eval_jac_c(const Vector &x, Matrix &jac_c)=0
Ipopt::NLP::Eval_grad_f
virtual bool Eval_grad_f(const Vector &x, Vector &g_f)=0
Ipopt::NLP::Eval_d
virtual bool Eval_d(const Vector &x, Vector &d)=0
THROW_EXCEPTION
#define THROW_EXCEPTION(__except_type, __msg)
Definition: IpException.hpp:123
obj_scaling
Number obj_scaling
Definition: IpStdCInterface.h:210
IpSmartPtr.hpp