Ipopt 3.12.10

- Main Page
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpTNLPReducer.hpp
Go to the documentation of this file.
1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2008-08-10
8
9 #ifndef __IPTNLPREDUCER_HPP__
10 #define __IPTNLPREDUCER_HPP__
11
12 #include "IpTNLP.hpp"
13
14 namespace Ipopt
15 {
23 class TNLPReducer : public TNLP
24 {
25 public:
31 TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip,
32 Index n_xL_skip, const Index* index_xL_skip,
33 Index n_xU_skip, const Index* index_xU_skip,
34 Index n_x_fix, const Index* index_f_fix);
35
37 virtual ~TNLPReducer();
39
41 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
42 Index& nnz_h_lag, IndexStyleEnum& index_style);
43
44 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
45 Index m, Number* g_l, Number* g_u);
46
47 virtual bool get_scaling_parameters(Number& obj_scaling,
48 bool& use_x_scaling, Index n,
49 Number* x_scaling,
50 bool& use_g_scaling, Index m,
51 Number* g_scaling);
52
53 virtual bool get_variables_linearity(Index n, LinearityType* var_types);
54
55 virtual bool get_constraints_linearity(Index m, LinearityType* const_types);
56
57 virtual bool get_starting_point(Index n, bool init_x, Number* x,
58 bool init_z, Number* z_L, Number* z_U,
59 Index m, bool init_lambda,
60 Number* lambda);
61
62 virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate);
63
64 virtual bool eval_f(Index n, const Number* x, bool new_x,
65 Number& obj_value);
66
67 virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
68 Number* grad_f);
69
70 virtual bool eval_g(Index n, const Number* x, bool new_x,
71 Index m, Number* g);
72
73 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
74 Index m, Index nele_jac, Index* iRow,
75 Index *jCol, Number* values);
76
77 virtual bool eval_h(Index n, const Number* x, bool new_x,
78 Number obj_factor, Index m, const Number* lambda,
79 bool new_lambda, Index nele_hess,
80 Index* iRow, Index* jCol, Number* values);
81
82 virtual void finalize_solution(SolverReturn status,
83 Index n, const Number* x, const Number* z_L, const Number* z_U,
84 Index m, const Number* g, const Number* lambda,
85 Number obj_value,
86 const IpoptData* ip_data,
87 IpoptCalculatedQuantities* ip_cq);
88
89 virtual bool intermediate_callback(AlgorithmMode mode,
90 Index iter, Number obj_value,
91 Number inf_pr, Number inf_du,
92 Number mu, Number d_norm,
93 Number regularization_size,
94 Number alpha_du, Number alpha_pr,
95 Index ls_trials,
96 const IpoptData* ip_data,
97 IpoptCalculatedQuantities* ip_cq);
98
99 virtual Index get_number_of_nonlinear_variables();
100
101 virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
102 Index* pos_nonlin_vars);
104
105 private:
115 TNLPReducer();
116
118 TNLPReducer(const TNLPReducer&);
119
121 void operator=(const TNLPReducer&);
123
126 SmartPtr<TNLP> tnlp_;
127 Index m_orig_;
128 Index nnz_jac_g_orig_;
130
132 Index n_g_skip_;
133
136 Index* index_g_skip_;
137
140 IndexStyleEnum index_style_orig_;
141
144 Index* g_keep_map_;
145
147 Index m_reduced_;
148
150 Index nnz_jac_g_reduced_;
151
153 Index nnz_jac_g_skipped_;
154
157 Index* jac_g_skipped_;
158
160 Index n_xL_skip_;
161
163 Index* index_xL_skip_;
164
166 Index n_xU_skip_;
167
169 Index* index_xU_skip_;
170
172 Index n_x_fix_;
173
175 Index* index_x_fix_;
176 };
177
178 } // namespace Ipopt
179
180 #endif
Ipopt::TNLPReducer::n_xU_skip_
Index n_xU_skip_
Number of upper variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:166
Ipopt::TNLPReducer::n_xL_skip_
Index n_xL_skip_
Number of lower variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:160
Ipopt::TNLPReducer::index_xU_skip_
Index * index_xU_skip_
Array of indices of the upper variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:169
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::TNLPReducer::eval_g
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
overload this method to return the vector of constraint values
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
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::TNLPReducer::m_reduced_
Index m_reduced_
Number of constraints in reduced NLP.
Definition: IpTNLPReducer.hpp:147
Ipopt::TNLPReducer::get_number_of_nonlinear_variables
virtual Index get_number_of_nonlinear_variables()
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:137
Ipopt::TNLPReducer::g_keep_map_
Index * g_keep_map_
Map from original constraints to new constraints.
Definition: IpTNLPReducer.hpp:144
Ipopt::TNLPReducer::get_bounds_info
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
overload this method to return the information about the bound on the variables and constraints...
Ipopt::TNLPReducer::index_xL_skip_
Index * index_xL_skip_
Array of indices of the lower variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:163
Ipopt::TNLPReducer::nnz_jac_g_orig_
Index nnz_jac_g_orig_
Definition: IpTNLPReducer.hpp:128
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:238
Ipopt::AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes.hpp:43
Ipopt::TNLPReducer::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...
Ipopt::TNLPReducer::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.
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::TNLPReducer::index_style_orig_
IndexStyleEnum index_style_orig_
Index style for original problem.
Definition: IpTNLPReducer.hpp:140
Ipopt::TNLPReducer::get_list_of_nonlinear_variables
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Ipopt::TNLPReducer::jac_g_skipped_
Index * jac_g_skipped_
Array of Jacobian elements that are to be skipped.
Definition: IpTNLPReducer.hpp:157
Ipopt::TNLPReducer::m_orig_
Index m_orig_
Definition: IpTNLPReducer.hpp:127
Ipopt::TNLPReducer::n_g_skip_
Index n_g_skip_
Number of constraints to be skipped.
Definition: IpTNLPReducer.hpp:132
Ipopt::TNLPReducer::tnlp_
SmartPtr< TNLP > tnlp_
Definition: IpTNLPReducer.hpp:126
Ipopt::TNLPReducer::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)
overload this method to return the jacobian of the constraints.
Ipopt::TNLPReducer::eval_grad_f
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
overload this method to return the vector of the gradient of the objective w.r.t. ...
Ipopt::TNLP::LinearityType
LinearityType
Type of the constraints.
Definition: IpTNLP.hpp:54
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Ipopt::TNLPReducer::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)
overload this method to return the starting point.
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:137
Ipopt::TNLPReducer::index_x_fix_
Index * index_x_fix_
Array of indices of the variables that are to be fixed.
Definition: IpTNLPReducer.hpp:175
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::TNLPReducer::nnz_jac_g_skipped_
Index nnz_jac_g_skipped_
Number of Jacobian nonzeros that are skipped.
Definition: IpTNLPReducer.hpp:153
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::TNLPReducer::get_constraints_linearity
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
x_scaling
Number Number * x_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLPReducer::index_g_skip_
Index * index_g_skip_
Array of indices of the constraints that are to be skipped.
Definition: IpTNLPReducer.hpp:136
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::TNLPReducer::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.
Ipopt::TNLPReducer::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)
This method is called when the algorithm is complete so the TNLP can store/write the solution...
Ipopt::TNLPReducer::operator=
void operator=(const TNLPReducer &)
Overloaded Equals Operator.
Ipopt::TNLPReducer::n_x_fix_
Index n_x_fix_
Number of variables that are to be fixed to initial value.
Definition: IpTNLPReducer.hpp:172
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::TNLPReducer::~TNLPReducer
virtual ~TNLPReducer()
Default destructor.
Ipopt::TNLP
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:50
Ipopt::TNLPReducer
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to th...
Definition: IpTNLPReducer.hpp:23
Ipopt::TNLPReducer::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.
Ipopt::TNLPReducer::get_nlp_info
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Ipopt::TNLPReducer::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).
Ipopt::TNLPReducer::nnz_jac_g_reduced_
Index nnz_jac_g_reduced_
Number of Jacobian nonzeros in the reduced NLP.
Definition: IpTNLPReducer.hpp:150
obj_scaling
Number obj_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLPReducer::TNLPReducer
TNLPReducer()
Default Constructor.
Ipopt::TNLPReducer::eval_f
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
overload this method to return the value of the objective function