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parametricTNLP.hpp
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1 // Copyright 2010 Hans Pirnay
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Date : 2010-01-05
6
7 #ifndef __PARAMETRICTNLPEXAMPLE_HPP__
8 #define __PARAMETRICTNLPEXAMPLE_HPP__
9
10 #include "IpTNLP.hpp"
11
12 namespace Ipopt
13 {
14
15 class ParametricTNLP : public TNLP
16 {
17 public:
18
20 ParametricTNLP();
21
23 virtual ~ParametricTNLP();
24
28 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
29 Index& nnz_h_lag, IndexStyleEnum& index_style);
30
32 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
33 Index m, Number* g_l, Number* g_u);
34
36 virtual bool get_starting_point(Index n, bool init_x, Number* x,
37 bool init_z, Number* z_L, Number* z_U,
38 Index m, bool init_lambda,
39 Number* lambda);
40
42 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
43
45 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
46
48 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
49
54 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
55 Index m, Index nele_jac, Index* iRow, Index *jCol,
56 Number* values);
57
62 virtual bool eval_h(Index n, const Number* x, bool new_x,
63 Number obj_factor, Index m, const Number* lambda,
64 bool new_lambda, Index nele_hess, Index* iRow,
65 Index* jCol, Number* values);
66
68
69 virtual bool get_var_con_metadata(Index n,
70 StringMetaDataMapType& var_string_md,
71 IntegerMetaDataMapType& var_integer_md,
72 NumericMetaDataMapType& var_numeric_md,
73 Index m,
74 StringMetaDataMapType& con_string_md,
75 IntegerMetaDataMapType& con_integer_md,
76 NumericMetaDataMapType& con_numeric_md);
77
81 virtual void finalize_solution(SolverReturn status,
82 Index n, const Number* x, const Number* z_L, const Number* z_U,
83 Index m, const Number* g, const Number* lambda,
84 Number obj_value,
85 const IpoptData* ip_data,
86 IpoptCalculatedQuantities* ip_cq);
87
90 virtual void finalize_metadata(Index n,
91 const StringMetaDataMapType& var_string_md,
92 const IntegerMetaDataMapType& var_integer_md,
93 const NumericMetaDataMapType& var_numeric_md,
94 Index m,
95 const StringMetaDataMapType& con_string_md,
96 const IntegerMetaDataMapType& con_integer_md,
97 const NumericMetaDataMapType& con_numeric_md);
99
100 private:
112 ParametricTNLP(const ParametricTNLP&);
113 ParametricTNLP& operator=(const ParametricTNLP&);
115
116
117 /* Nominal and perturbed parameter values */
118 Number nominal_eta1_;
119 Number nominal_eta2_;
120
121 Number eta_1_perturbed_value_;
122 Number eta_2_perturbed_value_;
123 };
124
125 }
126
127 #endif
Ipopt::TNLP::NumericMetaDataMapType
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Definition: IpTNLP.hpp:86
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Index
int Index
Type for all incides.
Definition: IpStdCInterface.h:37
Ipopt::ParametricTNLP::get_nlp_info
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to return some info about the nlp.
Ipopt::ParametricTNLP::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)
Method to return: 1) The structure of the hessian of the lagrangian (if &quot;values&quot; is NULL) 2) The valu...
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::ParametricTNLP::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)
Method to return: 1) The structure of the jacobian (if &quot;values&quot; is NULL) 2) The values of the jacobia...
Ipopt::ParametricTNLP::nominal_eta2_
Number nominal_eta2_
Definition: parametricTNLP.hpp:119
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:137
Ipopt::ParametricTNLP::finalize_metadata
virtual void finalize_metadata(Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
This method is called just before finalize solution.
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:238
Ipopt::ParametricTNLP::eval_f
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to return the objective value.
Ipopt::ParametricTNLP::ParametricTNLP
ParametricTNLP()
default constructor
Ipopt::ParametricTNLP::get_var_con_metadata
virtual bool get_var_con_metadata(Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
overload this method to return any meta data for the variables and the constraints ...
Ipopt::ParametricTNLP::eta_2_perturbed_value_
Number eta_2_perturbed_value_
Definition: parametricTNLP.hpp:122
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Ipopt::ParametricTNLP::eval_grad_f
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to return the gradient of the objective.
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:137
Ipopt::ParametricTNLP::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)
Method to return the starting point for the algorithm.
Ipopt::ParametricTNLP::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::TNLP::IntegerMetaDataMapType
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Definition: IpTNLP.hpp:85
Ipopt::ParametricTNLP::operator=
ParametricTNLP & operator=(const ParametricTNLP &)
IpTNLP.hpp
Number
double Number
Type for all number.
Definition: IpStdCInterface.h:33
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::StringMetaDataMapType
std::map< std::string, std::vector< std::string > > StringMetaDataMapType
Definition: IpTNLP.hpp:84
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::ParametricTNLP::get_bounds_info
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to return the bounds for my problem.
Ipopt::ParametricTNLP::nominal_eta1_
Number nominal_eta1_
Definition: parametricTNLP.hpp:118
Ipopt::ParametricTNLP::eta_1_perturbed_value_
Number eta_1_perturbed_value_
Definition: parametricTNLP.hpp:121
Ipopt::ParametricTNLP::eval_g
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to return the constraint residuals.
Ipopt::ParametricTNLP::~ParametricTNLP
virtual ~ParametricTNLP()
default destructor