Ipopt 3.12.10

- Main Page
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpOrigIpoptNLP.hpp
Go to the documentation of this file.
1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpOrigIpoptNLP.hpp 2594 2015-08-09 14:31:05Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPORIGIPOPTNLP_HPP__
10 #define __IPORIGIPOPTNLP_HPP__
11
12 #include "IpIpoptNLP.hpp"
13 #include "IpException.hpp"
14 #include "IpTimingStatistics.hpp"
15
16 namespace Ipopt
17 {
18
20 enum HessianApproximationType {
21 EXACT=0,
22 LIMITED_MEMORY
23 };
24
26 enum HessianApproximationSpace {
27 NONLINEAR_VARS=0,
28 ALL_VARS
29 };
30
37 class OrigIpoptNLP : public IpoptNLP
38 {
39 public:
42 OrigIpoptNLP(const SmartPtr<const Journalist>& jnlst,
43 const SmartPtr<NLP>& nlp,
44 const SmartPtr<NLPScalingObject>& nlp_scaling);
45
47 virtual ~OrigIpoptNLP();
49
51 virtual bool Initialize(const Journalist& jnlst,
52 const OptionsList& options,
53 const std::string& prefix);
54
57 virtual bool InitializeStructures(SmartPtr<Vector>& x,
58 bool init_x,
59 SmartPtr<Vector>& y_c,
60 bool init_y_c,
61 SmartPtr<Vector>& y_d,
62 bool init_y_d,
63 SmartPtr<Vector>& z_L,
64 bool init_z_L,
65 SmartPtr<Vector>& z_U,
66 bool init_z_U,
67 SmartPtr<Vector>& v_L,
68 SmartPtr<Vector>& v_U
69 );
70
72 virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
73 {
74 return nlp_->GetWarmStartIterate(warm_start_iterate);
75 }
79 virtual Number f(const Vector& x);
80
83 virtual Number f(const Vector& x, Number mu);
84
86 virtual SmartPtr<const Vector> grad_f(const Vector& x);
87
90 virtual SmartPtr<const Vector> grad_f(const Vector& x, Number mu);
91
93 virtual SmartPtr<const Vector> c(const Vector& x);
94
96 virtual SmartPtr<const Matrix> jac_c(const Vector& x);
97
100 virtual SmartPtr<const Vector> d(const Vector& x);
101
103 virtual SmartPtr<const Matrix> jac_d(const Vector& x);
104
106 virtual SmartPtr<const SymMatrix> h(const Vector& x,
107 Number obj_factor,
108 const Vector& yc,
109 const Vector& yd
110 );
111
114 virtual SmartPtr<const SymMatrix> h(const Vector& x,
115 Number obj_factor,
116 const Vector& yc,
117 const Vector& yd,
118 Number mu);
119
123 virtual SmartPtr<const SymMatrix> uninitialized_h();
124
126 virtual SmartPtr<const Vector> x_L() const
127 {
128 return x_L_;
129 }
130
132 virtual SmartPtr<const Matrix> Px_L() const
133 {
134 return Px_L_;
135 }
136
138 virtual SmartPtr<const Vector> x_U() const
139 {
140 return x_U_;
141 }
142
144 virtual SmartPtr<const Matrix> Px_U() const
145 {
146 return Px_U_;
147 }
148
150 virtual SmartPtr<const Vector> d_L() const
151 {
152 return d_L_;
153 }
154
156 virtual SmartPtr<const Matrix> Pd_L() const
157 {
158 return Pd_L_;
159 }
160
162 virtual SmartPtr<const Vector> d_U() const
163 {
164 return d_U_;
165 }
166
168 virtual SmartPtr<const Matrix> Pd_U() const
169 {
170 return Pd_U_;
171 }
172
173 virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
174 {
175 return h_space_;
176 }
177
178 virtual SmartPtr<const VectorSpace> x_space() const
179 {
180 return x_space_;
181 }
183
185 virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
186 SmartPtr<const VectorSpace>& c_space,
187 SmartPtr<const VectorSpace>& d_space,
188 SmartPtr<const VectorSpace>& x_l_space,
189 SmartPtr<const MatrixSpace>& px_l_space,
190 SmartPtr<const VectorSpace>& x_u_space,
191 SmartPtr<const MatrixSpace>& px_u_space,
192 SmartPtr<const VectorSpace>& d_l_space,
193 SmartPtr<const MatrixSpace>& pd_l_space,
194 SmartPtr<const VectorSpace>& d_u_space,
195 SmartPtr<const MatrixSpace>& pd_u_space,
196 SmartPtr<const MatrixSpace>& Jac_c_space,
197 SmartPtr<const MatrixSpace>& Jac_d_space,
198 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
199
202 virtual void AdjustVariableBounds(const Vector& new_x_L,
203 const Vector& new_x_U,
204 const Vector& new_d_L,
205 const Vector& new_d_U);
206
209 virtual Index f_evals() const
210 {
211 return f_evals_;
212 }
213 virtual Index grad_f_evals() const
214 {
215 return grad_f_evals_;
216 }
217 virtual Index c_evals() const
218 {
219 return c_evals_;
220 }
221 virtual Index jac_c_evals() const
222 {
223 return jac_c_evals_;
224 }
225 virtual Index d_evals() const
226 {
227 return d_evals_;
228 }
229 virtual Index jac_d_evals() const
230 {
231 return jac_d_evals_;
232 }
233 virtual Index h_evals() const
234 {
235 return h_evals_;
236 }
238
241 void FinalizeSolution(SolverReturn status,
242 const Vector& x, const Vector& z_L, const Vector& z_U,
243 const Vector& c, const Vector& d,
244 const Vector& y_c, const Vector& y_d,
245 Number obj_value,
246 const IpoptData* ip_data,
247 IpoptCalculatedQuantities* ip_cq);
248 bool IntermediateCallBack(AlgorithmMode mode,
249 Index iter, Number obj_value,
250 Number inf_pr, Number inf_du,
251 Number mu, Number d_norm,
252 Number regularization_size,
253 Number alpha_du, Number alpha_pr,
254 Index ls_trials,
255 SmartPtr<const IpoptData> ip_data,
256 SmartPtr<IpoptCalculatedQuantities> ip_cq);
258
262 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
264
266 SmartPtr<NLP> nlp()
267 {
268 return nlp_;
269 }
270
273
275 void ResetTimes();
276
277 void PrintTimingStatistics(Journalist& jnlst,
278 EJournalLevel level,
279 EJournalCategory category) const;
280
281 const TimedTask& f_eval_time() const
282 {
283 return f_eval_time_;
284 }
285 const TimedTask& grad_f_eval_time() const
286 {
287 return grad_f_eval_time_;
288 }
289 const TimedTask& c_eval_time() const
290 {
291 return c_eval_time_;
292 }
293 const TimedTask& jac_c_eval_time() const
294 {
295 return jac_c_eval_time_;
296 }
297 const TimedTask& d_eval_time() const
298 {
299 return d_eval_time_;
300 }
301 const TimedTask& jac_d_eval_time() const
302 {
303 return jac_d_eval_time_;
304 }
305 const TimedTask& h_eval_time() const
306 {
307 return h_eval_time_;
308 }
309
310 Number TotalFunctionEvaluationCpuTime() const;
311 Number TotalFunctionEvaluationSysTime() const;
312 Number TotalFunctionEvaluationWallclockTime() const;
314
315 private:
317 SmartPtr<const Journalist> jnlst_;
318
320 SmartPtr<NLP> nlp_;
321
324 SmartPtr<const VectorSpace> x_space_;
325 SmartPtr<const VectorSpace> c_space_;
326 SmartPtr<const VectorSpace> d_space_;
327 SmartPtr<const VectorSpace> x_l_space_;
328 SmartPtr<const MatrixSpace> px_l_space_;
329 SmartPtr<const VectorSpace> x_u_space_;
330 SmartPtr<const MatrixSpace> px_u_space_;
331 SmartPtr<const VectorSpace> d_l_space_;
332 SmartPtr<const MatrixSpace> pd_l_space_;
333 SmartPtr<const VectorSpace> d_u_space_;
334 SmartPtr<const MatrixSpace> pd_u_space_;
335 SmartPtr<const MatrixSpace> jac_c_space_;
336 SmartPtr<const MatrixSpace> jac_d_space_;
337 SmartPtr<const SymMatrixSpace> h_space_;
338
339 SmartPtr<const MatrixSpace> scaled_jac_c_space_;
340 SmartPtr<const MatrixSpace> scaled_jac_d_space_;
341 SmartPtr<const SymMatrixSpace> scaled_h_space_;
343
346 CachedResults<Number> f_cache_;
347
349 CachedResults<SmartPtr<const Vector> > grad_f_cache_;
350
352 CachedResults<SmartPtr<const Vector> > c_cache_;
353
356 CachedResults<SmartPtr<const Matrix> > jac_c_cache_;
357
360 CachedResults<SmartPtr<const Vector> > d_cache_;
361
364 CachedResults<SmartPtr<const Matrix> > jac_d_cache_;
365
368 CachedResults<SmartPtr<const SymMatrix> > h_cache_;
369
371 CachedResults<SmartPtr<const Vector> > unscaled_x_cache_;
372
374 SmartPtr<const Vector> x_L_;
375
377 SmartPtr<const Matrix> Px_L_;
378
380 SmartPtr<const Vector> x_U_;
381
383 SmartPtr<const Matrix> Px_U_;
384
386 SmartPtr<const Vector> d_L_;
387
389 SmartPtr<const Matrix> Pd_L_;
390
392 SmartPtr<const Vector> d_U_;
393
395 SmartPtr<const Matrix> Pd_U_;
396
398 SmartPtr<const Vector> orig_x_L_;
399
401 SmartPtr<const Vector> orig_x_U_;
403
413 OrigIpoptNLP();
414
416 OrigIpoptNLP(const OrigIpoptNLP&);
417
419 void operator=(const OrigIpoptNLP&);
421
428 void relax_bounds(Number bound_relax_factor, Vector& bounds);
430 SmartPtr<const Vector> get_unscaled_x(const Vector& x);
432
436 Number bound_relax_factor_;
439 bool honor_original_bounds_;
442 bool warm_start_same_structure_;
444 HessianApproximationType hessian_approximation_;
446 HessianApproximationSpace hessian_approximation_space_;
449 bool check_derivatives_for_naninf_;
452 bool jac_c_constant_;
455 bool jac_d_constant_;
457 bool hessian_constant_;
459
462 Index f_evals_;
463 Index grad_f_evals_;
464 Index c_evals_;
465 Index jac_c_evals_;
466 Index d_evals_;
467 Index jac_d_evals_;
468 Index h_evals_;
470
472 bool initialized_;
473
476 TimedTask f_eval_time_;
477 TimedTask grad_f_eval_time_;
478 TimedTask c_eval_time_;
479 TimedTask jac_c_eval_time_;
480 TimedTask d_eval_time_;
481 TimedTask jac_d_eval_time_;
482 TimedTask h_eval_time_;
484 };
485
486 } // namespace Ipopt
487
488 #endif
Ipopt::OrigIpoptNLP::f_evals
virtual Index f_evals() const
Definition: IpOrigIpoptNLP.hpp:209
Ipopt::OrigIpoptNLP::jac_c_eval_time
const TimedTask & jac_c_eval_time() const
Definition: IpOrigIpoptNLP.hpp:293
Ipopt::OrigIpoptNLP::h_evals
virtual Index h_evals() const
Definition: IpOrigIpoptNLP.hpp:233
Ipopt::NONLINEAR_VARS
Definition: IpOrigIpoptNLP.hpp:27
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::OrigIpoptNLP::c_cache_
CachedResults< SmartPtr< const Vector > > c_cache_
Equality constraint residuals.
Definition: IpOrigIpoptNLP.hpp:352
Ipopt::OrigIpoptNLP::orig_x_U_
SmartPtr< const Vector > orig_x_U_
Original unmodified upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:401
Ipopt::OrigIpoptNLP::Pd_L
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -&gt; d)
Definition: IpOrigIpoptNLP.hpp:156
Ipopt::OrigIpoptNLP::c
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
Ipopt::OrigIpoptNLP::jac_d_constant_
bool jac_d_constant_
Flag indicating if we need to ask for inequality constraint Jacobians only once.
Definition: IpOrigIpoptNLP.hpp:455
Ipopt::OrigIpoptNLP::jac_d
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
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
Ipopt::OrigIpoptNLP::d_cache_
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
Definition: IpOrigIpoptNLP.hpp:360
Ipopt::OrigIpoptNLP::h_evals_
Index h_evals_
Definition: IpOrigIpoptNLP.hpp:468
Ipopt::OrigIpoptNLP::d_evals_
Index d_evals_
Definition: IpOrigIpoptNLP.hpp:466
Ipopt::OrigIpoptNLP::HessianMatrixSpace
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it&#39;s approximation) ...
Definition: IpOrigIpoptNLP.hpp:173
Ipopt::OrigIpoptNLP::ResetTimes
void ResetTimes()
Reset the timing statistics.
Ipopt::OrigIpoptNLP::Px_L_
SmartPtr< const Matrix > Px_L_
Permutation matrix (x_L_ -&gt; x)
Definition: IpOrigIpoptNLP.hpp:377
Ipopt::OrigIpoptNLP::d_eval_time
const TimedTask & d_eval_time() const
Definition: IpOrigIpoptNLP.hpp:297
Ipopt::OrigIpoptNLP::jac_c_constant_
bool jac_c_constant_
Flag indicating if we need to ask for equality constraint Jacobians only once.
Definition: IpOrigIpoptNLP.hpp:452
Ipopt::OrigIpoptNLP::jac_c_evals_
Index jac_c_evals_
Definition: IpOrigIpoptNLP.hpp:465
IpIpoptNLP.hpp
Ipopt::OrigIpoptNLP::grad_f_evals
virtual Index grad_f_evals() const
Definition: IpOrigIpoptNLP.hpp:213
Ipopt::OrigIpoptNLP::d_evals
virtual Index d_evals() const
Definition: IpOrigIpoptNLP.hpp:225
Ipopt::OrigIpoptNLP::jac_d_space_
SmartPtr< const MatrixSpace > jac_d_space_
Definition: IpOrigIpoptNLP.hpp:336
Ipopt::TimedTask
This class is used to collect timing information for a particular task.
Definition: IpTimedTask.hpp:18
Ipopt::OrigIpoptNLP::c_evals
virtual Index c_evals() const
Definition: IpOrigIpoptNLP.hpp:217
Ipopt::OrigIpoptNLP::px_u_space_
SmartPtr< const MatrixSpace > px_u_space_
Definition: IpOrigIpoptNLP.hpp:330
Ipopt::OrigIpoptNLP::GetWarmStartIterate
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
Definition: IpOrigIpoptNLP.hpp:72
Ipopt::EXACT
Definition: IpOrigIpoptNLP.hpp:21
Ipopt::AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes.hpp:43
Ipopt::OrigIpoptNLP::c_eval_time
const TimedTask & c_eval_time() const
Definition: IpOrigIpoptNLP.hpp:289
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::OrigIpoptNLP::d_l_space_
SmartPtr< const VectorSpace > d_l_space_
Definition: IpOrigIpoptNLP.hpp:331
Ipopt::OrigIpoptNLP::scaled_h_space_
SmartPtr< const SymMatrixSpace > scaled_h_space_
Definition: IpOrigIpoptNLP.hpp:341
Ipopt::OrigIpoptNLP::x_u_space_
SmartPtr< const VectorSpace > x_u_space_
Definition: IpOrigIpoptNLP.hpp:329
Ipopt::OrigIpoptNLP::f_eval_time_
TimedTask f_eval_time_
Definition: IpOrigIpoptNLP.hpp:476
Ipopt::OrigIpoptNLP::scaled_jac_c_space_
SmartPtr< const MatrixSpace > scaled_jac_c_space_
Definition: IpOrigIpoptNLP.hpp:339
Ipopt::OrigIpoptNLP::initialized_
bool initialized_
Flag indicating if initialization method has been called.
Definition: IpOrigIpoptNLP.hpp:472
Ipopt::OrigIpoptNLP::grad_f_eval_time_
TimedTask grad_f_eval_time_
Definition: IpOrigIpoptNLP.hpp:477
Ipopt::EJournalLevel
EJournalLevel
Print Level Enum.
Definition: IpJournalist.hpp:51
Ipopt::OrigIpoptNLP::jac_d_eval_time_
TimedTask jac_d_eval_time_
Definition: IpOrigIpoptNLP.hpp:481
Ipopt::OrigIpoptNLP::x_l_space_
SmartPtr< const VectorSpace > x_l_space_
Definition: IpOrigIpoptNLP.hpp:327
Ipopt::OrigIpoptNLP::d
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
Ipopt::OrigIpoptNLP::f_eval_time
const TimedTask & f_eval_time() const
Definition: IpOrigIpoptNLP.hpp:281
Ipopt::OrigIpoptNLP::unscaled_x_cache_
CachedResults< SmartPtr< const Vector > > unscaled_x_cache_
Unscaled version of x vector.
Definition: IpOrigIpoptNLP.hpp:371
Ipopt::OrigIpoptNLP::Pd_U
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -&gt; d.
Definition: IpOrigIpoptNLP.hpp:168
Ipopt::OrigIpoptNLP::hessian_approximation_
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
Definition: IpOrigIpoptNLP.hpp:444
Ipopt::OrigIpoptNLP::~OrigIpoptNLP
virtual ~OrigIpoptNLP()
Default destructor.
Ipopt::OrigIpoptNLP::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::OrigIpoptNLP::scaled_jac_d_space_
SmartPtr< const MatrixSpace > scaled_jac_d_space_
Definition: IpOrigIpoptNLP.hpp:340
Ipopt::OrigIpoptNLP::jac_d_cache_
CachedResults< SmartPtr< const Matrix > > jac_d_cache_
Jacobian Matrix for inequality constraints (current iteration)
Definition: IpOrigIpoptNLP.hpp:364
Ipopt::OrigIpoptNLP::honor_original_bounds_
bool honor_original_bounds_
Flag indicating whether the primal variables should be projected back into original bounds are optimi...
Definition: IpOrigIpoptNLP.hpp:439
Ipopt::OrigIpoptNLP::Initialize
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationWallclockTime
Number TotalFunctionEvaluationWallclockTime() const
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OrigIpoptNLP::PrintTimingStatistics
void PrintTimingStatistics(Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::OrigIpoptNLP::uninitialized_h
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
Ipopt::LIMITED_MEMORY
Definition: IpOrigIpoptNLP.hpp:22
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Ipopt::OrigIpoptNLP::d_L
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
Definition: IpOrigIpoptNLP.hpp:150
Ipopt::OrigIpoptNLP::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)
Ipopt::OrigIpoptNLP::x_L_
SmartPtr< const Vector > x_L_
Lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:374
Ipopt::OrigIpoptNLP::d_L_
SmartPtr< const Vector > d_L_
Lower bounds on d.
Definition: IpOrigIpoptNLP.hpp:386
Ipopt::CachedResults< Number >
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationSysTime
Number TotalFunctionEvaluationSysTime() const
Ipopt::OrigIpoptNLP::nlp_
SmartPtr< NLP > nlp_
Pointer to the NLP.
Definition: IpOrigIpoptNLP.hpp:320
Ipopt::OrigIpoptNLP::c_evals_
Index c_evals_
Definition: IpOrigIpoptNLP.hpp:464
Ipopt::OrigIpoptNLP::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::HessianApproximationType
HessianApproximationType
enumeration for the Hessian information type.
Definition: IpOrigIpoptNLP.hpp:20
Ipopt::OrigIpoptNLP::Pd_L_
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -&gt; d)
Definition: IpOrigIpoptNLP.hpp:389
Ipopt::OrigIpoptNLP::jnlst_
SmartPtr< const Journalist > jnlst_
journalist
Definition: IpOrigIpoptNLP.hpp:317
Ipopt::OrigIpoptNLP::d_U_
SmartPtr< const Vector > d_U_
Upper bounds on d.
Definition: IpOrigIpoptNLP.hpp:392
Ipopt::OrigIpoptNLP::x_U
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:138
Ipopt::HessianApproximationSpace
HessianApproximationSpace
enumeration for the Hessian approximation space.
Definition: IpOrigIpoptNLP.hpp:26
Ipopt::OrigIpoptNLP::pd_u_space_
SmartPtr< const MatrixSpace > pd_u_space_
Definition: IpOrigIpoptNLP.hpp:334
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::OrigIpoptNLP::h_space_
SmartPtr< const SymMatrixSpace > h_space_
Definition: IpOrigIpoptNLP.hpp:337
Ipopt::OrigIpoptNLP::nlp
SmartPtr< NLP > nlp()
Accessor method to the underlying NLP.
Definition: IpOrigIpoptNLP.hpp:266
Ipopt::OrigIpoptNLP::f
virtual Number f(const Vector &x)
Accessor methods for model data.
Ipopt::OrigIpoptNLP::get_unscaled_x
SmartPtr< const Vector > get_unscaled_x(const Vector &x)
Method for getting the unscaled version of the x vector.
Ipopt::OrigIpoptNLP::grad_f_eval_time
const TimedTask & grad_f_eval_time() const
Definition: IpOrigIpoptNLP.hpp:285
IpTimingStatistics.hpp
Ipopt::OrigIpoptNLP::operator=
void operator=(const OrigIpoptNLP &)
Overloaded Equals Operator.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::OrigIpoptNLP::h
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian.
Ipopt::OrigIpoptNLP::d_space_
SmartPtr< const VectorSpace > d_space_
Definition: IpOrigIpoptNLP.hpp:326
Ipopt::OrigIpoptNLP::jac_d_evals
virtual Index jac_d_evals() const
Definition: IpOrigIpoptNLP.hpp:229
Ipopt::OrigIpoptNLP::jac_c_cache_
CachedResults< SmartPtr< const Matrix > > jac_c_cache_
Jacobian Matrix for equality constraints (current iteration)
Definition: IpOrigIpoptNLP.hpp:356
Ipopt::OrigIpoptNLP::Px_U_
SmartPtr< const Matrix > Px_U_
Permutation matrix (x_U_ -&gt; x.
Definition: IpOrigIpoptNLP.hpp:383
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationCpuTime
Number TotalFunctionEvaluationCpuTime() const
Ipopt::OrigIpoptNLP::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.
Ipopt::OrigIpoptNLP::grad_f_cache_
CachedResults< SmartPtr< const Vector > > grad_f_cache_
Gradient of the objective function.
Definition: IpOrigIpoptNLP.hpp:349
Ipopt::OrigIpoptNLP::f_cache_
CachedResults< Number > f_cache_
Objective function.
Definition: IpOrigIpoptNLP.hpp:346
Ipopt::OrigIpoptNLP::jac_d_evals_
Index jac_d_evals_
Definition: IpOrigIpoptNLP.hpp:467
Ipopt::OrigIpoptNLP::x_L
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:126
Ipopt::OrigIpoptNLP::jac_c_eval_time_
TimedTask jac_c_eval_time_
Definition: IpOrigIpoptNLP.hpp:479
Ipopt::OrigIpoptNLP::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::OrigIpoptNLP
This class maps the traditional NLP into something that is more useful by Ipopt.
Definition: IpOrigIpoptNLP.hpp:37
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:134
Ipopt::OrigIpoptNLP::OrigIpoptNLP
OrigIpoptNLP()
Default Constructor.
Ipopt::OrigIpoptNLP::hessian_constant_
bool hessian_constant_
Flag indicating if we need to ask for Hessian only once.
Definition: IpOrigIpoptNLP.hpp:457
Ipopt::OrigIpoptNLP::orig_x_L_
SmartPtr< const Vector > orig_x_L_
Original unmodified lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:398
Ipopt::OrigIpoptNLP::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Called by IpoptType to register the options.
Ipopt::OrigIpoptNLP::x_space
virtual SmartPtr< const VectorSpace > x_space() const
x_space
Definition: IpOrigIpoptNLP.hpp:178
Ipopt::OrigIpoptNLP::h_eval_time
const TimedTask & h_eval_time() const
Definition: IpOrigIpoptNLP.hpp:305
Ipopt::OrigIpoptNLP::d_u_space_
SmartPtr< const VectorSpace > d_u_space_
Definition: IpOrigIpoptNLP.hpp:333
Ipopt::OrigIpoptNLP::relax_bounds
void relax_bounds(Number bound_relax_factor, Vector &bounds)
relax the bounds by a relative move of relax_bound_factor.
Ipopt::OrigIpoptNLP::check_derivatives_for_naninf_
bool check_derivatives_for_naninf_
Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second de...
Definition: IpOrigIpoptNLP.hpp:449
Ipopt::OrigIpoptNLP::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
Definition: IpOrigIpoptNLP.hpp:442
Ipopt::OrigIpoptNLP::h_cache_
CachedResults< SmartPtr< const SymMatrix > > h_cache_
Hessian of the lagrangian (current iteration)
Definition: IpOrigIpoptNLP.hpp:368
Ipopt::OrigIpoptNLP::px_l_space_
SmartPtr< const MatrixSpace > px_l_space_
Definition: IpOrigIpoptNLP.hpp:328
Ipopt::OrigIpoptNLP::jac_d_eval_time
const TimedTask & jac_d_eval_time() const
Definition: IpOrigIpoptNLP.hpp:301
Ipopt::OrigIpoptNLP::x_space_
SmartPtr< const VectorSpace > x_space_
Necessary Vector/Matrix spaces.
Definition: IpOrigIpoptNLP.hpp:324
Ipopt::OrigIpoptNLP::d_U
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
Definition: IpOrigIpoptNLP.hpp:162
Ipopt::OrigIpoptNLP::grad_f_evals_
Index grad_f_evals_
Definition: IpOrigIpoptNLP.hpp:463
Ipopt::OrigIpoptNLP::Px_U
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -&gt; x.
Definition: IpOrigIpoptNLP.hpp:144
Ipopt::OrigIpoptNLP::pd_l_space_
SmartPtr< const MatrixSpace > pd_l_space_
Definition: IpOrigIpoptNLP.hpp:332
Ipopt::OrigIpoptNLP::grad_f
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective.
Ipopt::OrigIpoptNLP::f_evals_
Index f_evals_
Definition: IpOrigIpoptNLP.hpp:462
Ipopt::OrigIpoptNLP::jac_c_space_
SmartPtr< const MatrixSpace > jac_c_space_
Definition: IpOrigIpoptNLP.hpp:335
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::ALL_VARS
Definition: IpOrigIpoptNLP.hpp:28
Ipopt::OrigIpoptNLP::bound_relax_factor_
Number bound_relax_factor_
relaxation factor for the bounds
Definition: IpOrigIpoptNLP.hpp:436
Ipopt::OrigIpoptNLP::c_space_
SmartPtr< const VectorSpace > c_space_
Definition: IpOrigIpoptNLP.hpp:325
Ipopt::OrigIpoptNLP::jac_c_evals
virtual Index jac_c_evals() const
Definition: IpOrigIpoptNLP.hpp:221
IpException.hpp
Ipopt::OrigIpoptNLP::c_eval_time_
TimedTask c_eval_time_
Definition: IpOrigIpoptNLP.hpp:478
Ipopt::OrigIpoptNLP::hessian_approximation_space_
HessianApproximationSpace hessian_approximation_space_
Flag indicating in which space Hessian is to be approximated.
Definition: IpOrigIpoptNLP.hpp:446
Ipopt::EJournalCategory
EJournalCategory
Category Selection Enum.
Definition: IpJournalist.hpp:70
Ipopt::OrigIpoptNLP::jac_c
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
Ipopt::OrigIpoptNLP::d_eval_time_
TimedTask d_eval_time_
Definition: IpOrigIpoptNLP.hpp:480
Ipopt::OrigIpoptNLP::h_eval_time_
TimedTask h_eval_time_
Definition: IpOrigIpoptNLP.hpp:482
Ipopt::OrigIpoptNLP::Px_L
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -&gt; x)
Definition: IpOrigIpoptNLP.hpp:132
Ipopt::OrigIpoptNLP::x_U_
SmartPtr< const Vector > x_U_
Upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:380
Ipopt::OrigIpoptNLP::Pd_U_
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -&gt; d.
Definition: IpOrigIpoptNLP.hpp:395