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TutorialCpp_nlp.hpp
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1 // Copyright (C) 2009 International Business Machines.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: TutorialCpp_nlp.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Author: Andreas Waechter IBM 2009-04-02
8
9 // This file is part of the Ipopt tutorial. It is the skeleton for
10 // the C++ implemention of the coding exercise problem (in AMPL
11 // formulation):
12 //
13 // param n := 4;
14 //
15 // var x {1..n} <= 0, >= -1.5, := -0.5;
16 //
17 // minimize obj:
18 // sum{i in 1..n} (x[i]-1)^2;
19 //
20 // subject to constr {i in 2..n-1}:
21 // (x[i]^2+1.5*x[i]-i/n)*cos(x[i+1]) - x[i-1] = 0;
22 //
23 // The constant term "i/n" in the constraint is supposed to be input data
24 //
25
26 #ifndef __TUTORIALCPP_NLP_HPP__
27 #define __TUTORIALCPP_NLP_HPP__
28
29 #include "IpTNLP.hpp"
30
31 using namespace Ipopt;
32
33 // This inherits from Ipopt's TNLP
34 class TutorialCpp_NLP : public TNLP
35 {
36 public:
38 TutorialCpp_NLP(Index N, const Number* a);
39
41 virtual ~TutorialCpp_NLP();
42
46 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
47 Index& nnz_h_lag, IndexStyleEnum& index_style);
48
50 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
51 Index m, Number* g_l, Number* g_u);
52
54 virtual bool get_starting_point(Index n, bool init_x, Number* x,
55 bool init_z, Number* z_L, Number* z_U,
56 Index m, bool init_lambda,
57 Number* lambda);
58
60 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
61
63 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
64
66 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
67
72 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
73 Index m, Index nele_jac, Index* iRow, Index *jCol,
74 Number* values);
75
80 virtual bool eval_h(Index n, const Number* x, bool new_x,
81 Number obj_factor, Index m, const Number* lambda,
82 bool new_lambda, Index nele_hess, Index* iRow,
83 Index* jCol, Number* values);
84
86
90 virtual void finalize_solution(SolverReturn status,
91 Index n, const Number* x, const Number* z_L, const Number* z_U,
92 Index m, const Number* g, const Number* lambda,
93 Number obj_value,
94 const IpoptData* ip_data,
95 IpoptCalculatedQuantities* ip_cq);
97
98 private:
110 TutorialCpp_NLP();
111 TutorialCpp_NLP(const TutorialCpp_NLP&);
112 TutorialCpp_NLP& operator=(const TutorialCpp_NLP&);
114
118 Index N_;
120 Number* a_;
122 };
123
124
125 #endif
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
TutorialCpp_NLP
Definition: TutorialCpp_nlp.hpp:34
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
TutorialCpp_NLP::a_
Number * a_
Value of constants in constraints.
Definition: TutorialCpp_nlp.hpp:120
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
TutorialCpp_NLP::N_
Index N_
Number of variables.
Definition: TutorialCpp_nlp.hpp:118