#include <AmplTNLP.hpp>
Inheritance diagram for Ipopt::AmplTNLP:
Public Member Functions | |
DECLARE_STD_EXCEPTION (NONPOSITIVE_SCALING_FACTOR) | |
Exceptions. | |
void | set_active_objective (Index obj_no) |
A method for setting the index of the objective function to be considered. | |
SmartPtr< AmplSuffixHandler > | get_suffix_handler () |
Method for returning the suffix handler. | |
Constructors/Destructors | |
AmplTNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< OptionsList > options, char **&argv, SmartPtr< AmplSuffixHandler > suffix_handler=NULL, bool allow_discrete=false, SmartPtr< AmplOptionsList > ampl_options_list=NULL, const char *ampl_option_string=NULL, const char *ampl_invokation_string=NULL, const char *ampl_banner_string=NULL, std::string *nl_file_content=NULL) | |
Constructor. | |
virtual | ~AmplTNLP () |
Default destructor. | |
methods to gather information about the NLP. These | |
methods are overloaded from TNLP. See TNLP for their more detailed documentation. | |
virtual bool | get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style) |
returns dimensions of the nlp. | |
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) |
returns names and other meta data for the variables and constraints Overloaded from TNLP | |
virtual bool | get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u) |
returns bounds of the nlp. | |
virtual bool | get_constraints_linearity (Index m, LinearityType *const_types) |
Returns the constraint linearity. | |
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) |
provides a starting point for the nlp variables. | |
virtual bool | eval_f (Index n, const Number *x, bool new_x, Number &obj_value) |
evaluates the objective value for the nlp. | |
virtual bool | eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f) |
evaluates the gradient of the objective for the nlp. | |
virtual bool | eval_g (Index n, const Number *x, bool new_x, Index m, Number *g) |
evaluates the constraint residuals for the nlp. | |
virtual bool | eval_jac_g (Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values) |
specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp. | |
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) |
specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL). | |
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) |
retrieve the scaling parameters for the variables, objective function, and constraints. | |
Solution Methods | |
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. | |
Method for quasi-Newton approximation information. | |
virtual Index | get_number_of_nonlinear_variables () |
virtual bool | get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars) |
Ampl specific methods | |
ASL_pfgh * | AmplSolverObject () |
Return the ampl solver object (ASL*). | |
void | write_solution_file (const std::string &message) const |
Write the solution file. | |
void | get_discrete_info (Index &nlvb_, Index &nlvbi_, Index &nlvc_, Index &nlvci_, Index &nlvo_, Index &nlvoi_, Index &nbv_, Index &niv_) const |
ampl orders the variables like (continuous, binary, integer). | |
Methods to set meta data for the variables | |
and constraints. These values will be passed on to the TNLP in get_var_con_meta_data | |
void | set_string_metadata_for_var (std::string tag, std::vector< std::string > meta_data) |
void | set_integer_metadata_for_var (std::string tag, std::vector< Index > meta_data) |
void | set_numeric_metadata_for_var (std::string tag, std::vector< Number > meta_data) |
void | set_string_metadata_for_con (std::string tag, std::vector< std::string > meta_data) |
void | set_integer_metadata_for_con (std::string tag, std::vector< Index > meta_data) |
void | set_numeric_metadata_for_con (std::string tag, std::vector< Number > meta_data) |
Private Member Functions | |
bool | internal_objval (const Number *x, Number &obj_val) |
Make the objective call to ampl. | |
bool | internal_conval (const Number *x, Index m, Number *g=NULL) |
Make the constraint call to ampl. | |
bool | apply_new_x (bool new_x, Index n, const Number *x) |
Internal function to update the internal and ampl state if the x value changes. | |
char * | get_options (const SmartPtr< OptionsList > &options, SmartPtr< AmplOptionsList > &l_options_list, const char *ampl_option_string, const char *ampl_invokation_string, const char *ampl_banner_string, char **&argv) |
Method for obtaining the name of the NL file and the options set from AMPL. | |
bool | nerror_ok (void *nerror) |
returns true if the ampl nerror code is ok | |
void | call_hesset () |
calls hesset ASL function | |
Default Compiler Generated Methods | |
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called. | |
AmplTNLP () | |
Default Constructor. | |
AmplTNLP (const AmplTNLP &) | |
Copy Constructor. | |
void | operator= (const AmplTNLP &) |
Overloaded Equals Operator. | |
Private Attributes | |
SmartPtr< const Journalist > | jnlst_ |
Journlist. | |
ASL_pfgh * | asl_ |
pointer to the main ASL structure | |
double | obj_sign_ |
Sign of the objective fn (1 for min, -1 for max). | |
void * | Oinfo_ptr_ |
Pointer to the Oinfo structure. | |
void * | nerror_ |
nerror flag passed to ampl calls - set to NULL to halt on error | |
SmartPtr< AmplSuffixHandler > | suffix_handler_ |
Suffix Handler. | |
StringMetaDataMapType | var_string_md_ |
meta data to pass on to TNLP | |
IntegerMetaDataMapType | var_integer_md_ |
NumericMetaDataMapType | var_numeric_md_ |
StringMetaDataMapType | con_string_md_ |
IntegerMetaDataMapType | con_integer_md_ |
NumericMetaDataMapType | con_numeric_md_ |
Problem Size Data | |
Index | nz_h_full_ |
Internal copies of data | |
Number * | x_sol_ |
Solution Vectors. | |
Number * | z_L_sol_ |
Solution Vectors. | |
Number * | z_U_sol_ |
Solution Vectors. | |
Number * | g_sol_ |
Solution Vectors. | |
Number * | lambda_sol_ |
Solution Vectors. | |
Number | obj_sol_ |
Solution Vectors. | |
Flags to track internal state | |
bool | objval_called_with_current_x_ |
true when the objective value has been calculated with the current x, set to false in apply_new_x, and set to true in internal_objval | |
bool | conval_called_with_current_x_ |
true when the constraint values have been calculated with the current x, set to false in apply_new_x, and set to true in internal_conval | |
bool | hesset_called_ |
true when we have called hesset | |
bool | set_active_objective_called_ |
true when set_active_objective has been called |
Ampl Interface, implemented as a TNLP.
Definition at line 285 of file AmplTNLP.hpp.
Ipopt::AmplTNLP::AmplTNLP | ( | const SmartPtr< const Journalist > & | jnlst, | |
const SmartPtr< OptionsList > | options, | |||
char **& | argv, | |||
SmartPtr< AmplSuffixHandler > | suffix_handler = NULL , |
|||
bool | allow_discrete = false , |
|||
SmartPtr< AmplOptionsList > | ampl_options_list = NULL , |
|||
const char * | ampl_option_string = NULL , |
|||
const char * | ampl_invokation_string = NULL , |
|||
const char * | ampl_banner_string = NULL , |
|||
std::string * | nl_file_content = NULL | |||
) |
Constructor.
virtual Ipopt::AmplTNLP::~AmplTNLP | ( | ) | [virtual] |
Default destructor.
Ipopt::AmplTNLP::AmplTNLP | ( | ) | [private] |
Default Constructor.
Ipopt::AmplTNLP::AmplTNLP | ( | const AmplTNLP & | ) | [private] |
Copy Constructor.
Ipopt::AmplTNLP::DECLARE_STD_EXCEPTION | ( | NONPOSITIVE_SCALING_FACTOR | ) |
Exceptions.
virtual bool Ipopt::AmplTNLP::get_nlp_info | ( | Index & | n, | |
Index & | m, | |||
Index & | nnz_jac_g, | |||
Index & | nnz_h_lag, | |||
IndexStyleEnum & | index_style | |||
) | [virtual] |
returns dimensions of the nlp.
Overloaded from TNLP
virtual bool Ipopt::AmplTNLP::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 | |||
) | [virtual] |
returns names and other meta data for the variables and constraints Overloaded from TNLP
Reimplemented from Ipopt::TNLP.
virtual bool Ipopt::AmplTNLP::get_constraints_linearity | ( | Index | m, | |
LinearityType * | const_types | |||
) | [virtual] |
Returns the constraint linearity.
array will be alocated with length n. (default implementation just return false and does not fill the array).
virtual bool Ipopt::AmplTNLP::eval_jac_g | ( | Index | n, | |
const Number * | x, | |||
bool | new_x, | |||
Index | m, | |||
Index | nele_jac, | |||
Index * | iRow, | |||
Index * | jCol, | |||
Number * | values | |||
) | [virtual] |
specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.
Overloaded from TNLP
Implements Ipopt::TNLP.
virtual bool Ipopt::AmplTNLP::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 | |||
) | [virtual] |
specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).
Overloaded from TNLP
Reimplemented from Ipopt::TNLP.
virtual bool Ipopt::AmplTNLP::get_scaling_parameters | ( | Number & | obj_scaling, | |
bool & | use_x_scaling, | |||
Index | n, | |||
Number * | x_scaling, | |||
bool & | use_g_scaling, | |||
Index | m, | |||
Number * | g_scaling | |||
) | [virtual] |
retrieve the scaling parameters for the variables, objective function, and constraints.
Reimplemented from Ipopt::TNLP.
virtual void Ipopt::AmplTNLP::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 | |||
) | [virtual] |
This method is called when the algorithm is complete so the TNLP can store/write the solution.
Implements Ipopt::TNLP.
virtual Index Ipopt::AmplTNLP::get_number_of_nonlinear_variables | ( | ) | [virtual] |
Reimplemented from Ipopt::TNLP.
virtual bool Ipopt::AmplTNLP::get_list_of_nonlinear_variables | ( | Index | num_nonlin_vars, | |
Index * | pos_nonlin_vars | |||
) | [virtual] |
Reimplemented from Ipopt::TNLP.
ASL_pfgh* Ipopt::AmplTNLP::AmplSolverObject | ( | ) | [inline] |
void Ipopt::AmplTNLP::write_solution_file | ( | const std::string & | message | ) | const |
Write the solution file.
This is a wrapper for AMPL's write_sol. TODO Maybe this should be at a different place, or collect the numbers itself?
void Ipopt::AmplTNLP::get_discrete_info | ( | Index & | nlvb_, | |
Index & | nlvbi_, | |||
Index & | nlvc_, | |||
Index & | nlvci_, | |||
Index & | nlvo_, | |||
Index & | nlvoi_, | |||
Index & | nbv_, | |||
Index & | niv_ | |||
) | const |
ampl orders the variables like (continuous, binary, integer).
This method gives the number of binary and integer variables. For details, see Tables 3 and 4 in "Hooking Your Solver to AMPL"
void Ipopt::AmplTNLP::set_active_objective | ( | Index | obj_no | ) |
A method for setting the index of the objective function to be considered.
This method must be called after the constructor, and before anything else is called. It can only be called once, and if there is more than one objective function in the AMPL model, it MUST be called.
void Ipopt::AmplTNLP::set_string_metadata_for_var | ( | std::string | tag, | |
std::vector< std::string > | meta_data | |||
) | [inline] |
void Ipopt::AmplTNLP::set_integer_metadata_for_var | ( | std::string | tag, | |
std::vector< Index > | meta_data | |||
) | [inline] |
void Ipopt::AmplTNLP::set_numeric_metadata_for_var | ( | std::string | tag, | |
std::vector< Number > | meta_data | |||
) | [inline] |
void Ipopt::AmplTNLP::set_string_metadata_for_con | ( | std::string | tag, | |
std::vector< std::string > | meta_data | |||
) | [inline] |
void Ipopt::AmplTNLP::set_integer_metadata_for_con | ( | std::string | tag, | |
std::vector< Index > | meta_data | |||
) | [inline] |
void Ipopt::AmplTNLP::set_numeric_metadata_for_con | ( | std::string | tag, | |
std::vector< Number > | meta_data | |||
) | [inline] |
SmartPtr<AmplSuffixHandler> Ipopt::AmplTNLP::get_suffix_handler | ( | ) | [inline] |
Method for returning the suffix handler.
Definition at line 470 of file AmplTNLP.hpp.
References suffix_handler_.
void Ipopt::AmplTNLP::operator= | ( | const AmplTNLP & | ) | [private] |
Overloaded Equals Operator.
Make the objective call to ampl.
Make the constraint call to ampl.
Internal function to update the internal and ampl state if the x value changes.
char* Ipopt::AmplTNLP::get_options | ( | const SmartPtr< OptionsList > & | options, | |
SmartPtr< AmplOptionsList > & | ampl_options_list, | |||
const char * | ampl_option_string, | |||
const char * | ampl_invokation_string, | |||
const char * | ampl_banner_string, | |||
char **& | argv | |||
) | [private] |
Method for obtaining the name of the NL file and the options set from AMPL.
Returns a pointer to a char* with the name of the stub
bool Ipopt::AmplTNLP::nerror_ok | ( | void * | nerror | ) | [private] |
returns true if the ampl nerror code is ok
void Ipopt::AmplTNLP::call_hesset | ( | ) | [private] |
calls hesset ASL function
SmartPtr<const Journalist> Ipopt::AmplTNLP::jnlst_ [private] |
ASL_pfgh* Ipopt::AmplTNLP::asl_ [private] |
pointer to the main ASL structure
Definition at line 498 of file AmplTNLP.hpp.
Referenced by AmplSolverObject().
double Ipopt::AmplTNLP::obj_sign_ [private] |
Index Ipopt::AmplTNLP::nz_h_full_ [private] |
Definition at line 505 of file AmplTNLP.hpp.
Number* Ipopt::AmplTNLP::x_sol_ [private] |
Number* Ipopt::AmplTNLP::z_L_sol_ [private] |
Number* Ipopt::AmplTNLP::z_U_sol_ [private] |
Number* Ipopt::AmplTNLP::g_sol_ [private] |
Number* Ipopt::AmplTNLP::lambda_sol_ [private] |
Number Ipopt::AmplTNLP::obj_sol_ [private] |
bool Ipopt::AmplTNLP::objval_called_with_current_x_ [private] |
true when the objective value has been calculated with the current x, set to false in apply_new_x, and set to true in internal_objval
Definition at line 525 of file AmplTNLP.hpp.
bool Ipopt::AmplTNLP::conval_called_with_current_x_ [private] |
true when the constraint values have been calculated with the current x, set to false in apply_new_x, and set to true in internal_conval
Definition at line 529 of file AmplTNLP.hpp.
bool Ipopt::AmplTNLP::hesset_called_ [private] |
bool Ipopt::AmplTNLP::set_active_objective_called_ [private] |
void* Ipopt::AmplTNLP::Oinfo_ptr_ [private] |
void* Ipopt::AmplTNLP::nerror_ [private] |
nerror flag passed to ampl calls - set to NULL to halt on error
Definition at line 540 of file AmplTNLP.hpp.
meta data to pass on to TNLP
Definition at line 571 of file AmplTNLP.hpp.
Referenced by set_string_metadata_for_var().