#include <OSIpoptSolver.h>
Collaboration diagram for IpoptProblem:
Public Member Functions | |
IpoptProblem (OSInstance *osinstance_, OSOption *osoption_, OSResult *osresult_, std::string *ipoptErrorMsg_) | |
the IpoptProblemclass constructor | |
virtual | ~IpoptProblem () |
the IpoptProblem class destructor | |
virtual bool | get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style) |
IPOpt specific methods for defining the nlp problem. | |
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. | |
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. | |
virtual bool | eval_f (Index n, const Number *x, bool new_x, Number &obj_value) |
Method to return the objective value. | |
virtual bool | eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f) |
Method to return the gradient of the objective. | |
virtual bool | eval_g (Index n, const Number *x, bool new_x, Index m, Number *g) |
Method to return the constraint residuals. | |
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 "values" is NULL) 2) The values of the jacobian (if "values" is not NULL). | |
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 "values" is NULL) 2) The values of the hessian of the lagrangian (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) |
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. | |
Public Attributes | |
OSInstance * | osinstance |
OSOption * | osoption |
OSResult * | osresult |
std::string * | ipoptErrorMsg |
Private Member Functions | |
Methods to block default compiler methods. | |
The compiler automatically generates the following three methods. Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++") | |
IpoptProblem (const IpoptProblem &) | |
IpoptProblem & | operator= (const IpoptProblem &) |
Definition at line 79 of file OSIpoptSolver.h.
IpoptProblem::IpoptProblem | ( | OSInstance * | osinstance_, | |
OSOption * | osoption_, | |||
OSResult * | osresult_, | |||
std::string * | ipoptErrorMsg_ | |||
) |
the IpoptProblemclass constructor
Definition at line 926 of file OSIpoptSolver.cpp.
References ipoptErrorMsg, osinstance, osoption, and osresult.
IpoptProblem::~IpoptProblem | ( | ) | [virtual] |
IpoptProblem::IpoptProblem | ( | const IpoptProblem & | ) | [private] |
bool IpoptProblem::get_nlp_info | ( | Index & | n, | |
Index & | m, | |||
Index & | nnz_jac_g, | |||
Index & | nnz_h_lag, | |||
IndexStyleEnum & | index_style | |||
) | [virtual] |
IPOpt specific methods for defining the nlp problem.
Definition at line 62 of file OSIpoptSolver.cpp.
References OSInstance::bUseExpTreeForFunEval, ErrorClass::errormsg, OSInstance::getConstraintNumber(), OSInstance::getJacobianSparsityPattern(), OSInstance::getLagrangianHessianSparsityPattern(), OSInstance::getNumberOfBinaryVariables(), OSInstance::getNumberOfIntegerVariables(), OSInstance::getNumberOfNonlinearExpressions(), OSInstance::getNumberOfQuadraticTerms(), OSInstance::getVariableNumber(), SparseHessianMatrix::hessDimension, OSInstance::initForAlgDiff(), ipoptErrorMsg, osinstance, and SparseJacobianMatrix::valueSize.
bool IpoptProblem::get_bounds_info | ( | Index | n, | |
Number * | x_l, | |||
Number * | x_u, | |||
Index | m, | |||
Number * | g_l, | |||
Number * | g_u | |||
) | [virtual] |
Method to return the bounds for my problem.
Definition at line 153 of file OSIpoptSolver.cpp.
References OSInstance::getConstraintLowerBounds(), OSInstance::getConstraintUpperBounds(), OSInstance::getVariableLowerBounds(), OSInstance::getVariableUpperBounds(), and osinstance.
bool IpoptProblem::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 | |||
) | [virtual] |
Method to return the starting point for the algorithm.
Definition at line 188 of file OSIpoptSolver.cpp.
References DEBUG, OSOption::getInitVarValuesSparse(), OSOption::getNumberOfInitVarValues(), OSInstance::getVariableNumber(), InitVarValue::idx, OSInstance::instanceData, Variable::lb, OSDBL_MAX, osinstance, osoption, Variable::ub, InitVarValue::value, Variables::var, and InstanceData::variables.
bool IpoptProblem::eval_f | ( | Index | n, | |
const Number * | x, | |||
bool | new_x, | |||
Number & | obj_value | |||
) | [virtual] |
Method to return the objective value.
Definition at line 311 of file OSIpoptSolver.cpp.
References OSInstance::calculateAllObjectiveFunctionValues(), ErrorClass::errormsg, OSInstance::getObjectiveNumber(), ipoptErrorMsg, and osinstance.
bool IpoptProblem::eval_grad_f | ( | Index | n, | |
const Number * | x, | |||
bool | new_x, | |||
Number * | grad_f | |||
) | [virtual] |
Method to return the gradient of the objective.
Definition at line 332 of file OSIpoptSolver.cpp.
References OSInstance::calculateObjectiveFunctionGradient(), ErrorClass::errormsg, OSInstance::getObjectiveNumber(), ipoptErrorMsg, and osinstance.
bool IpoptProblem::eval_g | ( | Index | n, | |
const Number * | x, | |||
bool | new_x, | |||
Index | m, | |||
Number * | g | |||
) | [virtual] |
Method to return the constraint residuals.
Definition at line 355 of file OSIpoptSolver.cpp.
References OSInstance::calculateAllConstraintFunctionValues(), DEBUG, ErrorClass::errormsg, ipoptErrorMsg, and osinstance.
bool IpoptProblem::eval_jac_g | ( | Index | n, | |
const Number * | x, | |||
bool | new_x, | |||
Index | m, | |||
Index | nele_jac, | |||
Index * | iRow, | |||
Index * | jCol, | |||
Number * | values | |||
) | [virtual] |
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL).
Definition at line 376 of file OSIpoptSolver.cpp.
References ErrorClass::errormsg, OSInstance::getJacobianSparsityPattern(), SparseJacobianMatrix::indexes, ipoptErrorMsg, osinstance, and SparseJacobianMatrix::starts.
bool IpoptProblem::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] |
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL).
Definition at line 432 of file OSIpoptSolver.cpp.
References OSInstance::calculateLagrangianHessian(), ErrorClass::errormsg, OSInstance::getLagrangianHessianSparsityPattern(), SparseHessianMatrix::hessColIdx, SparseHessianMatrix::hessRowIdx, SparseHessianMatrix::hessValues, ipoptErrorMsg, and osinstance.
bool IpoptProblem::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] |
Definition at line 485 of file OSIpoptSolver.cpp.
References OSInstance::instanceData, Objective::maxOrMin, Objectives::obj, InstanceData::objectives, and osinstance.
void IpoptProblem::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.
Definition at line 499 of file OSIpoptSolver.cpp.
References OSInstance::calculateAllObjectiveFunctionValues(), ErrorClass::errormsg, OSInstance::getConstraintNumber(), OSInstance::getInstanceName(), OSInstance::getObjectiveNumber(), OSInstance::getVariableNumber(), getVersionInfo(), os_dtoa_format(), osinstance, osresult, OSResult::setAnOtherVariableResultSparse(), OSResult::setConstraintNumber(), OSResult::setDualVariableValuesDense(), OSResult::setGeneralMessage(), OSResult::setGeneralStatusType(), OSResult::setInstanceName(), OSResult::setNumberOfOtherVariableResults(), OSResult::setObjectiveNumber(), OSResult::setObjectiveValuesDense(), OSResult::setPrimalVariableValuesDense(), OSResult::setServiceName(), OSResult::setSolutionMessage(), OSResult::setSolutionNumber(), OSResult::setSolutionStatus(), OSResult::setSolverInvoked(), OSResult::setVariableNumber(), and OSrLWriter::writeOSrL().
IpoptProblem& IpoptProblem::operator= | ( | const IpoptProblem & | ) | [private] |
Definition at line 89 of file OSIpoptSolver.h.
Referenced by eval_f(), eval_g(), eval_grad_f(), eval_h(), eval_jac_g(), finalize_solution(), get_bounds_info(), get_nlp_info(), get_scaling_parameters(), get_starting_point(), and IpoptProblem().
Definition at line 91 of file OSIpoptSolver.h.
Referenced by get_starting_point(), and IpoptProblem().
Definition at line 93 of file OSIpoptSolver.h.
Referenced by finalize_solution(), and IpoptProblem().
std::string* IpoptProblem::ipoptErrorMsg |
Definition at line 95 of file OSIpoptSolver.h.
Referenced by eval_f(), eval_g(), eval_grad_f(), eval_h(), eval_jac_g(), get_nlp_info(), and IpoptProblem().