MatlabProgram Class Reference

#include <matlabprogram.h>

Inheritance diagram for MatlabProgram:

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Collaboration diagram for MatlabProgram:

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List of all members.

Public Member Functions

 MatlabProgram (const ArrayOfMatrices &x0, const ArrayOfMatrices &lb, const ArrayOfMatrices &ub, const Matrix &constraintlb, const Matrix &constraintub, const char *objFunc, const char *gradFunc, const char *constraintFunc, const char *jacobianFunc, const char *hessianFunc, const char *iterFunc, const mxArray *auxData, ArrayOfMatrices &xsol, bool useQuasiNewton)
virtual ~MatlabProgram ()
char * geterrormsg () const
virtual bool get_nlp_info (int &numVariables, int &numConstraints, int &sizeOfJ, int &sizeOfH, IndexStyleEnum &indexStyle)
virtual bool get_bounds_info (int numVariables, double *lbptr, double *ubptr, int numConstraints, double *clbptr, double *cubptr)
 overload this method to return the information about the bound on the variables and constraints.
virtual bool get_starting_point (int numVariables, bool initializeVars, double *variables, bool initializez, double *zl, double *zu, int numConstraints, bool initializeLambda, double *lambda)
 overload this method to return the starting point.
virtual bool eval_f (int numVariables, const double *variables, bool ignoreThis, double &objective)
 overload this method to return the value of the objective function
virtual bool eval_grad_f (int numVariables, const double *variables, bool ignoreThis, double *gradient)
 overload this method to return the vector of the gradient of the objective w.r.t.
virtual bool eval_g (int numVariables, const double *variables, bool ignoreThis, int numConstraints, double *constraints)
 overload this method to return the vector of constraint values
virtual bool eval_jac_g (int numVariables, const double *variables, bool ignoreThis, int numConstraints, int sizeOfJ, int *rows, int *cols, double *Jacobian)
 overload this method to return the jacobian of the constraints.
virtual bool eval_h (int numVariables, const double *variables, bool ignoreThis, double sigma, int numConstraints, const double *multipliers, bool ignoreThisToo, int sizeOfH, int *rows, int *cols, double *Hessian)
 overload this method to return the hessian of the lagrangian.
virtual void finalize_solution (SolverReturn status, int numVariables, const double *variables, const double *zl, const double *zu, int numConstraints, const double *constraints, const double *lambda, double objective, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
virtual bool intermediate_callback (AlgorithmMode mode, int iteration, double objective, double inf_pr, double inf_du, double mu, double d_norm, double regularization_ize, double alpha_du, double alpha_pr, int ls_trials, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)

Protected Member Functions

 MatlabProgram (const MatlabProgram &source)
MatlabProgramoperator= (const MatlabProgram &source)

Protected Attributes

const ArrayOfMatriceslb
const ArrayOfMatricesub
const Matrixconstraintlb
const Matrixconstraintub
const mxArray * auxData
ArrayOfMatricesxsol
ArrayOfMatricesx
Array< double > * lambda
mxArray ** prhs
mxArray * lambdarhs
bool useQuasiNewton
SparseMatrixStructureJacobianStructure
SparseMatrixStructureHessianStructure
const char * objFunc
const char * gradFunc
const char * constraintFunc
const char * jacobianFunc
const char * hessianFunc
const char * iterFunc

Private Member Functions

double computeObjective (const ArrayOfMatrices &x)
void computeGradient (const ArrayOfMatrices &x, ArrayOfMatrices &grad)
void computeConstraints (const ArrayOfMatrices &x, Array< double > &g)
void computeJacobian (const ArrayOfMatrices &x, double *Jacobian)
void computeHessian (const ArrayOfMatrices &x, const Array< double > &lambda, double sigma, double *Hessian)
mxArray * callMatlabJacobianRoutine (const ArrayOfMatrices &x, bool returnStructureOnly=true)
mxArray * callMatlabHessianRoutine (const ArrayOfMatrices &x, const Array< double > &lambda, bool returnStructureOnly=true, double sigma=0)

Detailed Description

Definition at line 28 of file matlabprogram.h.


Constructor & Destructor Documentation

MatlabProgram::MatlabProgram ( const ArrayOfMatrices x0,
const ArrayOfMatrices lb,
const ArrayOfMatrices ub,
const Matrix constraintlb,
const Matrix constraintub,
const char *  objFunc,
const char *  gradFunc,
const char *  constraintFunc,
const char *  jacobianFunc,
const char *  hessianFunc,
const char *  iterFunc,
const mxArray *  auxData,
ArrayOfMatrices xsol,
bool  useQuasiNewton 
)

virtual MatlabProgram::~MatlabProgram (  )  [virtual]

MatlabProgram::MatlabProgram ( const MatlabProgram source  )  [protected]


Member Function Documentation

char* MatlabProgram::geterrormsg (  )  const

virtual bool MatlabProgram::get_nlp_info ( int &  numVariables,
int &  numConstraints,
int &  sizeOfJ,
int &  sizeOfH,
IndexStyleEnum indexStyle 
) [virtual]

virtual bool MatlabProgram::get_bounds_info ( int  numVariables,
double *  lbptr,
double *  ubptr,
int  numConstraints,
double *  clbptr,
double *  cubptr 
) [virtual]

overload this method to return the information about the bound on the variables and constraints.

The value that indicates that a bound does not exist is specified in the parameters nlp_lower_bound_inf and nlp_upper_bound_inf. By default, nlp_lower_bound_inf is -1e19 and nlp_upper_bound_inf is 1e19. (see TNLPAdapter)

Implements Ipopt::TNLP.

virtual bool MatlabProgram::get_starting_point ( int  numVariables,
bool  initializeVars,
double *  variables,
bool  initializez,
double *  zl,
double *  zu,
int  numConstraints,
bool  initializeLambda,
double *  lambda 
) [virtual]

overload this method to return the starting point.

The bools init_x and init_lambda are both inputs and outputs. As inputs, they indicate whether or not the algorithm wants you to initialize x and lambda respectively. If, for some reason, the algorithm wants you to initialize these and you cannot, set the respective bool to false.

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_f ( int  numVariables,
const double *  variables,
bool  ignoreThis,
double &  objective 
) [virtual]

overload this method to return the value of the objective function

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_grad_f ( int  numVariables,
const double *  variables,
bool  ignoreThis,
double *  gradient 
) [virtual]

overload this method to return the vector of the gradient of the objective w.r.t.

x

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_g ( int  numVariables,
const double *  variables,
bool  ignoreThis,
int  numConstraints,
double *  constraints 
) [virtual]

overload this method to return the vector of constraint values

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_jac_g ( int  numVariables,
const double *  variables,
bool  ignoreThis,
int  numConstraints,
int  sizeOfJ,
int *  rows,
int *  cols,
double *  Jacobian 
) [virtual]

overload this method to return the jacobian of the constraints.

The vectors iRow and jCol only need to be set once. The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL.

Implements Ipopt::TNLP.

virtual bool MatlabProgram::eval_h ( int  numVariables,
const double *  variables,
bool  ignoreThis,
double  sigma,
int  numConstraints,
const double *  multipliers,
bool  ignoreThisToo,
int  sizeOfH,
int *  rows,
int *  cols,
double *  Hessian 
) [virtual]

overload this method to return the hessian of the lagrangian.

The vectors iRow and jCol only need to be set once (during the first call). The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL. This matrix is symmetric - specify the lower diagonal only. A default implementation is provided, in case the user wants to se quasi-Newton approximations to estimate the second derivatives and doesn't not neet to implement this method.

Reimplemented from Ipopt::TNLP.

virtual void MatlabProgram::finalize_solution ( SolverReturn  status,
int  numVariables,
const double *  variables,
const double *  zl,
const double *  zu,
int  numConstraints,
const double *  constraints,
const double *  lambda,
double  objective,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
) [virtual]

virtual bool MatlabProgram::intermediate_callback ( AlgorithmMode  mode,
int  iteration,
double  objective,
double  inf_pr,
double  inf_du,
double  mu,
double  d_norm,
double  regularization_ize,
double  alpha_du,
double  alpha_pr,
int  ls_trials,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
) [virtual]

MatlabProgram& MatlabProgram::operator= ( const MatlabProgram source  )  [inline, protected]

Definition at line 156 of file matlabprogram.h.

double MatlabProgram::computeObjective ( const ArrayOfMatrices x  )  [private]

void MatlabProgram::computeGradient ( const ArrayOfMatrices x,
ArrayOfMatrices grad 
) [private]

void MatlabProgram::computeConstraints ( const ArrayOfMatrices x,
Array< double > &  g 
) [private]

void MatlabProgram::computeJacobian ( const ArrayOfMatrices x,
double *  Jacobian 
) [private]

void MatlabProgram::computeHessian ( const ArrayOfMatrices x,
const Array< double > &  lambda,
double  sigma,
double *  Hessian 
) [private]

mxArray* MatlabProgram::callMatlabJacobianRoutine ( const ArrayOfMatrices x,
bool  returnStructureOnly = true 
) [private]

mxArray* MatlabProgram::callMatlabHessianRoutine ( const ArrayOfMatrices x,
const Array< double > &  lambda,
bool  returnStructureOnly = true,
double  sigma = 0 
) [private]


Member Data Documentation

const ArrayOfMatrices& MatlabProgram::lb [protected]

Definition at line 117 of file matlabprogram.h.

const ArrayOfMatrices& MatlabProgram::ub [protected]

Definition at line 118 of file matlabprogram.h.

const Matrix& MatlabProgram::constraintlb [protected]

Definition at line 119 of file matlabprogram.h.

const Matrix& MatlabProgram::constraintub [protected]

Definition at line 120 of file matlabprogram.h.

const mxArray* MatlabProgram::auxData [protected]

Definition at line 121 of file matlabprogram.h.

ArrayOfMatrices& MatlabProgram::xsol [protected]

Definition at line 123 of file matlabprogram.h.

ArrayOfMatrices* MatlabProgram::x [protected]

Definition at line 124 of file matlabprogram.h.

Array<double>* MatlabProgram::lambda [protected]

Definition at line 127 of file matlabprogram.h.

mxArray** MatlabProgram::prhs [protected]

Definition at line 133 of file matlabprogram.h.

mxArray* MatlabProgram::lambdarhs [protected]

Definition at line 134 of file matlabprogram.h.

bool MatlabProgram::useQuasiNewton [protected]

Definition at line 137 of file matlabprogram.h.

SparseMatrixStructure* MatlabProgram::JacobianStructure [protected]

Definition at line 142 of file matlabprogram.h.

SparseMatrixStructure* MatlabProgram::HessianStructure [protected]

Definition at line 143 of file matlabprogram.h.

const char* MatlabProgram::objFunc [protected]

Definition at line 146 of file matlabprogram.h.

const char* MatlabProgram::gradFunc [protected]

Definition at line 147 of file matlabprogram.h.

const char* MatlabProgram::constraintFunc [protected]

Definition at line 148 of file matlabprogram.h.

const char* MatlabProgram::jacobianFunc [protected]

Definition at line 149 of file matlabprogram.h.

const char* MatlabProgram::hessianFunc [protected]

Definition at line 150 of file matlabprogram.h.

const char* MatlabProgram::iterFunc [protected]

Definition at line 151 of file matlabprogram.h.


The documentation for this class was generated from the following file:
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