IpoptProblem Class Reference

#include <OSIpoptSolver.h>

Collaboration diagram for IpoptProblem:

Collaboration graph
[legend]
List of all members.

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

OSInstanceosinstance
OSOptionosoption
OSResultosresult
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 &)
IpoptProblemoperator= (const IpoptProblem &)

Detailed Description

Definition at line 79 of file OSIpoptSolver.h.


Constructor & Destructor Documentation

IpoptProblem::IpoptProblem ( OSInstance osinstance_,
OSOption osoption_,
OSResult osresult_,
std::string *  ipoptErrorMsg_ 
)

the IpoptProblemclass constructor

Definition at line 923 of file OSIpoptSolver.cpp.

IpoptProblem::~IpoptProblem (  )  [virtual]

the IpoptProblem class destructor

Definition at line 930 of file OSIpoptSolver.cpp.

IpoptProblem::IpoptProblem ( const IpoptProblem  )  [private]


Member Function Documentation

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 64 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 146 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 181 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 305 of file OSIpoptSolver.cpp.

References OSInstance::calculateAllObjectiveFunctionValues(), OSInstance::getObjectiveNumber(), 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 326 of file OSIpoptSolver.cpp.

References OSInstance::calculateObjectiveFunctionGradient(), ErrorClass::errormsg, 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 349 of file OSIpoptSolver.cpp.

References OSInstance::calculateAllConstraintFunctionValues(), 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 370 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 426 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 479 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 493 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]


Member Data Documentation

OSInstance* IpoptProblem::osinstance

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(), and get_starting_point().

OSOption* IpoptProblem::osoption

Definition at line 91 of file OSIpoptSolver.h.

Referenced by get_starting_point().

OSResult* IpoptProblem::osresult

Definition at line 93 of file OSIpoptSolver.h.

Referenced by finalize_solution().

std::string* IpoptProblem::ipoptErrorMsg

Definition at line 95 of file OSIpoptSolver.h.

Referenced by eval_grad_f(), eval_h(), eval_jac_g(), and get_nlp_info().


The documentation for this class was generated from the following files:
Generated on Fri Jan 7 03:26:30 2011 by  doxygen 1.4.7