Ipopt 3.11.9
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IpOrigIpoptNLP.hpp
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1// Copyright (C) 2004, 2010 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpOrigIpoptNLP.hpp 2160 2012-12-26 19:14:42Z stefan $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPORIGIPOPTNLP_HPP__
10#define __IPORIGIPOPTNLP_HPP__
11
12#include "IpIpoptNLP.hpp"
13#include "IpException.hpp"
15
16namespace Ipopt
17{
18
24
30
37 class OrigIpoptNLP : public IpoptNLP
38 {
39 public:
43 const SmartPtr<NLP>& nlp,
44 const SmartPtr<NLPScalingObject>& nlp_scaling);
45
47 virtual ~OrigIpoptNLP();
49
51 virtual bool Initialize(const Journalist& jnlst,
52 const OptionsList& options,
53 const std::string& prefix);
54
58 bool init_x,
60 bool init_y_c,
62 bool init_y_d,
64 bool init_z_L,
66 bool init_z_U,
69 );
70
72 virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
73 {
74 return nlp_->GetWarmStartIterate(warm_start_iterate);
75 }
79 virtual Number f(const Vector& x);
80
83 virtual Number f(const Vector& x, Number mu);
84
87
91
94
97
101
104
107 Number obj_factor,
108 const Vector& yc,
109 const Vector& yd
110 );
111
115 Number obj_factor,
116 const Vector& yc,
117 const Vector& yd,
118 Number mu);
119
124
127 {
128 return x_L_;
129 }
130
133 {
134 return Px_L_;
135 }
136
139 {
140 return x_U_;
141 }
142
145 {
146 return Px_U_;
147 }
148
151 {
152 return d_L_;
153 }
154
157 {
158 return Pd_L_;
159 }
160
163 {
164 return d_U_;
165 }
166
169 {
170 return Pd_U_;
171 }
172
174 {
175 return h_space_;
176 }
178
184 SmartPtr<const MatrixSpace>& px_l_space,
186 SmartPtr<const MatrixSpace>& px_u_space,
188 SmartPtr<const MatrixSpace>& pd_l_space,
190 SmartPtr<const MatrixSpace>& pd_u_space,
191 SmartPtr<const MatrixSpace>& Jac_c_space,
192 SmartPtr<const MatrixSpace>& Jac_d_space,
193 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
194
197 virtual void AdjustVariableBounds(const Vector& new_x_L,
198 const Vector& new_x_U,
199 const Vector& new_d_L,
200 const Vector& new_d_U);
201
204 virtual Index f_evals() const
205 {
206 return f_evals_;
207 }
208 virtual Index grad_f_evals() const
209 {
210 return grad_f_evals_;
211 }
212 virtual Index c_evals() const
213 {
214 return c_evals_;
215 }
216 virtual Index jac_c_evals() const
217 {
218 return jac_c_evals_;
219 }
220 virtual Index d_evals() const
221 {
222 return d_evals_;
223 }
224 virtual Index jac_d_evals() const
225 {
226 return jac_d_evals_;
227 }
228 virtual Index h_evals() const
229 {
230 return h_evals_;
231 }
233
237 const Vector& x, const Vector& z_L, const Vector& z_U,
238 const Vector& c, const Vector& d,
239 const Vector& y_c, const Vector& y_d,
240 Number obj_value,
241 const IpoptData* ip_data,
244 Index iter, Number obj_value,
245 Number inf_pr, Number inf_du,
246 Number mu, Number d_norm,
247 Number regularization_size,
248 Number alpha_du, Number alpha_pr,
249 Index ls_trials,
253
259
262 {
263 return nlp_;
264 }
265
268
271
273 EJournalLevel level,
274 EJournalCategory category) const;
275
276 const TimedTask& f_eval_time() const
277 {
278 return f_eval_time_;
279 }
281 {
282 return grad_f_eval_time_;
283 }
284 const TimedTask& c_eval_time() const
285 {
286 return c_eval_time_;
287 }
289 {
290 return jac_c_eval_time_;
291 }
292 const TimedTask& d_eval_time() const
293 {
294 return d_eval_time_;
295 }
297 {
298 return jac_d_eval_time_;
299 }
300 const TimedTask& h_eval_time() const
301 {
302 return h_eval_time_;
303 }
304
309
310 private:
313
316
333
338
342
345
348
352
356
360
364
367
370
373
376
379
382
385
388
391
394
398
409
412
416
423 void relax_bounds(Number bound_relax_factor, Vector& bounds);
427
454
465
468
479 };
480
481} // namespace Ipopt
482
483#endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
Number * x
Input: Starting point Output: Optimal solution.
Templated class for Cached Results.
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Specialized CompoundVector class specifically for the algorithm iterates.
Class responsible for all message output.
This class stores a list of user set options.
This class maps the traditional NLP into something that is more useful by Ipopt.
void operator=(const OrigIpoptNLP &)
Overloaded Equals Operator.
SmartPtr< const Matrix > Px_U_
Permutation matrix (x_U_ -> x.
virtual Number f(const Vector &x)
Accessor methods for model data.
OrigIpoptNLP()
Default Constructor.
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
SmartPtr< const VectorSpace > d_l_space_
CachedResults< Number > f_cache_
Objective function.
CachedResults< SmartPtr< const SymMatrix > > h_cache_
Hessian of the lagrangian (current iteration)
CachedResults< SmartPtr< const Vector > > unscaled_x_cache_
Unscaled version of x vector.
SmartPtr< const VectorSpace > x_u_space_
SmartPtr< const MatrixSpace > px_l_space_
Number TotalFunctionEvaluationCpuTime() const
SmartPtr< const Vector > orig_x_L_
Original unmodified lower bounds on x.
bool jac_d_constant_
Flag indicating if we need to ask for inequality constraint Jacobians only once.
const TimedTask & d_eval_time() const
virtual SmartPtr< const Vector > grad_f(const Vector &x, Number mu)
Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
CachedResults< SmartPtr< const Matrix > > jac_d_cache_
Jacobian Matrix for inequality constraints (current iteration)
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
SmartPtr< const Vector > x_L_
Lower bounds on x.
CachedResults< SmartPtr< const Matrix > > jac_c_cache_
Jacobian Matrix for equality constraints (current iteration)
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
SmartPtr< NLP > nlp_
Pointer to the NLP.
const TimedTask & f_eval_time() const
bool honor_original_bounds_
Flag indicating whether the primal variables should be projected back into original bounds are optimi...
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Called by IpoptType to register the options.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -> d.
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
virtual Index grad_f_evals() const
SmartPtr< NLP > nlp()
Accessor method to the underlying NLP.
const TimedTask & grad_f_eval_time() const
bool IntermediateCallBack(AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian.
bool initialized_
Flag indicating if initialization method has been called.
void relax_bounds(Number bound_relax_factor, Vector &bounds)
relax the bounds by a relative move of relax_bound_factor.
virtual void GetSpaces(SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
Accessor method for vector/matrix spaces pointers.
bool hessian_constant_
Flag indicating if we need to ask for Hessian only once.
virtual Index jac_c_evals() const
SmartPtr< const MatrixSpace > jac_d_space_
SmartPtr< const Vector > orig_x_U_
Original unmodified upper bounds on x.
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d.
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective.
CachedResults< SmartPtr< const Vector > > grad_f_cache_
Gradient of the objective function.
virtual ~OrigIpoptNLP()
Default destructor.
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
HessianApproximationSpace hessian_approximation_space_
Flag indicating in which space Hessian is to be approximated.
void FinalizeSolution(SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
Solution Routines - overloaded from IpoptNLP.
SmartPtr< const Vector > x_U_
Upper bounds on x.
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
Method for adapting the variable bounds.
SmartPtr< const Vector > d_L_
Lower bounds on d.
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -> d)
virtual Index h_evals() const
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x.
SmartPtr< const VectorSpace > d_u_space_
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)
bool jac_c_constant_
Flag indicating if we need to ask for equality constraint Jacobians only once.
virtual bool InitializeStructures(SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
Initialize (create) structures for the iteration data.
Number TotalFunctionEvaluationWallclockTime() const
SmartPtr< const Vector > get_unscaled_x(const Vector &x)
Method for getting the unscaled version of the x vector.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
CachedResults< SmartPtr< const Vector > > c_cache_
Equality constraint residuals.
virtual Number f(const Vector &x, Number mu)
Objective value (depending in mu) - incorrect version for OrigIpoptNLP.
void ResetTimes()
Reset the timing statistics.
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
SmartPtr< const MatrixSpace > pd_u_space_
SmartPtr< const SymMatrixSpace > h_space_
SmartPtr< const MatrixSpace > scaled_jac_d_space_
Number TotalFunctionEvaluationSysTime() const
bool check_derivatives_for_naninf_
Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second de...
SmartPtr< const Vector > d_U_
Upper bounds on d.
SmartPtr< const VectorSpace > x_space_
Necessary Vector/Matrix spaces.
SmartPtr< const Matrix > Px_L_
Permutation matrix (x_L_ -> x)
virtual Index f_evals() const
const TimedTask & jac_d_eval_time() const
virtual Index d_evals() const
Number bound_relax_factor_
relaxation factor for the bounds
const TimedTask & jac_c_eval_time() const
void PrintTimingStatistics(Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
SmartPtr< const VectorSpace > c_space_
const TimedTask & h_eval_time() const
SmartPtr< const SymMatrixSpace > scaled_h_space_
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
SmartPtr< const MatrixSpace > pd_l_space_
virtual Index c_evals() const
SmartPtr< const Journalist > jnlst_
journalist
SmartPtr< const VectorSpace > d_space_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
SmartPtr< const VectorSpace > x_l_space_
SmartPtr< const MatrixSpace > jac_c_space_
SmartPtr< const MatrixSpace > scaled_jac_c_space_
OrigIpoptNLP(const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)
virtual Index jac_d_evals() const
OrigIpoptNLP(const OrigIpoptNLP &)
Copy Constructor.
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
const TimedTask & c_eval_time() const
SmartPtr< const MatrixSpace > px_u_space_
Template class for Smart Pointers.
This class is used to collect timing information for a particular task.
Vector Base Class.
Definition IpVector.hpp:48
HessianApproximationSpace
enumeration for the Hessian approximation space.
HessianApproximationType
enumeration for the Hessian information type.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
EJournalCategory
Category Selection Enum.
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
EJournalLevel
Print Level Enum.
double Number
Type of all numbers.
Definition IpTypes.hpp:17