Ipopt 3.11.9
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IpStdInterfaceTNLP.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: IpStdInterfaceTNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPSTDINTERFACETNLP_HPP__
10#define __IPSTDINTERFACETNLP_HPP__
11
12#include "IpUtils.hpp"
13#include "IpTNLP.hpp"
14#include "IpJournalist.hpp"
15#include "IpException.hpp"
16#include "IpStdCInterface.h"
17#include "IpSmartPtr.hpp"
18
19namespace Ipopt
20{
23 DECLARE_STD_EXCEPTION(INVALID_STDINTERFACE_NLP);
24
30 class StdInterfaceTNLP : public TNLP
31 {
32 public:
40 const Number* x_L, const Number* x_U,
41 Index n_con,
42 const Number* g_L, const Number* g_U,
46 const Number* start_x,
47 const Number* start_lam,
48 const Number* start_z_L,
49 const Number* start_z_U,
56 Number* x_sol,
57 Number* z_L_sol,
58 Number* z_U_sol,
59 Number* g_sol,
60 Number* lam_sol,
61 Number* obj_sol,
64 const Number* x_scaling = NULL,
65 const Number* g_scaling = NULL);
66
70
75 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
76 Index& nnz_h_lag, IndexStyleEnum& index_style);
77
79 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
80 Index m, Number* g_l, Number* g_u);
81
85 bool& use_x_scaling, Index n,
87 bool& use_g_scaling, Index m,
89
91 virtual bool get_starting_point(Index n, bool init_x, Number* x,
92 bool init_z, Number* z_L, Number* z_U,
93 Index m, bool init_lambda, Number* lambda);
94
96 virtual bool eval_f(Index n, const Number* x, bool new_x,
97 Number& obj_value);
98
101 virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
102 Number* grad_f);
103
105 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m,
106 Number* g);
107
111 virtual bool eval_jac_g(Index n, const Number* x, bool new_x, Index m,
112 Index nele_jac, Index* iRow, Index *jCol,
113 Number* values);
114
117 virtual bool eval_h(Index n, const Number* x, bool new_x,
118 Number obj_factor, Index m, const Number* lambda,
119 bool new_lambda, Index nele_hess, Index* iRow,
120 Index* jCol, Number* values);
121
124 Index iter, Number obj_value,
125 Number inf_pr, Number inf_du,
126 Number mu, Number d_norm,
127 Number regularization_size,
128 Number alpha_du, Number alpha_pr,
129 Index ls_trials,
130 const IpoptData* ip_data,
133
136 virtual void finalize_solution(SolverReturn status,
137 Index n, const Number* x, const Number* z_L, const Number* z_U,
138 Index m, const Number* g, const Number* lambda,
139 Number obj_value,
140 const IpoptData* ip_data,
143
144 private:
147
155 const Number* x_L_;
157 const Number* x_U_;
159 const Number* g_L_;
161 const Number* g_U_;
201
202
205
213
216 void apply_new_x(bool new_x, Index n, const Number* x);
217
228
231
235
236 };
237
238} // namespace Ipopt
239
240#endif
#define DECLARE_STD_EXCEPTION(__except_type)
AlgorithmMode
enum to indicate the mode in which the algorithm is
Number * x
Input: Starting point Output: Optimal solution.
Bool(* Eval_Jac_G_CB)(Index n, Number *x, Bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Jacobian of the constrant functions.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
Number Number Number Number Number Number UserDataPtr user_data
Pointer to user data.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number * g_L
Lower bounds on constraints.
void * UserDataPtr
A pointer for anything that is to be passed between the called and individual callback function.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
Bool(* Eval_F_CB)(Index n, Number *x, Bool new_x, Number *obj_value, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the objective function.
Bool(* Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor, Index m, Number *lambda, Bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Hessian of the Lagrangian function.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
Number Number * x_scaling
Number obj_scaling
Number Number Index Number Number * g_U
Upper bounds on constraints.
Bool(* Eval_Grad_F_CB)(Index n, Number *x, Bool new_x, Number *grad_f, UserDataPtr user_data)
Type defining the callback function for evaluating the gradient of the objective function.
Bool(* Eval_G_CB)(Index n, Number *x, Bool new_x, Index m, Number *g, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the constraint functions.
Bool(* Intermediate_CB)(Index alg_mod, Index iter_count, 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, UserDataPtr user_data)
Type defining the callback function for giving intermediate execution control to the user.
Number Number Number * g_scaling
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Number Number Index m
Number of constraints.
Number * x_L
Lower bounds on variables.
Intermediate_CB intermediate_cb
Number Number * x_U
Upper bounds on variables.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Template class for Smart Pointers.
Implementation of a TNLP for the Standard C interface.
const Number * x_U_
Pointer to Number array containing upper bounds for variables.
Eval_G_CB eval_g_
Pointer to callback function evaluating value of constraints.
Eval_Jac_G_CB eval_jac_g_
Pointer to callback function evaluating Jacobian of constraints.
const Number * start_x_
Pointer to Number array containing starting point for variables.
const Number * g_L_
Pointer to Number array containing lower bounds for constraints.
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)
returns scaling parameters (if nlp_scaling_method is selected as user-scaling).
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 eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
evaluates the gradient of the objective for the nlp.
Eval_Grad_F_CB eval_grad_f_
Pointer to callback function evaluating gradient of objective function.
const Number * start_lam_
Poitner to Number array containing starting values for constraint multipliers.
const Number * g_U_
Pointer to Number array containing upper bounds for constraints.
void operator=(const StdInterfaceTNLP &)
Overloaded Equals Operator.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
evaluates the objective value for the nlp.
const Index n_con_
Number of constraints.
virtual ~StdInterfaceTNLP()
Default destructor.
const Number * start_z_U_
Pointer to Number array containing starting values for upper bound multipliers.
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.
const Number * start_z_L_
Pointer to Number array containing starting values for lower bound multipliers.
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...
StdInterfaceTNLP()
Default Constructor.
const Index n_var_
Number of variables.
Number obj_scaling_
Objective scaling factor.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
evaluates the constraint residuals for the nlp.
const Index nele_jac_
Number of non-zero elements in the constraint Jacobian.
const Number * x_L_
Pointer to Number array containing lower bounds for variables.
Intermediate_CB intermediate_cb_
Pointer to intermediate callback function giving control to user.
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 ...
const Index nele_hess_
Number of non-zero elements in the Hessian.
Eval_H_CB eval_h_
Pointer to callback function evaluating Hessian of Lagrangian.
const Number * g_scaling_
Scaling factors for constraints (if not NULL)
virtual bool intermediate_callback(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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
Intermediate Callback method for the user.
StdInterfaceTNLP(Index n_var, const Number *x_L, const Number *x_U, Index n_con, const Number *g_L, const Number *g_U, Index nele_jac, Index nele_hess, Index index_style, const Number *start_x, const Number *start_lam, const Number *start_z_L, const Number *start_z_U, Eval_F_CB eval_f, Eval_G_CB eval_g, Eval_Grad_F_CB eval_grad_f, Eval_Jac_G_CB eval_jac_g, Eval_H_CB eval_h, Intermediate_CB intermediate_cb, Number *x_sol, Number *z_L_sol, Number *z_U_sol, Number *g_sol, Number *lam_sol, Number *obj_sol, UserDataPtr user_data, Number obj_scaling=1, const Number *x_scaling=NULL, const Number *g_scaling=NULL)
Constructor, given dimensions of problem, function pointers for evaluation callback functions,...
const Index index_style_
Starting value of the iRow and jCol parameters for matrices.
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 get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
returns bounds of the nlp.
Number * x_sol_
Pointers to the user provided vectors for solution.
void 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.
Eval_F_CB eval_f_
Pointer to callback function evaluating value of objective function.
Number * non_const_x_
A non-const copy of x - this is kept up-to-date in apply_new_x.
StdInterfaceTNLP(const StdInterfaceTNLP &)
Copy Constructor.
const Number * x_scaling_
Scaling factors for variables (if not NULL)
UserDataPtr user_data_
Pointer to user data.
SmartPtr< const Journalist > jnlst_
Journlist.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition IpTNLP.hpp:51
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition IpTNLP.hpp:80
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17