Ipopt Documentation  
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// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6
7#ifndef __IPORIGIPOPTNLP_HPP__
8#define __IPORIGIPOPTNLP_HPP__
9
10#include "IpIpoptNLP.hpp"
11#include "IpException.hpp"
13
14namespace Ipopt
15{
16
19{
20 EXACT = 0,
22};
23
26{
29};
30
66{
67public:
70
72 const SmartPtr<const Journalist>& jnlst,
73 const SmartPtr<NLP>& nlp,
74 const SmartPtr<NLPScalingObject>& nlp_scaling,
75 TimingStatistics& timing_statistics
76 );
77
79 virtual ~OrigIpoptNLP();
81
82 virtual bool Initialize(
83 const Journalist& jnlst,
84 const OptionsList& options,
85 const std::string& prefix
86 );
87
91 bool init_x,
93 bool init_y_c,
95 bool init_y_d,
97 bool init_z_L,
99 bool init_z_U,
100 SmartPtr<Vector>& v_L,
102 );
103
106 IteratesVector& warm_start_iterate
107 )
108 {
109 return nlp_->GetWarmStartIterate(warm_start_iterate);
110 }
111
114
115 virtual Number f(
116 const Vector& x
117 );
118
122 virtual Number f(
123 const Vector& x,
124 Number mu
125 );
126
129 const Vector& x
130 );
131
136 const Vector& x,
137 Number mu
138 );
139
142 const Vector& x
143 );
144
147 const Vector& x
148 );
149
154 const Vector& x
155 );
156
159 const Vector& x
160 );
161
164 const Vector& x,
165 Number obj_factor,
166 const Vector& yc,
167 const Vector& yd
168 );
169
174 const Vector& x,
175 Number obj_factor,
176 const Vector& yc,
177 const Vector& yd,
178 Number mu
179 );
180
187
190 {
191 return x_L_;
192 }
193
196 {
197 return Px_L_;
198 }
199
206 {
207 return orig_x_L_;
208 }
209
212 {
213 return x_U_;
214 }
215
218 {
219 return Px_U_;
220 }
221
228 {
229 return orig_x_U_;
230 }
231
234 {
235 return d_L_;
236 }
237
240 {
241 return Pd_L_;
242 }
243
246 {
247 return d_U_;
248 }
249
252 {
253 return Pd_U_;
254 }
255
257 {
258 return h_space_;
259 }
260
262 {
263 return x_space_;
264 }
266
268 virtual void GetSpaces(
273 SmartPtr<const MatrixSpace>& px_l_space,
275 SmartPtr<const MatrixSpace>& px_u_space,
277 SmartPtr<const MatrixSpace>& pd_l_space,
279 SmartPtr<const MatrixSpace>& pd_u_space,
280 SmartPtr<const MatrixSpace>& Jac_c_space,
281 SmartPtr<const MatrixSpace>& Jac_d_space,
282 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space
283 );
284
288 const Vector& new_x_L,
289 const Vector& new_x_U,
290 const Vector& new_d_L,
291 const Vector& new_d_U
292 );
293
296 virtual Index f_evals() const
297 {
298 return f_evals_;
299 }
300 virtual Index grad_f_evals() const
301 {
302 return grad_f_evals_;
303 }
304 virtual Index c_evals() const
305 {
306 return c_evals_;
307 }
308 virtual Index jac_c_evals() const
309 {
310 return jac_c_evals_;
311 }
312 virtual Index d_evals() const
313 {
314 return d_evals_;
315 }
316 virtual Index jac_d_evals() const
317 {
318 return jac_d_evals_;
319 }
320 virtual Index h_evals() const
321 {
322 return h_evals_;
323 }
325
329 SolverReturn status,
330 const Vector& x,
331 const Vector& z_L,
332 const Vector& z_U,
333 const Vector& c,
334 const Vector& d,
335 const Vector& y_c,
336 const Vector& y_d,
337 Number obj_value,
338 const IpoptData* ip_data,
340 );
341
343 AlgorithmMode mode,
344 Index iter,
345 Number obj_value,
346 Number inf_pr,
347 Number inf_du,
348 Number mu,
349 Number d_norm,
350 Number regularization_size,
351 Number alpha_du,
352 Number alpha_pr,
353 Index ls_trials,
356 );
358
360 static void RegisterOptions(
362 );
363
366 {
367 return nlp_;
368 }
369
370private:
373
376
393
398
401
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409
414
419
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429
432
435
438
441
444
447
450
453
456
459
463
474
476
479 const OrigIpoptNLP&
480 );
481
484 const OrigIpoptNLP&
485 );
487
490
496 Number bound_relax_factor,
497 Vector& bounds
498 );
499
502 const Vector& x
503 );
505
508
511
514
519
524
527
530
535
540
545
549
560
563
568};
569
570} // namespace Ipopt
571
572#endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:36
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 for Ipopt.
void operator=(const OrigIpoptNLP &)
Overloaded Assignment 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_
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.
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)
Number constr_viol_tol_
constraint violation tolerance (from OptimalityErrorConvergenceCheck)
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.
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 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)
TimingStatistics & timing_statistics_
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.
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()
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.
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.
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
SmartPtr< const MatrixSpace > pd_u_space_
SmartPtr< const SymMatrixSpace > h_space_
SmartPtr< const MatrixSpace > scaled_jac_d_space_
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
virtual Index d_evals() const
Number bound_relax_factor_
relaxation factor for the bounds
SmartPtr< const VectorSpace > c_space_
SmartPtr< const SymMatrixSpace > scaled_h_space_
OrigIpoptNLP(const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling, TimingStatistics &timing_statistics)
Constructor.
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_
virtual SmartPtr< const VectorSpace > x_space() const
x_space
virtual Index jac_d_evals() const
OrigIpoptNLP(const OrigIpoptNLP &)
Copy Constructor.
virtual SmartPtr< const Vector > orig_x_L() const
Original lower bounds on x.
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Vector > orig_x_U() const
Original upper bounds on x.
SmartPtr< const MatrixSpace > px_u_space_
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
This class collects all timing statistics for Ipopt.
Vector Base Class.
Definition: IpVector.hpp:48
#define IPOPTLIB_EXPORT
Definition: config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
HessianApproximationSpace
enumeration for the Hessian approximation space.
@ NONLINEAR_VARS
HessianApproximationType
enumeration for the Hessian information type.
@ LIMITED_MEMORY
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:20
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17