This is an adapter class that converts a TMINLP2TNLP object into a TNLP, which is now just a QP. More...

#include <BonBranchingTQP.hpp>

Public Member Functions
Constructors/Destructors
	BranchingTQP (Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp)
	Default destructor.
virtual	~BranchingTQP ()
	Default destructor.
methods to gather information about the NLP, only those
that need to be overloaded from TNLP
virtual bool	get_nlp_info (Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, Ipopt::TNLP::IndexStyleEnum &index_style)
	Returns the constraint linearity.
virtual bool	get_bounds_info (Ipopt::Index n, Ipopt::Number x_l, Ipopt::Number x_u, Ipopt::Index m, Ipopt::Number g_l, Ipopt::Number g_u)
	Returns the constraint linearity.
virtual bool	get_constraints_linearity (Ipopt::Index m, LinearityType *const_types)
	Returns the constraint linearity.
virtual bool	get_starting_point (Ipopt::Index n, bool init_x, Ipopt::Number x, bool init_z, Ipopt::Number z_L, Ipopt::Number z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number lambda)
	Method called by Ipopt to get the starting point.
virtual bool	eval_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value)
	Returns the value of the objective function in x.
virtual bool	eval_grad_f (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Number grad_f)
	Returns the vector of the gradient of the objective w.r.t.
virtual bool	eval_g (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index m, Ipopt::Number g)
	Returns the vector of constraint values in x.
virtual bool	eval_jac_g (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index iRow, Ipopt::Index jCol, Ipopt::Number values)
	Returns the jacobian of the constraints.
virtual bool	eval_h (Ipopt::Index n, const Ipopt::Number x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index iRow, Ipopt::Index jCol, Ipopt::Number *values)
	Return the hessian of the lagrangian.
virtual void	finalize_solution (Ipopt::SolverReturn status, Ipopt::Index n, const Ipopt::Number x, const Ipopt::Number z_L, const Ipopt::Number z_U, Ipopt::Index m, const Ipopt::Number g, const Ipopt::Number lambda, Ipopt::Number obj_value, const Ipopt::IpoptData ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
	Returns the constraint linearity.

const Ipopt::Number	ObjVal ()
	Accessor Methods for QP data.
const Ipopt::Number *	ObjGrad ()
	Accessor Methods for QP data.
const Ipopt::Number *	ObjHessVals ()
	Accessor Methods for QP data.
const Ipopt::Index *	ObjHessIRow ()
	Accessor Methods for QP data.
const Ipopt::Index *	ObjHessJCol ()
	Accessor Methods for QP data.
const Ipopt::Number *	ConstrRhs ()
	Accessor Methods for QP data.
const Ipopt::Number *	ConstrJacVals ()
	Accessor Methods for QP data.
const Ipopt::Index *	ConstrJacIRow ()
	Accessor Methods for QP data.
const Ipopt::Index *	ConstrJacJCol ()
	Accessor Methods for QP data.
Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	BranchingTQP ()
	Default Constructor.
	BranchingTQP (const BranchingTQP &)
	Copy Constructor.
void	operator= (const BranchingTQP &)
	Overloaded Equals Operator.
Private Attributes
Ipopt::Number *	x_sol_copy_
	Copy of original x_sol_.
Ipopt::Number *	duals_sol_copy_
	Copy of original duals_sol_.
Ipopt::SmartPtr< TMINLP2TNLP >	tminlp2tnlp_
	Pointer to the TMINLP2TNLP model which stores the bounds information.
static information about the QP's constraints and
objective function
Ipopt::Number	obj_val_
Ipopt::Number *	obj_grad_
Ipopt::Number *	obj_hess_
Ipopt::Index *	obj_hess_irow_
Ipopt::Index *	obj_hess_jcol_
Ipopt::Number *	g_vals_
Ipopt::Number *	g_jac_
Ipopt::Index *	g_jac_irow_
Ipopt::Index *	g_jac_jcol_
Data from the MINLP
Ipopt::Index	n_
Ipopt::Index	m_
Ipopt::Index	nnz_jac_g_
Ipopt::Index	nnz_h_lag_
Ipopt::TNLP::IndexStyleEnum	index_style_

Detailed Description

This is an adapter class that converts a TMINLP2TNLP object into a TNLP, which is now just a QP.

The QP is the linear quadratic of the TNLP at the optimal point. The purpose of the BranchingTQP is that it is used in a strong-branching framework, strong branching is only done for the QP approximation of the TNLP, not on the TNLP itself. The variables of the QP are the displacement from the reference point.

Definition at line 25 of file BonBranchingTQP.hpp.

Constructor & Destructor Documentation

Bonmin::BranchingTQP::BranchingTQP ( Ipopt::SmartPtr< TMINLP2TNLP > tminlp2tnlp )

Default destructor.

virtual Bonmin::BranchingTQP::~BranchingTQP ( ) [virtual]

Default destructor.

Bonmin::BranchingTQP::BranchingTQP ( ) [private]

Default Constructor.

Bonmin::BranchingTQP::BranchingTQP ( const BranchingTQP & ) [private]

Copy Constructor.

Member Function Documentation

virtual bool Bonmin::BranchingTQP::get_nlp_info	(	Ipopt::Index &	n,
		Ipopt::Index &	m,
		Ipopt::Index &	nnz_jac_g,
		Ipopt::Index &	nnz_h_lag,
		Ipopt::TNLP::IndexStyleEnum &	index_style
	)		`[virtual]`

Returns the constraint linearity.

array should be alocated with length at least n. Since this is a QP, all constraints are linear.

virtual bool Bonmin::BranchingTQP::get_bounds_info	(	Ipopt::Index	n,
		Ipopt::Number *	x_l,
		Ipopt::Number *	x_u,
		Ipopt::Index	m,
		Ipopt::Number *	g_l,
		Ipopt::Number *	g_u
	)		`[virtual]`

Returns the constraint linearity.

array should be alocated with length at least n. Since this is a QP, all constraints are linear.

virtual bool Bonmin::BranchingTQP::get_constraints_linearity	(	Ipopt::Index	m,
		LinearityType *	const_types
	)		`[virtual]`

Returns the constraint linearity.

array should be alocated with length at least n. Since this is a QP, all constraints are linear.

virtual bool Bonmin::BranchingTQP::get_starting_point	(	Ipopt::Index	n,
		bool	init_x,
		Ipopt::Number *	x,
		bool	init_z,
		Ipopt::Number *	z_L,
		Ipopt::Number *	z_U,
		Ipopt::Index	m,
		bool	init_lambda,
		Ipopt::Number *	lambda
	)		`[virtual]`

Method called by Ipopt to get 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.

virtual bool Bonmin::BranchingTQP::eval_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number &	obj_value
	)		`[virtual]`

Returns the value of the objective function in x.

virtual bool Bonmin::BranchingTQP::eval_grad_f	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number *	grad_f
	)		`[virtual]`

Returns the vector of the gradient of the objective w.r.t.

x

virtual bool Bonmin::BranchingTQP::eval_g	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	m,
		Ipopt::Number *	g
	)		`[virtual]`

Returns the vector of constraint values in x.

virtual bool Bonmin::BranchingTQP::eval_jac_g	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Index	m,
		Ipopt::Index	nele_jac,
		Ipopt::Index *	iRow,
		Ipopt::Index *	jCol,
		Ipopt::Number *	values
	)		`[virtual]`

Returns 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.

virtual bool Bonmin::BranchingTQP::eval_h	(	Ipopt::Index	n,
		const Ipopt::Number *	x,
		bool	new_x,
		Ipopt::Number	obj_factor,
		Ipopt::Index	m,
		const Ipopt::Number *	lambda,
		bool	new_lambda,
		Ipopt::Index	nele_hess,
		Ipopt::Index *	iRow,
		Ipopt::Index *	jCol,
		Ipopt::Number *	values
	)		`[virtual]`

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

virtual void Bonmin::BranchingTQP::finalize_solution	(	Ipopt::SolverReturn	status,
		Ipopt::Index	n,
		const Ipopt::Number *	x,
		const Ipopt::Number *	z_L,
		const Ipopt::Number *	z_U,
		Ipopt::Index	m,
		const Ipopt::Number *	g,
		const Ipopt::Number *	lambda,
		Ipopt::Number	obj_value,
		const Ipopt::IpoptData *	ip_data,
		Ipopt::IpoptCalculatedQuantities *	ip_cq
	)		`[virtual]`