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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// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6
7#ifndef __IPSTDINTERFACETNLP_HPP__
8#define __IPSTDINTERFACETNLP_HPP__
9
10#include "IpUtils.hpp"
11#include "IpTNLP.hpp"
12#include "IpJournalist.hpp"
13#include "IpException.hpp"
14#include "IpStdCInterface.h"
15#include "IpSmartPtr.hpp"
16
17namespace Ipopt
18{
21
28class StdInterfaceTNLP : public TNLP
29{
30public:
33
41 const Number* x_L,
42 const Number* x_U,
44 const Number* g_L,
45 const Number* g_U,
49 const Number* start_x,
50 const Number* start_lam,
51 const Number* start_z_L,
52 const Number* start_z_U,
67 const Number* x_scaling = NULL,
68 const Number* g_scaling = NULL
69 );
70
74
80 virtual bool get_nlp_info(
81 Index& n,
82 Index& m,
86 );
87
88 virtual bool get_bounds_info(
89 Index n,
90 Number* x_l,
91 Number* x_u,
92 Index m,
93 Number* g_l,
94 Number* g_u
95 );
96
99 bool& use_x_scaling,
100 Index n,
102 bool& use_g_scaling,
103 Index m,
105 );
106
107 virtual bool get_starting_point(
108 Index n,
109 bool init_x,
110 Number* x,
111 bool init_z,
112 Number* z_L,
113 Number* z_U,
114 Index m,
115 bool init_lambda,
117 );
118
119 virtual bool eval_f(
120 Index n,
121 const Number* x,
122 bool new_x,
124 );
125
126 virtual bool eval_grad_f(
127 Index n,
128 const Number* x,
129 bool new_x,
130 Number* grad_f
131 );
132
133 virtual bool eval_g(
134 Index n,
135 const Number* x,
136 bool new_x,
137 Index m,
138 Number* g
139 );
140
141 virtual bool eval_jac_g(
142 Index n,
143 const Number* x,
144 bool new_x,
145 Index m,
147 Index* iRow,
148 Index* jCol,
150 );
151
152 virtual bool eval_h(
153 Index n,
154 const Number* x,
155 bool new_x,
157 Index m,
158 const Number* lambda,
159 bool new_lambda,
161 Index* iRow,
162 Index* jCol,
164 );
165
168 Index iter,
172 Number mu,
178 const IpoptData* ip_data,
180 );
182
185 virtual void finalize_solution(
186 SolverReturn status,
187 Index n,
188 const Number* x,
189 const Number* z_L,
190 const Number* z_U,
191 Index m,
192 const Number* g,
193 const Number* lambda,
195 const IpoptData* ip_data,
197 );
199
203 Bool scaled,
204 Index n,
205 Number* x,
206 Number* z_L,
207 Number* z_U,
208 Index m,
209 Number* g,
211 ) const
212 {
213 return TNLP::get_curr_iterate(ip_data_, ip_cq_, scaled, n, x, z_L, z_U, m, g, lambda);
214 }
215
233
234private:
237
240
245 const Number* x_L_;
247 const Number* x_U_;
249 const Number* g_L_;
251 const Number* g_U_;
287
290
300
307
310 bool new_x,
311 Index n,
312 const Number* x
313 );
314
323
325
328 const StdInterfaceTNLP&
329 );
330
333 const StdInterfaceTNLP&
334 );
336
337};
338
339} // namespace Ipopt
340
341#endif
#define DECLARE_STD_EXCEPTION(__except_type)
AlgorithmMode
enum to indicate the mode in which the algorithm is
bool(* Intermediate_CB)(ipindex alg_mod, ipindex iter_count, ipnumber obj_value, ipnumber inf_pr, ipnumber inf_du, ipnumber mu, ipnumber d_norm, ipnumber regularization_size, ipnumber alpha_du, ipnumber alpha_pr, ipindex ls_trials, UserDataPtr user_data)
Type defining the callback function for giving intermediate execution control to the user.
void * UserDataPtr
A pointer for anything that is to be passed between the called and individual callback function.
bool(* Eval_H_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber obj_factor, ipindex m, ipnumber *lambda, bool new_lambda, ipindex nele_hess, ipindex *iRow, ipindex *jCol, ipnumber *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Hessian of the Lagrangian function.
bool(* Eval_G_CB)(ipindex n, ipnumber *x, bool new_x, ipindex m, ipnumber *g, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the constraint functions.
bool Bool
define a boolean type for C
bool(* Eval_F_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber *obj_value, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the objective function.
bool(* Eval_Grad_F_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber *grad_f, UserDataPtr user_data)
Type defining the callback function for evaluating the gradient of the objective function.
bool(* Eval_Jac_G_CB)(ipindex n, ipnumber *x, bool new_x, ipindex m, ipindex nele_jac, ipindex *iRow, ipindex *jCol, ipnumber *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Jacobian of the constrant functions.
Templated class which stores one entry for the CachedResult class.
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Implementation of a TNLP for the Standard C interface.
const Number * x_U_
Pointer to Number array containing upper bounds for variables.
IpoptCalculatedQuantities * ip_cq_
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)
Method to request scaling parameters.
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to request the initial information about the problem.
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to request the gradient of the objective function.
Eval_Grad_F_CB eval_grad_f_
Pointer to callback function evaluating gradient of objective function.
const Number * start_lam_
Pointer 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 &)
Default Assignment Operator.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to request the value of the objective function.
bool get_curr_violations(bool scaled, Index n, Number *x_L_violation, Number *x_U_violation, Number *compl_x_L, Number *compl_x_U, Number *grad_lag_x, Index m, Number *nlp_constraint_violation, Number *compl_g) const
get_curr_violations() to be called by GetIpoptCurrentViolations()
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 has finished (successfully or not) so the TNLP can digest th...
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)
Method to request either the sparsity structure or the values of the Hessian of the Lagrangian.
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)
Method to request the constraint values.
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)
Method to request either the sparsity structure or the values of the Jacobian of the constraints.
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.
bool get_curr_iterate(Bool scaled, Index n, Number *x, Number *z_L, Number *z_U, Index m, Number *g, Number *lambda) const
get_curr_iterate() to be called by GetIpoptCurrentIterate()
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 request the starting point before iterating.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to request bounds on the variables and constraints.
void apply_new_x(bool new_x, Index n, const Number *x)
Update the internal 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_
Journalist.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition IpTNLP.hpp:48
bool get_curr_violations(const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq, bool scaled, Index n, Number *x_L_violation, Number *x_U_violation, Number *compl_x_L, Number *compl_x_U, Number *grad_lag_x, Index m, Number *nlp_constraint_violation, Number *compl_g) const
Get primal and dual infeasibility of the current iterate.
bool get_curr_iterate(const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq, bool scaled, Index n, Number *x, Number *z_L, Number *z_U, Index m, Number *g, Number *lambda) const
Get primal and dual variable values of the current iterate.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
SolverReturn
enum for the return from the optimize algorithm
ipindex Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition IpTypes.hpp:17