This is the abstract base class for classes that map the traditional NLP into something that is more useful for Ipopt. More...

#include <IpIpoptNLP.hpp>

Inheritance diagram for Ipopt::IpoptNLP:

Public Member Functions
virtual bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Initialization method.

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)=0
	Initialize (create) structures for the iteration data.

virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)=0
	Method accessing the GetWarmStartIterate of the NLP.

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)=0
	Accessor method for vector/matrix spaces pointers.

virtual void	AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)=0
	Method for adapting the variable bounds.

SmartPtr< NLPScalingObject >	NLP_scaling () const
	Returns the scaling strategy object.

Constructors/Destructors
	IpoptNLP (const SmartPtr< NLPScalingObject > nlp_scaling)

virtual	~IpoptNLP ()
	Destructor.

Possible Exceptions
	DECLARE_STD_EXCEPTION (Eval_Error)
	thrown if there is any error evaluating values from the nlp


virtual Number	f (const Vector &x)=0
	Accessor methods for model data.

virtual SmartPtr< const Vector >	grad_f (const Vector &x)=0
	Gradient of the objective.

virtual SmartPtr< const Vector >	c (const Vector &x)=0
	Equality constraint residual.

virtual SmartPtr< const Matrix >	jac_c (const Vector &x)=0
	Jacobian Matrix for equality constraints.

virtual SmartPtr< const Vector >	d (const Vector &x)=0
	Inequality constraint residual (reformulated as equalities with slacks.

virtual SmartPtr< const Matrix >	jac_d (const Vector &x)=0
	Jacobian Matrix for inequality constraints.

virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)=0
	Hessian of the Lagrangian.

virtual SmartPtr< const Vector >	x_L () const =0
	Lower bounds on x.

virtual SmartPtr< const Matrix >	Px_L () const =0
	Permutation matrix (x_L_ -> x)

virtual SmartPtr< const Vector >	x_U () const =0
	Upper bounds on x.

virtual SmartPtr< const Matrix >	Px_U () const =0
	Permutation matrix (x_U_ -> x.

virtual SmartPtr< const Vector >	d_L () const =0
	Lower bounds on d.

virtual SmartPtr< const Matrix >	Pd_L () const =0
	Permutation matrix (d_L_ -> d)

virtual SmartPtr< const Vector >	d_U () const =0
	Upper bounds on d.

virtual SmartPtr< const Matrix >	Pd_U () const =0
	Permutation matrix (d_U_ -> d.

virtual SmartPtr< const VectorSpace >	x_space () const =0
	x_space

virtual SmartPtr< const SymMatrixSpace >	HessianMatrixSpace () const =0
	Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)

Counters for the number of function evaluations.
virtual Index	f_evals () const =0

virtual Index	grad_f_evals () const =0

virtual Index	c_evals () const =0

virtual Index	jac_c_evals () const =0

virtual Index	d_evals () const =0

virtual Index	jac_d_evals () const =0

virtual Index	h_evals () const =0

Special method for dealing with the fact that the
restoration phase objective function depends on the barrier parameter
virtual bool	objective_depends_on_mu () const
	Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the barrier function.

virtual Number	f (const Vector &x, Number mu)=0
	Replacement for the default objective function method which knows about the barrier parameter.

virtual SmartPtr< const Vector >	grad_f (const Vector &x, Number mu)=0
	Replacement for the default objective gradient method which knows about the barrier parameter.

virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)=0
	Replacement for the default Lagrangian Hessian method which knows about the barrier parameter.

virtual SmartPtr< const SymMatrix >	uninitialized_h ()=0
	Provides a Hessian matrix from the correct matrix space with uninitialized values.

solution routines
virtual 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)=0

virtual 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)=0

Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()

virtual	~ReferencedObject ()

Index	ReferenceCount () const

void	AddRef (const Referencer *referencer) const

void	ReleaseRef (const Referencer *referencer) const

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.
	IpoptNLP (const IpoptNLP &)
	Copy Constructor.

void	operator= (const IpoptNLP &)
	Default Assignment Operator.

Private Attributes
SmartPtr< NLPScalingObject >	nlp_scaling_

Detailed Description

This is the abstract base class for classes that map the traditional NLP into something that is more useful for Ipopt.

As for NLP, the represented NLP is

\begin{eqnarray*} \mathrm{min} && f(x), \\ \mathrm{s.t.} && c(x) = 0, &\qquad y_c\\ && d_L \leq d(x) \leq d_U, &\qquad y_d \\ && x_L \leq x \leq x_U, &\qquad z_L, z_U \end{eqnarray*}

where \(y_c\), \(y_d\), \(z_L\), \(z_U\) name the dual variables of the corresponding constraints.

This class takes care of storing the calculated model results, handles caching, scaling, and (some day) takes care of addition of slacks.

Definition at line 35 of file IpIpoptNLP.hpp.

Constructor & Destructor Documentation

◆ IpoptNLP() [1/2]

Ipopt::IpoptNLP::IpoptNLP ( const SmartPtr< NLPScalingObject > nlp_scaling )

inline

Definition at line 40 of file IpIpoptNLP.hpp.

◆ ~IpoptNLP()

virtual Ipopt::IpoptNLP::~IpoptNLP ( )

inlinevirtual

Destructor.

Definition at line 47 of file IpIpoptNLP.hpp.

◆ IpoptNLP() [2/2]

Ipopt::IpoptNLP::IpoptNLP ( const IpoptNLP & )

private

Copy Constructor.

Member Function Documentation

◆ Initialize()

virtual bool Ipopt::IpoptNLP::Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

inlinevirtual

Initialization method.

Set the internal options and initialize internal data structures.

Reimplemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

Definition at line 55 of file IpIpoptNLP.hpp.

◆ DECLARE_STD_EXCEPTION()

Ipopt::IpoptNLP::DECLARE_STD_EXCEPTION ( Eval_Error )

thrown if there is any error evaluating values from the nlp

◆ InitializeStructures()

virtual bool Ipopt::IpoptNLP::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
	)

pure virtual

Initialize (create) structures for the iteration data.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ GetWarmStartIterate()

virtual bool Ipopt::IpoptNLP::GetWarmStartIterate ( IteratesVector & warm_start_iterate )

pure virtual

Method accessing the GetWarmStartIterate of the NLP.

Implemented in Ipopt::RestoIpoptNLP, and Ipopt::OrigIpoptNLP.

◆ f() [1/2]

virtual Number Ipopt::IpoptNLP::f ( const Vector & x )

pure virtual

Accessor methods for model data.

Objective value

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ grad_f() [1/2]

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::grad_f ( const Vector & x )

pure virtual

Gradient of the objective.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ c()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::c ( const Vector & x )

pure virtual

Equality constraint residual.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ jac_c()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::jac_c ( const Vector & x )

pure virtual

Jacobian Matrix for equality constraints.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ d()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::d ( const Vector & x )

pure virtual

Inequality constraint residual (reformulated as equalities with slacks.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ jac_d()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::jac_d ( const Vector & x )

pure virtual

Jacobian Matrix for inequality constraints.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ h() [1/2]

virtual SmartPtr< const SymMatrix > Ipopt::IpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd
	)

pure virtual

Hessian of the Lagrangian.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ x_L()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::x_L ( ) const

pure virtual

Lower bounds on x.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ Px_L()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::Px_L ( ) const

pure virtual

Permutation matrix (x_L_ -> x)

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ x_U()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::x_U ( ) const

pure virtual

Upper bounds on x.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ Px_U()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::Px_U ( ) const

pure virtual

Permutation matrix (x_U_ -> x.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ d_L()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::d_L ( ) const

pure virtual

Lower bounds on d.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ Pd_L()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::Pd_L ( ) const

pure virtual

Permutation matrix (d_L_ -> d)

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ d_U()

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::d_U ( ) const

pure virtual

Upper bounds on d.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ Pd_U()

virtual SmartPtr< const Matrix > Ipopt::IpoptNLP::Pd_U ( ) const

pure virtual

Permutation matrix (d_U_ -> d.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ x_space()

virtual SmartPtr< const VectorSpace > Ipopt::IpoptNLP::x_space ( ) const

pure virtual

x_space

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ HessianMatrixSpace()

virtual SmartPtr< const SymMatrixSpace > Ipopt::IpoptNLP::HessianMatrixSpace ( ) const

pure virtual

Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ GetSpaces()

virtual void Ipopt::IpoptNLP::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
	)

pure virtual

Accessor method for vector/matrix spaces pointers.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ AdjustVariableBounds()

virtual void Ipopt::IpoptNLP::AdjustVariableBounds	(	const Vector &	new_x_L,
		const Vector &	new_x_U,
		const Vector &	new_d_L,
		const Vector &	new_d_U
	)

pure virtual

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ f_evals()

virtual Index Ipopt::IpoptNLP::f_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ grad_f_evals()

virtual Index Ipopt::IpoptNLP::grad_f_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ c_evals()

virtual Index Ipopt::IpoptNLP::c_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ jac_c_evals()

virtual Index Ipopt::IpoptNLP::jac_c_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ d_evals()

virtual Index Ipopt::IpoptNLP::d_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ jac_d_evals()

virtual Index Ipopt::IpoptNLP::jac_d_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ h_evals()

virtual Index Ipopt::IpoptNLP::h_evals ( ) const

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ objective_depends_on_mu()

virtual bool Ipopt::IpoptNLP::objective_depends_on_mu ( ) const

inlinevirtual

Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the barrier function.

This is only used for the restoration phase NLP formulation. Probably only RestoIpoptNLP should overwrite this.

Reimplemented in Ipopt::RestoIpoptNLP.

Definition at line 220 of file IpIpoptNLP.hpp.

◆ f() [2/2]

virtual Number Ipopt::IpoptNLP::f	(	const Vector &	x,
		Number	mu
	)

pure virtual

Replacement for the default objective function method which knows about the barrier parameter.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ grad_f() [2/2]

virtual SmartPtr< const Vector > Ipopt::IpoptNLP::grad_f	(	const Vector &	x,
		Number	mu
	)

pure virtual

Replacement for the default objective gradient method which knows about the barrier parameter.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ h() [2/2]

virtual SmartPtr< const SymMatrix > Ipopt::IpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		Number	mu
	)

pure virtual

Replacement for the default Lagrangian Hessian method which knows about the barrier parameter.

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ uninitialized_h()

virtual SmartPtr< const SymMatrix > Ipopt::IpoptNLP::uninitialized_h ( )

pure virtual

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ FinalizeSolution()

virtual void Ipopt::IpoptNLP::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
	)

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ IntermediateCallBack()

virtual bool Ipopt::IpoptNLP::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
	)

pure virtual

Implemented in Ipopt::OrigIpoptNLP, and Ipopt::RestoIpoptNLP.

◆ NLP_scaling()

SmartPtr< NLPScalingObject > Ipopt::IpoptNLP::NLP_scaling ( ) const

inline

Returns the scaling strategy object.

Definition at line 294 of file IpIpoptNLP.hpp.

◆ operator=()

void Ipopt::IpoptNLP::operator= ( const IpoptNLP & )

private

Default Assignment Operator.

Member Data Documentation

◆ nlp_scaling_

SmartPtr<NLPScalingObject> Ipopt::IpoptNLP::nlp_scaling_

private

Definition at line 323 of file IpIpoptNLP.hpp.

The documentation for this class was generated from the following file:

src/Algorithm/IpIpoptNLP.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ IpoptNLP() [1/2]

◆ ~IpoptNLP()

◆ IpoptNLP() [2/2]

Member Function Documentation

◆ Initialize()

◆ DECLARE_STD_EXCEPTION()

◆ InitializeStructures()

◆ GetWarmStartIterate()

◆ f() [1/2]

◆ grad_f() [1/2]

◆ c()

◆ jac_c()

◆ d()

◆ jac_d()

◆ h() [1/2]

◆ x_L()

◆ Px_L()

◆ x_U()

◆ Px_U()

◆ d_L()

◆ Pd_L()

◆ d_U()

◆ Pd_U()

◆ x_space()

◆ HessianMatrixSpace()

◆ GetSpaces()

◆ AdjustVariableBounds()

◆ f_evals()

◆ grad_f_evals()

◆ c_evals()

◆ jac_c_evals()

◆ d_evals()

◆ jac_d_evals()

◆ h_evals()

◆ objective_depends_on_mu()

◆ f() [2/2]

◆ grad_f() [2/2]

◆ h() [2/2]

◆ uninitialized_h()

◆ FinalizeSolution()

◆ IntermediateCallBack()

◆ NLP_scaling()

◆ operator=()

Member Data Documentation

◆ nlp_scaling_