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Ipopt Documentation
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Ipopt Documentation
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Traditional NLP. More...
#include <IpNLP.hpp>
Inheritance diagram for Ipopt::NLP: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. | |
| NLP (const NLP &) | |
| Copy Constructor. | |
| void | operator= (const NLP &) |
| Default Assignment Operator. | |
Traditional NLP.
Represents NLPs of the form
\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.
A prominent implementation of a NLP is TNLPAdapter.
A traditional NLP is wrapper into a IpoptNLP, e.g., OrigIpoptNLP.
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inlinevirtual |
| Ipopt::NLP::DECLARE_STD_EXCEPTION | ( | USER_SCALING_NOT_IMPLEMENTED | ) |
Exceptions.
| Ipopt::NLP::DECLARE_STD_EXCEPTION | ( | INVALID_NLP | ) |
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inlinevirtual |
Overload if you want the chance to process options or parameters that may be specific to the NLP.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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pure virtual |
Method for creating the derived vector / matrix types.
The Hess_lagrangian_space pointer can be NULL if a quasi-Newton options is chosen.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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pure virtual |
Method for obtaining the bounds information.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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pure virtual |
Method for obtaining the starting point for all the iterates.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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inlinevirtual |
Method for obtaining an entire iterate as a warmstart point.
The incoming IteratesVector has to be filled. The default dummy implementation returns false.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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pure virtual |
Implemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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inlinevirtual |
This method is called at the very end of the optimization.
It provides the final iterate to the user, so that it can be stored as the solution. The status flag indicates the outcome of the optimization, where SolverReturn is defined in IpAlgTypes.hpp.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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inlinevirtual |
This method is called once per iteration, after the iteration summary output has been printed.
It provides the current information to the user to do with it anything she wants. It also allows the user to ask for a premature termination of the optimization by returning false, in which case Ipopt will terminate with a corresponding return status. The basic information provided in the argument list has the quantities values printed in the iteration summary line. If more information is required, a user can obtain it from the IpData and IpCalculatedQuantities objects. However, note that the provided quantities are all for the problem that Ipopt sees, i.e., the quantities might be scaled, fixed variables might be sorted out, etc. The status indicates things like whether the algorithm is in the restoration phase... In the restoration phase, the dual variables are probably not not changing.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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inlinevirtual |
Routines to get the scaling parameters.
These do not need to be overloaded unless the options are set for user scaling.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
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inlinevirtual |
Method for obtaining the subspace in which the limited-memory Hessian approximation should be done.
This is only called if the limited-memory Hessian approximation is chosen. Since the Hessian is zero in the space of all variables that appear in the problem functions only linearly, this allows the user to provide a VectorSpace for all nonlinear variables, and an ExpansionMatrix to lift from this VectorSpace to the VectorSpace of the primal variables x. If the returned values are NULL, it is assumed that the Hessian is to be approximated in the space of all x variables. The default instantiation of this method returns NULL, and a user only has to overwrite this method if the approximation is to be done only in a subspace.
Reimplemented in Ipopt::NLPBoundsRemover, and Ipopt::TNLPAdapter.
