#include <SensAmplTNLP.hpp>

Inheritance diagram for Ipopt::SensAmplTNLP:

Public Member Functions
	SensAmplTNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< RegisteredOptions > regoptions, const SmartPtr< OptionsList > options, char *&argv, SmartPtr< AmplSuffixHandler > suffix_handler=NULL, bool allow_discrete=false, SmartPtr< AmplOptionsList > ampl_options_list=NULL, const char ampl_option_string=NULL, const char ampl_invokation_string=NULL, const char ampl_banner_string=NULL, std::string *nl_file_content=NULL)
	This class is the Sens-wrapper for the ampltnlp, adapts the get bounds function and some others to our needs.

virtual	~SensAmplTNLP ()

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	returns bounds of the nlp.

void	set_sens_solution (Index idx, SmartPtr< IteratesVector > sens_sol)

virtual void	finalize_metadata (Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
	This method returns any metadata collected during the run of the algorithm.

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 the outcome, e.g., store/write the solution, if any.

const int *	get_index_suffix (const char *suffix_name)

std::vector< int >	get_index_suffix_vec (const char *suffix_name)

const Number *	get_number_suffix (const char *suffix_name)

std::vector< Number >	get_number_suffix_vec (const char *suffix_name)

const int *	get_index_suffix_constr (const char *suffix_name)

std::vector< int >	get_index_suffix_constr_vec (const char *suffix_name)

const Number *	get_number_suffix_constr (const char *suffix_name)

virtual bool	get_var_con_metadata (Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
	Method to request meta data for the variables and the constraints.

Public Member Functions inherited from Ipopt::AmplTNLP
	DECLARE_STD_EXCEPTION (NONPOSITIVE_SCALING_FACTOR)
	Exceptions.

void	set_active_objective (Index obj_no)
	A method for setting the index of the objective function to be considered.

SmartPtr< AmplSuffixHandler >	get_suffix_handler ()
	Method for returning the suffix handler.

	AmplTNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< RegisteredOptions > regoptions, const SmartPtr< OptionsList > options, const char const argv, SmartPtr< AmplSuffixHandler > suffix_handler=NULL, bool allow_discrete=false, SmartPtr< AmplOptionsList > ampl_options_list=NULL, const char ampl_option_string=NULL, const char ampl_invokation_string=NULL, const char ampl_banner_string=NULL, std::string nl_file_content=NULL)
	Constructor.

IPOPT_DEPRECATED	AmplTNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< OptionsList > options, char *&argv, SmartPtr< AmplSuffixHandler > suffix_handler=NULL, bool allow_discrete=false, SmartPtr< AmplOptionsList > ampl_options_list=NULL, const char ampl_option_string=NULL, const char ampl_invokation_string=NULL, const char ampl_banner_string=NULL, std::string *nl_file_content=NULL)
	Constructor without RegisteredOptions.

virtual	~AmplTNLP ()
	Default destructor.

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	get_constraints_linearity (Index m, LinearityType *const_types)
	Method to request the constraints linearity.

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	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to request the value of the objective function.

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.

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to request the constraint values.

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.

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.

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 Index	get_number_of_nonlinear_variables ()
	Return the number of variables that appear nonlinearly in the objective function or in at least one constraint function.

virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)
	Return the indices of all nonlinear variables.

ASL_pfgh *	AmplSolverObject ()
	Return the ampl solver object (ASL*)

void	write_solution_file (const std::string &message) const
	Write the solution file.

void	get_discrete_info (Index &nlvb_, Index &nlvbi_, Index &nlvc_, Index &nlvci_, Index &nlvo_, Index &nlvoi_, Index &nbv_, Index &niv_) const
	Give the number of binary and integer variables.

void	set_string_metadata_for_var (const std::string &tag, const std::vector< std::string > &meta_data)

void	set_integer_metadata_for_var (const std::string &tag, const std::vector< Index > &meta_data)

void	set_numeric_metadata_for_var (const std::string &tag, const std::vector< Number > &meta_data)

void	set_string_metadata_for_con (const std::string &tag, const std::vector< std::string > &meta_data)

void	set_integer_metadata_for_con (const std::string &tag, const std::vector< Index > &meta_data)

void	set_numeric_metadata_for_con (const std::string &tag, const std::vector< Number > &meta_data)

Public Member Functions inherited from Ipopt::TNLP
	DECLARE_STD_EXCEPTION (INVALID_TNLP)

	TNLP ()

virtual	~TNLP ()
	Default destructor.

virtual bool	get_variables_linearity (Index n, LinearityType *var_types)
	Method to request the variables linearity.

virtual bool	get_warm_start_iterate (IteratesVector &warm_start_iterate)
	Method to provide an Ipopt warm start iterate which is already in the form Ipopt requires it internally for warm starts.

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.

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.

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.

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 Attributes
SmartPtr< const Journalist >	jnlst_
	local copy of current lower and upper bounds - needed for parameter change

SmartPtr< OptionsList >	options_

bool	have_parameters_

Index *	parameter_flags_

Number *	parameter_values_

Index	n_sens_steps_
	important Options

bool	run_sens_

bool	compute_red_hessian_

std::vector< SmartPtr< IteratesVector > >	sens_sol_

Additional Inherited Members
Public Types inherited from Ipopt::TNLP
enum	LinearityType { LINEAR , NON_LINEAR }
	Linearity-types of variables and constraints. More...

enum	IndexStyleEnum { C_STYLE = 0 , FORTRAN_STYLE = 1 }

typedef std::map< std::string, std::vector< std::string > >	StringMetaDataMapType

typedef std::map< std::string, std::vector< Index > >	IntegerMetaDataMapType

typedef std::map< std::string, std::vector< Number > >	NumericMetaDataMapType

Protected Member Functions inherited from Ipopt::AmplTNLP
bool	internal_objval (const Number *x, Number &obj_val)
	Make the objective call to ampl.

bool	internal_conval (const Number x, Index m, Number g=NULL)
	Make the constraint call to ampl.

bool	apply_new_x (bool new_x, Index n, const Number *x)
	Internal function to update the internal and ampl state if the x value changes.

char *	get_options (const SmartPtr< RegisteredOptions > regoptions, const SmartPtr< OptionsList > &options, SmartPtr< AmplOptionsList > &ampl_options_list, const char ampl_option_string, const char ampl_invokation_string, const char ampl_banner_string, const char const *argv)
	Method for obtaining the name of the NL file and the options set from AMPL.

IPOPT_DEPRECATED char *	get_options (const SmartPtr< OptionsList > &options, SmartPtr< AmplOptionsList > &ampl_options_list, const char ampl_option_string, const char ampl_invokation_string, const char ampl_banner_string, char *&argv)
	Method for obtaining the name of the NL file and the options set from AMPL.

bool	nerror_ok (void *nerror)
	whether the ampl nerror code is ok

void	call_hesset ()
	calls hesset ASL function

Protected Attributes inherited from Ipopt::AmplTNLP
SmartPtr< const Journalist >	jnlst_
	Journalist.

ASL_pfgh *	asl_
	pointer to the main ASL structure

Number	obj_sign_
	Sign of the objective fn (1 for min, -1 for max)

void *	Oinfo_ptr_
	Pointer to the Oinfo structure.

void *	nerror_
	nerror flag passed to ampl calls - set to NULL to halt on error

SmartPtr< AmplSuffixHandler >	suffix_handler_
	Suffix Handler.

StringMetaDataMapType	var_string_md_
	meta data to pass on to TNLP

IntegerMetaDataMapType	var_integer_md_

NumericMetaDataMapType	var_numeric_md_

StringMetaDataMapType	con_string_md_

IntegerMetaDataMapType	con_integer_md_

NumericMetaDataMapType	con_numeric_md_

Index	nz_h_full_
	number of nonzeros in the full_x Hessian

Number *	x_sol_

Number *	z_L_sol_

Number *	z_U_sol_

Number *	g_sol_

Number *	lambda_sol_

Number	obj_sol_

bool	objval_called_with_current_x_
	whether the objective value has been calculated with the current x

bool	conval_called_with_current_x_
	whether the constraint values have been calculated with the current x set to false in apply_new_x, and set to true in internal_conval

bool	hesset_called_
	whether we have called hesset

bool	set_active_objective_called_
	whether set_active_objective has been called

Detailed Description

Definition at line 40 of file SensAmplTNLP.hpp.

Constructor & Destructor Documentation

◆ SensAmplTNLP()

Ipopt::SensAmplTNLP::SensAmplTNLP	(	const SmartPtr< const Journalist > &	jnlst,
		const SmartPtr< RegisteredOptions >	regoptions,
		const SmartPtr< OptionsList >	options,
		char **&	argv,
		SmartPtr< AmplSuffixHandler >	suffix_handler = `NULL`,
		bool	allow_discrete = `false`,
		SmartPtr< AmplOptionsList >	ampl_options_list = `NULL`,
		const char *	ampl_option_string = `NULL`,
		const char *	ampl_invokation_string = `NULL`,
		const char *	ampl_banner_string = `NULL`,
		std::string *	nl_file_content = `NULL`
	)

This class is the Sens-wrapper for the ampltnlp, adapts the get bounds function and some others to our needs.

constructor

◆ ~SensAmplTNLP()

virtual Ipopt::SensAmplTNLP::~SensAmplTNLP ( )

virtual

Member Function Documentation

◆ get_bounds_info()

virtual bool Ipopt::SensAmplTNLP::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)

virtual

returns bounds of the nlp.

Overloaded from AmplTNLP

Reimplemented from Ipopt::AmplTNLP.

◆ set_sens_solution()

void Ipopt::SensAmplTNLP::set_sens_solution	(	Index	idx,
		SmartPtr< IteratesVector >	sens_sol
	)

◆ finalize_metadata()

virtual void Ipopt::SensAmplTNLP::finalize_metadata	(	Index	n,
		const StringMetaDataMapType &	var_string_md,
		const IntegerMetaDataMapType &	var_integer_md,
		const NumericMetaDataMapType &	var_numeric_md,
		Index	m,
		const StringMetaDataMapType &	con_string_md,
		const IntegerMetaDataMapType &	con_integer_md,
		const NumericMetaDataMapType &	con_numeric_md
	)

virtual

This method returns any metadata collected during the run of the algorithm.

This method is called just before finalize_solution is called. The returned data includes the metadata provided by TNLP::get_var_con_metadata. Each metadata can be of type string, integer, or numeric. It can be associated to either the variables or the constraints. The metadata that was associated with the primal variable vector is stored in var_..._md. The metadata associated with the constraint multipliers is stored in con_..._md. The metadata associated with the bound multipliers is stored in var_..._md, with the suffixes "_z_L", and "_z_U", denoting lower and upper bounds.

If the user doesn't overload this method in her implementation of the class derived from TNLP, the default implementation does nothing.

Reimplemented from Ipopt::TNLP.

◆ finalize_solution()

virtual void Ipopt::SensAmplTNLP::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
	)

virtual

This method is called when the algorithm has finished (successfully or not) so the TNLP can digest the outcome, e.g., store/write the solution, if any.

Parameters

status	(in) gives the status of the algorithm SUCCESS: Algorithm terminated successfully at a locally optimal point, satisfying the convergence tolerances (can be specified by options). MAXITER_EXCEEDED: Maximum number of iterations exceeded (can be specified by an option). CPUTIME_EXCEEDED: Maximum number of CPU seconds exceeded (can be specified by an option). STOP_AT_TINY_STEP: Algorithm proceeds with very little progress. STOP_AT_ACCEPTABLE_POINT: Algorithm stopped at a point that was converged, not to "desired" tolerances, but to "acceptable" tolerances (see the acceptable-... options). LOCAL_INFEASIBILITY: Algorithm converged to a point of local infeasibility. Problem may be infeasible. USER_REQUESTED_STOP: The user call-back function TNLP::intermediate_callback returned false, i.e., the user code requested a premature termination of the optimization. DIVERGING_ITERATES: It seems that the iterates diverge. RESTORATION_FAILURE: Restoration phase failed, algorithm doesn't know how to proceed. ERROR_IN_STEP_COMPUTATION: An unrecoverable error occurred while Ipopt tried to compute the search direction. INVALID_NUMBER_DETECTED: Algorithm received an invalid number (such as NaN or Inf) from the NLP; see also option check_derivatives_for_nan_inf). INTERNAL_ERROR: An unknown internal error occurred.
n	(in) the number of variables \(x\) in the problem; it will have the same value that was specified in TNLP::get_nlp_info
x	(in) the final values for the primal variables
z_L	(in) the final values for the lower bound multipliers
z_U	(in) the final values for the upper bound multipliers
m	(in) the number of constraints \(g(x)\) in the problem; it will have the same value that was specified in TNLP::get_nlp_info
g	(in) the final values of the constraint functions
lambda	(in) the final values of the constraint multipliers
obj_value	(in) the final value of the objective function
ip_data	(in) provided for expert users
ip_cq	(in) provided for expert users

Reimplemented from Ipopt::AmplTNLP.

◆ get_index_suffix()

const int * Ipopt::SensAmplTNLP::get_index_suffix ( const char * suffix_name )

◆ get_index_suffix_vec()

std::vector< int > Ipopt::SensAmplTNLP::get_index_suffix_vec ( const char * suffix_name )

◆ get_number_suffix()

const Number * Ipopt::SensAmplTNLP::get_number_suffix ( const char * suffix_name )

◆ get_number_suffix_vec()

std::vector< Number > Ipopt::SensAmplTNLP::get_number_suffix_vec ( const char * suffix_name )

◆ get_index_suffix_constr()

const int * Ipopt::SensAmplTNLP::get_index_suffix_constr ( const char * suffix_name )

◆ get_index_suffix_constr_vec()

std::vector< int > Ipopt::SensAmplTNLP::get_index_suffix_constr_vec ( const char * suffix_name )

◆ get_number_suffix_constr()

const Number * Ipopt::SensAmplTNLP::get_number_suffix_constr ( const char * suffix_name )

◆ get_var_con_metadata()

virtual bool Ipopt::SensAmplTNLP::get_var_con_metadata	(	Index	n,
		StringMetaDataMapType &	var_string_md,
		IntegerMetaDataMapType &	var_integer_md,
		NumericMetaDataMapType &	var_numeric_md,
		Index	m,
		StringMetaDataMapType &	con_string_md,
		IntegerMetaDataMapType &	con_integer_md,
		NumericMetaDataMapType &	con_numeric_md
	)

virtual

Method to request meta data for the variables and the constraints.

This method is used to pass meta data about variables or constraints to Ipopt. The data can be either of integer, numeric, or string type. Ipopt passes this data on to its internal problem representation. The meta data type is a std::map with std::string as key type and a std::vector as value type. So far, Ipopt itself makes only use of string meta data under the key idx_names. With this key, variable and constraint names can be passed to Ipopt, which are shown when printing internal vector or matrix data structures if Ipopt is run with a high value for the option. This allows a user to identify the original variables and constraints corresponding to Ipopt's internal problem representation.

If this method is not overloaded, the default implementation does not set any meta data and returns false.

Reimplemented from Ipopt::AmplTNLP.

Member Data Documentation

◆ jnlst_

SmartPtr<const Journalist> Ipopt::SensAmplTNLP::jnlst_

private

local copy of current lower and upper bounds - needed for parameter change

Definition at line 147 of file SensAmplTNLP.hpp.

◆ options_

SmartPtr<OptionsList> Ipopt::SensAmplTNLP::options_

private

Definition at line 148 of file SensAmplTNLP.hpp.

◆ have_parameters_

bool Ipopt::SensAmplTNLP::have_parameters_

private

Definition at line 150 of file SensAmplTNLP.hpp.

◆ parameter_flags_

Index* Ipopt::SensAmplTNLP::parameter_flags_

private

Definition at line 152 of file SensAmplTNLP.hpp.

◆ parameter_values_

Number* Ipopt::SensAmplTNLP::parameter_values_

private

Definition at line 153 of file SensAmplTNLP.hpp.

◆ n_sens_steps_

Index Ipopt::SensAmplTNLP::n_sens_steps_

private

important Options

Definition at line 156 of file SensAmplTNLP.hpp.

◆ run_sens_

bool Ipopt::SensAmplTNLP::run_sens_

private

Definition at line 157 of file SensAmplTNLP.hpp.

◆ compute_red_hessian_

bool Ipopt::SensAmplTNLP::compute_red_hessian_

private

Definition at line 158 of file SensAmplTNLP.hpp.

◆ sens_sol_

std::vector<SmartPtr<IteratesVector> > Ipopt::SensAmplTNLP::sens_sol_

private

Definition at line 160 of file SensAmplTNLP.hpp.

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

contrib/sIPOPT/AmplSolver/SensAmplTNLP.hpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SensAmplTNLP()

◆ ~SensAmplTNLP()

Member Function Documentation

◆ get_bounds_info()

◆ set_sens_solution()

◆ finalize_metadata()

◆ finalize_solution()

◆ get_index_suffix()

◆ get_index_suffix_vec()

◆ get_number_suffix()

◆ get_number_suffix_vec()

◆ get_index_suffix_constr()

◆ get_index_suffix_constr_vec()

◆ get_number_suffix_constr()

◆ get_var_con_metadata()

Member Data Documentation

◆ jnlst_

◆ options_

◆ have_parameters_

◆ parameter_flags_

◆ parameter_values_

◆ n_sens_steps_

◆ run_sens_

◆ compute_red_hessian_

◆ sens_sol_