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IpIpoptNLP.hpp
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1// Copyright (C) 2004, 2006 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 __IPIPOPTNLP_HPP__
8#define __IPIPOPTNLP_HPP__
9
10#include "IpNLP.hpp"
11#include "IpJournalist.hpp"
12#include "IpNLPScaling.hpp"
13
14namespace Ipopt
15{
16// forward declarations
17class IteratesVector;
18
36{
37public:
41 const SmartPtr<NLPScalingObject> nlp_scaling
42 )
43 : nlp_scaling_(nlp_scaling)
44 { }
45
47 virtual ~IpoptNLP()
48 { }
49
50
55 virtual bool Initialize(
56 const Journalist& jnlst,
57 const OptionsList& options,
58 const std::string& prefix
59 )
60 {
61 bool ret = true;
63 {
64 ret = nlp_scaling_->Initialize(jnlst, options, prefix);
65 }
66 return ret;
67 }
68
71
73
75
78 bool init_x,
80 bool init_y_c,
82 bool init_y_d,
84 bool init_z_L,
86 bool init_z_U,
89 ) = 0;
90
92 virtual bool GetWarmStartIterate(
93 IteratesVector& warm_start_iterate
94 ) = 0;
95
98
99 virtual Number f(
100 const Vector& x
101 ) = 0;
102
105 const Vector& x
106 ) = 0;
107
110 const Vector& x
111 ) = 0;
112
115 const Vector& x
116 ) = 0;
117
122 const Vector& x
123 ) = 0;
124
127 const Vector& x
128 ) = 0;
129
132 const Vector& x,
133 Number obj_factor,
134 const Vector& yc,
135 const Vector& yd
136 ) = 0;
137
139 virtual SmartPtr<const Vector> x_L() const = 0;
140
142 virtual SmartPtr<const Matrix> Px_L() const = 0;
143
145 virtual SmartPtr<const Vector> x_U() const = 0;
146
148 virtual SmartPtr<const Matrix> Px_U() const = 0;
149
151 virtual SmartPtr<const Vector> d_L() const = 0;
152
154 virtual SmartPtr<const Matrix> Pd_L() const = 0;
155
157 virtual SmartPtr<const Vector> d_U() const = 0;
158
160 virtual SmartPtr<const Matrix> Pd_U() const = 0;
161
164
170
172 virtual void GetSpaces(
177 SmartPtr<const MatrixSpace>& px_l_space,
179 SmartPtr<const MatrixSpace>& px_u_space,
181 SmartPtr<const MatrixSpace>& pd_l_space,
183 SmartPtr<const MatrixSpace>& pd_u_space,
184 SmartPtr<const MatrixSpace>& Jac_c_space,
185 SmartPtr<const MatrixSpace>& Jac_d_space,
186 SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space
187 ) = 0;
188
192 const Vector& new_x_L,
193 const Vector& new_x_U,
194 const Vector& new_d_L,
195 const Vector& new_d_U
196 ) = 0;
197
200 virtual Index f_evals() const = 0;
201 virtual Index grad_f_evals() const = 0;
202 virtual Index c_evals() const = 0;
203 virtual Index jac_c_evals() const = 0;
204 virtual Index d_evals() const = 0;
205 virtual Index jac_d_evals() const = 0;
206 virtual Index h_evals() const = 0;
208
213
220 virtual bool objective_depends_on_mu() const
221 {
222 return false;
223 }
224
228 virtual Number f(
229 const Vector& x,
230 Number mu
231 ) = 0;
232
237 const Vector& x,
238 Number mu
239 ) = 0;
240
245 const Vector& x,
246 Number obj_factor,
247 const Vector& yc,
248 const Vector& yd,
249 Number mu
250 ) = 0;
251
259
262 virtual void FinalizeSolution(
263 SolverReturn status,
264 const Vector& x,
265 const Vector& z_L,
266 const Vector& z_U,
267 const Vector& c,
268 const Vector& d,
269 const Vector& y_c,
270 const Vector& y_d,
271 Number obj_value,
272 const IpoptData* ip_data,
274 ) = 0;
275
277 AlgorithmMode mode,
278 Index iter,
279 Number obj_value,
280 Number inf_pr,
281 Number inf_du,
282 Number mu,
283 Number d_norm,
284 Number regularization_size,
285 Number alpha_du,
286 Number alpha_pr,
287 Index ls_trials,
290 ) = 0;
292
299
300private:
301
312
314 const IpoptNLP&
315 );
316
319 const IpoptNLP&
320 );
322
324};
325
326} // namespace Ipopt
327
328#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:27
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
virtual SmartPtr< const SymMatrix > uninitialized_h()=0
Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Matrix > Px_U() const =0
Permutation matrix (x_U_ -> x.
virtual bool objective_depends_on_mu() const
Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the ...
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.
IpoptNLP(const IpoptNLP &)
Copy Constructor.
virtual SmartPtr< const Matrix > Pd_L() const =0
Permutation matrix (d_L_ -> d)
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 SmartPtr< const Matrix > jac_c(const Vector &x)=0
Jacobian Matrix for equality constraints.
virtual Index f_evals() const =0
DECLARE_STD_EXCEPTION(Eval_Error)
thrown if there is any error evaluating values from the nlp
virtual SmartPtr< const Vector > x_U() const =0
Upper bounds on x.
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
void operator=(const IpoptNLP &)
Default Assignment Operator.
virtual SmartPtr< const Vector > c(const Vector &x)=0
Equality constraint residual.
virtual Number f(const Vector &x)=0
Accessor methods for model data.
virtual Index d_evals() const =0
virtual ~IpoptNLP()
Destructor.
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 GetWarmStartIterate(IteratesVector &warm_start_iterate)=0
Method accessing the GetWarmStartIterate of the NLP.
virtual SmartPtr< const Matrix > Pd_U() const =0
Permutation matrix (d_U_ -> d.
virtual SmartPtr< const Vector > x_L() const =0
Lower bounds on x.
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)=0
Hessian of the Lagrangian.
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 SmartPtr< const Vector > grad_f(const Vector &x)=0
Gradient of the objective.
virtual SmartPtr< const Vector > d_L() const =0
Lower bounds on d.
virtual Index c_evals() const =0
virtual SmartPtr< const Matrix > Px_L() const =0
Permutation matrix (x_L_ -> x)
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 SymMatrixSpace > HessianMatrixSpace() const =0
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)
virtual Index jac_d_evals() const =0
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.
IpoptNLP(const SmartPtr< NLPScalingObject > nlp_scaling)
SmartPtr< NLPScalingObject > nlp_scaling_
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
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 > d_U() const =0
Upper bounds on d.
virtual SmartPtr< const Vector > d(const Vector &x)=0
Inequality constraint residual (reformulated as equalities with slacks.
SmartPtr< NLPScalingObject > NLP_scaling() const
Returns the scaling strategy object.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)=0
Jacobian Matrix for inequality constraints.
virtual Index grad_f_evals() const =0
virtual Index jac_c_evals() const =0
virtual SmartPtr< const VectorSpace > x_space() const =0
x_space
virtual Index h_evals() const =0
Specialized CompoundVector class specifically for the algorithm iterates.
Class responsible for all message output.
This class stores a list of user set options.
Template class for Smart Pointers.
Vector Base Class.
Definition IpVector.hpp:48
#define IPOPTLIB_EXPORT
Definition config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
bool IsValid(const SmartPtr< U > &smart_ptr)
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
AlgorithmMode
enum to indicate the mode in which the algorithm is