Ipopt Documentation  
IpTNLPAdapter.hpp
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1 // Copyright (C) 2004, 2008 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 __IPTNLPADAPTER_HPP__
8 #define __IPTNLPADAPTER_HPP__
9 
10 #include "IpNLP.hpp"
11 #include "IpTNLP.hpp"
12 #include "IpOrigIpoptNLP.hpp"
13 #include "IpExpansionMatrix.hpp"
14 #include <list>
15 
16 namespace Ipopt
17 {
18 
19 // forward declarations
20 class ExpansionMatrixSpace;
21 class IteratesVector;
22 class TDependencyDetector;
23 
66 {
67 public:
70 
72  const SmartPtr<TNLP> tnlp,
73  const SmartPtr<const Journalist> jnlst = NULL
74  );
75 
77  virtual ~TNLPAdapter();
79 
82  DECLARE_STD_EXCEPTION(INVALID_TNLP);
83  DECLARE_STD_EXCEPTION(ERROR_IN_TNLP_DERIVATIVE_TEST);
85 
88  virtual bool ProcessOptions(
89  const OptionsList& options,
90  const std::string& prefix
91  );
92 
97  virtual bool GetSpaces(
101  SmartPtr<const VectorSpace>& x_l_space,
102  SmartPtr<const MatrixSpace>& px_l_space,
103  SmartPtr<const VectorSpace>& x_u_space,
104  SmartPtr<const MatrixSpace>& px_u_space,
105  SmartPtr<const VectorSpace>& d_l_space,
106  SmartPtr<const MatrixSpace>& pd_l_space,
107  SmartPtr<const VectorSpace>& d_u_space,
108  SmartPtr<const MatrixSpace>& pd_u_space,
109  SmartPtr<const MatrixSpace>& Jac_c_space,
110  SmartPtr<const MatrixSpace>& Jac_d_space,
111  SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space
112  );
113 
115  virtual bool GetBoundsInformation(
116  const Matrix& Px_L,
117  Vector& x_L,
118  const Matrix& Px_U,
119  Vector& x_U,
120  const Matrix& Pd_L,
121  Vector& d_L,
122  const Matrix& Pd_U,
123  Vector& d_U
124  );
125 
127  virtual bool GetStartingPoint(
129  bool need_x,
130  SmartPtr<Vector> y_c,
131  bool need_y_c,
132  SmartPtr<Vector> y_d,
133  bool need_y_d,
134  SmartPtr<Vector> z_L,
135  bool need_z_L,
136  SmartPtr<Vector> z_U,
137  bool need_z_U
138  );
139 
144  virtual bool GetWarmStartIterate(
145  IteratesVector& warm_start_iterate
146  );
148 
151  virtual bool Eval_f(
152  const Vector& x,
153  Number& f
154  );
155 
156  virtual bool Eval_grad_f(
157  const Vector& x,
158  Vector& g_f
159  );
160 
161  virtual bool Eval_c(
162  const Vector& x,
163  Vector& c
164  );
165 
166  virtual bool Eval_jac_c(
167  const Vector& x,
168  Matrix& jac_c
169  );
170 
171  virtual bool Eval_d(
172  const Vector& x,
173  Vector& d
174  );
175 
176  virtual bool Eval_jac_d(
177  const Vector& x,
178  Matrix& jac_d
179  );
180 
181  virtual bool Eval_h(
182  const Vector& x,
183  Number obj_factor,
184  const Vector& yc,
185  const Vector& yd,
186  SymMatrix& h
187  );
188 
189  virtual void GetScalingParameters(
190  const SmartPtr<const VectorSpace> x_space,
191  const SmartPtr<const VectorSpace> c_space,
192  const SmartPtr<const VectorSpace> d_space,
193  Number& obj_scaling,
194  SmartPtr<Vector>& x_scaling,
195  SmartPtr<Vector>& c_scaling,
196  SmartPtr<Vector>& d_scaling
197  ) const;
199 
202  virtual void FinalizeSolution(
203  SolverReturn status,
204  const Vector& x,
205  const Vector& z_L,
206  const Vector& z_U,
207  const Vector& c,
208  const Vector& d,
209  const Vector& y_c,
210  const Vector& y_d,
211  Number obj_value,
212  const IpoptData* ip_data,
214  );
215 
216  virtual bool IntermediateCallBack(
217  AlgorithmMode mode,
218  Index iter,
219  Number obj_value,
220  Number inf_pr,
221  Number inf_du,
222  Number mu,
223  Number d_norm,
224  Number regularization_size,
225  Number alpha_du,
226  Number alpha_pr,
227  Index ls_trials,
228  const IpoptData* ip_data,
230  );
232 
235  SmartPtr<VectorSpace>& approx_space,
236  SmartPtr<Matrix>& P_approx
237  );
238 
241  {
242  MAKE_PARAMETER = 0,
245  RELAX_BOUNDS
246  };
247 
250  {
251  NO_TEST = 0,
254  ONLY_SECOND_ORDER_TEST
255  };
256 
259  {
260  JAC_EXACT = 0,
261  JAC_FINDIFF_VALUES
262  };
263 
266  DerivativeTestEnum deriv_test,
267  Index deriv_test_start_index
268  );
269 
270  static void RegisterOptions(
272  );
273 
276  {
277  return tnlp_;
278  }
279 
286 
287  void ResortX(
288  const Vector& x,
289  Number* x_orig,
290  bool usefixedvals = true
291  );
292 
298  void ResortG(
299  const Vector& c,
300  const Vector& d,
301  Number* g_orig,
302  bool correctrhs = false
303  );
304 
311  const Vector& x_L,
312  Number* x_L_orig,
313  const Vector& x_U,
314  Number* x_U_orig
315  );
316 
325  const Vector& x_L,
326  Number* x_L_orig,
327  const Vector& x_U,
328  Number* x_U_orig,
329  bool clearorig = true
330  )
331  {
332  ResortBounds(x_L, x_L_orig, x_U, x_U_orig);
333  (void) clearorig;
334  }
335 
349  const Vector& x,
350  const Vector& y_c,
351  const Vector& y_d,
352  const Vector& z_L,
353  Number* z_L_orig,
354  const Vector& z_U,
355  Number* z_U_orig
356  );
357 
362  Index& n,
363  Index& m
364  ) const
365  {
366  n = n_full_x_;
367  m = n_full_g_;
368  }
369 
374  Index& n_x_fixed,
375  Index*& x_fixed_map,
376  FixedVariableTreatmentEnum& fixed_variable_treatment
377  ) const
378  {
379  n_x_fixed = n_x_fixed_;
380  x_fixed_map = x_fixed_map_;
381  fixed_variable_treatment = fixed_variable_treatment_;
382  }
383 
392  SmartPtr<const ExpansionMatrix>& P_x_full_x,
397  ) const
398  {
399  P_x_full_x = ConstPtr(P_x_full_x_);
400  P_x_x_L = ConstPtr(P_x_x_L_);
401  P_x_x_U = ConstPtr(P_x_x_U_);
402  P_c_g = ConstPtr(P_c_g_);
403  P_d_g = ConstPtr(P_d_g_);
404  }
405 
409  const Number* GetC_Rhs() const
410  {
411  return c_rhs_;
412  }
413 
415 
416 private:
427 
429  const TNLPAdapter&
430  );
431 
433  void operator=(
434  const TNLPAdapter&
435  );
437 
440  Index n_x_var,
441  const Index* x_not_fixed_map,
442  const Number* x_l,
443  const Number* x_u,
444  const Number* g_l,
445  const Number* g_u,
446  Index n_c,
447  const Index* c_map,
448  std::list<Index>& c_deps);
449 
452 
455 
458 
461 
473  /* Took this out: Number max_onesided_bound_slack_; */
498 
502 
505 
524 
527 
545 
554 
563 
566  bool update_local_x(const Vector& x);
567  bool update_local_lambda(const Vector& y_c, const Vector& y_d);
569 
575  bool internal_eval_g(bool new_x);
576  bool internal_eval_jac_g(bool new_x);
578 
581 
582  void initialize_findiff_jac(const Index* iRow, const Index* jCol);
584 
588 
591 
595 
599 
603 
607 
610 
613 
615  std::vector<Index> jac_fixed_idx_map_;
616  std::vector<Index> jac_fixed_iRow_;
617  std::vector<Index> jac_fixed_jCol_;
619 
622 
635 };
636 
637 } // namespace Ipopt
638 
639 #endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
#define IPOPT_DEPRECATED
macro to declare symbols as deprecated
Definition: IpTypes.h:25
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
Specialized CompoundVector class specifically for the algorithm iterates.
Matrix Base Class.
Definition: IpMatrix.hpp:28
Traditional NLP.
Definition: IpNLP.hpp:42
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:21
This class adapts the TNLP interface so it looks like an NLP interface.
Number point_perturbation_radius_
Maximal perturbation of the initial point.
bool dependency_detection_with_rhs_
Flag indicating if rhs should be considered during dependency detection.
DECLARE_STD_EXCEPTION(ERROR_IN_TNLP_DERIVATIVE_TEST)
SmartPtr< const MatrixSpace > Jac_c_space_
Index nz_jac_c_
non-zeros of the jacobian of c
SmartPtr< const Journalist > jnlst_
Journalist.
Number findiff_perturbation_
Size of the perturbation for the derivative approximation.
bool derivative_test_print_all_
Flag indicating if all test values should be printed, or only those violating the threshold.
Index * x_fixed_map_
Position of fixed variables.
SmartPtr< const MatrixSpace > pd_u_space_
void ResortBounds(const Vector &x_L, Number *x_L_orig, const Vector &x_U, Number *x_U_orig)
Provides values for lower and upper bounds on variables for given Ipopt-internal vectors.
const Number * GetC_Rhs() const
Get right-hand-sides that are added into c(x)
Index nz_jac_d_
non-zeros of the jacobian of d
TNLPAdapter(const SmartPtr< TNLP > tnlp, const SmartPtr< const Journalist > jnlst=NULL)
Default constructor.
DerivativeTestEnum derivative_test_
Maximal slack for one-sidedly bounded variables.
Index nz_jac_c_no_extra_
non-zeros of the jacobian of c without added constraints for fixed variables.
void GetFullDimensions(Index &n, Index &m) const
Get number of variables and number of constraints in TNLP.
Number * full_g_
copy of lambda (yc & yd)
std::vector< Index > jac_fixed_idx_map_
Index mapping of Jacobian w.r.t.
Index * findiff_jac_ja_
Ordered by columns, for each column the row indices in Jacobian.
SmartPtr< const VectorSpace > d_space_
bool update_local_x(const Vector &x)
virtual void GetScalingParameters(const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, Number &obj_scaling, SmartPtr< Vector > &x_scaling, SmartPtr< Vector > &c_scaling, SmartPtr< Vector > &d_scaling) const
Routines to get the scaling parameters.
void ResortX(const Vector &x, Number *x_orig, bool usefixedvals=true)
Sort the primal variables, and add the fixed values in x_orig.
IPOPT_DEPRECATED void ResortBnds(const Vector &x_L, Number *x_L_orig, const Vector &x_U, Number *x_U_orig, bool clearorig=true)
Provides values for lower and upper bounds on variables for given Ipopt-internal vectors.
SmartPtr< const VectorSpace > x_l_space_
SmartPtr< const VectorSpace > x_u_space_
Index n_x_fixed_
Number of fixed variables.
FixedVariableTreatmentEnum fixed_variable_treatment_
Flag indicating how fixed variables should be handled.
SmartPtr< ExpansionMatrixSpace > P_x_full_x_space_
void GetPermutationMatrices(SmartPtr< const ExpansionMatrix > &P_x_full_x, SmartPtr< const ExpansionMatrix > &P_x_x_L, SmartPtr< const ExpansionMatrix > &P_x_x_U, SmartPtr< const ExpansionMatrix > &P_c_g, SmartPtr< const ExpansionMatrix > &P_d_g) const
Get mappings between TNLP indices and Ipopt internal indices for variables and constraints.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual bool Eval_grad_f(const Vector &x, Vector &g_f)
TaggedObject::Tag y_d_tag_for_iterates_
virtual bool Eval_jac_d(const Vector &x, Matrix &jac_d)
Number derivative_test_tol_
Relative threshold for marking deviation from finite difference test.
SmartPtr< ExpansionMatrix > P_x_x_L_
Expansion from fixed x_L (ipopt) to full x.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
void operator=(const TNLPAdapter &)
Default Assignment Operator.
Index n_full_x_
full dimension of x (fixed + non-fixed)
Index * findiff_jac_postriplet_
Position of entry in original triplet matrix.
virtual bool GetStartingPoint(SmartPtr< Vector > x, bool need_x, SmartPtr< Vector > y_c, bool need_y_c, SmartPtr< Vector > y_d, bool need_y_d, SmartPtr< Vector > z_L, bool need_z_L, SmartPtr< Vector > z_U, bool need_z_U)
Method for obtaining the starting point for all the iterates.
SmartPtr< const MatrixSpace > pd_l_space_
JacobianApproxEnum
Enum for specifying technique for computing Jacobian.
Index nz_full_h_
number of non-zeros in full-size Hessian
SmartPtr< const VectorSpace > c_space_
TNLP::IndexStyleEnum index_style_
Numbering style of variables and constraints.
Number nlp_lower_bound_inf_
Value for a lower bound that denotes -infinity.
bool internal_eval_g(bool new_x)
SmartPtr< const MatrixSpace > px_u_space_
Index n_full_g_
full dimension of g (c + d)
std::vector< Index > jac_fixed_jCol_
TaggedObject::Tag x_tag_for_g_
SmartPtr< ExpansionMatrixSpace > P_x_x_L_space_
virtual void GetQuasiNewtonApproximationSpaces(SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)
Method returning information on quasi-Newton approximation.
SmartPtr< TNLP > tnlp_
Pointer to the TNLP class (class specific to Number* vectors and triplet matrices)
void initialize_findiff_jac(const Index *iRow, const Index *jCol)
Initialize sparsity structure for finite difference Jacobian.
SmartPtr< const VectorSpace > d_u_space_
Number derivative_test_perturbation_
Size of the perturbation for the derivative test.
void GetFixedVariables(Index &n_x_fixed, Index *&x_fixed_map, FixedVariableTreatmentEnum &fixed_variable_treatment) const
Get number and indices of fixed variables.
Index findiff_jac_nnz_
Number of unique nonzeros in constraint Jacobian.
Number * full_lambda_
copy of the full x vector (fixed & non-fixed)
TaggedObject::Tag x_tag_for_jac_g_
Number nlp_upper_bound_inf_
Value for a upper bound that denotes infinity.
Number * jac_g_
copy of g (c & d)
bool CheckDerivatives(DerivativeTestEnum deriv_test, Index deriv_test_start_index)
Method for performing the derivative test.
Number * c_rhs_
the values for the full jacobian of g
virtual bool Eval_d(const Vector &x, Vector &d)
SmartPtr< const VectorSpace > d_l_space_
Number * findiff_x_u_
Copy of the upper bounds.
Index nz_full_jac_g_
number of non-zeros in full-size Jacobian of g
virtual ~TNLPAdapter()
Default destructor.
Index derivative_test_first_index_
Index of first quantity to be checked.
SmartPtr< ExpansionMatrix > P_x_full_x_
Expansion from fixed x (ipopt) to full x.
FixedVariableTreatmentEnum
Enum for treatment of fixed variables option.
SmartPtr< ExpansionMatrix > P_c_g_
SmartPtr< ExpansionMatrix > P_d_g_
SmartPtr< ExpansionMatrixSpace > P_x_x_U_space_
TNLPAdapter(const TNLPAdapter &)
Copy Constructor.
bool DetermineDependentConstraints(Index n_x_var, const Index *x_not_fixed_map, const Number *x_l, const Number *x_u, const Number *g_l, const Number *g_u, Index n_c, const Index *c_map, std::list< Index > &c_deps)
bool internal_eval_jac_g(bool new_x)
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method for obtaining an entire iterate as a warmstart point.
virtual bool Eval_jac_c(const Vector &x, Matrix &jac_c)
void ResortG(const Vector &c, const Vector &d, Number *g_orig, bool correctrhs=false)
Sort constraint values.
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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called once per iteration, after the iteration summary output has been printed.
TaggedObject::Tag x_tag_for_iterates_
SmartPtr< ExpansionMatrix > P_x_x_U_
Expansion from fixed x_U (ipopt) to full x.
SmartPtr< const SymMatrixSpace > Hess_lagrangian_space_
SmartPtr< TDependencyDetector > dependency_detector_
Object that can be used to detect linearly dependent rows in the equality constraint Jacobian.
virtual bool Eval_h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)
Number * findiff_x_l_
Copy of the lower bounds.
SmartPtr< ExpansionMatrixSpace > P_c_g_space_
Expansion from c only (ipopt) to full ampl c.
std::vector< Index > jac_fixed_iRow_
SmartPtr< const VectorSpace > x_space_
virtual bool GetBoundsInformation(const Matrix &Px_L, Vector &x_L, const Matrix &Px_U, Vector &x_U, const Matrix &Pd_L, Vector &d_L, const Matrix &Pd_U, Vector &d_U)
Method for obtaining the bounds information.
JacobianApproxEnum jacobian_approximation_
Flag indicating how Jacobian is computed.
Index * findiff_jac_ia_
Start position for nonzero indices in ja for each column of Jacobian.
bool ResortBoundMultipliers(const Vector &x, const Vector &y_c, const Vector &y_d, const Vector &z_L, Number *z_L_orig, const Vector &z_U, Number *z_U_orig)
Provides values for dual multipliers on lower and upper bounds on variables for given Ipopt-internal ...
virtual bool Eval_f(const Vector &x, Number &f)
SmartPtr< ExpansionMatrixSpace > P_d_g_space_
Expansion from d only (ipopt) to full ampl d.
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
Number bound_relax_factor_
Determines relaxation of fixing bound for RELAX_BOUNDS.
TaggedObject::Tag y_c_tag_for_iterates_
Number tol_
Overall convergence tolerance.
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)
This method is called at the very end of the optimization.
SmartPtr< TNLP > tnlp() const
Accessor method for the underlying TNLP.
bool update_local_lambda(const Vector &y_c, const Vector &y_d)
SmartPtr< const MatrixSpace > Jac_d_space_
virtual bool 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)
Method for creating the derived vector / matrix types.
Index num_linear_variables_
Number of linear variables.
Index nz_h_
number of non-zeros in the non-fixed-size Hessian
virtual bool Eval_c(const Vector &x, Vector &c)
virtual bool ProcessOptions(const OptionsList &options, const std::string &prefix)
Overload if you want the chance to process options or parameters that may be specific to the NLP.
SmartPtr< const MatrixSpace > px_l_space_
DECLARE_STD_EXCEPTION(INVALID_TNLP)
DerivativeTestEnum
Enum for specifying which derivative test is to be performed.
unsigned int Tag
Type for the Tag values.
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.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:663
HessianApproximationType
enumeration for the Hessian information type.
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:20
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17