Ipopt Documentation  
IpTNLPReducer.hpp
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1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Andreas Waechter IBM 2008-08-10
6 
7 #ifndef __IPTNLPREDUCER_HPP__
8 #define __IPTNLPREDUCER_HPP__
9 
10 #include "IpTNLP.hpp"
11 
12 namespace Ipopt
13 {
24 {
25 public:
28 
33  TNLP& tnlp,
34  Index n_g_skip,
35  const Index* index_g_skip,
36  Index n_xL_skip,
37  const Index* index_xL_skip,
38  Index n_xU_skip,
39  const Index* index_xU_skip,
40  Index n_x_fix,
41  const Index* index_f_fix
42  );
43 
45  virtual ~TNLPReducer();
47 
50  virtual bool get_nlp_info(
51  Index& n,
52  Index& m,
53  Index& nnz_jac_g,
54  Index& nnz_h_lag,
55  IndexStyleEnum& index_style
56  );
57 
58  virtual bool get_bounds_info(
59  Index n,
60  Number* x_l,
61  Number* x_u,
62  Index m,
63  Number* g_l,
64  Number* g_u
65  );
66 
67  virtual bool get_scaling_parameters(
68  Number& obj_scaling,
69  bool& use_x_scaling,
70  Index n,
71  Number* x_scaling,
72  bool& use_g_scaling,
73  Index m,
74  Number* g_scaling
75  );
76 
78  Index n,
79  LinearityType* var_types
80  );
81 
83  Index m,
84  LinearityType* const_types
85  );
86 
87  virtual bool get_starting_point(
88  Index n,
89  bool init_x,
90  Number* x,
91  bool init_z,
92  Number* z_L,
93  Number* z_U,
94  Index m,
95  bool init_lambda,
96  Number* lambda
97  );
98 
99  virtual bool get_warm_start_iterate(
100  IteratesVector& warm_start_iterate
101  );
102 
103  virtual bool eval_f(
104  Index n,
105  const Number* x,
106  bool new_x,
107  Number& obj_value
108  );
109 
110  virtual bool eval_grad_f(
111  Index n,
112  const Number* x,
113  bool new_x,
114  Number* grad_f
115  );
116 
117  virtual bool eval_g(
118  Index n,
119  const Number* x,
120  bool new_x,
121  Index m,
122  Number* g
123  );
124 
125  virtual bool eval_jac_g(
126  Index n,
127  const Number* x,
128  bool new_x,
129  Index m,
130  Index nele_jac,
131  Index* iRow,
132  Index* jCol,
133  Number* values
134  );
135 
136  virtual bool eval_h(
137  Index n,
138  const Number* x,
139  bool new_x,
140  Number obj_factor,
141  Index m,
142  const Number* lambda,
143  bool new_lambda,
144  Index nele_hess,
145  Index* iRow,
146  Index* jCol,
147  Number* values
148  );
149 
150  virtual void finalize_solution(
151  SolverReturn status,
152  Index n,
153  const Number* x,
154  const Number* z_L,
155  const Number* z_U,
156  Index m,
157  const Number* g,
158  const Number* lambda,
159  Number obj_value,
160  const IpoptData* ip_data,
162  );
163 
164  virtual bool intermediate_callback(
165  AlgorithmMode mode,
166  Index iter,
167  Number obj_value,
168  Number inf_pr,
169  Number inf_du,
170  Number mu,
171  Number d_norm,
172  Number regularization_size,
173  Number alpha_du,
174  Number alpha_pr,
175  Index ls_trials,
176  const IpoptData* ip_data,
178  );
179 
181 
183  Index num_nonlin_vars,
184  Index* pos_nonlin_vars
185  );
187 
188 private:
199 
201 
204  const TNLPReducer&
205  );
206 
208  void operator=(
209  const TNLPReducer&
210  );
212 
219 
222 
228 
234 
240 
243 
246 
249 
252 
255 
258 
261 
264 
267 
270 };
271 
272 } // namespace Ipopt
273 
274 #endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
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.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to th...
Index n_x_fix_
Number of variables that are to be fixed to initial value.
SmartPtr< TNLP > tnlp_
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 internal...
TNLPReducer()
Default Constructor.
void operator=(const TNLPReducer &)
Default Assignment Operator.
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Return the indices of all nonlinear variables.
Index * index_g_skip_
Array of indices of the constraints that are to be skipped.
Index n_g_skip_
Number of constraints to be skipped.
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.
Index nnz_jac_g_reduced_
Number of Jacobian nonzeros in the reduced NLP.
virtual Index get_number_of_nonlinear_variables()
Return the number of variables that appear nonlinearly in the objective function or in at least one c...
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 get_constraints_linearity(Index m, LinearityType *const_types)
Method to request the constraints linearity.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to request the constraint values.
IndexStyleEnum index_style_orig_
Index style for original problem.
Index * index_xL_skip_
Array of indices of the lower variable bounds to be skipped.
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.
Index * index_xU_skip_
Array of indices of the upper variable bounds to be skipped.
Index * index_x_fix_
Array of indices of the variables that are to be fixed.
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 th...
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.
Index n_xL_skip_
Number of lower variable bounds to be skipped.
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 ~TNLPReducer()
Default destructor.
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.
TNLPReducer(const TNLPReducer &)
Copy Constructor.
Index m_reduced_
Number of constraints in reduced NLP.
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.
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
Method to request the variables linearity.
Index nnz_jac_g_skipped_
Number of Jacobian nonzeros that are skipped.
TNLPReducer(TNLP &tnlp, Index n_g_skip, const Index *index_g_skip, Index n_xL_skip, const Index *index_xL_skip, Index n_xU_skip, const Index *index_xU_skip, Index n_x_fix, const Index *index_f_fix)
Constructor is given the indices of the constraints that should be taken out of the problem statement...
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to request bounds on the variables and constraints.
Index * g_keep_map_
Map from original constraints to new constraints.
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.
Index n_xU_skip_
Number of upper variable bounds to be skipped.
Index * jac_g_skipped_
Array of Jacobian elements that are to be skipped in increasing order.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition: IpTNLP.hpp:48
LinearityType
Linearity-types of variables and constraints.
Definition: IpTNLP.hpp:53
#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.
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