Ipopt Documentation  
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 
14 namespace Ipopt
15 {
16 // forward declarations
17 class IteratesVector;
18 
36 {
37 public:
41  const SmartPtr<NLPScalingObject> nlp_scaling
42  )
43  : nlp_scaling_(nlp_scaling)
44  { }
45 
47  virtual ~IpoptNLP()
48  { }
50 
55  virtual bool Initialize(
56  const Journalist& jnlst,
57  const OptionsList& options,
58  const std::string& prefix
59  )
60  {
61  bool ret = true;
62  if( IsValid(nlp_scaling_) )
63  {
64  ret = nlp_scaling_->Initialize(jnlst, options, prefix);
65  }
66  return ret;
67  }
68 
71 
72  DECLARE_STD_EXCEPTION(Eval_Error);
73 
75 
76  virtual bool InitializeStructures(
78  bool init_x,
79  SmartPtr<Vector>& y_c,
80  bool init_y_c,
81  SmartPtr<Vector>& y_d,
82  bool init_y_d,
83  SmartPtr<Vector>& z_L,
84  bool init_z_L,
85  SmartPtr<Vector>& z_U,
86  bool init_z_U,
87  SmartPtr<Vector>& v_L,
88  SmartPtr<Vector>& v_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(
176  SmartPtr<const VectorSpace>& x_l_space,
177  SmartPtr<const MatrixSpace>& px_l_space,
178  SmartPtr<const VectorSpace>& x_u_space,
179  SmartPtr<const MatrixSpace>& px_u_space,
180  SmartPtr<const VectorSpace>& d_l_space,
181  SmartPtr<const MatrixSpace>& pd_l_space,
182  SmartPtr<const VectorSpace>& d_u_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 
191  virtual void AdjustVariableBounds(
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 
276  virtual bool IntermediateCallBack(
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 
295  {
296  DBG_ASSERT(IsValid(nlp_scaling_));
297  return nlp_scaling_;
298  }
299 
300 private:
301 
312 
314  const IpoptNLP&
315  );
316 
318  void operator=(
319  const IpoptNLP&
320  );
322 
324 };
325 
326 } // namespace Ipopt
327 
328 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:27
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
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:36
virtual SmartPtr< const Vector > x_L() const =0
Lower bounds on x.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)=0
Jacobian Matrix for inequality constraints.
virtual bool objective_depends_on_mu() const
Method for telling the IpoptCalculatedQuantities class whether the objective function depends on the ...
Definition: IpIpoptNLP.hpp:220
IpoptNLP(const IpoptNLP &)
Copy Constructor.
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 Index f_evals() const =0
DECLARE_STD_EXCEPTION(Eval_Error)
thrown if there is any error evaluating values from the nlp
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 > x_U() const =0
Upper bounds on x.
virtual SmartPtr< const VectorSpace > x_space() const =0
x_space
virtual SmartPtr< const Vector > d_L() const =0
Lower bounds on d.
virtual Number f(const Vector &x)=0
Accessor methods for model data.
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)=0
Hessian of the Lagrangian.
virtual Index d_evals() const =0
virtual ~IpoptNLP()
Destructor.
Definition: IpIpoptNLP.hpp:47
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 Vector > grad_f(const Vector &x)=0
Gradient of the objective.
virtual SmartPtr< const Matrix > Pd_L() const =0
Permutation matrix (d_L_ -> d)
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 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.
virtual Index c_evals() const =0
virtual SmartPtr< const Vector > d_U() const =0
Upper bounds on d.
virtual SmartPtr< const Vector > c(const Vector &x)=0
Equality constraint residual.
virtual SmartPtr< const Matrix > Px_U() const =0
Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Matrix > Pd_U() const =0
Permutation matrix (d_U_ -> d.
virtual Index jac_d_evals() const =0
virtual SmartPtr< const Matrix > Px_L() const =0
Permutation matrix (x_L_ -> x)
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.
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const =0
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)
IpoptNLP(const SmartPtr< NLPScalingObject > nlp_scaling)
Definition: IpIpoptNLP.hpp:40
SmartPtr< NLPScalingObject > nlp_scaling_
Definition: IpIpoptNLP.hpp:323
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
Definition: IpIpoptNLP.hpp:55
virtual Number f(const Vector &x, Number mu)=0
Replacement for the default objective function method which knows about the barrier parameter.
SmartPtr< NLPScalingObject > NLP_scaling() const
Returns the scaling strategy object.
Definition: IpIpoptNLP.hpp:294
virtual SmartPtr< const SymMatrix > uninitialized_h()=0
Provides a Hessian matrix from the correct matrix space with uninitialized values.
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 Index grad_f_evals() const =0
virtual Index jac_c_evals() const =0
virtual SmartPtr< const Vector > d(const Vector &x)=0
Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)=0
Jacobian Matrix for equality constraints.
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.
Storing the reference count of all the smart pointers that currently reference it.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
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)
Definition: IpSmartPtr.hpp:672
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