Implementation of a TNLP for the Standard C interface. More...

#include <IpStdInterfaceTNLP.hpp>

Inheritance diagram for Ipopt::StdInterfaceTNLP:

Public Member Functions
Constructors/Destructors

	StdInterfaceTNLP (Index n_var, const Number x_L, const Number x_U, Index n_con, const Number g_L, const Number g_U, Index nele_jac, Index nele_hess, Index index_style, const Number start_x, const Number start_lam, const Number start_z_L, const Number start_z_U, Eval_F_CB eval_f, Eval_G_CB eval_g, Eval_Grad_F_CB eval_grad_f, Eval_Jac_G_CB eval_jac_g, Eval_H_CB eval_h, Intermediate_CB intermediate_cb, Number x_sol, Number z_L_sol, Number z_U_sol, Number g_sol, Number lam_sol, Number obj_sol, UserDataPtr user_data, Number obj_scaling=1, const Number x_scaling=NULL, const Number g_scaling=NULL)
	Constructor, given dimensions of problem, function pointers for evaluation callback functions, and starting points.
virtual	~StdInterfaceTNLP ()
	Default destructor.
methods to gather information about the NLP. These methods are
overloaded from TNLP. See TNLP for their more detailed documentation.
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	returns dimensions of the nlp.
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.
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)
	returns scaling parameters (if nlp_scaling_method is selected as user-scaling).
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)
	provides a starting point for the nlp variables.
virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	evaluates the objective value for the nlp.
virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	evaluates the gradient of the objective for the nlp.
virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	evaluates the constraint residuals for the nlp.
virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, Number values)
	specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.
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)
	specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).
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.
Solution Methods

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 is complete so the TNLP can store/write the solution.
Private Member Functions
void	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.
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	StdInterfaceTNLP ()
	Default Constructor.
	StdInterfaceTNLP (const StdInterfaceTNLP &)
	Copy Constructor.
void	operator= (const StdInterfaceTNLP &)
	Overloaded Equals Operator.
Private Attributes
SmartPtr< const Journalist >	jnlst_
	Journlist.
Number *	non_const_x_
	A non-const copy of x - this is kept up-to-date in apply_new_x.
Number *	x_sol_
	Pointers to the user provided vectors for solution.
Number *	z_L_sol_
Number *	z_U_sol_
Number *	g_sol_
Number *	lambda_sol_
Number *	obj_sol_
Information about the problem

const Index	n_var_
	Number of variables.
const Index	n_con_
	Number of constraints.
const Number *	x_L_
	Pointer to Number array containing lower bounds for variables.
const Number *	x_U_
	Pointer to Number array containing upper bounds for variables.
const Number *	g_L_
	Pointer to Number array containing lower bounds for constraints.
const Number *	g_U_
	Pointer to Number array containing upper bounds for constraints.
const Index	nele_jac_
	Number of non-zero elements in the constraint Jacobian.
const Index	nele_hess_
	Number of non-zero elements in the Hessian.
const Index	index_style_
	Starting value of the iRow and jCol parameters for matrices.
const Number *	start_x_
	Pointer to Number array containing starting point for variables.
const Number *	start_lam_
	Poitner to Number array containing starting values for constraint multipliers.
const Number *	start_z_L_
	Pointer to Number array containing starting values for lower bound multipliers.
const Number *	start_z_U_
	Pointer to Number array containing starting values for upper bound multipliers.
Eval_F_CB	eval_f_
	Pointer to callback function evaluating value of objective function.
Eval_G_CB	eval_g_
	Pointer to callback function evaluating value of constraints.
Eval_Grad_F_CB	eval_grad_f_
	Pointer to callback function evaluating gradient of objective function.
Eval_Jac_G_CB	eval_jac_g_
	Pointer to callback function evaluating Jacobian of constraints.
Eval_H_CB	eval_h_
	Pointer to callback function evaluating Hessian of Lagrangian.
Intermediate_CB	intermediate_cb_
	Pointer to intermediate callback function giving control to user.
UserDataPtr	user_data_
	Pointer to user data.
Number	obj_scaling_
	Objective scaling factor.
const Number *	x_scaling_
	Scaling factors for variables (if not NULL).
const Number *	g_scaling_
	Scaling factors for constraints (if not NULL).

Detailed Description

Implementation of a TNLP for the Standard C interface.

The standard C interface is exposed to the user as a single C function that is given problem dimension, starting points, and pointers for functions that evaluate objective function etc.

Definition at line 27 of file IpStdInterfaceTNLP.hpp.

Constructor & Destructor Documentation

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP	(	Index	n_var,
		const Number *	x_L,
		const Number *	x_U,
		Index	n_con,
		const Number *	g_L,
		const Number *	g_U,
		Index	nele_jac,
		Index	nele_hess,
		Index	index_style,
		const Number *	start_x,
		const Number *	start_lam,
		const Number *	start_z_L,
		const Number *	start_z_U,
		Eval_F_CB	eval_f,
		Eval_G_CB	eval_g,
		Eval_Grad_F_CB	eval_grad_f,
		Eval_Jac_G_CB	eval_jac_g,
		Eval_H_CB	eval_h,
		Intermediate_CB	intermediate_cb,
		Number *	x_sol,
		Number *	z_L_sol,
		Number *	z_U_sol,
		Number *	g_sol,
		Number *	lam_sol,
		Number *	obj_sol,
		UserDataPtr	user_data,
		Number	obj_scaling = `1`,
		const Number *	x_scaling = `NULL`,
		const Number *	g_scaling = `NULL`
	)

Constructor, given dimensions of problem, function pointers for evaluation callback functions, and starting points.

Note that the constrctor does not make a copy of any of the Number arrays, i.e. it is up to the called to keep them around.

virtual Ipopt::StdInterfaceTNLP::~StdInterfaceTNLP ( ) [virtual]

Default destructor.

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP ( ) [private]

Default Constructor.

Ipopt::StdInterfaceTNLP::StdInterfaceTNLP ( const StdInterfaceTNLP & ) [private]

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::StdInterfaceTNLP::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)			`[virtual]`

returns dimensions of the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::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 TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::get_scaling_parameters	(	Number &	obj_scaling,
		bool &	use_x_scaling,
		Index	n,
		Number *	x_scaling,
		bool &	use_g_scaling,
		Index	m,
		Number *	g_scaling
	)			`[virtual]`

returns scaling parameters (if nlp_scaling_method is selected as user-scaling).

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::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
	)			`[virtual]`

provides a starting point for the nlp variables.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)			`[virtual]`

evaluates the objective value for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)			`[virtual]`

evaluates the gradient of the objective for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)			`[virtual]`

evaluates the constraint residuals for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)			`[virtual]`

specifies the jacobian structure (if values is NULL) and evaluates the jacobian values (if values is not NULL) for the nlp.

Overloaded from TNLP

Implements Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::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
	)			`[virtual]`

specifies the structure of the hessian of the lagrangian (if values is NULL) and evaluates the values (if values is not NULL).

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual bool Ipopt::StdInterfaceTNLP::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
	)			`[virtual]`

Intermediate Callback method for the user.

Overloaded from TNLP

Reimplemented from Ipopt::TNLP.

virtual void Ipopt::StdInterfaceTNLP::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]`