Ipopt Documentation  
IpTNLP.hpp
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1 // Copyright (C) 2004, 2009 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 __IPTNLP_HPP__
8 #define __IPTNLP_HPP__
9 
10 #include "IpUtils.hpp"
11 #include "IpReferenced.hpp"
12 #include "IpException.hpp"
13 #include "IpAlgTypes.hpp"
14 #include "IpReturnCodes.hpp"
15 
16 #include <map>
17 
18 namespace Ipopt
19 {
20 // forward declarations
21 class IpoptData;
22 class IpoptCalculatedQuantities;
23 class IteratesVector;
24 
48 {
49 public:
50 
53  {
55  NON_LINEAR
56  };
57 
60  TNLP()
61  { }
62 
64  virtual ~TNLP()
65  { }
67 
68  DECLARE_STD_EXCEPTION(INVALID_TNLP);
69 
72 
74  {
75  C_STYLE = 0,
76  FORTRAN_STYLE = 1
77  };
78 
94  // [TNLP_get_nlp_info]
95  virtual bool get_nlp_info(
96  Index& n,
97  Index& m,
98  Index& nnz_jac_g,
99  Index& nnz_h_lag,
100  IndexStyleEnum& index_style
101  ) = 0;
102  // [TNLP_get_nlp_info]
103 
104  typedef std::map<std::string, std::vector<std::string> > StringMetaDataMapType;
105  typedef std::map<std::string, std::vector<Index> > IntegerMetaDataMapType;
106  typedef std::map<std::string, std::vector<Number> > NumericMetaDataMapType;
107 
125  // [TNLP_get_var_con_metadata]
126  virtual bool get_var_con_metadata(
127  Index n,
128  StringMetaDataMapType& var_string_md,
129  IntegerMetaDataMapType& var_integer_md,
130  NumericMetaDataMapType& var_numeric_md,
131  Index m,
132  StringMetaDataMapType& con_string_md,
133  IntegerMetaDataMapType& con_integer_md,
134  NumericMetaDataMapType& con_numeric_md
135  )
136  // [TNLP_get_var_con_metadata]
137  {
138  (void) n;
139  (void) var_string_md;
140  (void) var_integer_md;
141  (void) var_numeric_md;
142  (void) m;
143  (void) con_string_md;
144  (void) con_integer_md;
145  (void) con_numeric_md;
146  return false;
147  }
148 
169  // [TNLP_get_bounds_info]
170  virtual bool get_bounds_info(
171  Index n,
172  Number* x_l,
173  Number* x_u,
174  Index m,
175  Number* g_l,
176  Number* g_u
177  ) = 0;
178  // [TNLP_get_bounds_info]
179 
210  // [TNLP_get_scaling_parameters]
212  Number& obj_scaling,
213  bool& use_x_scaling,
214  Index n,
215  Number* x_scaling,
216  bool& use_g_scaling,
217  Index m,
218  Number* g_scaling
219  )
220  // [TNLP_get_scaling_parameters]
221  {
222  (void) obj_scaling;
223  (void) use_x_scaling;
224  (void) n;
225  (void) x_scaling;
226  (void) use_g_scaling;
227  (void) m;
228  (void) g_scaling;
229  return false;
230  }
231 
242  // [TNLP_get_variables_linearity]
244  Index n,
245  LinearityType* var_types
246  )
247  // [TNLP_get_variables_linearity]
248  {
249  (void) n;
250  (void) var_types;
251  return false;
252  }
253 
264  // [TNLP_get_constraints_linearity]
266  Index m,
267  LinearityType* const_types
268  )
269  // [TNLP_get_constraints_linearity]
270  {
271  (void) m;
272  (void) const_types;
273  return false;
274  }
275 
300  // [TNLP_get_starting_point]
301  virtual bool get_starting_point(
302  Index n,
303  bool init_x,
304  Number* x,
305  bool init_z,
306  Number* z_L,
307  Number* z_U,
308  Index m,
309  bool init_lambda,
310  Number* lambda
311  ) = 0;
312  // [TNLP_get_starting_point]
313 
321  // [TNLP_get_warm_start_iterate]
323  IteratesVector& warm_start_iterate
324  )
325  {
326  (void) warm_start_iterate;
327  return false;
328  }
329  // [TNLP_get_warm_start_iterate]
330 
342  // [TNLP_eval_f]
343  virtual bool eval_f(
344  Index n,
345  const Number* x,
346  bool new_x,
347  Number& obj_value
348  ) = 0;
349  // [TNLP_eval_f]
350 
362  // [TNLP_eval_grad_f]
363  virtual bool eval_grad_f(
364  Index n,
365  const Number* x,
366  bool new_x,
367  Number* grad_f
368  ) = 0;
369  // [TNLP_eval_grad_f]
370 
381  // [TNLP_eval_g]
382  virtual bool eval_g(
383  Index n,
384  const Number* x,
385  bool new_x,
386  Index m,
387  Number* g
388  ) = 0;
389  // [TNLP_eval_g]
390 
420  // [TNLP_eval_jac_g]
421  virtual bool eval_jac_g(
422  Index n,
423  const Number* x,
424  bool new_x,
425  Index m,
426  Index nele_jac,
427  Index* iRow,
428  Index* jCol,
429  Number* values
430  ) = 0;
431  // [TNLP_eval_jac_g]
432 
471  // [TNLP_eval_h]
472  virtual bool eval_h(
473  Index n,
474  const Number* x,
475  bool new_x,
476  Number obj_factor,
477  Index m,
478  const Number* lambda,
479  bool new_lambda,
480  Index nele_hess,
481  Index* iRow,
482  Index* jCol,
483  Number* values
484  )
485  // [TNLP_eval_h]
486  {
487  (void) n;
488  (void) x;
489  (void) new_x;
490  (void) obj_factor;
491  (void) m;
492  (void) lambda;
493  (void) new_lambda;
494  (void) nele_hess;
495  (void) iRow;
496  (void) jCol;
497  (void) values;
498  return false;
499  }
501 
533  // [TNLP_finalize_solution]
534  virtual void finalize_solution(
535  SolverReturn status,
536  Index n,
537  const Number* x,
538  const Number* z_L,
539  const Number* z_U,
540  Index m,
541  const Number* g,
542  const Number* lambda,
543  Number obj_value,
544  const IpoptData* ip_data,
546  ) = 0;
547  // [TNLP_finalize_solution]
548 
564  // [TNLP_finalize_metadata]
565  virtual void finalize_metadata(
566  Index n,
567  const StringMetaDataMapType& var_string_md,
568  const IntegerMetaDataMapType& var_integer_md,
569  const NumericMetaDataMapType& var_numeric_md,
570  Index m,
571  const StringMetaDataMapType& con_string_md,
572  const IntegerMetaDataMapType& con_integer_md,
573  const NumericMetaDataMapType& con_numeric_md
574  )
575  // [TNLP_finalize_metadata]
576  {
577  (void) n;
578  (void) var_string_md;
579  (void) var_integer_md;
580  (void) var_numeric_md;
581  (void) m;
582  (void) con_string_md;
583  (void) con_integer_md;
584  (void) con_numeric_md;
585  }
586 
654  // [TNLP_intermediate_callback]
655  virtual bool intermediate_callback(
656  AlgorithmMode mode,
657  Index iter,
658  Number obj_value,
659  Number inf_pr,
660  Number inf_du,
661  Number mu,
662  Number d_norm,
663  Number regularization_size,
664  Number alpha_du,
665  Number alpha_pr,
666  Index ls_trials,
667  const IpoptData* ip_data,
669  )
670  // [TNLP_intermediate_callback]
671  {
672  (void) mode;
673  (void) iter;
674  (void) obj_value;
675  (void) inf_pr;
676  (void) inf_du;
677  (void) mu;
678  (void) d_norm;
679  (void) regularization_size;
680  (void) alpha_du;
681  (void) alpha_pr;
682  (void) ls_trials;
683  (void) ip_data;
684  (void) ip_cq;
685  return true;
686  }
688 
713  // [TNLP_get_number_of_nonlinear_variables]
715  // [TNLP_get_number_of_nonlinear_variables]
716  {
717  return -1;
718  }
719 
730  // [TNLP_get_list_of_nonlinear_variables]
732  Index num_nonlin_vars,
733  Index* pos_nonlin_vars
734  )
735  // [TNLP_get_list_of_nonlinear_variables]
736  {
737  (void) num_nonlin_vars;
738  (void) pos_nonlin_vars;
739  return false;
740  }
742 
743 private:
755  const TNLP&
756  );
757 
759  void operator=(
760  const TNLP&
761  );
763 };
764 
765 } // namespace Ipopt
766 
767 #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.
Storing the reference count of all the smart pointers that currently reference it.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition: IpTNLP.hpp:48
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...
Definition: IpTNLP.hpp:714
virtual ~TNLP()
Default destructor.
Definition: IpTNLP.hpp:64
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)=0
Method to request the starting point before iterating.
DECLARE_STD_EXCEPTION(INVALID_TNLP)
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.
Definition: IpTNLP.hpp:472
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...
Definition: IpTNLP.hpp:322
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.
Definition: IpTNLP.hpp:655
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)=0
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.
Definition: IpTNLP.hpp:211
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
Method to request the constraints linearity.
Definition: IpTNLP.hpp:265
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)=0
Method to request the gradient of the objective function.
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)=0
Method to request the initial information about the problem.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)=0
Method to request the value of the objective function.
virtual void finalize_metadata(Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
This method returns any metadata collected during the run of the algorithm.
Definition: IpTNLP.hpp:565
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
Method to request the variables linearity.
Definition: IpTNLP.hpp:243
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Definition: IpTNLP.hpp:105
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Return the indices of all nonlinear variables.
Definition: IpTNLP.hpp:731
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Definition: IpTNLP.hpp:106
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)=0
Method to request either the sparsity structure or the values of the Jacobian of the constraints.
void operator=(const TNLP &)
Default Assignment Operator.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)=0
Method to request bounds on the variables and constraints.
LinearityType
Linearity-types of variables and constraints.
Definition: IpTNLP.hpp:53
@ LINEAR
Constraint/Variable is linear.
Definition: IpTNLP.hpp:54
std::map< std::string, std::vector< std::string > > StringMetaDataMapType
Definition: IpTNLP.hpp:104
TNLP(const TNLP &)
Copy Constructor.
virtual bool get_var_con_metadata(Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
Method to request meta data for the variables and the constraints.
Definition: IpTNLP.hpp:126
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)=0
Method to request the constraint values.
#define IPOPTLIB_EXPORT
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
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
double Number
Type of all numbers.
Definition: IpTypes.hpp:15