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:
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 
49  virtual bool get_nlp_info(
50  Index& n,
51  Index& m,
52  Index& nnz_jac_g,
53  Index& nnz_h_lag,
54  IndexStyleEnum& index_style
55  );
56 
57  virtual bool get_bounds_info(
58  Index n,
59  Number* x_l,
60  Number* x_u,
61  Index m,
62  Number* g_l,
63  Number* g_u
64  );
65 
66  virtual bool get_scaling_parameters(
67  Number& obj_scaling,
68  bool& use_x_scaling,
69  Index n,
70  Number* x_scaling,
71  bool& use_g_scaling,
72  Index m,
73  Number* g_scaling
74  );
75 
77  Index n,
78  LinearityType* var_types
79  );
80 
82  Index m,
83  LinearityType* const_types
84  );
85 
86  virtual bool get_starting_point(
87  Index n,
88  bool init_x,
89  Number* x,
90  bool init_z,
91  Number* z_L,
92  Number* z_U,
93  Index m,
94  bool init_lambda,
95  Number* lambda
96  );
97 
98  virtual bool get_warm_start_iterate(
99  IteratesVector& warm_start_iterate
100  );
101 
102  virtual bool eval_f(
103  Index n,
104  const Number* x,
105  bool new_x,
106  Number& obj_value
107  );
108 
109  virtual bool eval_grad_f(
110  Index n,
111  const Number* x,
112  bool new_x,
113  Number* grad_f
114  );
115 
116  virtual bool eval_g(
117  Index n,
118  const Number* x,
119  bool new_x,
120  Index m,
121  Number* g
122  );
123 
124  virtual bool eval_jac_g(
125  Index n,
126  const Number* x,
127  bool new_x,
128  Index m,
129  Index nele_jac,
130  Index* iRow,
131  Index* jCol,
132  Number* values
133  );
134 
135  virtual bool eval_h(
136  Index n,
137  const Number* x,
138  bool new_x,
139  Number obj_factor,
140  Index m,
141  const Number* lambda,
142  bool new_lambda,
143  Index nele_hess,
144  Index* iRow,
145  Index* jCol,
146  Number* values
147  );
148 
149  virtual void finalize_solution(
150  SolverReturn status,
151  Index n,
152  const Number* x,
153  const Number* z_L,
154  const Number* z_U,
155  Index m,
156  const Number* g,
157  const Number* lambda,
158  Number obj_value,
159  const IpoptData* ip_data,
161  );
162 
163  virtual bool intermediate_callback(
164  AlgorithmMode mode,
165  Index iter,
166  Number obj_value,
167  Number inf_pr,
168  Number inf_du,
169  Number mu,
170  Number d_norm,
171  Number regularization_size,
172  Number alpha_du,
173  Number alpha_pr,
174  Index ls_trials,
175  const IpoptData* ip_data,
177  );
178 
180 
182  Index num_nonlin_vars,
183  Index* pos_nonlin_vars
184  );
186 
187 private:
200 
203  const TNLPReducer&
204  );
205 
207  void operator=(
208  const TNLPReducer&
209  );
211 
218 
221 
227 
233 
239 
242 
245 
248 
251 
254 
257 
260 
263 
266 
269 };
270 
271 } // namespace Ipopt
272 
273 #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:172
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
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