Ipopt  3.11.9
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 // $Id: IpTNLP.hpp 2212 2013-04-14 14:51:52Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPTNLP_HPP__
10 #define __IPTNLP_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpReferenced.hpp"
14 #include "IpException.hpp"
15 #include "IpAlgTypes.hpp"
16 #include "IpReturnCodes.hpp"
17 
18 #include <map>
19 
20 namespace Ipopt
21 {
22  // forward declarations
23  class IpoptData;
24  class IpoptCalculatedQuantities;
25  class IteratesVector;
26 
50  class TNLP : public ReferencedObject
51  {
52  public:
55  {
58  };
59 
62  TNLP()
63  {}
64 
66  virtual ~TNLP()
67  {}
69 
70  DECLARE_STD_EXCEPTION(INVALID_TNLP);
71 
81  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
82  Index& nnz_h_lag, IndexStyleEnum& index_style)=0;
83 
84  typedef std::map<std::string, std::vector<std::string> > StringMetaDataMapType;
85  typedef std::map<std::string, std::vector<Index> > IntegerMetaDataMapType;
86  typedef std::map<std::string, std::vector<Number> > NumericMetaDataMapType;
87 
90  virtual bool get_var_con_metadata(Index n,
91  StringMetaDataMapType& var_string_md,
92  IntegerMetaDataMapType& var_integer_md,
93  NumericMetaDataMapType& var_numeric_md,
94  Index m,
95  StringMetaDataMapType& con_string_md,
96  IntegerMetaDataMapType& con_integer_md,
97  NumericMetaDataMapType& con_numeric_md)
98 
99  {
100  return false;
101  }
102 
109  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
110  Index m, Number* g_l, Number* g_u)=0;
111 
120  bool& use_x_scaling, Index n,
121  Number* x_scaling,
122  bool& use_g_scaling, Index m,
123  Number* g_scaling)
124  {
125  return false;
126  }
127 
132  virtual bool get_variables_linearity(Index n, LinearityType* var_types)
133  {
134  return false;
135  }
136 
140  virtual bool get_constraints_linearity(Index m, LinearityType* const_types)
141  {
142  return false;
143  }
144 
152  virtual bool get_starting_point(Index n, bool init_x, Number* x,
153  bool init_z, Number* z_L, Number* z_U,
154  Index m, bool init_lambda,
155  Number* lambda)=0;
156 
161  virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate)
162  {
163  return false;
164  }
165 
167  virtual bool eval_f(Index n, const Number* x, bool new_x,
168  Number& obj_value)=0;
169 
172  virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
173  Number* grad_f)=0;
174 
176  virtual bool eval_g(Index n, const Number* x, bool new_x,
177  Index m, Number* g)=0;
183  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
184  Index m, Index nele_jac, Index* iRow,
185  Index *jCol, Number* values)=0;
186 
196  virtual bool eval_h(Index n, const Number* x, bool new_x,
197  Number obj_factor, Index m, const Number* lambda,
198  bool new_lambda, Index nele_hess,
199  Index* iRow, Index* jCol, Number* values)
200  {
201  return false;
202  }
204 
208  virtual void finalize_solution(SolverReturn status,
209  Index n, const Number* x, const Number* z_L, const Number* z_U,
210  Index m, const Number* g, const Number* lambda,
211  Number obj_value,
212  const IpoptData* ip_data,
213  IpoptCalculatedQuantities* ip_cq)=0;
226  virtual void finalize_metadata(Index n,
227  const StringMetaDataMapType& var_string_md,
228  const IntegerMetaDataMapType& var_integer_md,
229  const NumericMetaDataMapType& var_numeric_md,
230  Index m,
231  const StringMetaDataMapType& con_string_md,
232  const IntegerMetaDataMapType& con_integer_md,
233  const NumericMetaDataMapType& con_numeric_md)
234  {}
235 
236 
241  Index iter, Number obj_value,
242  Number inf_pr, Number inf_du,
243  Number mu, Number d_norm,
244  Number regularization_size,
245  Number alpha_du, Number alpha_pr,
246  Index ls_trials,
247  const IpoptData* ip_data,
249  {
250  return true;
251  }
253 
268  {
269  return -1;
270  }
271 
272  virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
273  Index* pos_nonlin_vars)
274  {
275  return false;
276  }
278 
279  private:
289  //TNLP();
290 
292  TNLP(const TNLP&);
293 
295  void operator=(const TNLP&);
297  };
298 
299 } // namespace Ipopt
300 
301 #endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
Number * x
Input: Starting point Output: Optimal solution.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Number Number * x_scaling
Number obj_scaling
Number Number Number * g_scaling
Number Number Index m
Number of constraints.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:84
Specialized CompoundVector class specifically for the algorithm iterates.
ReferencedObject class.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition: IpTNLP.hpp:51
virtual Index get_number_of_nonlinear_variables()
Definition: IpTNLP.hpp:267
virtual ~TNLP()
Default destructor.
Definition: IpTNLP.hpp:66
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
overload this method to return the starting point.
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)
overload this method to return the hessian of the lagrangian.
Definition: IpTNLP.hpp:196
virtual bool get_warm_start_iterate(IteratesVector &warm_start_iterate)
overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) f...
Definition: IpTNLP.hpp:161
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:240
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 is complete so the TNLP can store/write the solution.
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)
overload this method to return scaling parameters.
Definition: IpTNLP.hpp:119
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
Definition: IpTNLP.hpp:140
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)=0
overload this method to return the vector of the gradient of the objective w.r.t.
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)=0
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)=0
overload this method to return 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 is called just before finalize_solution.
Definition: IpTNLP.hpp:226
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).
Definition: IpTNLP.hpp:132
std::map< std::string, std::vector< Index > > IntegerMetaDataMapType
Definition: IpTNLP.hpp:85
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Definition: IpTNLP.hpp:272
std::map< std::string, std::vector< Number > > NumericMetaDataMapType
Definition: IpTNLP.hpp:86
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
overload this method to return the jacobian of the constraints.
void operator=(const TNLP &)
Overloaded Equals Operator.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)=0
overload this method to return the information about the bound on the variables and constraints.
LinearityType
Type of the constraints.
Definition: IpTNLP.hpp:55
@ NON_LINEAR
Constraint/Varaible is non-linear.
Definition: IpTNLP.hpp:57
@ LINEAR
Constraint/Variable is linear.
Definition: IpTNLP.hpp:56
std::map< std::string, std::vector< std::string > > StringMetaDataMapType
Definition: IpTNLP.hpp:84
TNLP(const TNLP &)
Default 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)
overload this method to return any meta data for the variables and the constraints
Definition: IpTNLP.hpp:90
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
@ FORTRAN_STYLE
Definition: IpTNLP.hpp:80
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)=0
overload this method to return the vector of constraint values
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
double Number
Type of all numbers.
Definition: IpTypes.hpp:17