Ipopt  3.11.9
IpRestoIpoptNLP.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 // $Id: IpRestoIpoptNLP.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPRESTOIPOPTNLP_HPP__
10 #define __IPRESTOIPOPTNLP_HPP__
11 
12 #include "IpIpoptNLP.hpp"
13 #include "IpIpoptData.hpp"
15 #include "IpCompoundMatrix.hpp"
16 #include "IpCompoundSymMatrix.hpp"
17 #include "IpCompoundVector.hpp"
18 #include "IpIdentityMatrix.hpp"
19 #include "IpDiagMatrix.hpp"
20 #include "IpZeroMatrix.hpp"
21 #include "IpOrigIpoptNLP.hpp"
22 
23 namespace Ipopt
24 {
25 
32  class RestoIpoptNLP : public IpoptNLP
33  {
34  public:
37  RestoIpoptNLP(IpoptNLP& orig_ip_nlp,
38  IpoptData& orig_ip_data,
39  IpoptCalculatedQuantities& orig_ip_cq);
40 
44 
46  virtual bool Initialize(const Journalist& jnlst,
47  const OptionsList& options,
48  const std::string& prefix);
49 
53  bool init_x,
54  SmartPtr<Vector>& y_c,
55  bool init_y_c,
56  SmartPtr<Vector>& y_d,
57  bool init_y_d,
58  SmartPtr<Vector>& z_L,
59  bool init_z_L,
60  SmartPtr<Vector>& z_U,
61  bool init_z_U,
62  SmartPtr<Vector>& v_L,
63  SmartPtr<Vector>& v_U
64  );
65 
67  virtual bool GetWarmStartIterate(IteratesVector& warm_start_iterate)
68  {
69  return false;
70  }
71 
75  const Vector& x, const Vector& z_L, const Vector& z_U,
76  const Vector& c, const Vector& d,
77  const Vector& y_c, const Vector& y_d,
78  Number obj_value,
79  const IpoptData* ip_data,
81  {}
83 
89  virtual bool objective_depends_on_mu() const
90  {
91  return true;
92  }
93 
95  virtual Number f(const Vector& x);
96 
98  virtual Number f(const Vector& x, Number mu);
99 
102 
105 
107  virtual SmartPtr<const Vector> c(const Vector& x);
108 
111 
114  virtual SmartPtr<const Vector> d(const Vector& x);
115 
118 
122  Number obj_factor,
123  const Vector& yc,
124  const Vector& yd
125  );
126 
129  Number obj_factor,
130  const Vector& yc,
131  const Vector& yd,
132  Number mu);
133 
138 
140  virtual SmartPtr<const Vector> x_L() const
141  {
142  return GetRawPtr(x_L_);
143  }
144 
146  virtual SmartPtr<const Matrix> Px_L() const
147  {
148  return GetRawPtr(Px_L_);
149  }
150 
152  virtual SmartPtr<const Vector> x_U() const
153  {
154  return GetRawPtr(x_U_);
155  }
156 
158  virtual SmartPtr<const Matrix> Px_U() const
159  {
160  return GetRawPtr(Px_U_);
161  }
162 
164  virtual SmartPtr<const Vector> d_L() const
165  {
166  return GetRawPtr(d_L_);
167  }
168 
170  virtual SmartPtr<const Matrix> Pd_L() const
171  {
172  return GetRawPtr(Pd_L_);
173  }
174 
176  virtual SmartPtr<const Vector> d_U() const
177  {
178  return GetRawPtr(d_U_);
179  }
180 
182  virtual SmartPtr<const Matrix> Pd_U() const
183  {
184  return GetRawPtr(Pd_U_);
185  }
186 
188  {
189  return GetRawPtr(h_space_);
190  }
192 
194  virtual void GetSpaces(SmartPtr<const VectorSpace>& x_space,
197  SmartPtr<const VectorSpace>& x_l_space,
198  SmartPtr<const MatrixSpace>& px_l_space,
199  SmartPtr<const VectorSpace>& x_u_space,
200  SmartPtr<const MatrixSpace>& px_u_space,
201  SmartPtr<const VectorSpace>& d_l_space,
202  SmartPtr<const MatrixSpace>& pd_l_space,
203  SmartPtr<const VectorSpace>& d_u_space,
204  SmartPtr<const MatrixSpace>& pd_u_space,
205  SmartPtr<const MatrixSpace>& Jac_c_space,
206  SmartPtr<const MatrixSpace>& Jac_d_space,
207  SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space);
210  virtual void AdjustVariableBounds(const Vector& new_x_L,
211  const Vector& new_x_U,
212  const Vector& new_d_L,
213  const Vector& new_d_U);
214 
217  Index iter, Number obj_value,
218  Number inf_pr, Number inf_du,
219  Number mu, Number d_norm,
220  Number regularization_size,
221  Number alpha_du, Number alpha_pr,
222  Index ls_trials,
225 
230  {
231  return *orig_ip_nlp_;
232  }
234  {
235  return *orig_ip_data_;
236  }
238  {
239  return *orig_ip_cq_;
240  }
242 
245  Number Rho() const
246  {
247  return rho_;
248  }
249 
252  virtual Index f_evals() const
253  {
254  return f_evals_;
255  }
256  virtual Index grad_f_evals() const
257  {
258  return grad_f_evals_;
259  }
260  virtual Index c_evals() const
261  {
262  return c_evals_;
263  }
264  virtual Index jac_c_evals() const
265  {
266  return jac_c_evals_;
267  }
268  virtual Index d_evals() const
269  {
270  return d_evals_;
271  }
272  virtual Index jac_d_evals() const
273  {
274  return jac_d_evals_;
275  }
276  virtual Index h_evals() const
277  {
278  return h_evals_;
279  }
281 
283  Number Eta(Number mu) const;
284 
288  {
289  return ConstPtr(dr_x_);
290  }
291 
297 
298  private:
303 
306 
310 
314 
316 
318 
320 
322 
324 
326 
328 
330 
332 
334 
336 
338 
341 
346 
349 
352 
355 
358 
361 
364 
368 
372  /* ToDo make this parameter? */
378  // TODO in the following we should use pointers to CONST values
381  SmartPtr<DiagMatrix> DR_x_; //TODO We can get rid of one of the dr DR
385 
396 
399 
401  void operator=(const RestoIpoptNLP&);
403 
413 
416 
427  };
428 
429 } // namespace Ipopt
430 
431 #endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
Number * x
Input: Starting point Output: Optimal solution.
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:84
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:29
Specialized CompoundVector class specifically for the algorithm iterates.
Class responsible for all message output.
This class stores a list of user set options.
This class maps the traditional NLP into something that is more useful by Ipopt.
SmartPtr< DiagMatrix > DR_x_
virtual Number f(const Vector &x, Number mu)
Objective value.
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)
User callback method.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
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)
Initialize (create) structures for the iteration data.
Number Rho() const
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
virtual Index f_evals() const
~RestoIpoptNLP()
Default destructor.
virtual Index h_evals() const
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)
virtual Index c_evals() const
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
bool evaluate_orig_obj_at_resto_trial_
Flag indicating if evalution of the objective should be performed for every restoration phase objecti...
SmartPtr< IpoptNLP > orig_ip_nlp_
Pointer to the original IpoptNLP.
Number rho_
Penalty parameter for the $l_1$ norm.
SmartPtr< const Vector > d_L_
Lower bounds on d.
IpoptCalculatedQuantities & OrigIpCq() const
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
SmartPtr< const Vector > DR_x() const
Method returning the scaling factors for the 2-norm penalization term.
bool initialized_
Flag indicating if initialization method has been called.
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
RestoIpoptNLP()
Default Constructor.
SmartPtr< const MatrixSpace > pd_u_space_
void operator=(const RestoIpoptNLP &)
Overloaded Equals Operator.
SmartPtr< CompoundVector > x_L_
Lower bounds on x.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
SmartPtr< CompoundMatrix > Px_L_
Permutation matrix (x_L_ -> x)
SmartPtr< CompoundMatrixSpace > jac_c_space_
SmartPtr< CompoundVectorSpace > x_space_
Necessary Vector/Matrix spaces.
IpoptData & OrigIpData() const
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
Method for adapting the variable bounds.
SmartPtr< CompoundMatrixSpace > px_l_space_
virtual Index jac_c_evals() const
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
virtual Index grad_f_evals() const
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian (incorrect version for restoration phase)
SmartPtr< const VectorSpace > c_space_
SmartPtr< const Vector > d_U_
Upper bounds on d.
Number Eta(Number mu) const
Method to calculate eta, the factor for the regularization term.
HessianApproximationType hessian_approximation_
Flag indicating how hessian information is obtained.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
virtual bool objective_depends_on_mu() const
Accessor methods for model data.
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)
Solution Routines - overloaded from IpoptNLP.
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
SmartPtr< CompoundVectorSpace > x_l_space_
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective (incorrect version for restoration phase)
SmartPtr< Vector > x_ref_
$x$ part of the reference point in the regularization term
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
SmartPtr< const Vector > x_U_
Upper bounds on x.
SmartPtr< CompoundMatrixSpace > jac_d_space_
SmartPtr< const VectorSpace > d_u_space_
SmartPtr< CompoundMatrixSpace > px_u_space_
virtual Index jac_d_evals() const
SmartPtr< IpoptData > orig_ip_data_
Pointer to the original IpoptData.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number eta_factor_
scaling factor for eta calculation
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
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)
Accessor method for vector/matrix spaces pointers.
IpoptNLP & OrigIpNLP() const
SmartPtr< const MatrixSpace > pd_l_space_
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
Hessian of the Lagrangian.
SmartPtr< CompoundMatrix > Px_U_
Permutation matrix (x_U_ -> x)
SmartPtr< const VectorSpace > d_space_
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d.
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -> d)
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -> d.
virtual SmartPtr< const Vector > grad_f(const Vector &x, Number mu)
Gradient of the objective.
SmartPtr< const VectorSpace > x_u_space_
Number eta_mu_exponent_
exponent for mu in eta calculation
RestoIpoptNLP(const RestoIpoptNLP &)
Copy Constructor.
SmartPtr< const VectorSpace > d_l_space_
RestoIpoptNLP(IpoptNLP &orig_ip_nlp, IpoptData &orig_ip_data, IpoptCalculatedQuantities &orig_ip_cq)
SmartPtr< IpoptCalculatedQuantities > orig_ip_cq_
Pointer to the original IpoptCalculatedQuantities.
SmartPtr< CompoundSymMatrixSpace > h_space_
virtual Index d_evals() const
virtual Number f(const Vector &x)
Objective value (incorrect version for restoration phase)
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
SmartPtr< Vector > dr_x_
Scaling factors for the $x$ part of the regularization term.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Vector Base Class.
Definition: IpVector.hpp:48
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:582
HessianApproximationType
enumeration for the Hessian information type.
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:570
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