25 class IpoptCalculatedQuantities;
57 const std::string& prefix)
174 Number regularization_size,
198 "You have set options for user provided scaling, but have"
199 " not implemented GetScalingParameters in the NLP interface");
#define THROW_EXCEPTION(__except_type, __msg)
AlgorithmMode
enum to indicate the mode in which the algorithm is
Number * x
Input: Starting point Output: Optimal solution.
Number Number * x_scaling
Number * x_L
Lower bounds on variables.
Number Number * x_U
Upper bounds on variables.
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Specialized CompoundVector class specifically for the algorithm iterates.
virtual 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)
This method is called at the very end of the optimization.
virtual bool GetBoundsInformation(const Matrix &Px_L, Vector &x_L, const Matrix &Px_U, Vector &x_U, const Matrix &Pd_L, Vector &d_L, const Matrix &Pd_U, Vector &d_U)=0
Method for obtaining the bounds information.
virtual bool Eval_h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)=0
DECLARE_STD_EXCEPTION(USER_SCALING_NOT_IMPLEMENTED)
Exceptions.
virtual bool ProcessOptions(const OptionsList &options, const std::string &prefix)
Overload if you want the chance to process options or parameters that may be specific to the NLP.
virtual bool Eval_grad_f(const Vector &x, Vector &g_f)=0
DECLARE_STD_EXCEPTION(INVALID_NLP)
virtual bool GetStartingPoint(SmartPtr< Vector > x, bool need_x, SmartPtr< Vector > y_c, bool need_y_c, SmartPtr< Vector > y_d, bool need_y_d, SmartPtr< Vector > z_L, bool need_z_L, SmartPtr< Vector > z_U, bool need_z_U)=0
Method for obtaining the starting point for all the iterates.
NLP()
Default constructor.
virtual bool 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)=0
Method for creating the derived vector / matrix types.
virtual bool Eval_d(const Vector &x, Vector &d)=0
virtual void GetScalingParameters(const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, Number &obj_scaling, SmartPtr< Vector > &x_scaling, SmartPtr< Vector > &c_scaling, SmartPtr< Vector > &d_scaling) const
Routines to get the scaling parameters.
virtual 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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called once per iteration, after the iteration summary output has been printed.
NLP(const NLP &)
Copy Constructor.
virtual bool Eval_c(const Vector &x, Vector &c)=0
void operator=(const NLP &)
Overloaded Equals Operator.
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method for obtaining an entire iterate as a warmstart point.
virtual void GetQuasiNewtonApproximationSpaces(SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)
Method for obtaining the subspace in which the limited-memory Hessian approximation should be done.
virtual ~NLP()
Default destructor.
virtual bool Eval_jac_d(const Vector &x, Matrix &jac_d)=0
virtual bool Eval_f(const Vector &x, Number &f)=0
virtual bool Eval_jac_c(const Vector &x, Matrix &jac_c)=0
This class stores a list of user set options.
Template class for Smart Pointers.
This is the base class for all derived symmetric matrix types.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
int Index
Type of all indices of vectors, matrices etc.
double Number
Type of all numbers.