9 #ifndef __IPRESTOIPOPTNLP_HPP__
10 #define __IPRESTOIPOPTNLP_HPP__
48 const std::string& prefix);
220 Number regularization_size,
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.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
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.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
HessianApproximationType
enumeration for the Hessian information type.
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
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.