OrigIpoptNLP Class Reference

#include <IpOrigIpoptNLP.hpp>

Inheritance diagram for OrigIpoptNLP:

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.

Public Member Functions

virtual bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)

Initialize - overloaded from IpoptNLP.

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.

virtual bool GetWarmStartIterate (IteratesVector &warm_start_iterate)

Method accessing the GetWarmStartIterate of the NLP.

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.

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< NLP > nlp ()

Accessor method to the underlying NLP.

void PrintTimingStatistics (Journalist &jnlst, EJournalLevel level, EJournalCategory category) const

Number TotalFunctionEvaluationCPUTime () const

Constructors/Destructors

OrigIpoptNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)

Default destructor.

virtual ~OrigIpoptNLP ()

Default destructor.

virtual Number f (const Vector &x)

Accessor methods for model data.

virtual Number f (const Vector &x, Number mu)

Objective value (depending in mu) - incorrect version for OrigIpoptNLP.

virtual SmartPtr< const Vector > grad_f (const Vector &x)

Gradient of the objective.

virtual SmartPtr< const Vector > grad_f (const Vector &x, Number mu)

Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.

virtual SmartPtr< const Vector > c (const Vector &x)

Equality constraint residual.

virtual SmartPtr< const Matrix > jac_c (const Vector &x)

Jacobian Matrix for equality constraints.

virtual SmartPtr< const Vector > d (const Vector &x)

Inequality constraint residual (reformulated as equalities with slacks.

virtual SmartPtr< const Matrix > jac_d (const Vector &x)

Jacobian Matrix for inequality constraints.

virtual SmartPtr< const SymMatrix > h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)

Hessian of the Lagrangian.

virtual SmartPtr< const SymMatrix > h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)

Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.

virtual SmartPtr< const SymMatrix > uninitialized_h ()

Provides a Hessian matrix from the correct matrix space with uninitialized values.

virtual SmartPtr< const Vector > x_L ()

Lower bounds on x.

virtual SmartPtr< const Matrix > Px_L ()

Permutation matrix (x_L_ -> x).

virtual SmartPtr< const Vector > x_U ()

Upper bounds on x.

virtual SmartPtr< const Matrix > Px_U ()

Permutation matrix (x_U_ -> x.

virtual SmartPtr< const Vector > d_L ()

Lower bounds on d.

virtual SmartPtr< const Matrix > Pd_L ()

Permutation matrix (d_L_ -> d).

virtual SmartPtr< const Vector > d_U ()

Upper bounds on d.

virtual SmartPtr< const Matrix > Pd_U ()

Permutation matrix (d_U_ -> d.

virtual SmartPtr< const
SymMatrixSpace > HessianMatrixSpace () const

Accessor methods for model data.

Counters for the number of function evaluations.

virtual Index f_evals () const

virtual Index grad_f_evals () const

virtual Index c_evals () const

virtual Index jac_c_evals () const

virtual Index d_evals () const

virtual Index jac_d_evals () const

virtual Index h_evals () const

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)

Solution Routines - overloaded from IpoptNLP.

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)

Solution Routines - overloaded from IpoptNLP.

Static Public Member Functions

Methods for IpoptType

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)

Called by IpoptType to register the options.

Constructor & Destructor Documentation

OrigIpoptNLP	(	const SmartPtr< const Journalist > &	jnlst,
		const SmartPtr< NLP > &	nlp,
		const SmartPtr< NLPScalingObject > &	nlp_scaling
	)

Default destructor.

~OrigIpoptNLP ( ) [virtual]

Default destructor.

Member Function Documentation

bool Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)			`[virtual]`

Initialize - overloaded from IpoptNLP.

Reimplemented from IpoptNLP.

References OptionsList::GetBoolValue(), OptionsList::GetEnumValue(), OptionsList::GetNumericValue(), and IpoptNLP::Initialize().

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
	)			`[virtual]`

Initialize (create) structures for the iteration data.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), OrigIpoptNLP::d_L(), OrigIpoptNLP::d_U(), DBG_ASSERT, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::IsNull(), Ipopt::IsValid(), Ipopt::J_DETAILED, Ipopt::J_INITIALIZATION, Ipopt::J_MOREVECTOR, Ipopt::J_VECTOR, Ipopt::LIMITED_MEMORY, IpoptNLP::NLP_scaling(), OrigIpoptNLP::Pd_L(), OrigIpoptNLP::Pd_U(), OrigIpoptNLP::Px_L(), OrigIpoptNLP::Px_U(), OrigIpoptNLP::x_L(), and OrigIpoptNLP::x_U().

virtual bool GetWarmStartIterate ( IteratesVector & warm_start_iterate ) [inline, virtual]

Method accessing the GetWarmStartIterate of the NLP.

Implements IpoptNLP.

Number f ( const Vector & x ) [virtual]

Accessor methods for model data.

Objective value

Implements IpoptNLP.

References ASSERT_EXCEPTION, DBG_PRINT, DBG_START_METH, Vector::Dot(), TimedTask::End(), TaggedObject::GetTag(), Ipopt::IsFiniteNumber(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

Number f	(	const Vector &	x,
		Number	mu
	)			`[virtual]`

Objective value (depending in mu) - incorrect version for OrigIpoptNLP.

Implements IpoptNLP.

SmartPtr< const Vector > grad_f ( const Vector & x ) [virtual]

Gradient of the objective.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), TimedTask::End(), Ipopt::IsFiniteNumber(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

SmartPtr< const Vector > grad_f	(	const Vector &	x,
		Number	mu
	)			`[virtual]`

Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.

Implements IpoptNLP.

References THROW_EXCEPTION.

SmartPtr< const Vector > c ( const Vector & x ) [virtual]

Equality constraint residual.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), TimedTask::End(), Ipopt::GetRawPtr(), Ipopt::IsFiniteNumber(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

SmartPtr< const Matrix > jac_c ( const Vector & x ) [virtual]

Jacobian Matrix for equality constraints.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), TimedTask::End(), Ipopt::GetRawPtr(), Ipopt::J_NLP, Ipopt::J_WARNING, IpoptNLP::NLP_scaling(), TimedTask::Start(), and THROW_EXCEPTION.

SmartPtr< const Vector > d ( const Vector & x ) [virtual]

Inequality constraint residual (reformulated as equalities with slacks.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), DBG_PRINT_VECTOR, DBG_START_METH, TimedTask::End(), Ipopt::GetRawPtr(), Ipopt::IsFiniteNumber(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

SmartPtr< const Matrix > jac_d ( const Vector & x ) [virtual]

Jacobian Matrix for inequality constraints.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), TimedTask::End(), Ipopt::GetRawPtr(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

SmartPtr< const SymMatrix > h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd
	)			`[virtual]`

Hessian of the Lagrangian.

Implements IpoptNLP.

References ASSERT_EXCEPTION, Ipopt::ConstPtr(), TimedTask::End(), IpoptNLP::NLP_scaling(), and TimedTask::Start().

SmartPtr< const SymMatrix > h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		Number	mu
	)			`[virtual]`

Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.

Implements IpoptNLP.

References THROW_EXCEPTION.

SmartPtr< const SymMatrix > uninitialized_h ( ) [virtual]

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements IpoptNLP.

virtual SmartPtr<const Vector> x_L ( ) [inline, virtual]

Lower bounds on x.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Matrix> Px_L ( ) [inline, virtual]

Permutation matrix (x_L_ -> x).

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Vector> x_U ( ) [inline, virtual]

Upper bounds on x.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Matrix> Px_U ( ) [inline, virtual]

Permutation matrix (x_U_ -> x.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Vector> d_L ( ) [inline, virtual]

Lower bounds on d.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Matrix> Pd_L ( ) [inline, virtual]

Permutation matrix (d_L_ -> d).

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Vector> d_U ( ) [inline, virtual]

Upper bounds on d.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const Matrix> Pd_U ( ) [inline, virtual]

Permutation matrix (d_U_ -> d.

Implements IpoptNLP.

Referenced by OrigIpoptNLP::InitializeStructures().

virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace ( ) const [inline, virtual]

Accessor methods for model data.

Objective value

Implements IpoptNLP.

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
	)			`[virtual]`

Accessor method for vector/matrix spaces pointers.

Implements IpoptNLP.

References DBG_ASSERT, Ipopt::IsValid(), and IpoptNLP::NLP_scaling().

void AdjustVariableBounds	(	const Vector &	new_x_L,
		const Vector &	new_x_U,
		const Vector &	new_d_L,
		const Vector &	new_d_U
	)			`[virtual]`

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements IpoptNLP.

References Vector::MakeNewCopy().

virtual Index f_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index grad_f_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index c_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index jac_c_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index d_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index jac_d_evals ( ) const [inline, virtual]

Implements IpoptNLP.

virtual Index h_evals ( ) const [inline, virtual]

Implements IpoptNLP.

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
	)			`[virtual]`

Solution Routines - overloaded from IpoptNLP.

Implements IpoptNLP.

References Ipopt::ConstPtr(), DBG_START_METH, Ipopt::J_SOLUTION, Ipopt::J_VECTOR, and IpoptNLP::NLP_scaling().

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
	)			`[virtual]`

Solution Routines - overloaded from IpoptNLP.

Implements IpoptNLP.

References Ipopt::GetRawPtr().

void RegisterOptions ( SmartPtr< RegisteredOptions > roptions ) [static]

Called by IpoptType to register the options.

Referenced by Ipopt::RegisterOptions_Algorithm().

SmartPtr<NLP> nlp ( ) [inline]

Accessor method to the underlying NLP.

Referenced by IpoptApplication::ReOptimizeNLP().

void PrintTimingStatistics	(	Journalist &	jnlst,
		EJournalLevel	level,
		EJournalCategory	category
	)			const

References Journalist::Printf(), Journalist::ProduceOutput(), OrigIpoptNLP::TotalFunctionEvaluationCPUTime(), and TimedTask::TotalTime().

Number TotalFunctionEvaluationCPUTime ( ) const

References TimedTask::TotalTime().

Referenced by OrigIpoptNLP::PrintTimingStatistics().

The documentation for this class was generated from the following files:


Public Member Functions
virtual bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Initialize - overloaded from IpoptNLP.
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.
virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method accessing the GetWarmStartIterate of the NLP.
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.
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< NLP >	nlp ()
	Accessor method to the underlying NLP.
void	PrintTimingStatistics (Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
Number	TotalFunctionEvaluationCPUTime () const
Constructors/Destructors
	OrigIpoptNLP (const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)
	Default destructor.
virtual	~OrigIpoptNLP ()
	Default destructor.

virtual Number	f (const Vector &x)
	Accessor methods for model data.
virtual Number	f (const Vector &x, Number mu)
	Objective value (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const Vector >	grad_f (const Vector &x)
	Gradient of the objective.
virtual SmartPtr< const Vector >	grad_f (const Vector &x, Number mu)
	Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const Vector >	c (const Vector &x)
	Equality constraint residual.
virtual SmartPtr< const Matrix >	jac_c (const Vector &x)
	Jacobian Matrix for equality constraints.
virtual SmartPtr< const Vector >	d (const Vector &x)
	Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrix >	jac_d (const Vector &x)
	Jacobian Matrix for inequality constraints.
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
	Hessian of the Lagrangian.
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
	Hessian of the Lagrangian (depending in mu) - incorrect version for OrigIpoptNLP.
virtual SmartPtr< const SymMatrix >	uninitialized_h ()
	Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Vector >	x_L ()
	Lower bounds on x.
virtual SmartPtr< const Matrix >	Px_L ()
	Permutation matrix (x_L_ -> x).
virtual SmartPtr< const Vector >	x_U ()
	Upper bounds on x.
virtual SmartPtr< const Matrix >	Px_U ()
	Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Vector >	d_L ()
	Lower bounds on d.
virtual SmartPtr< const Matrix >	Pd_L ()
	Permutation matrix (d_L_ -> d).
virtual SmartPtr< const Vector >	d_U ()
	Upper bounds on d.
virtual SmartPtr< const Matrix >	Pd_U ()
	Permutation matrix (d_U_ -> d.
virtual SmartPtr< const SymMatrixSpace >	HessianMatrixSpace () const
	Accessor methods for model data.
Counters for the number of function evaluations.
virtual Index	f_evals () const
virtual Index	grad_f_evals () const
virtual Index	c_evals () const
virtual Index	jac_c_evals () const
virtual Index	d_evals () const
virtual Index	jac_d_evals () const
virtual Index	h_evals () const

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)
	Solution Routines - overloaded from IpoptNLP.
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)
	Solution Routines - overloaded from IpoptNLP.
Static Public Member Functions
Methods for IpoptType
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Called by IpoptType to register the options.