TNLPAdapter Class Reference

#include <IpTNLPAdapter.hpp>

Inheritance diagram for TNLPAdapter:

Detailed Description

This class Adapts the TNLP interface so it looks like an NLP interface.

This is an Adapter class (Design Patterns) that converts a TNLP to an NLP. This allows users to write to the "more convenient" TNLP interface.

Public Types

enum FixedVariableTreatmentEnum { MAKE_PARAMETER = 0, MAKE_CONSTRAINT }

Enum for treatment of fixed variables option. More...

enum DerivativeTestEnum { NO_TEST = 0, FIRST_ORDER_TEST, SECOND_ORDER_TEST }

Enum for specifying which derivative test is to be performed. More...

Public Member Functions

virtual void GetQuasiNewtonApproximationSpaces (SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)

Method returning information on quasi-Newton approximation.

bool CheckDerivatives (DerivativeTestEnum deriv_test)

Method for performing the derivative test.

SmartPtr< TNLP > tnlp () const

Accessor method for the underlying TNLP.

Constructors/Destructors

TNLPAdapter (const SmartPtr< TNLP > tnlp, const SmartPtr< const Journalist > jnlst=NULL)

Default constructor.

virtual ~TNLPAdapter ()

Default destructor.

Exceptions

DECLARE_STD_EXCEPTION (INVALID_TNLP)

DECLARE_STD_EXCEPTION (ERROR_IN_TNLP_DERIVATIVE_TEST)

TNLPAdapter Initialization.

virtual bool ProcessOptions (const OptionsList &options, const std::string &prefix)

Method for creating the derived vector / matrix types (Do not delete these, the ).

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)

Method for creating the derived vector / matrix types (Do not delete these, the ).

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)

Method for obtaining the bounds information.

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)

Method for obtaining the starting point for all the iterates.

virtual bool GetWarmStartIterate (IteratesVector &warm_start_iterate)

Method for obtaining an entire iterate as a warmstart point.

TNLPAdapter evaluation routines.

virtual bool Eval_f (const Vector &x, Number &f)

virtual bool Eval_grad_f (const Vector &x, Vector &g_f)

virtual bool Eval_c (const Vector &x, Vector &c)

virtual bool Eval_jac_c (const Vector &x, Matrix &jac_c)

virtual bool Eval_d (const Vector &x, Vector &d)

virtual bool Eval_jac_d (const Vector &x, Matrix &jac_d)

virtual bool Eval_h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)

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.

Solution Reporting Methods

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)

This method is called at the very end of the optimization.

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.

Static Public Member Functions

Methods for IpoptType

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)

Member Enumeration Documentation

enum FixedVariableTreatmentEnum

Enum for treatment of fixed variables option.

Enumerator:

MAKE_PARAMETER
MAKE_CONSTRAINT

enum DerivativeTestEnum

Enum for specifying which derivative test is to be performed.

Enumerator:

NO_TEST
FIRST_ORDER_TEST
SECOND_ORDER_TEST

Constructor & Destructor Documentation

TNLPAdapter	(	const SmartPtr< TNLP >	tnlp,
		const SmartPtr< const Journalist >	jnlst = `NULL`
	)

Default constructor.

References ASSERT_EXCEPTION, and Ipopt::IsValid().

~TNLPAdapter ( ) [virtual]

Default destructor.

Member Function Documentation

DECLARE_STD_EXCEPTION ( INVALID_TNLP )

DECLARE_STD_EXCEPTION ( ERROR_IN_TNLP_DERIVATIVE_TEST )

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

Method for creating the derived vector / matrix types (Do not delete these, the ).

Reimplemented from NLP.

References ASSERT_EXCEPTION, DBG_START_METH, OptionsList::GetBoolValue(), OptionsList::GetEnumValue(), and OptionsList::GetNumericValue().

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
	)			`[virtual]`

Method for creating the derived vector / matrix types (Do not delete these, the ).

Implements NLP.

References ASSERT_EXCEPTION, TNLPAdapter::CheckDerivatives(), DBG_ASSERT, DBG_START_METH, Ipopt::EXACT, TNLP::FORTRAN_STYLE, Ipopt::GetRawPtr(), fkinkryx::i, Ipopt::IsValid(), Ipopt::J_DETAILED, Ipopt::J_ERROR, Ipopt::J_INITIALIZATION, Ipopt::J_ITERSUMMARY, Ipopt::J_STATISTICS, TNLPAdapter::MAKE_CONSTRAINT, TNLPAdapter::MAKE_PARAMETER, TNLPAdapter::NO_TEST, and THROW_EXCEPTION.

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
	)			`[virtual]`

Method for obtaining the bounds information.

Implements NLP.

References DBG_ASSERT, ExpansionMatrix::ExpandedPosIndices(), fkinkryx::i, Ipopt::IsValid(), TNLPAdapter::MAKE_CONSTRAINT, TNLPAdapter::MAKE_PARAMETER, Matrix::NCols(), rhs, and DenseVector::Values().

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
	)			`[virtual]`

Method for obtaining the starting point for all the iterates.

Implements NLP.

References DBG_ASSERT, dx, Ipopt::GetRawPtr(), fkinkryx::i, Ipopt::IpBlasDcopy(), Ipopt::IsValid(), TNLPAdapter::MAKE_CONSTRAINT, and DenseVector::Values().

bool GetWarmStartIterate ( IteratesVector & warm_start_iterate ) [virtual]

Method for obtaining an entire iterate as a warmstart point.

The incoming IteratesVector has to be filled.

Reimplemented from NLP.

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

Implements NLP.

bool Eval_grad_f	(	const Vector &	x,
		Vector &	g_f
	)			`[virtual]`

Implements NLP.

References DBG_ASSERT, Vector::Dim(), fkinkryx::i, Ipopt::IsValid(), and DenseVector::Values().

bool Eval_c	(	const Vector &	x,
		Vector &	c
	)			`[virtual]`

Implements NLP.

References DBG_ASSERT, fkinkryx::i, TNLPAdapter::MAKE_CONSTRAINT, and DenseVector::Values().

bool Eval_jac_c	(	const Vector &	x,
		Matrix &	jac_c
	)			`[virtual]`

Implements NLP.

References DBG_ASSERT, fkinkryx::i, Ipopt::IpBlasDcopy(), TNLPAdapter::MAKE_CONSTRAINT, and GenTMatrix::Values().

bool Eval_d	(	const Vector &	x,
		Vector &	d
	)			`[virtual]`

Implements NLP.

References DBG_ASSERT, Vector::Dim(), fkinkryx::i, and DenseVector::Values().

bool Eval_jac_d	(	const Vector &	x,
		Matrix &	jac_d
	)			`[virtual]`

Implements NLP.

References DBG_ASSERT, fkinkryx::i, and GenTMatrix::Values().

bool Eval_h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		SymMatrix &	h
	)			`[virtual]`

Implements NLP.

References Vector::Asum(), DBG_ASSERT, fkinkryx::i, and SymTMatrix::Values().

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 `[virtual]`

Routines to get the scaling parameters.

These do not need to be overloaded unless the options are set for User scaling

Reimplemented from NLP.

References DBG_ASSERT, Vector::Dim(), dx, Ipopt::GetRawPtr(), fkinkryx::i, Ipopt::IpBlasDcopy(), Ipopt::IsValid(), Ipopt::J_ERROR, Ipopt::J_INITIALIZATION, TNLPAdapter::MAKE_CONSTRAINT, THROW_EXCEPTION, and DenseVector::Values().

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]`

This method is called at the very end of the optimization.

It provides the final iterate to the user, so that it can be stored as the solution. The status flag indicates the outcome of the optimization, where SolverReturn is defined in IpAlgTypes.hpp.

Reimplemented from NLP.

References DBG_ASSERT, DBG_START_METH, Vector::Dim(), fkinkryx::i, DenseVector::IsHomogeneous(), TNLPAdapter::MAKE_CONSTRAINT, Ipopt::Max(), and DenseVector::Values().

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
	)			`[virtual]`

This method is called once per iteration, after the iteration summary output has been printed.

It provides the current information to the user to do with it anything she wants. It also allows the user to ask for a premature termination of the optimization by returning false, in which case Ipopt will terminate with a corresponding return status. The basic information provided in the argument list has the quantities values printed in the iteration summary line. If more information is required, a user can obtain it from the IpData and IpCalculatedQuantities objects. However, note that the provided quantities are all for the problem that Ipopt sees, i.e., the quantities might be scaled, fixed variables might be sorted out, etc. The status indicates things like whether the algorithm is in the restoration phase... In the restoration phase, the dual variables are probably not not changing.

Reimplemented from NLP.

void GetQuasiNewtonApproximationSpaces	(	SmartPtr< VectorSpace > &	approx_space,
		SmartPtr< Matrix > &	P_approx
	)			`[virtual]`

Method returning information on quasi-Newton approximation.

Reimplemented from NLP.

References TNLP::FORTRAN_STYLE, fkinkryx::i, Ipopt::IsNull(), Ipopt::J_ERROR, Ipopt::J_INITIALIZATION, and THROW_EXCEPTION.

bool CheckDerivatives ( TNLPAdapter::DerivativeTestEnum deriv_test )

Method for performing the derivative test.

References ASSERT_EXCEPTION, TNLP::FORTRAN_STYLE, fkinkryx::i, Ipopt::IpBlasDcopy(), Ipopt::IsValid(), Ipopt::J_NLP, Ipopt::J_SUMMARY, Ipopt::J_WARNING, Ipopt::Max(), TNLPAdapter::NO_TEST, and TNLPAdapter::SECOND_ORDER_TEST.

Referenced by TNLPAdapter::GetSpaces().

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

Referenced by Ipopt::RegisterOptions_Interfaces().

SmartPtr<TNLP> tnlp ( ) const [inline]

Accessor method for the underlying TNLP.

Referenced by IpoptApplication::ReOptimizeTNLP().

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


Public Types
enum	FixedVariableTreatmentEnum { MAKE_PARAMETER = 0, MAKE_CONSTRAINT }
	Enum for treatment of fixed variables option. More...
enum	DerivativeTestEnum { NO_TEST = 0, FIRST_ORDER_TEST, SECOND_ORDER_TEST }
	Enum for specifying which derivative test is to be performed. More...
Public Member Functions
virtual void	GetQuasiNewtonApproximationSpaces (SmartPtr< VectorSpace > &approx_space, SmartPtr< Matrix > &P_approx)
	Method returning information on quasi-Newton approximation.
bool	CheckDerivatives (DerivativeTestEnum deriv_test)
	Method for performing the derivative test.
SmartPtr< TNLP >	tnlp () const
	Accessor method for the underlying TNLP.
Constructors/Destructors
	TNLPAdapter (const SmartPtr< TNLP > tnlp, const SmartPtr< const Journalist > jnlst=NULL)
	Default constructor.
virtual	~TNLPAdapter ()
	Default destructor.
Exceptions
	DECLARE_STD_EXCEPTION (INVALID_TNLP)
	DECLARE_STD_EXCEPTION (ERROR_IN_TNLP_DERIVATIVE_TEST)
TNLPAdapter Initialization.
virtual bool	ProcessOptions (const OptionsList &options, const std::string &prefix)
	Method for creating the derived vector / matrix types (Do not delete these, the ).
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)
	Method for creating the derived vector / matrix types (Do not delete these, the ).
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)
	Method for obtaining the bounds information.
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)
	Method for obtaining the starting point for all the iterates.
virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method for obtaining an entire iterate as a warmstart point.
TNLPAdapter evaluation routines.
virtual bool	Eval_f (const Vector &x, Number &f)
virtual bool	Eval_grad_f (const Vector &x, Vector &g_f)
virtual bool	Eval_c (const Vector &x, Vector &c)
virtual bool	Eval_jac_c (const Vector &x, Matrix &jac_c)
virtual bool	Eval_d (const Vector &x, Vector &d)
virtual bool	Eval_jac_d (const Vector &x, Matrix &jac_d)
virtual bool	Eval_h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, SymMatrix &h)
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.
Solution Reporting Methods
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)
	This method is called at the very end of the optimization.
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.
Static Public Member Functions
Methods for IpoptType
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)