Ipopt Documentation  
IpOrigIpoptNLP.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6 
7 #ifndef __IPORIGIPOPTNLP_HPP__
8 #define __IPORIGIPOPTNLP_HPP__
9 
10 #include "IpIpoptNLP.hpp"
11 #include "IpException.hpp"
12 #include "IpTimingStatistics.hpp"
13 
14 namespace Ipopt
15 {
16 
19 {
20  EXACT = 0,
22 };
23 
26 {
28  ALL_VARS
29 };
30 
39 {
40 public:
45  const SmartPtr<const Journalist>& jnlst,
46  const SmartPtr<NLP>& nlp,
47  const SmartPtr<NLPScalingObject>& nlp_scaling
48  );
49 
51  virtual ~OrigIpoptNLP();
53 
54  virtual bool Initialize(
55  const Journalist& jnlst,
56  const OptionsList& options,
57  const std::string& prefix
58  );
59 
61  virtual bool InitializeStructures(
63  bool init_x,
64  SmartPtr<Vector>& y_c,
65  bool init_y_c,
66  SmartPtr<Vector>& y_d,
67  bool init_y_d,
68  SmartPtr<Vector>& z_L,
69  bool init_z_L,
70  SmartPtr<Vector>& z_U,
71  bool init_z_U,
72  SmartPtr<Vector>& v_L,
73  SmartPtr<Vector>& v_U
74  );
75 
77  virtual bool GetWarmStartIterate(
78  IteratesVector& warm_start_iterate
79  )
80  {
81  return nlp_->GetWarmStartIterate(warm_start_iterate);
82  }
83 
87  virtual Number f(
88  const Vector& x
89  );
90 
94  virtual Number f(
95  const Vector& x,
96  Number mu
97  );
98 
101  const Vector& x
102  );
103 
108  const Vector& x,
109  Number mu
110  );
111 
114  const Vector& x
115  );
116 
119  const Vector& x
120  );
121 
126  const Vector& x
127  );
128 
131  const Vector& x
132  );
133 
136  const Vector& x,
137  Number obj_factor,
138  const Vector& yc,
139  const Vector& yd
140  );
141 
146  const Vector& x,
147  Number obj_factor,
148  const Vector& yc,
149  const Vector& yd,
150  Number mu
151  );
152 
159 
161  virtual SmartPtr<const Vector> x_L() const
162  {
163  return x_L_;
164  }
165 
167  virtual SmartPtr<const Matrix> Px_L() const
168  {
169  return Px_L_;
170  }
171 
173  virtual SmartPtr<const Vector> x_U() const
174  {
175  return x_U_;
176  }
177 
179  virtual SmartPtr<const Matrix> Px_U() const
180  {
181  return Px_U_;
182  }
183 
185  virtual SmartPtr<const Vector> d_L() const
186  {
187  return d_L_;
188  }
189 
191  virtual SmartPtr<const Matrix> Pd_L() const
192  {
193  return Pd_L_;
194  }
195 
197  virtual SmartPtr<const Vector> d_U() const
198  {
199  return d_U_;
200  }
201 
203  virtual SmartPtr<const Matrix> Pd_U() const
204  {
205  return Pd_U_;
206  }
207 
209  {
210  return h_space_;
211  }
212 
214  {
215  return x_space_;
216  }
218 
220  virtual void GetSpaces(
224  SmartPtr<const VectorSpace>& x_l_space,
225  SmartPtr<const MatrixSpace>& px_l_space,
226  SmartPtr<const VectorSpace>& x_u_space,
227  SmartPtr<const MatrixSpace>& px_u_space,
228  SmartPtr<const VectorSpace>& d_l_space,
229  SmartPtr<const MatrixSpace>& pd_l_space,
230  SmartPtr<const VectorSpace>& d_u_space,
231  SmartPtr<const MatrixSpace>& pd_u_space,
232  SmartPtr<const MatrixSpace>& Jac_c_space,
233  SmartPtr<const MatrixSpace>& Jac_d_space,
234  SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space
235  );
236 
239  virtual void AdjustVariableBounds(
240  const Vector& new_x_L,
241  const Vector& new_x_U,
242  const Vector& new_d_L,
243  const Vector& new_d_U
244  );
245 
248  virtual Index f_evals() const
249  {
250  return f_evals_;
251  }
252  virtual Index grad_f_evals() const
253  {
254  return grad_f_evals_;
255  }
256  virtual Index c_evals() const
257  {
258  return c_evals_;
259  }
260  virtual Index jac_c_evals() const
261  {
262  return jac_c_evals_;
263  }
264  virtual Index d_evals() const
265  {
266  return d_evals_;
267  }
268  virtual Index jac_d_evals() const
269  {
270  return jac_d_evals_;
271  }
272  virtual Index h_evals() const
273  {
274  return h_evals_;
275  }
277 
281  SolverReturn status,
282  const Vector& x,
283  const Vector& z_L,
284  const Vector& z_U,
285  const Vector& c,
286  const Vector& d,
287  const Vector& y_c,
288  const Vector& y_d,
289  Number obj_value,
290  const IpoptData* ip_data,
292  );
293 
295  AlgorithmMode mode,
296  Index iter,
297  Number obj_value,
298  Number inf_pr,
299  Number inf_du,
300  Number mu,
301  Number d_norm,
302  Number regularization_size,
303  Number alpha_du,
304  Number alpha_pr,
305  Index ls_trials,
308  );
310 
312  static void RegisterOptions(
314  );
315 
318  {
319  return nlp_;
320  }
321 
325  void ResetTimes();
326 
328  Journalist& jnlst,
329  EJournalLevel level,
330  EJournalCategory category
331  ) const;
332 
333  const TimedTask& f_eval_time() const
334  {
335  return f_eval_time_;
336  }
338  {
339  return grad_f_eval_time_;
340  }
341  const TimedTask& c_eval_time() const
342  {
343  return c_eval_time_;
344  }
345  const TimedTask& jac_c_eval_time() const
346  {
347  return jac_c_eval_time_;
348  }
349  const TimedTask& d_eval_time() const
350  {
351  return d_eval_time_;
352  }
353  const TimedTask& jac_d_eval_time() const
354  {
355  return jac_d_eval_time_;
356  }
357  const TimedTask& h_eval_time() const
358  {
359  return h_eval_time_;
360  }
361 
366 
367 private:
370 
373 
390 
395 
400 
403 
406 
411 
416 
421 
426 
429 
432 
435 
438 
441 
444 
447 
450 
453 
456 
460 
473 
476  const OrigIpoptNLP&
477  );
478 
480  void operator=(
481  const OrigIpoptNLP&
482  );
484 
493  Number bound_relax_factor,
494  Vector& bounds
495  );
496 
499  const Vector& x
500  );
502 
505 
508 
513 
518 
521 
524 
529 
534 
539 
543 
554 
557 
568 };
569 
570 } // namespace Ipopt
571 
572 #endif
Ipopt::OrigIpoptNLP::InitializeStructures
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.
Ipopt::OrigIpoptNLP::d_cache_
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
Definition: IpOrigIpoptNLP.hpp:415
Ipopt::OrigIpoptNLP::c_cache_
CachedResults< SmartPtr< const Vector > > c_cache_
Equality constraint residuals.
Definition: IpOrigIpoptNLP.hpp:405
Ipopt::OrigIpoptNLP::Px_L_
SmartPtr< const Matrix > Px_L_
Permutation matrix (x_L_ -> x)
Definition: IpOrigIpoptNLP.hpp:434
Ipopt::OrigIpoptNLP::pd_l_space_
SmartPtr< const MatrixSpace > pd_l_space_
Definition: IpOrigIpoptNLP.hpp:384
Ipopt::OrigIpoptNLP::jac_c_eval_time
const TimedTask & jac_c_eval_time() const
Definition: IpOrigIpoptNLP.hpp:345
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
Ipopt::OrigIpoptNLP::f
virtual Number f(const Vector &x)
Accessor methods for model data.
Ipopt::HessianApproximationType
HessianApproximationType
enumeration for the Hessian information type.
Definition: IpOrigIpoptNLP.hpp:19
Ipopt::EXACT
@ EXACT
Definition: IpOrigIpoptNLP.hpp:20
Ipopt::OrigIpoptNLP::grad_f_eval_time_
TimedTask grad_f_eval_time_
Definition: IpOrigIpoptNLP.hpp:561
Ipopt::OrigIpoptNLP::x_u_space_
SmartPtr< const VectorSpace > x_u_space_
Definition: IpOrigIpoptNLP.hpp:381
Ipopt::OrigIpoptNLP::x_l_space_
SmartPtr< const VectorSpace > x_l_space_
Definition: IpOrigIpoptNLP.hpp:379
Ipopt::OrigIpoptNLP::scaled_jac_c_space_
SmartPtr< const MatrixSpace > scaled_jac_c_space_
Definition: IpOrigIpoptNLP.hpp:391
Ipopt::OrigIpoptNLP::c_eval_time_
TimedTask c_eval_time_
Definition: IpOrigIpoptNLP.hpp:562
Ipopt::OrigIpoptNLP::x_space
virtual SmartPtr< const VectorSpace > x_space() const
x_space
Definition: IpOrigIpoptNLP.hpp:213
Ipopt::OrigIpoptNLP::jac_d_eval_time
const TimedTask & jac_d_eval_time() const
Definition: IpOrigIpoptNLP.hpp:353
Ipopt::OrigIpoptNLP::x_space_
SmartPtr< const VectorSpace > x_space_
Necessary Vector/Matrix spaces.
Definition: IpOrigIpoptNLP.hpp:376
Ipopt::OrigIpoptNLP::hessian_constant_
bool hessian_constant_
Flag indicating if we need to ask for Hessian only once.
Definition: IpOrigIpoptNLP.hpp:541
Ipopt::OrigIpoptNLP::h_space_
SmartPtr< const SymMatrixSpace > h_space_
Definition: IpOrigIpoptNLP.hpp:389
Ipopt::OrigIpoptNLP::nlp
SmartPtr< NLP > nlp()
Accessor method to the underlying NLP.
Definition: IpOrigIpoptNLP.hpp:317
Ipopt::OrigIpoptNLP::check_derivatives_for_naninf_
bool check_derivatives_for_naninf_
Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second de...
Definition: IpOrigIpoptNLP.hpp:528
Ipopt::LIMITED_MEMORY
@ LIMITED_MEMORY
Definition: IpOrigIpoptNLP.hpp:21
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:89
Ipopt::OrigIpoptNLP::jac_d_space_
SmartPtr< const MatrixSpace > jac_d_space_
Definition: IpOrigIpoptNLP.hpp:388
Ipopt::OrigIpoptNLP::unscaled_x_cache_
CachedResults< SmartPtr< const Vector > > unscaled_x_cache_
Unscaled version of x vector.
Definition: IpOrigIpoptNLP.hpp:428
Ipopt::OrigIpoptNLP::Px_L
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
Definition: IpOrigIpoptNLP.hpp:167
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::OrigIpoptNLP::bound_relax_factor_
Number bound_relax_factor_
relaxation factor for the bounds
Definition: IpOrigIpoptNLP.hpp:507
Ipopt::OrigIpoptNLP::Pd_L
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
Definition: IpOrigIpoptNLP.hpp:191
Ipopt::OrigIpoptNLP::GetWarmStartIterate
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
Definition: IpOrigIpoptNLP.hpp:77
Ipopt::OrigIpoptNLP::f_evals
virtual Index f_evals() const
Definition: IpOrigIpoptNLP.hpp:248
Ipopt::OrigIpoptNLP::h_eval_time
const TimedTask & h_eval_time() const
Definition: IpOrigIpoptNLP.hpp:357
Ipopt::EJournalLevel
EJournalLevel
Print Level Enum.
Definition: IpJournalist.hpp:32
Ipopt::OrigIpoptNLP::jac_c_cache_
CachedResults< SmartPtr< const Matrix > > jac_c_cache_
Jacobian Matrix for equality constraints (current iteration)
Definition: IpOrigIpoptNLP.hpp:410
Ipopt::HessianApproximationSpace
HessianApproximationSpace
enumeration for the Hessian approximation space.
Definition: IpOrigIpoptNLP.hpp:26
Ipopt::OrigIpoptNLP::d_U
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
Definition: IpOrigIpoptNLP.hpp:197
Ipopt::OrigIpoptNLP::h_evals
virtual Index h_evals() const
Definition: IpOrigIpoptNLP.hpp:272
Ipopt::OrigIpoptNLP::jac_c_space_
SmartPtr< const MatrixSpace > jac_c_space_
Definition: IpOrigIpoptNLP.hpp:387
Ipopt::OrigIpoptNLP::hessian_approximation_
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
Definition: IpOrigIpoptNLP.hpp:520
Ipopt::OrigIpoptNLP::initialized_
bool initialized_
Flag indicating if initialization method has been called.
Definition: IpOrigIpoptNLP.hpp:556
IPOPTLIB_EXPORT
#define IPOPTLIB_EXPORT
Definition: config_default.h:16
Ipopt::OrigIpoptNLP::grad_f_evals_
Index grad_f_evals_
Definition: IpOrigIpoptNLP.hpp:547
Ipopt::OrigIpoptNLP::h_evals_
Index h_evals_
Definition: IpOrigIpoptNLP.hpp:552
Ipopt::OrigIpoptNLP::x_L_
SmartPtr< const Vector > x_L_
Lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:431
Ipopt::OrigIpoptNLP::OrigIpoptNLP
OrigIpoptNLP()
Default Constructor.
Ipopt::OrigIpoptNLP::px_u_space_
SmartPtr< const MatrixSpace > px_u_space_
Definition: IpOrigIpoptNLP.hpp:382
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::OrigIpoptNLP::grad_f
virtual SmartPtr< const Vector > grad_f(const Vector &x, Number mu)
Gradient of the objective (depending in mu) - incorrect version for OrigIpoptNLP.
Ipopt::OrigIpoptNLP::OrigIpoptNLP
OrigIpoptNLP(const OrigIpoptNLP &)
Copy Constructor.
Ipopt::OrigIpoptNLP::jac_c_evals_
Index jac_c_evals_
Definition: IpOrigIpoptNLP.hpp:549
Ipopt::OrigIpoptNLP::honor_original_bounds_
bool honor_original_bounds_
Flag indicating whether the primal variables should be projected back into original bounds are optimi...
Definition: IpOrigIpoptNLP.hpp:512
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationCpuTime
Number TotalFunctionEvaluationCpuTime() const
Ipopt::OrigIpoptNLP::jac_d_evals
virtual Index jac_d_evals() const
Definition: IpOrigIpoptNLP.hpp:268
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OrigIpoptNLP::f_evals_
Index f_evals_
Definition: IpOrigIpoptNLP.hpp:546
Ipopt::EJournalCategory
EJournalCategory
Category Selection Enum.
Definition: IpJournalist.hpp:52
Ipopt::OrigIpoptNLP::h_cache_
CachedResults< SmartPtr< const SymMatrix > > h_cache_
Hessian of the lagrangian (current iteration)
Definition: IpOrigIpoptNLP.hpp:425
Ipopt::OrigIpoptNLP::f_cache_
CachedResults< Number > f_cache_
Objective function.
Definition: IpOrigIpoptNLP.hpp:399
Ipopt::OrigIpoptNLP::c_evals_
Index c_evals_
Definition: IpOrigIpoptNLP.hpp:548
Ipopt::OrigIpoptNLP::jnlst_
SmartPtr< const Journalist > jnlst_
Journalist.
Definition: IpOrigIpoptNLP.hpp:369
Ipopt::OrigIpoptNLP::d_evals_
Index d_evals_
Definition: IpOrigIpoptNLP.hpp:550
Ipopt::OrigIpoptNLP::~OrigIpoptNLP
virtual ~OrigIpoptNLP()
Destructor.
Ipopt::OrigIpoptNLP::nlp_
SmartPtr< NLP > nlp_
Pointer to the NLP.
Definition: IpOrigIpoptNLP.hpp:372
Ipopt::OrigIpoptNLP::jac_d_cache_
CachedResults< SmartPtr< const Matrix > > jac_d_cache_
Jacobian Matrix for inequality constraints (current iteration)
Definition: IpOrigIpoptNLP.hpp:420
Ipopt::OrigIpoptNLP::jac_d_evals_
Index jac_d_evals_
Definition: IpOrigIpoptNLP.hpp:551
IpTimingStatistics.hpp
Ipopt::OrigIpoptNLP::jac_c_evals
virtual Index jac_c_evals() const
Definition: IpOrigIpoptNLP.hpp:260
Ipopt::OrigIpoptNLP::Pd_L_
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -> d)
Definition: IpOrigIpoptNLP.hpp:446
Ipopt::OrigIpoptNLP::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Called to register the options.
Ipopt::OrigIpoptNLP::d_eval_time
const TimedTask & d_eval_time() const
Definition: IpOrigIpoptNLP.hpp:349
Ipopt::OrigIpoptNLP::GetSpaces
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.
Ipopt::CachedResults< Number >
Ipopt::OrigIpoptNLP::Px_U_
SmartPtr< const Matrix > Px_U_
Permutation matrix (x_U_ -> x)
Definition: IpOrigIpoptNLP.hpp:440
Ipopt::OrigIpoptNLP::h
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian.
Ipopt::OrigIpoptNLP::FinalizeSolution
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.
Ipopt::OrigIpoptNLP::f
virtual Number f(const Vector &x, Number mu)
Objective value (depending in mu) - incorrect version for OrigIpoptNLP.
Ipopt::OrigIpoptNLP::d_evals
virtual Index d_evals() const
Definition: IpOrigIpoptNLP.hpp:264
Ipopt::OrigIpoptNLP::f_eval_time
const TimedTask & f_eval_time() const
Definition: IpOrigIpoptNLP.hpp:333
Ipopt::OrigIpoptNLP
This class maps the traditional NLP into something that is more useful by Ipopt.
Definition: IpOrigIpoptNLP.hpp:39
Ipopt::OrigIpoptNLP::d_l_space_
SmartPtr< const VectorSpace > d_l_space_
Definition: IpOrigIpoptNLP.hpp:383
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:117
Ipopt::OrigIpoptNLP::d_u_space_
SmartPtr< const VectorSpace > d_u_space_
Definition: IpOrigIpoptNLP.hpp:385
Ipopt::OrigIpoptNLP::grad_f_cache_
CachedResults< SmartPtr< const Vector > > grad_f_cache_
Gradient of the objective function.
Definition: IpOrigIpoptNLP.hpp:402
Ipopt::OrigIpoptNLP::orig_x_L_
SmartPtr< const Vector > orig_x_L_
Original unmodified lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:455
Ipopt::OrigIpoptNLP::HessianMatrixSpace
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)
Definition: IpOrigIpoptNLP.hpp:208
Ipopt::OrigIpoptNLP::x_U
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:173
Ipopt::OrigIpoptNLP::jac_c_eval_time_
TimedTask jac_c_eval_time_
Definition: IpOrigIpoptNLP.hpp:563
Ipopt::ALL_VARS
@ ALL_VARS
Definition: IpOrigIpoptNLP.hpp:28
Ipopt::OrigIpoptNLP::grad_f_eval_time
const TimedTask & grad_f_eval_time() const
Definition: IpOrigIpoptNLP.hpp:337
Ipopt::OrigIpoptNLP::h_eval_time_
TimedTask h_eval_time_
Definition: IpOrigIpoptNLP.hpp:566
Ipopt::OrigIpoptNLP::AdjustVariableBounds
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.
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationWallclockTime
Number TotalFunctionEvaluationWallclockTime() const
Ipopt::OrigIpoptNLP::d_space_
SmartPtr< const VectorSpace > d_space_
Definition: IpOrigIpoptNLP.hpp:378
Ipopt::OrigIpoptNLP::uninitialized_h
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
Ipopt::OrigIpoptNLP::d_eval_time_
TimedTask d_eval_time_
Definition: IpOrigIpoptNLP.hpp:564
Ipopt::OrigIpoptNLP::IntermediateCallBack
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)
Ipopt::OrigIpoptNLP::scaled_jac_d_space_
SmartPtr< const MatrixSpace > scaled_jac_d_space_
Definition: IpOrigIpoptNLP.hpp:392
Ipopt::OrigIpoptNLP::d_L
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
Definition: IpOrigIpoptNLP.hpp:185
Ipopt::OrigIpoptNLP::grad_f_evals
virtual Index grad_f_evals() const
Definition: IpOrigIpoptNLP.hpp:252
Ipopt::OrigIpoptNLP::d
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks)
Ipopt::OrigIpoptNLP::c_eval_time
const TimedTask & c_eval_time() const
Definition: IpOrigIpoptNLP.hpp:341
Ipopt::OrigIpoptNLP::c_evals
virtual Index c_evals() const
Definition: IpOrigIpoptNLP.hpp:256
Ipopt::TimedTask
This class is used to collect timing information for a particular task.
Definition: IpTimedTask.hpp:19
Ipopt::OrigIpoptNLP::TotalFunctionEvaluationSysTime
Number TotalFunctionEvaluationSysTime() const
Ipopt::OrigIpoptNLP::jac_d_eval_time_
TimedTask jac_d_eval_time_
Definition: IpOrigIpoptNLP.hpp:565
Ipopt::OrigIpoptNLP::operator=
void operator=(const OrigIpoptNLP &)
Overloaded Assignment Operator.
Ipopt::OrigIpoptNLP::Px_U
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x)
Definition: IpOrigIpoptNLP.hpp:179
Ipopt::OrigIpoptNLP::h
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.
Ipopt::OrigIpoptNLP::hessian_approximation_space_
HessianApproximationSpace hessian_approximation_space_
Flag indicating in which space Hessian is to be approximated.
Definition: IpOrigIpoptNLP.hpp:523
IpException.hpp
Ipopt::OrigIpoptNLP::jac_d_constant_
bool jac_d_constant_
Flag indicating if we need to ask for inequality constraint Jacobians only once.
Definition: IpOrigIpoptNLP.hpp:538
Ipopt::OrigIpoptNLP::Pd_U
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d)
Definition: IpOrigIpoptNLP.hpp:203
Ipopt::OrigIpoptNLP::OrigIpoptNLP
OrigIpoptNLP(const SmartPtr< const Journalist > &jnlst, const SmartPtr< NLP > &nlp, const SmartPtr< NLPScalingObject > &nlp_scaling)
Constructor.
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:20
Ipopt::OrigIpoptNLP::grad_f
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective.
Ipopt::OrigIpoptNLP::px_l_space_
SmartPtr< const MatrixSpace > px_l_space_
Definition: IpOrigIpoptNLP.hpp:380
Ipopt::OrigIpoptNLP::c_space_
SmartPtr< const VectorSpace > c_space_
Definition: IpOrigIpoptNLP.hpp:377
Ipopt::OrigIpoptNLP::c
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
Ipopt::OrigIpoptNLP::d_U_
SmartPtr< const Vector > d_U_
Upper bounds on d.
Definition: IpOrigIpoptNLP.hpp:449
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::NONLINEAR_VARS
@ NONLINEAR_VARS
Definition: IpOrigIpoptNLP.hpp:27
Ipopt::OrigIpoptNLP::f_eval_time_
TimedTask f_eval_time_
Definition: IpOrigIpoptNLP.hpp:560
Ipopt::OrigIpoptNLP::jac_c
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
Ipopt::OrigIpoptNLP::scaled_h_space_
SmartPtr< const SymMatrixSpace > scaled_h_space_
Definition: IpOrigIpoptNLP.hpp:393
Ipopt::OrigIpoptNLP::jac_c_constant_
bool jac_c_constant_
Flag indicating if we need to ask for equality constraint Jacobians only once.
Definition: IpOrigIpoptNLP.hpp:533
Ipopt::OrigIpoptNLP::Pd_U_
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -> d)
Definition: IpOrigIpoptNLP.hpp:452
IpIpoptNLP.hpp
Ipopt::OrigIpoptNLP::orig_x_U_
SmartPtr< const Vector > orig_x_U_
Original unmodified upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:458
Ipopt::OrigIpoptNLP::pd_u_space_
SmartPtr< const MatrixSpace > pd_u_space_
Definition: IpOrigIpoptNLP.hpp:386
Ipopt::OrigIpoptNLP::ResetTimes
void ResetTimes()
Reset the timing statistics.
Ipopt::OrigIpoptNLP::Initialize
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
Ipopt::OrigIpoptNLP::d_L_
SmartPtr< const Vector > d_L_
Lower bounds on d.
Definition: IpOrigIpoptNLP.hpp:443
Ipopt::OrigIpoptNLP::x_L
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
Definition: IpOrigIpoptNLP.hpp:161
AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes_inc.h:41
Ipopt::OrigIpoptNLP::PrintTimingStatistics
void PrintTimingStatistics(Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:48
Ipopt::OrigIpoptNLP::relax_bounds
void relax_bounds(Number bound_relax_factor, Vector &bounds)
relax the bounds by a relative move of relax_bound_factor.
Ipopt::IpoptNLP
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
Ipopt::OrigIpoptNLP::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
Definition: IpOrigIpoptNLP.hpp:517
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:26
Ipopt::OrigIpoptNLP::get_unscaled_x
SmartPtr< const Vector > get_unscaled_x(const Vector &x)
Method for getting the unscaled version of the x vector.
Ipopt::OrigIpoptNLP::jac_d
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
Ipopt::OrigIpoptNLP::x_U_
SmartPtr< const Vector > x_U_
Upper bounds on x.
Definition: IpOrigIpoptNLP.hpp:437