Ipopt  3.11.9
IpTNLPReducer.hpp
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1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2008-08-10
8 
9 #ifndef __IPTNLPREDUCER_HPP__
10 #define __IPTNLPREDUCER_HPP__
11 
12 #include "IpTNLP.hpp"
13 
14 namespace Ipopt
15 {
23  class TNLPReducer : public TNLP
24  {
25  public:
31  TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip,
32  Index n_xL_skip, const Index* index_xL_skip,
33  Index n_xU_skip, const Index* index_xU_skip,
34  Index n_x_fix, const Index* index_f_fix);
35 
37  virtual ~TNLPReducer();
39 
41  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
42  Index& nnz_h_lag, IndexStyleEnum& index_style);
43 
44  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
45  Index m, Number* g_l, Number* g_u);
46 
48  bool& use_x_scaling, Index n,
50  bool& use_g_scaling, Index m,
51  Number* g_scaling);
52 
53  virtual bool get_variables_linearity(Index n, LinearityType* var_types);
54 
55  virtual bool get_constraints_linearity(Index m, LinearityType* const_types);
56 
57  virtual bool get_starting_point(Index n, bool init_x, Number* x,
58  bool init_z, Number* z_L, Number* z_U,
59  Index m, bool init_lambda,
60  Number* lambda);
61 
62  virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate);
63 
64  virtual bool eval_f(Index n, const Number* x, bool new_x,
65  Number& obj_value);
66 
67  virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
68  Number* grad_f);
69 
70  virtual bool eval_g(Index n, const Number* x, bool new_x,
71  Index m, Number* g);
72 
73  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
74  Index m, Index nele_jac, Index* iRow,
75  Index *jCol, Number* values);
76 
77  virtual bool eval_h(Index n, const Number* x, bool new_x,
78  Number obj_factor, Index m, const Number* lambda,
79  bool new_lambda, Index nele_hess,
80  Index* iRow, Index* jCol, Number* values);
81 
82  virtual void finalize_solution(SolverReturn status,
83  Index n, const Number* x, const Number* z_L, const Number* z_U,
84  Index m, const Number* g, const Number* lambda,
85  Number obj_value,
86  const IpoptData* ip_data,
88 
89  virtual bool intermediate_callback(AlgorithmMode mode,
90  Index iter, Number obj_value,
91  Number inf_pr, Number inf_du,
92  Number mu, Number d_norm,
93  Number regularization_size,
94  Number alpha_du, Number alpha_pr,
95  Index ls_trials,
96  const IpoptData* ip_data,
98 
100 
101  virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
102  Index* pos_nonlin_vars);
104 
105  private:
115  TNLPReducer();
116 
118  TNLPReducer(const TNLPReducer&);
119 
121  void operator=(const TNLPReducer&);
123 
130 
133 
137 
141 
145 
148 
151 
154 
158 
161 
164 
167 
170 
173 
176  };
177 
178 } // namespace Ipopt
179 
180 #endif
Ipopt::TNLPReducer::nnz_jac_g_skipped_
Index nnz_jac_g_skipped_
Number of Jacobian nonzeros that are skipped.
Definition: IpTNLPReducer.hpp:153
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Ipopt::TNLPReducer::index_style_orig_
IndexStyleEnum index_style_orig_
Index style for original problem.
Definition: IpTNLPReducer.hpp:140
Ipopt::TNLPReducer::get_number_of_nonlinear_variables
virtual Index get_number_of_nonlinear_variables()
Ipopt::TNLPReducer::n_xU_skip_
Index n_xU_skip_
Number of upper variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:166
Ipopt::TNLPReducer::jac_g_skipped_
Index * jac_g_skipped_
Array of Jacobian elements that are to be skipped.
Definition: IpTNLPReducer.hpp:157
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:81
Ipopt::TNLPReducer::get_list_of_nonlinear_variables
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Ipopt::TNLPReducer::get_constraints_linearity
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
overload this method to return the constraint linearity.
Ipopt::TNLPReducer::index_g_skip_
Index * index_g_skip_
Array of indices of the constraints that are to be skipped.
Definition: IpTNLPReducer.hpp:136
Ipopt
Definition: matlabjournal.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::TNLPReducer::get_bounds_info
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
overload this method to return the information about the bound on the variables and constraints.
Ipopt::TNLPReducer::eval_jac_g
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
overload this method to return the jacobian of the constraints.
Ipopt::TNLPReducer::get_variables_linearity
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR).
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::TNLPReducer::get_warm_start_iterate
virtual bool get_warm_start_iterate(IteratesVector &warm_start_iterate)
overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) f...
nele_hess
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Definition: IpStdCInterface.h:166
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:164
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::TNLPReducer::index_xL_skip_
Index * index_xL_skip_
Array of indices of the lower variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:163
Ipopt::TNLPReducer::m_orig_
Index m_orig_
Definition: IpTNLPReducer.hpp:127
Ipopt::TNLPReducer::nnz_jac_g_orig_
Index nnz_jac_g_orig_
Definition: IpTNLPReducer.hpp:128
Ipopt::TNLPReducer::n_g_skip_
Index n_g_skip_
Number of constraints to be skipped.
Definition: IpTNLPReducer.hpp:132
IpTNLP.hpp
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:182
Ipopt::TNLPReducer::eval_grad_f
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
overload this method to return the vector of the gradient of the objective w.r.t.
Ipopt::TNLPReducer::get_scaling_parameters
virtual bool get_scaling_parameters(Number &obj_scaling, bool &use_x_scaling, Index n, Number *x_scaling, bool &use_g_scaling, Index m, Number *g_scaling)
overload this method to return scaling parameters.
Ipopt::TNLPReducer
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to th...
Definition: IpTNLPReducer.hpp:23
obj_scaling
Number obj_scaling
Definition: IpStdCInterface.h:210
Ipopt::TNLPReducer::TNLPReducer
TNLPReducer()
Default Constructor.
Ipopt::TNLPReducer::intermediate_callback
virtual bool intermediate_callback(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)
Intermediate Callback method for the user.
Ipopt::TNLPReducer::m_reduced_
Index m_reduced_
Number of constraints in reduced NLP.
Definition: IpTNLPReducer.hpp:147
Ipopt::TNLPReducer::finalize_solution
virtual void finalize_solution(SolverReturn status, Index n, const Number *x, const Number *z_L, const Number *z_U, Index m, const Number *g, const Number *lambda, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called when the algorithm is complete so the TNLP can store/write the solution.
Ipopt::TNLP::LinearityType
LinearityType
Type of the constraints.
Definition: IpTNLP.hpp:54
Ipopt::TNLPReducer::g_keep_map_
Index * g_keep_map_
Map from original constraints to new constraints.
Definition: IpTNLPReducer.hpp:144
Ipopt::TNLPReducer::tnlp_
SmartPtr< TNLP > tnlp_
Definition: IpTNLPReducer.hpp:126
Ipopt::TNLP
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition: IpTNLP.hpp:50
g_scaling
Number Number Number * g_scaling
Definition: IpStdCInterface.h:212
Ipopt::TNLPReducer::n_x_fix_
Index n_x_fix_
Number of variables that are to be fixed to initial value.
Definition: IpTNLPReducer.hpp:172
Ipopt::TNLPReducer::eval_f
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
overload this method to return the value of the objective function
Ipopt::TNLPReducer::eval_h
virtual bool eval_h(Index n, const Number *x, bool new_x, Number obj_factor, Index m, const Number *lambda, bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values)
overload this method to return the hessian of the lagrangian.
Ipopt::TNLPReducer::n_xL_skip_
Index n_xL_skip_
Number of lower variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:160
Ipopt::TNLPReducer::operator=
void operator=(const TNLPReducer &)
Overloaded Equals Operator.
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:240
Ipopt::TNLPReducer::get_nlp_info
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Ipopt::TNLP::IndexStyleEnum
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Ipopt::TNLPReducer::index_xU_skip_
Index * index_xU_skip_
Array of indices of the upper variable bounds to be skipped.
Definition: IpTNLPReducer.hpp:169
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Ipopt::TNLPReducer::index_x_fix_
Index * index_x_fix_
Array of indices of the variables that are to be fixed.
Definition: IpTNLPReducer.hpp:175
Ipopt::TNLPReducer::eval_g
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
overload this method to return the vector of constraint values
Ipopt::TNLPReducer::nnz_jac_g_reduced_
Index nnz_jac_g_reduced_
Number of Jacobian nonzeros in the reduced NLP.
Definition: IpTNLPReducer.hpp:150
Ipopt::TNLPReducer::get_starting_point
virtual bool get_starting_point(Index n, bool init_x, Number *x, bool init_z, Number *z_L, Number *z_U, Index m, bool init_lambda, Number *lambda)
overload this method to return the starting point.
Ipopt::TNLPReducer::~TNLPReducer
virtual ~TNLPReducer()
Default destructor.
index_style
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Definition: IpStdCInterface.h:168
AlgorithmMode
AlgorithmMode
enum to indicate the mode in which the algorithm is
Definition: IpReturnCodes_inc.h:42
x_scaling
Number Number * x_scaling
Definition: IpStdCInterface.h:211
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:27
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:146