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IpStdInterfaceTNLP.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 __IPSTDINTERFACETNLP_HPP__
8 #define __IPSTDINTERFACETNLP_HPP__
9 
10 #include "IpUtils.hpp"
11 #include "IpTNLP.hpp"
12 #include "IpJournalist.hpp"
13 #include "IpException.hpp"
14 #include "IpStdCInterface.h"
15 #include "IpSmartPtr.hpp"
16 
17 namespace Ipopt
18 {
20 DECLARE_STD_EXCEPTION(INVALID_STDINTERFACE_NLP);
21 
28 class StdInterfaceTNLP : public TNLP
29 {
30 public:
32 
40  Index n_var,
41  const Number* x_L,
42  const Number* x_U,
43  Index n_con,
44  const Number* g_L,
45  const Number* g_U,
46  Index nele_jac,
47  Index nele_hess,
48  Index index_style,
49  const Number* start_x,
50  const Number* start_lam,
51  const Number* start_z_L,
52  const Number* start_z_U,
58  Intermediate_CB intermediate_cb,
59  Number* x_sol,
60  Number* z_L_sol,
61  Number* z_U_sol,
62  Number* g_sol,
63  Number* lam_sol,
64  Number* obj_sol,
65  UserDataPtr user_data,
66  Number obj_scaling = 1,
67  const Number* x_scaling = NULL,
68  const Number* g_scaling = NULL
69  );
70 
72  virtual ~StdInterfaceTNLP();
74 
79  virtual bool get_nlp_info(
81  Index& n,
82  Index& m,
83  Index& nnz_jac_g,
84  Index& nnz_h_lag,
85  IndexStyleEnum& index_style
86  );
87 
88  virtual bool get_bounds_info(
89  Index n,
90  Number* x_l,
91  Number* x_u,
92  Index m,
93  Number* g_l,
94  Number* g_u
95  );
96 
97  virtual bool get_scaling_parameters(
98  Number& obj_scaling,
99  bool& use_x_scaling,
100  Index n,
101  Number* x_scaling,
102  bool& use_g_scaling,
103  Index m,
104  Number* g_scaling
105  );
106 
107  virtual bool get_starting_point(
108  Index n,
109  bool init_x,
110  Number* x,
111  bool init_z,
112  Number* z_L,
113  Number* z_U,
114  Index m,
115  bool init_lambda,
116  Number* lambda
117  );
118 
119  virtual bool eval_f(
120  Index n,
121  const Number* x,
122  bool new_x,
123  Number& obj_value
124  );
125 
126  virtual bool eval_grad_f(
127  Index n,
128  const Number* x,
129  bool new_x,
130  Number* grad_f
131  );
132 
133  virtual bool eval_g(
134  Index n,
135  const Number* x,
136  bool new_x,
137  Index m,
138  Number* g
139  );
140 
141  virtual bool eval_jac_g(
142  Index n,
143  const Number* x,
144  bool new_x,
145  Index m,
146  Index nele_jac,
147  Index* iRow,
148  Index* jCol,
149  Number* values
150  );
151 
152  virtual bool eval_h(
153  Index n,
154  const Number* x,
155  bool new_x,
156  Number obj_factor,
157  Index m,
158  const Number* lambda,
159  bool new_lambda,
160  Index nele_hess,
161  Index* iRow,
162  Index* jCol,
163  Number* values
164  );
165 
166  virtual bool intermediate_callback(
167  AlgorithmMode mode,
168  Index iter,
169  Number obj_value,
170  Number inf_pr,
171  Number inf_du,
172  Number mu,
173  Number d_norm,
174  Number regularization_size,
175  Number alpha_du,
176  Number alpha_pr,
177  Index ls_trials,
178  const IpoptData* ip_data,
180  );
182 
184  virtual void finalize_solution(
186  SolverReturn status,
187  Index n,
188  const Number* x,
189  const Number* z_L,
190  const Number* z_U,
191  Index m,
192  const Number* g,
193  const Number* lambda,
194  Number obj_value,
195  const IpoptData* ip_data,
197  );
199 
203  Bool scaled,
204  Index n,
205  Number* x,
206  Number* z_L,
207  Number* z_U,
208  Index m,
209  Number* g,
210  Number* lambda
211  ) const
212  {
213  return TNLP::get_curr_iterate(ip_data_, ip_cq_, scaled, n, x, z_L, z_U, m, g, lambda);
214  }
215 
219  bool scaled,
220  Index n,
221  Number* x_L_violation,
222  Number* x_U_violation,
223  Number* compl_x_L,
224  Number* compl_x_U,
225  Number* grad_lag_x,
226  Index m,
227  Number* nlp_constraint_violation,
228  Number* compl_g
229  ) const
230  {
231  return TNLP::get_curr_violations(ip_data_, ip_cq_, scaled, n, x_L_violation, x_U_violation, compl_x_L, compl_x_U, grad_lag_x, m, nlp_constraint_violation, compl_g);
232  }
233 
234 private:
237 
239 
241  const Index n_var_;
243  const Index n_con_;
245  const Number* x_L_;
247  const Number* x_U_;
249  const Number* g_L_;
251  const Number* g_U_;
259  const Number* start_x_;
287 
290 
292  Number* x_sol_;
300 
307 
309  void apply_new_x(
310  bool new_x,
311  Index n,
312  const Number* x
313  );
314 
322 
325 
328  const StdInterfaceTNLP&
329  );
330 
332  void operator=(
333  const StdInterfaceTNLP&
334  );
336 
337 };
338 
339 } // namespace Ipopt
340 
341 #endif
const Number * x_U_
Pointer to Number array containing upper bounds for variables.
const Index nele_hess_
Number of non-zero elements in the Hessian.
Implementation of a TNLP for the Standard C interface.
Class for all IPOPT specific calculated quantities.
StdInterfaceTNLP()
Default Constructor.
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)
Method to request either the sparsity structure or the values of the Hessian of the Lagrangian...
Eval_F_CB eval_f_
Pointer to callback function evaluating value of objective function.
const Number * start_z_U_
Pointer to Number array containing starting values for upper bound multipliers.
const Index index_style_
Starting value of the iRow and jCol parameters for matrices.
const Number * x_scaling_
Scaling factors for variables (if not NULL)
Number * non_const_x_
A non-const copy of x - this is kept up-to-date in apply_new_x.
const Number * start_x_
Pointer to Number array containing starting point for variables.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to request the constraint values.
AlgorithmMode
enum to indicate the mode in which the algorithm is
DECLARE_STD_EXCEPTION(FATAL_ERROR_IN_LINEAR_SOLVER)
bool(* Eval_Jac_G_CB)(ipindex n, ipnumber *x, bool new_x, ipindex m, ipindex nele_jac, ipindex *iRow, ipindex *jCol, ipnumber *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Jacobian of the constrant functions.
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)
Method to request scaling parameters.
const Index nele_jac_
Number of non-zero elements in the constraint Jacobian.
bool get_curr_violations(bool scaled, Index n, Number *x_L_violation, Number *x_U_violation, Number *compl_x_L, Number *compl_x_U, Number *grad_lag_x, Index m, Number *nlp_constraint_violation, Number *compl_g) const
get_curr_violations() to be called by GetIpoptCurrentViolations()
bool(* Eval_F_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber *obj_value, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the objective function.
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 has finished (successfully or not) so the TNLP can digest th...
IpoptCalculatedQuantities * ip_cq_
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
This file contains a base class for all exceptions and a set of macros to help with exceptions...
bool(* Intermediate_CB)(ipindex alg_mod, ipindex iter_count, ipnumber obj_value, ipnumber inf_pr, ipnumber inf_du, ipnumber mu, ipnumber d_norm, ipnumber regularization_size, ipnumber alpha_du, ipnumber alpha_pr, ipindex ls_trials, UserDataPtr user_data)
Type defining the callback function for giving intermediate execution control to the user...
bool(* Eval_H_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber obj_factor, ipindex m, ipnumber *lambda, bool new_lambda, ipindex nele_hess, ipindex *iRow, ipindex *jCol, ipnumber *values, UserDataPtr user_data)
Type defining the callback function for evaluating the Hessian of the Lagrangian function.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:164
Number obj_scaling_
Objective scaling factor.
const Number * g_U_
Pointer to Number array containing upper bounds for constraints.
Eval_G_CB eval_g_
Pointer to callback function evaluating value of constraints.
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:19
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
Method to request either the sparsity structure or the values of the Jacobian of the constraints...
const Index n_con_
Number of constraints.
const Number * start_lam_
Pointer to Number array containing starting values for constraint multipliers.
bool get_curr_iterate(Bool scaled, Index n, Number *x, Number *z_L, Number *z_U, Index m, Number *g, Number *lambda) const
get_curr_iterate() to be called by GetIpoptCurrentIterate()
SmartPtr< const Journalist > jnlst_
Journalist.
Eval_Grad_F_CB eval_grad_f_
Pointer to callback function evaluating gradient of objective function.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:97
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to request the gradient of the objective function.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to request bounds on the variables and constraints.
Eval_Jac_G_CB eval_jac_g_
Pointer to callback function evaluating Jacobian of constraints.
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)
Method to request the starting point before iterating.
bool get_curr_iterate(const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq, bool scaled, Index n, Number *x, Number *z_L, Number *z_U, Index m, Number *g, Number *lambda) const
Get primal and dual variable values of the current iterate.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to request the value of the objective function.
const Index n_var_
Number of variables.
Intermediate_CB intermediate_cb_
Pointer to intermediate callback function giving control to user.
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.
bool Bool
define a boolean type for C
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to request the initial information about the problem.
const Number * g_L_
Pointer to Number array containing lower bounds for constraints.
UserDataPtr user_data_
Pointer to user data.
Base class for all NLP&#39;s that use standard triplet matrix form and dense vectors. ...
Definition: IpTNLP.hpp:47
void * UserDataPtr
A pointer for anything that is to be passed between the called and individual callback function...
Eval_H_CB eval_h_
Pointer to callback function evaluating Hessian of Lagrangian.
void apply_new_x(bool new_x, Index n, const Number *x)
Update the internal state if the x value changes.
const Number * x_L_
Pointer to Number array containing lower bounds for variables.
const Number * g_scaling_
Scaling factors for constraints (if not NULL)
void operator=(const StdInterfaceTNLP &)
Default Assignment Operator.
const Number * start_z_L_
Pointer to Number array containing starting values for lower bound multipliers.
bool(* Eval_Grad_F_CB)(ipindex n, ipnumber *x, bool new_x, ipnumber *grad_f, UserDataPtr user_data)
Type defining the callback function for evaluating the gradient of the objective function.
bool get_curr_violations(const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq, bool scaled, Index n, Number *x_L_violation, Number *x_U_violation, Number *compl_x_L, Number *compl_x_U, Number *grad_lag_x, Index m, Number *nlp_constraint_violation, Number *compl_g) const
Get primal and dual infeasibility of the current iterate.
bool(* Eval_G_CB)(ipindex n, ipnumber *x, bool new_x, ipindex m, ipnumber *g, UserDataPtr user_data)
Type defining the callback function for evaluating the value of the constraint functions.
virtual ~StdInterfaceTNLP()
Default destructor.