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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// Authors: Andreas Waechter IBM 2008-08-10
6
7#ifndef __IPTNLPREDUCER_HPP__
8#define __IPTNLPREDUCER_HPP__
9
10#include "IpTNLP.hpp"
11
12namespace Ipopt
13{
24{
25public:
28
33 TNLP& tnlp,
34 Index n_g_skip,
35 const Index* index_g_skip,
36 Index n_xL_skip,
37 const Index* index_xL_skip,
38 Index n_xU_skip,
39 const Index* index_xU_skip,
40 Index n_x_fix,
41 const Index* index_f_fix
42 );
43
45 virtual ~TNLPReducer();
47
50 virtual bool get_nlp_info(
51 Index& n,
52 Index& m,
53 Index& nnz_jac_g,
54 Index& nnz_h_lag,
55 IndexStyleEnum& index_style
56 );
57
58 virtual bool get_bounds_info(
59 Index n,
60 Number* x_l,
61 Number* x_u,
62 Index m,
63 Number* g_l,
64 Number* g_u
65 );
66
68 Number& obj_scaling,
69 bool& use_x_scaling,
70 Index n,
71 Number* x_scaling,
72 bool& use_g_scaling,
73 Index m,
74 Number* g_scaling
75 );
76
78 Index n,
79 LinearityType* var_types
80 );
81
83 Index m,
84 LinearityType* const_types
85 );
86
87 virtual bool get_starting_point(
88 Index n,
89 bool init_x,
90 Number* x,
91 bool init_z,
92 Number* z_L,
93 Number* z_U,
94 Index m,
95 bool init_lambda,
96 Number* lambda
97 );
98
100 IteratesVector& warm_start_iterate
101 );
102
103 virtual bool eval_f(
104 Index n,
105 const Number* x,
106 bool new_x,
107 Number& obj_value
108 );
109
110 virtual bool eval_grad_f(
111 Index n,
112 const Number* x,
113 bool new_x,
114 Number* grad_f
115 );
116
117 virtual bool eval_g(
118 Index n,
119 const Number* x,
120 bool new_x,
121 Index m,
122 Number* g
123 );
124
125 virtual bool eval_jac_g(
126 Index n,
127 const Number* x,
128 bool new_x,
129 Index m,
130 Index nele_jac,
131 Index* iRow,
132 Index* jCol,
133 Number* values
134 );
135
136 virtual bool eval_h(
137 Index n,
138 const Number* x,
139 bool new_x,
140 Number obj_factor,
141 Index m,
142 const Number* lambda,
143 bool new_lambda,
144 Index nele_hess,
145 Index* iRow,
146 Index* jCol,
147 Number* values
148 );
149
150 virtual void finalize_solution(
151 SolverReturn status,
152 Index n,
153 const Number* x,
154 const Number* z_L,
155 const Number* z_U,
156 Index m,
157 const Number* g,
158 const Number* lambda,
159 Number obj_value,
160 const IpoptData* ip_data,
162 );
163
165 AlgorithmMode mode,
166 Index iter,
167 Number obj_value,
168 Number inf_pr,
169 Number inf_du,
170 Number mu,
171 Number d_norm,
172 Number regularization_size,
173 Number alpha_du,
174 Number alpha_pr,
175 Index ls_trials,
176 const IpoptData* ip_data,
178 );
179
181
183 Index num_nonlin_vars,
184 Index* pos_nonlin_vars
185 );
187
188private:
199
201
204 const TNLPReducer&
205 );
206
209 const TNLPReducer&
210 );
212
219
222
228
234
240
243
246
249
252
255
258
261
264
267
270};
271
272} // namespace Ipopt
273
274#endif
AlgorithmMode
enum to indicate the mode in which the algorithm is
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
Specialized CompoundVector class specifically for the algorithm iterates.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to th...
Index n_x_fix_
Number of variables that are to be fixed to initial value.
SmartPtr< TNLP > tnlp_
virtual bool get_warm_start_iterate(IteratesVector &warm_start_iterate)
Method to provide an Ipopt warm start iterate which is already in the form Ipopt requires it internal...
TNLPReducer()
Default Constructor.
void operator=(const TNLPReducer &)
Default Assignment Operator.
virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars, Index *pos_nonlin_vars)
Return the indices of all nonlinear variables.
Index * index_g_skip_
Array of indices of the constraints that are to be skipped.
Index n_g_skip_
Number of constraints to be skipped.
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.
Index nnz_jac_g_reduced_
Number of Jacobian nonzeros in the reduced NLP.
virtual Index get_number_of_nonlinear_variables()
Return the number of variables that appear nonlinearly in the objective function or in at least one c...
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to request the value of the objective function.
virtual bool get_constraints_linearity(Index m, LinearityType *const_types)
Method to request the constraints linearity.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to request the constraint values.
IndexStyleEnum index_style_orig_
Index style for original problem.
Index * index_xL_skip_
Array of indices of the lower variable bounds to be skipped.
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.
Index * index_xU_skip_
Array of indices of the upper variable bounds to be skipped.
Index * index_x_fix_
Array of indices of the variables that are to be fixed.
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...
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.
Index n_xL_skip_
Number of lower variable bounds to be skipped.
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.
virtual ~TNLPReducer()
Default destructor.
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.
TNLPReducer(const TNLPReducer &)
Copy Constructor.
Index m_reduced_
Number of constraints in reduced NLP.
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.
virtual bool get_variables_linearity(Index n, LinearityType *var_types)
Method to request the variables linearity.
Index nnz_jac_g_skipped_
Number of Jacobian nonzeros that are skipped.
TNLPReducer(TNLP &tnlp, Index n_g_skip, const Index *index_g_skip, Index n_xL_skip, const Index *index_xL_skip, Index n_xU_skip, const Index *index_xU_skip, Index n_x_fix, const Index *index_f_fix)
Constructor is given the indices of the constraints that should be taken out of the problem statement...
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.
Index * g_keep_map_
Map from original constraints to new constraints.
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.
Index n_xU_skip_
Number of upper variable bounds to be skipped.
Index * jac_g_skipped_
Array of Jacobian elements that are to be skipped in increasing order.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
Definition: IpTNLP.hpp:48
LinearityType
Linearity-types of variables and constraints.
Definition: IpTNLP.hpp:53
#define IPOPTLIB_EXPORT
Definition: config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:20
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17