Solves the optimization problem using the IPOPT solver. More...
#include <ipopt_adapter.h>
Static Public Member Functions | |
| static void | Solve (Problem &nlp) |
| Creates an IpoptAdapter and solves the NLP. | |
Private Member Functions | |
| virtual bool | eval_f (Index n, const double *x, bool new_x, double &obj_value) |
| virtual bool | eval_g (Index n, const double *x, bool new_x, Index m, double *g) |
| virtual bool | eval_grad_f (Index n, const double *x, bool new_x, double *grad_f) |
| virtual bool | eval_jac_g (Index n, const double *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, double *values) |
| virtual void | finalize_solution (Ipopt::SolverReturn status, Index n, const double *x, const double *z_L, const double *z_U, Index m, const double *g, const double *lambda, double obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq) |
| virtual bool | get_bounds_info (Index n, double *x_l, double *x_u, Index m, double *g_l, double *g_u) |
| virtual bool | get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style) |
| virtual bool | get_starting_point (Index n, bool init_x, double *x, bool init_z, double *z_L, double *z_U, Index m, bool init_lambda, double *lambda) |
| virtual bool | intermediate_callback (Ipopt::AlgorithmMode mode, Index iter, double obj_value, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, Index ls_trials, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq) |
| IpoptAdapter (Problem &nlp) | |
| Creates an IpoptAdapter wrapping the nlp. | |
| virtual | ~IpoptAdapter () |
Static Private Member Functions | |
| static void | SetOptions (Ipopt::SmartPtr< Ipopt::IpoptApplication > app) |
| Defines settings for the Ipopt solver app. | |
Private Attributes | |
| Problem * | nlp_ |
| The solver independent problem definition. | |
Solves the optimization problem using the IPOPT solver.
Given an optimization Problem with variables, costs and constraints, this class wraps it and makes it conform with the interface defined by IPOPT https://projects.coin-or.org/Ipopt
This implements the Adapter pattern. This class should not add any functionality, but merely delegate it to the Adaptee (the Problem object).
Definition at line 50 of file ipopt_adapter.h.
| ifopt::IpoptAdapter::IpoptAdapter | ( | Problem & | nlp | ) | [private] |
Creates an IpoptAdapter wrapping the nlp.
| nlp | The specific nonlinear programming problem. |
This constructor holds and modifies the passed nlp.
Definition at line 81 of file ipopt_adapter.cc.
| virtual ifopt::IpoptAdapter::~IpoptAdapter | ( | ) | [private, virtual] |
| bool ifopt::IpoptAdapter::eval_f | ( | Index | n, |
| const double * | x, | ||
| bool | new_x, | ||
| double & | obj_value | ||
| ) | [private, virtual] |
Method to return the objective value
Definition at line 136 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::eval_g | ( | Index | n, |
| const double * | x, | ||
| bool | new_x, | ||
| Index | m, | ||
| double * | g | ||
| ) | [private, virtual] |
Method to return the constraint residuals
Definition at line 149 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::eval_grad_f | ( | Index | n, |
| const double * | x, | ||
| bool | new_x, | ||
| double * | grad_f | ||
| ) | [private, virtual] |
Method to return the gradient of the objective
Definition at line 142 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::eval_jac_g | ( | Index | n, |
| const double * | x, | ||
| bool | new_x, | ||
| Index | m, | ||
| Index | nele_jac, | ||
| Index * | iRow, | ||
| Index * | jCol, | ||
| double * | values | ||
| ) | [private, virtual] |
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)
Definition at line 156 of file ipopt_adapter.cc.
| void ifopt::IpoptAdapter::finalize_solution | ( | Ipopt::SolverReturn | status, |
| Index | n, | ||
| const double * | x, | ||
| const double * | z_L, | ||
| const double * | z_U, | ||
| Index | m, | ||
| const double * | g, | ||
| const double * | lambda, | ||
| double | obj_value, | ||
| const Ipopt::IpoptData * | ip_data, | ||
| Ipopt::IpoptCalculatedQuantities * | ip_cq | ||
| ) | [private, virtual] |
This method is called when the algorithm is complete so the TNLP can store/write the solution
Definition at line 197 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::get_bounds_info | ( | Index | n, |
| double * | x_l, | ||
| double * | x_u, | ||
| Index | m, | ||
| double * | g_l, | ||
| double * | g_u | ||
| ) | [private, virtual] |
Method to return the bounds for my problem
Definition at line 101 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::get_nlp_info | ( | Index & | n, |
| Index & | m, | ||
| Index & | nnz_jac_g, | ||
| Index & | nnz_h_lag, | ||
| IndexStyleEnum & | index_style | ||
| ) | [private, virtual] |
Method to return some info about the nlp
Definition at line 86 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::get_starting_point | ( | Index | n, |
| bool | init_x, | ||
| double * | x, | ||
| bool | init_z, | ||
| double * | z_L, | ||
| double * | z_U, | ||
| Index | m, | ||
| bool | init_lambda, | ||
| double * | lambda | ||
| ) | [private, virtual] |
Method to return the starting point for the algorithm
Definition at line 120 of file ipopt_adapter.cc.
| bool ifopt::IpoptAdapter::intermediate_callback | ( | Ipopt::AlgorithmMode | mode, |
| Index | iter, | ||
| double | obj_value, | ||
| double | inf_pr, | ||
| double | inf_du, | ||
| double | mu, | ||
| double | d_norm, | ||
| double | regularization_size, | ||
| double | alpha_du, | ||
| double | alpha_pr, | ||
| Index | ls_trials, | ||
| const Ipopt::IpoptData * | ip_data, | ||
| Ipopt::IpoptCalculatedQuantities * | ip_cq | ||
| ) | [private, virtual] |
This is called after every iteration and is used to save intermediate solutions in the nlp
Definition at line 183 of file ipopt_adapter.cc.
| void ifopt::IpoptAdapter::SetOptions | ( | Ipopt::SmartPtr< Ipopt::IpoptApplication > | app | ) | [static, private] |
Defines settings for the Ipopt solver app.
| app | The actual Ipopt solver. |
These settings include which QP solver to use, if gradients should be approximated or the provided analytical ones used, when the iterations should be terminated,...
A complete list of options can be found at: https://www.coin-or.org/Ipopt/documentation/node40.html
Definition at line 60 of file ipopt_adapter.cc.
| void ifopt::IpoptAdapter::Solve | ( | Problem & | nlp | ) | [static] |
Creates an IpoptAdapter and solves the NLP.
| [in/out] | nlp The specific problem. |
This function creates the actual solver, sets the solver specific options (see SetOptions()) and passes the IpoptAdapter problem to it to be modified.
Definition at line 32 of file ipopt_adapter.cc.
Problem* ifopt::IpoptAdapter::nlp_ [private] |
The solver independent problem definition.
Definition at line 79 of file ipopt_adapter.h.