Implements different interior-point methods for solving NLPs. More...

#include <ip_method.hpp>

Inheritance diagram for IPmethod:

Public Member Functions
virtual returnValue	init (VariablesGrid xd, VariablesGrid xa, VariablesGrid p, VariablesGrid u, VariablesGrid *w)

	IPmethod ()

	IPmethod (UserInteraction *_userInteraction)

	IPmethod (const NLP &nlp_)

	IPmethod (const IPmethod &rhs)

IPmethod &	operator= (const IPmethod &rhs)

virtual returnValue	solve (int maxNumSteps)

	~IPmethod ()

Public Member Functions inherited from NLPsolver
virtual NLPsolver *	clone () const =0

virtual returnValue	feedbackStep (const DVector &x0_, const DVector &p_=emptyConstVector)

virtual returnValue	getAlgebraicStates (VariablesGrid &xa_) const

virtual returnValue	getControls (VariablesGrid &u_) const

virtual returnValue	getDifferentialStates (VariablesGrid &xd_) const

virtual returnValue	getDisturbances (VariablesGrid &w_) const

virtual returnValue	getFirstControl (DVector &u0_) const

int	getNumberOfSteps () const

virtual double	getObjectiveValue () const

virtual returnValue	getParameters (VariablesGrid &p_) const

virtual returnValue	getParameters (DVector &p_) const

virtual returnValue	getSensitivitiesP (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesU (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesW (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesX (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesXA (BlockMatrix &_sens) const

virtual returnValue	getVarianceCovariance (DMatrix &var)=0

	NLPsolver (UserInteraction *_userInteraction=0)

	NLPsolver (const NLPsolver &rhs)

NLPsolver &	operator= (const NLPsolver &rhs)

virtual returnValue	performCurrentStep ()

virtual returnValue	prepareNextStep ()

returnValue	resetNumberOfSteps ()

virtual returnValue	setReference (const VariablesGrid &ref)

virtual returnValue	shiftVariables (double timeShift, DVector lastX=emptyVector, DVector lastXA=emptyVector, DVector lastP=emptyVector, DVector lastU=emptyVector, DVector lastW=emptyVector)

virtual returnValue	solve (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

virtual returnValue	step (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

virtual	~NLPsolver ()

Public Member Functions inherited from AlgorithmicBase
int	addLogRecord (LogRecord &_record)

returnValue	addOption (OptionsName name, int value)

returnValue	addOption (OptionsName name, double value)

returnValue	addOption (uint idx, OptionsName name, int value)

returnValue	addOption (uint idx, OptionsName name, double value)

returnValue	addOptionsList ()

	AlgorithmicBase ()

	AlgorithmicBase (UserInteraction *_userInteraction)

	AlgorithmicBase (const AlgorithmicBase &rhs)

returnValue	get (OptionsName name, int &value) const

returnValue	get (OptionsName name, double &value) const

returnValue	get (OptionsName name, std::string &value) const

returnValue	get (uint idx, OptionsName name, int &value) const

returnValue	get (uint idx, OptionsName name, double &value) const

returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const

returnValue	getFirst (LogName _name, DMatrix &firstValue) const

returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const

returnValue	getLast (LogName _name, DMatrix &lastValue) const

returnValue	getLast (LogName _name, VariablesGrid &lastValue) const

Options	getOptions (uint idx) const

BooleanType	haveOptionsChanged () const

BooleanType	haveOptionsChanged (uint idx) const

AlgorithmicBase &	operator= (const AlgorithmicBase &rhs)

returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	printLogRecord (std::ostream &_stream, int idx, LogPrintMode _mode=PRINT_ITEM_BY_ITEM) const

returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	set (OptionsName name, int value)

returnValue	set (OptionsName name, double value)

returnValue	set (OptionsName name, const std::string &value)

returnValue	set (uint idx, OptionsName name, int value)

returnValue	set (uint idx, OptionsName name, double value)

returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)

returnValue	setLast (LogName _name, int lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, double lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DVector &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DMatrix &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const VariablesGrid &lastValue, double time=-INFTY)

returnValue	setOptions (const Options &arg)

returnValue	setOptions (uint idx, const Options &arg)

virtual	~AlgorithmicBase ()

Additional Inherited Members
Protected Member Functions inherited from NLPsolver
virtual returnValue	setupLogging ()

virtual returnValue	setupOptions ()

Protected Attributes inherited from NLPsolver
int	numberOfSteps

Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx

BooleanType	useModuleStandalone

UserInteraction *	userInteraction

Detailed Description

Implements different interior-point methods for solving NLPs.

The class IPmethod implements different interior-point methods for solving nonlinear programming problems.

 \author Boris Houska, Hans Joachim Ferreau

Definition at line 55 of file ip_method.hpp.

Constructor & Destructor Documentation

IPmethod::IPmethod ( )

Default constructor.

IPmethod::IPmethod ( UserInteraction * _userInteraction )

IPmethod::IPmethod ( const NLP & nlp_ )

Default constructor.

IPmethod::IPmethod ( const IPmethod & rhs )

Copy constructor (deep copy).

IPmethod::~IPmethod ( )

Destructor.

Member Function Documentation

virtual returnValue IPmethod::init	(	VariablesGrid *	xd,
		VariablesGrid *	xa,
		VariablesGrid *	p,
		VariablesGrid *	u,
		VariablesGrid *	w
	)

virtual

Initialization.

Implements NLPsolver.

IPmethod& IPmethod::operator= ( const IPmethod & rhs )

Assignment operator (deep copy).

virtual returnValue IPmethod::solve ( int maxNumSteps )

virtual

Starts execution.

The documentation for this class was generated from the following file:

ip_method.hpp

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation