Solves the optimization problem using the IPOPT solver. More...

#include <ipopt_adapter.h>

Inheritance diagram for Ipopt::IpoptAdapter:

Public Types
using	Jacobian = Problem::Jacobian

using	Problem = ifopt::Problem

using	VectorXd = Problem::VectorXd

Public Member Functions
	IpoptAdapter (Problem &nlp, bool finite_diff=false)
	Creates an IpoptAdapter wrapping the nlp. More...

virtual	~IpoptAdapter ()=default

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 (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 IpoptData ip_data, 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 (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 IpoptData ip_data, IpoptCalculatedQuantities ip_cq)

Private Attributes
bool	finite_diff_
	Flag that indicates the "finite-difference-values" option is set. More...

Problem *	nlp_
	The solver independent problem definition. More...

Detailed Description

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 54 of file ipopt_adapter.h.

Member Typedef Documentation

using Ipopt::IpoptAdapter::Jacobian = Problem::Jacobian

Definition at line 58 of file ipopt_adapter.h.

using Ipopt::IpoptAdapter::Problem = ifopt::Problem

Definition at line 56 of file ipopt_adapter.h.

using Ipopt::IpoptAdapter::VectorXd = Problem::VectorXd

Definition at line 57 of file ipopt_adapter.h.

Constructor & Destructor Documentation

Ipopt::IpoptAdapter::IpoptAdapter	(	Problem &	nlp,
		bool	finite_diff = `false`
	)

Creates an IpoptAdapter wrapping the nlp.

Parameters

nlp	The specific nonlinear programming problem.

This constructor holds and modifies the passed nlp.

Definition at line 31 of file ipopt_adapter.cc.

virtual Ipopt::IpoptAdapter::~IpoptAdapter ( )

virtualdefault

Member Function Documentation

bool Ipopt::IpoptAdapter::eval_f	(	Index	n,
		const double *	x,
		bool	new_x,
		double &	obj_value
	)

privatevirtual

Method to return the objective value

Definition at line 91 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::eval_g	(	Index	n,
		const double *	x,
		bool	new_x,
		Index	m,
		double *	g
	)

privatevirtual

Method to return the constraint residuals

Definition at line 104 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::eval_grad_f	(	Index	n,
		const double *	x,
		bool	new_x,
		double *	grad_f
	)

privatevirtual

Method to return the gradient of the objective

Definition at line 97 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::eval_jac_g	(	Index	n,
		const double *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		double *	values
	)

privatevirtual

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 111 of file ipopt_adapter.cc.

void Ipopt::IpoptAdapter::finalize_solution	(	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 IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

privatevirtual

This method is called when the algorithm is complete so the TNLP can store/write the solution

Definition at line 163 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::get_bounds_info	(	Index	n,
		double *	x_l,
		double *	x_u,
		Index	m,
		double *	g_l,
		double *	g_u
	)

privatevirtual

Method to return the bounds for my problem

Definition at line 56 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)

privatevirtual

Method to return some info about the nlp

Definition at line 37 of file ipopt_adapter.cc.

bool Ipopt::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
	)

privatevirtual

Method to return the starting point for the algorithm

Definition at line 75 of file ipopt_adapter.cc.

bool Ipopt::IpoptAdapter::intermediate_callback	(	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 IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

privatevirtual

This is called after every iteration and is used to save intermediate solutions in the nlp

Definition at line 149 of file ipopt_adapter.cc.

Member Data Documentation

bool Ipopt::IpoptAdapter::finite_diff_

private

Flag that indicates the "finite-difference-values" option is set.

Definition at line 71 of file ipopt_adapter.h.

Problem* Ipopt::IpoptAdapter::nlp_

private

The solver independent problem definition.

Definition at line 70 of file ipopt_adapter.h.

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

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation