Solves the optimization problem using the IPOPT solver. More...
#include <ipopt_adapter.h>
Public Member Functions | |
| IpoptAdapter (Problem &nlp, bool finite_diff=false) | |
| Creates an IpoptAdapter wrapping the nlp. | |
| virtual | ~IpoptAdapter () |
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. | |
| 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 54 of file ipopt_adapter.h.
| Ipopt::IpoptAdapter::IpoptAdapter | ( | Problem & | nlp, |
| bool | finite_diff = false |
||
| ) |
Creates an IpoptAdapter wrapping the nlp.
| 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 | ( | ) | [virtual] |
| bool Ipopt::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 91 of file ipopt_adapter.cc.
| bool Ipopt::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 104 of file ipopt_adapter.cc.
| bool Ipopt::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 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 | ||
| ) | [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 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 | ||
| ) | [private, virtual] |
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 | ||
| ) | [private, virtual] |
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 | ||
| ) | [private, virtual] |
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 | ||
| ) | [private, virtual] |
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 | ||
| ) | [private, virtual] |
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.
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.