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

#include <ipopt_adapter.h>

Inheritance diagram for ifopt::IpoptAdapter:

Public Types
using	Index = Ipopt::Index

using	Jacobian = Problem::Jacobian

using	VectorXd = Problem::VectorXd

Static Public Member Functions
static void	Solve (Problem &nlp)
	Creates an IpoptAdapter and solves the NLP. More...

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. More...

virtual	~IpoptAdapter ()=default

Static Private Member Functions
static void	SetOptions (Ipopt::SmartPtr< Ipopt::IpoptApplication > app)
	Defines settings for the Ipopt solver app. More...

Private Attributes
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 50 of file ipopt_adapter.h.

Member Typedef Documentation

using ifopt::IpoptAdapter::Index = Ipopt::Index

Definition at line 52 of file ipopt_adapter.h.

using ifopt::IpoptAdapter::Jacobian = Problem::Jacobian

Definition at line 54 of file ipopt_adapter.h.

using ifopt::IpoptAdapter::VectorXd = Problem::VectorXd

Definition at line 53 of file ipopt_adapter.h.

Constructor & Destructor Documentation

ifopt::IpoptAdapter::IpoptAdapter ( Problem & nlp )

private

Creates an IpoptAdapter wrapping the nlp.

Parameters

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 ( )

privatevirtualdefault

Member Function Documentation

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

privatevirtual

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
	)

privatevirtual

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
	)

privatevirtual

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
	)

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 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
	)

privatevirtual

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
	)

privatevirtual

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
	)

privatevirtual

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
	)

privatevirtual

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
	)

privatevirtual

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 )

staticprivate

Defines settings for the Ipopt solver app.

Parameters

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.

Parameters

[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.

Member Data Documentation

Problem* ifopt::IpoptAdapter::nlp_

private

The solver independent problem definition.

Definition at line 79 of file ipopt_adapter.h.

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

Public Types

Static Public Member Functions

Private Member Functions

Static Private Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation