7 #ifndef __IPTNLPADAPTER_HPP__ 8 #define __IPTNLPADAPTER_HPP__ 20 class ExpansionMatrixSpace;
22 class TDependencyDetector;
87 virtual bool ProcessOptions(
90 const std::string& prefix
97 virtual bool GetSpaces(
115 virtual bool GetBoundsInformation(
127 virtual bool GetStartingPoint(
144 virtual bool GetWarmStartIterate(
156 virtual bool Eval_grad_f(
166 virtual bool Eval_jac_c(
176 virtual bool Eval_jac_d(
189 virtual void GetScalingParameters(
201 virtual void FinalizeSolution(
216 virtual bool IntermediateCallBack(
224 Number regularization_size,
234 virtual void GetQuasiNewtonApproximationSpaces(
254 ONLY_SECOND_ORDER_TEST
268 OBJGRAD_FINDIFF_VALUES
272 bool CheckDerivatives(
273 DerivativeTestEnum deriv_test,
274 Index deriv_test_start_index
277 static void RegisterOptions(
297 bool usefixedvals =
true 309 bool correctrhs =
false 336 bool clearorig =
true 339 ResortBounds(x_L, x_L_orig, x_U, x_U_orig);
355 bool ResortBoundMultipliers(
386 n_x_fixed = n_x_fixed_;
387 x_fixed_map = x_fixed_map_;
388 fixed_variable_treatment = fixed_variable_treatment_;
446 bool DetermineDependentConstraints(
448 const Index* x_not_fixed_map,
455 std::list<Index>& c_deps);
574 bool update_local_x(
const Vector& x);
576 bool update_local_lambda(
const Vector& y_c,
const Vector& y_d);
583 bool internal_eval_g(
bool new_x);
585 bool internal_eval_jac_g(
bool new_x);
591 void initialize_findiff_jac(
const Index* iRow,
const Index* jCol);
Number nlp_upper_bound_inf_
Value for a upper bound that denotes infinity.
Number tol_
Overall convergence tolerance.
IPOPT_DEPRECATED void ResortBnds(const Vector &x_L, Number *x_L_orig, const Vector &x_U, Number *x_U_orig, bool clearorig=true)
Provides values for lower and upper bounds on variables for given Ipopt-internal vectors.
Index n_x_fixed_
Number of fixed variables.
Index derivative_test_first_index_
Index of first quantity to be checked.
This class adapts the TNLP interface so it looks like an NLP interface.
Index findiff_jac_nnz_
Number of unique nonzeros in constraint Jacobian.
Number findiff_perturbation_
Size of the perturbation for the derivative approximation.
Number * c_rhs_
the values for the full jacobian of g
TaggedObject::Tag x_tag_for_jac_g_
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
FixedVariableTreatmentEnum
Enum for treatment of fixed variables option.
Number bound_relax_factor_
Determines relaxation of fixing bound for RELAX_BOUNDS.
JacobianApproxEnum
Enum for specifying technique for computing Jacobian.
TNLP::IndexStyleEnum index_style_
Numbering style of variables and constraints.
JacobianApproxEnum jacobian_approximation_
Flag indicating how Jacobian is computed.
std::vector< Index > jac_fixed_idx_map_
Index mapping of Jacobian w.r.t.
std::vector< Index > jac_fixed_iRow_
DerivativeTestEnum derivative_test_
Maximal slack for one-sidedly bounded variables.
SmartPtr< const MatrixSpace > pd_u_space_
Number * jac_g_
copy of g (c & d)
Index * x_fixed_map_
Position of fixed variables.
AlgorithmMode
enum to indicate the mode in which the algorithm is
DECLARE_STD_EXCEPTION(FATAL_ERROR_IN_LINEAR_SOLVER)
SmartPtr< ExpansionMatrix > P_d_g_
void GetPermutationMatrices(SmartPtr< const ExpansionMatrix > &P_x_full_x, SmartPtr< const ExpansionMatrix > &P_x_x_L, SmartPtr< const ExpansionMatrix > &P_x_x_U, SmartPtr< const ExpansionMatrix > &P_c_g, SmartPtr< const ExpansionMatrix > &P_d_g) const
Get mappings between TNLP indices and Ipopt internal indices for variables and constraints.
FixedVariableTreatmentEnum fixed_variable_treatment_
Flag indicating how fixed variables should be handled.
SmartPtr< TDependencyDetector > dependency_detector_
Object that can be used to detect linearly dependent rows in the equality constraint Jacobian...
SmartPtr< const MatrixSpace > Jac_d_space_
const Number * GetC_Rhs() const
Get right-hand-sides that are added into c(x)
SmartPtr< ExpansionMatrix > P_x_x_U_
Expansion from fixed x_U (ipopt) to full x.
Index * findiff_jac_ia_
Start position for nonzero indices in ja for each column of Jacobian.
void GetFixedVariables(Index &n_x_fixed, Index *&x_fixed_map, FixedVariableTreatmentEnum &fixed_variable_treatment) const
Get number and indices of fixed variables.
Index * findiff_jac_ja_
Ordered by columns, for each column the row indices in Jacobian.
SmartPtr< const VectorSpace > x_l_space_
Index n_full_x_
full dimension of x (fixed + non-fixed)
ipindex Index
Type of all indices of vectors, matrices etc.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
This file contains a base class for all exceptions and a set of macros to help with exceptions...
SmartPtr< ExpansionMatrix > P_x_x_L_
Expansion from fixed x_L (ipopt) to full x.
SmartPtr< const MatrixSpace > pd_l_space_
TaggedObject::Tag y_d_tag_for_iterates_
This is the base class for all derived symmetric matrix types.
Template class for Smart Pointers.
TaggedObject::Tag x_tag_for_g_
Number derivative_test_tol_
Relative threshold for marking deviation from finite difference test.
This class stores a list of user set options.
SmartPtr< ExpansionMatrixSpace > P_d_g_space_
Expansion from d only (ipopt) to full ampl d.
bool derivative_test_print_all_
Flag indicating if all test values should be printed, or only those violating the threshold...
SolverReturn
enum for the return from the optimize algorithm
Number * findiff_x_l_
Copy of the lower bounds.
TaggedObject::Tag y_c_tag_for_iterates_
SmartPtr< const Journalist > jnlst_
Journalist.
Index nz_jac_c_
non-zeros of the jacobian of c
HessianApproximationType
enumeration for the Hessian information type.
Index * findiff_jac_postriplet_
Position of entry in original triplet matrix.
Index n_full_g_
full dimension of g (c + d)
Class to organize all the data required by the algorithm.
Index nz_jac_d_
non-zeros of the jacobian of d
DerivativeTestEnum
Enum for specifying which derivative test is to be performed.
ipnumber Number
Type of all numbers.
Index num_linear_variables_
Number of linear variables.
SmartPtr< const MatrixSpace > px_u_space_
SmartPtr< ExpansionMatrixSpace > P_x_full_x_space_
SmartPtr< ExpansionMatrixSpace > P_x_x_U_space_
SmartPtr< ExpansionMatrix > P_c_g_
Number nlp_lower_bound_inf_
Value for a lower bound that denotes -infinity.
GradientApproxEnum gradient_approximation_
Flag indicating how objective Gradient is computed.
void GetFullDimensions(Index &n, Index &m) const
Get number of variables and number of constraints in TNLP.
unsigned int Tag
Type for the Tag values.
SmartPtr< const VectorSpace > c_space_
SmartPtr< TNLP > tnlp_
Pointer to the TNLP class (class specific to Number* vectors and triplet matrices) ...
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
Index nz_jac_c_no_extra_
non-zeros of the jacobian of c without added constraints for fixed variables.
SmartPtr< ExpansionMatrixSpace > P_c_g_space_
Expansion from c only (ipopt) to full ampl c.
bool dependency_detection_with_rhs_
Flag indicating if rhs should be considered during dependency detection.
SmartPtr< const VectorSpace > d_l_space_
SmartPtr< const VectorSpace > d_u_space_
Index nz_full_jac_g_
number of non-zeros in full-size Jacobian of g
Number derivative_test_perturbation_
Size of the perturbation for the derivative test.
SmartPtr< ExpansionMatrix > P_x_full_x_
Expansion from fixed x (ipopt) to full x.
SmartPtr< TNLP > tnlp() const
Accessor method for the underlying TNLP.
SmartPtr< const SymMatrixSpace > Hess_lagrangian_space_
GradientApproxEnum
Enum for specifying technique for computing objective Gradient.
SmartPtr< ExpansionMatrixSpace > P_x_x_L_space_
SmartPtr< const MatrixSpace > Jac_c_space_
Number * full_lambda_
copy of the full x vector (fixed & non-fixed)
#define IPOPT_DEPRECATED
macro to declare symbols as deprecated
std::vector< Index > jac_fixed_jCol_
Index nz_h_
number of non-zeros in the non-fixed-size Hessian
Number * findiff_x_u_
Copy of the upper bounds.
SmartPtr< const VectorSpace > d_space_
Number point_perturbation_radius_
Maximal perturbation of the initial point.
Index nz_full_h_
number of non-zeros in full-size Hessian
Number * full_g_
copy of lambda (yc & yd)
SmartPtr< const VectorSpace > x_u_space_
SmartPtr< const MatrixSpace > px_l_space_