CppAD: A C++ Algorithmic Differentiation Package
20130918
|
Classes | |
class | cppad_ipopt_fg_info |
Abstract base class user derives from to define the funcitons in the problem. More... | |
class | cppad_ipopt_nlp |
Class connects Ipopt to CppAD for derivative and sparsity pattern calculations. More... | |
class | cppad_ipopt_solution |
Class that contains information about the problem solution. More... | |
Typedefs | |
typedef CppAD::AD< Ipopt::Number > | ADNumber |
A scalar value used to record operation sequence. | |
typedef CppAD::vector< ADNumber > | ADVector |
A simple vector of values used to record operation sequence. | |
typedef CppAD::vector < Ipopt::Number > | NumberVector |
A simple vector of values used by Ipopt. | |
typedef CppAD::vector< size_t > | SizeVector |
A simple vector of size_t values. | |
template<class NumVector > | |
void | fun_record (cppad_ipopt_fg_info *fg_info, size_t k, const SizeVector &p, const SizeVector &q, size_t n, const NumVector &x, const SizeVector &J, CppAD::vector< CppAD::ADFun< Ipopt::Number > > &r_fun) |
Records operation sequence for ![]() ![]() | |
void | hes_fg_map (cppad_ipopt_fg_info *fg_info, size_t m, size_t n, size_t K, const CppAD::vector< size_t > &L, const CppAD::vector< size_t > &p, const CppAD::vector< size_t > &q, const CppAD::vector< CppAD::vectorBool > &pattern_hes_r, CppAD::vector< size_t > &I, CppAD::vector< size_t > &J, CppAD::vector< std::map< size_t, size_t > > &index_hes_fg) |
Create mapping from CppAD to Ipopt sparse representations of Hessian of F(x). | |
void | jac_g_map (cppad_ipopt_fg_info *fg_info, size_t m, size_t n, size_t K, const CppAD::vector< size_t > &L, const CppAD::vector< size_t > &p, const CppAD::vector< size_t > &q, const CppAD::vector< CppAD::vectorBool > &pattern_jac_r, CppAD::vector< size_t > &I, CppAD::vector< size_t > &J, CppAD::vector< std::map< size_t, size_t > > &index_jac_g) |
Create mapping from CppAD to Ipopt sparse representations of Jacobian of g. | |
void | sparse_map2vec (const CppAD::vector< std::map< size_t, size_t > > sparse, size_t &n_nz, CppAD::vector< size_t > &i_row, CppAD::vector< size_t > &j_col) |
Create a two vector sparsity representation from a vector of maps. | |
void | vec_fun_pattern (size_t K, const CppAD::vector< size_t > &p, const CppAD::vector< size_t > &q, const CppAD::vectorBool &retape, CppAD::vector< CppAD::ADFun< Ipopt::Number > > &r_fun, CppAD::vector< CppAD::vectorBool > &pattern_jac_r, CppAD::vector< CppAD::vectorBool > &pattern_hes_r) |
Determine a sparsity patterns for each function in a vector of functions. |