Ipopt
trunk
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Implementation of Example 5.1 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L. More...
Public Member Functions | |
LuksanVlcek1 (String name, double gl, double gu) | |
Constructor. | |
boolean | initialize (int n) |
In this function all problem sizes, bounds and initial guess should be initialized. | |
Protected Member Functions | |
boolean | get_bounds_info (int n, double[] x_l, double[] x_u, int m, double[] g_l, double[] g_u) |
Callback function for the variable bounds and constraint sides. | |
boolean | get_starting_point (int n, boolean init_x, double[] x, boolean init_z, double[] z_L, double[] z_U, int m, boolean init_lambda, double[] lambda) |
Callback function for retrieving a starting point. | |
boolean | eval_f (int n, double[] x, boolean new_x, double[] obj_value) |
Callback function for the objective function. | |
boolean | eval_g (int n, double[] x, boolean new_x, int m, double[] g) |
Callback function for the constraints. | |
boolean | eval_grad_f (int n, double[] x, boolean new_x, double[] grad_f) |
Callback function for the objective function gradient. | |
boolean | eval_jac_g (int n, double[] x, boolean new_x, int m, int nele_jac, int[] iRow, int[] jCol, double[] values) |
Callback function for the constraints Jacobian. | |
boolean | eval_h (int n, double[] x, boolean new_x, double obj_factor, int m, double[] lambda, boolean new_lambda, int nele_hess, int[] iRow, int[] jCol, double[] values) |
Callback function for the hessian. |
Implementation of Example 5.1 from "Sparse and Parially Separable Test Problems for Unconstrained and Equality Constrained Optimization" by L.
Luksan and J. Vlcek.
This code is based on an Ipopt example file with same name.
Definition at line 17 of file LuksanVlcek1.java.
org.coinor.examples.scalable.LuksanVlcek1.LuksanVlcek1 | ( | String | name, |
double | gl, | ||
double | gu | ||
) | [inline] |
Constructor.
Here, gl and gu are the bounds for the constraints. The original formulation is obtained by setting gl and gu to zero. Using gl lower than gu allows the obtain a problem formulation with inequality constraints.
Definition at line 24 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.initialize | ( | int | n | ) | [inline, virtual] |
In this function all problem sizes, bounds and initial guess should be initialized.
n | the problem size |
Implements org.coinor.examples.scalable.Scalable.
Definition at line 30 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.get_bounds_info | ( | int | n, |
double[] | x_l, | ||
double[] | x_u, | ||
int | m, | ||
double[] | g_l, | ||
double[] | g_u | ||
) | [inline, protected, virtual] |
Callback function for the variable bounds and constraint sides.
Implements org.coinor.Ipopt.
Definition at line 81 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.get_starting_point | ( | int | n, |
boolean | init_x, | ||
double[] | x, | ||
boolean | init_z, | ||
double[] | z_L, | ||
double[] | z_U, | ||
int | m, | ||
boolean | init_lambda, | ||
double[] | lambda | ||
) | [inline, protected, virtual] |
Callback function for retrieving a starting point.
Implements org.coinor.Ipopt.
Definition at line 101 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.eval_f | ( | int | n, |
double[] | x, | ||
boolean | new_x, | ||
double[] | obj_value | ||
) | [inline, protected, virtual] |
Callback function for the objective function.
Implements org.coinor.Ipopt.
Definition at line 117 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.eval_g | ( | int | n, |
double[] | x, | ||
boolean | new_x, | ||
int | m, | ||
double[] | g | ||
) | [inline, protected, virtual] |
Callback function for the constraints.
Implements org.coinor.Ipopt.
Definition at line 131 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.eval_grad_f | ( | int | n, |
double[] | x, | ||
boolean | new_x, | ||
double[] | grad_f | ||
) | [inline, protected, virtual] |
Callback function for the objective function gradient.
Implements org.coinor.Ipopt.
Definition at line 141 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.eval_jac_g | ( | int | n, |
double[] | x, | ||
boolean | new_x, | ||
int | m, | ||
int | nele_jac, | ||
int[] | iRow, | ||
int[] | jCol, | ||
double[] | values | ||
) | [inline, protected, virtual] |
Callback function for the constraints Jacobian.
Implements org.coinor.Ipopt.
Definition at line 154 of file LuksanVlcek1.java.
boolean org.coinor.examples.scalable.LuksanVlcek1.eval_h | ( | int | n, |
double[] | x, | ||
boolean | new_x, | ||
double | obj_factor, | ||
int | m, | ||
double[] | lambda, | ||
boolean | new_lambda, | ||
int | nele_hess, | ||
int[] | iRow, | ||
int[] | jCol, | ||
double[] | values | ||
) | [inline, protected, virtual] |
Callback function for the hessian.
Implements org.coinor.Ipopt.
Definition at line 202 of file LuksanVlcek1.java.