Ipopt
trunk
|
#include <matlabprogram.hpp>
Public Member Functions | |
MatlabProgram (const Iterate &x0, const CallbackFunctions &funcs, const Options &options, Iterate &x, MatlabInfo &info) | |
virtual | ~MatlabProgram () |
virtual bool | get_nlp_info (int &n, int &m, int &sizeOfJ, int &sizeOfH, IndexStyleEnum &indexStyle) |
virtual bool | get_bounds_info (int n, double *lb, double *ub, int m, double *cl, double *cu) |
overload this method to return the information about the bound on the variables and constraints. | |
virtual bool | get_starting_point (int n, bool initializeVars, double *vars, bool initializez, double *zl, double *zu, int m, bool initializeLambda, double *lambda) |
overload this method to return the starting point. | |
virtual bool | eval_f (int n, const double *vars, bool ignore, double &f) |
overload this method to return the value of the objective function | |
virtual bool | eval_grad_f (int n, const double *vars, bool ignore, double *grad) |
overload this method to return the vector of the gradient of the objective w.r.t. | |
virtual bool | eval_g (int n, const double *vars, bool ignore, int m, double *g) |
overload this method to return the vector of constraint values | |
virtual bool | eval_jac_g (int numVariables, const double *variables, bool ignoreThis, int numConstraints, int sizeOfJ, int *rows, int *cols, double *Jx) |
overload this method to return the jacobian of the constraints. | |
virtual bool | eval_h (int n, const double *vars, bool ignore, double sigma, int m, const double *lambda, bool ignoretoo, int sizeOfH, int *rows, int *cols, double *Hx) |
overload this method to return the hessian of the lagrangian. | |
virtual void | finalize_solution (SolverReturn status, int numVariables, const double *variables, const double *zl, const double *zu, int numConstraints, const double *constraints, const double *lambda, double objective, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) |
virtual bool | intermediate_callback (AlgorithmMode mode, int t, double f, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) |
Protected Attributes | |
const Iterate & | x0 |
const CallbackFunctions & | funcs |
const Options & | options |
Iterate & | x |
MatlabInfo & | info |
SparseMatrix * | J |
SparseMatrix * | H |
Definition at line 26 of file matlabprogram.hpp.
MatlabProgram::MatlabProgram | ( | const Iterate & | x0, |
const CallbackFunctions & | funcs, | ||
const Options & | options, | ||
Iterate & | x, | ||
MatlabInfo & | info | ||
) |
virtual MatlabProgram::~MatlabProgram | ( | ) | [virtual] |
virtual bool MatlabProgram::get_nlp_info | ( | int & | n, |
int & | m, | ||
int & | sizeOfJ, | ||
int & | sizeOfH, | ||
IndexStyleEnum & | indexStyle | ||
) | [virtual] |
Implements Ipopt::TNLP.
virtual bool MatlabProgram::get_bounds_info | ( | int | n, |
double * | x_l, | ||
double * | x_u, | ||
int | m, | ||
double * | g_l, | ||
double * | g_u | ||
) | [virtual] |
overload this method to return the information about the bound on the variables and constraints.
The value that indicates that a bound does not exist is specified in the parameters nlp_lower_bound_inf and nlp_upper_bound_inf. By default, nlp_lower_bound_inf is -1e19 and nlp_upper_bound_inf is 1e19. (see TNLPAdapter)
Implements Ipopt::TNLP.
virtual bool MatlabProgram::get_starting_point | ( | int | n, |
bool | init_x, | ||
double * | x, | ||
bool | init_z, | ||
double * | z_L, | ||
double * | z_U, | ||
int | m, | ||
bool | init_lambda, | ||
double * | lambda | ||
) | [virtual] |
overload this method to return the starting point.
The bool variables indicate whether the algorithm wants you to initialize x, z_L/z_u, and lambda, respectively. If, for some reason, the algorithm wants you to initialize these and you cannot, return false, which will cause Ipopt to stop. You will have to run Ipopt with different options then.
Implements Ipopt::TNLP.
virtual bool MatlabProgram::eval_f | ( | int | n, |
const double * | x, | ||
bool | new_x, | ||
double & | obj_value | ||
) | [virtual] |
overload this method to return the value of the objective function
Implements Ipopt::TNLP.
virtual bool MatlabProgram::eval_grad_f | ( | int | n, |
const double * | x, | ||
bool | new_x, | ||
double * | grad_f | ||
) | [virtual] |
overload this method to return the vector of the gradient of the objective w.r.t.
x
Implements Ipopt::TNLP.
virtual bool MatlabProgram::eval_g | ( | int | n, |
const double * | x, | ||
bool | new_x, | ||
int | m, | ||
double * | g | ||
) | [virtual] |
overload this method to return the vector of constraint values
Implements Ipopt::TNLP.
virtual bool MatlabProgram::eval_jac_g | ( | int | n, |
const double * | x, | ||
bool | new_x, | ||
int | m, | ||
int | nele_jac, | ||
int * | iRow, | ||
int * | jCol, | ||
double * | values | ||
) | [virtual] |
overload this method to return the jacobian of the constraints.
The vectors iRow and jCol only need to be set once. The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL.
Implements Ipopt::TNLP.
virtual bool MatlabProgram::eval_h | ( | int | n, |
const double * | x, | ||
bool | new_x, | ||
double | obj_factor, | ||
int | m, | ||
const double * | lambda, | ||
bool | new_lambda, | ||
int | nele_hess, | ||
int * | iRow, | ||
int * | jCol, | ||
double * | values | ||
) | [virtual] |
overload this method to return the hessian of the lagrangian.
The vectors iRow and jCol only need to be set once (during the first call). The first call is used to set the structure only (iRow and jCol will be non-NULL, and values will be NULL) For subsequent calls, iRow and jCol will be NULL. This matrix is symmetric - specify the lower diagonal only. A default implementation is provided, in case the user wants to se quasi-Newton approximations to estimate the second derivatives and doesn't not neet to implement this method.
Reimplemented from Ipopt::TNLP.
virtual void MatlabProgram::finalize_solution | ( | SolverReturn | status, |
int | numVariables, | ||
const double * | variables, | ||
const double * | zl, | ||
const double * | zu, | ||
int | numConstraints, | ||
const double * | constraints, | ||
const double * | lambda, | ||
double | objective, | ||
const IpoptData * | ip_data, | ||
IpoptCalculatedQuantities * | ip_cq | ||
) | [virtual] |
virtual bool MatlabProgram::intermediate_callback | ( | AlgorithmMode | mode, |
int | t, | ||
double | f, | ||
double | inf_pr, | ||
double | inf_du, | ||
double | mu, | ||
double | d_norm, | ||
double | regularization_size, | ||
double | alpha_du, | ||
double | alpha_pr, | ||
int | ls_trials, | ||
const IpoptData * | ip_data, | ||
IpoptCalculatedQuantities * | ip_cq | ||
) | [virtual] |
const Iterate& MatlabProgram::x0 [protected] |
Definition at line 96 of file matlabprogram.hpp.
const CallbackFunctions& MatlabProgram::funcs [protected] |
Definition at line 97 of file matlabprogram.hpp.
const Options& MatlabProgram::options [protected] |
Definition at line 98 of file matlabprogram.hpp.
Iterate& MatlabProgram::x [protected] |
Definition at line 99 of file matlabprogram.hpp.
MatlabInfo& MatlabProgram::info [protected] |
Definition at line 100 of file matlabprogram.hpp.
SparseMatrix* MatlabProgram::J [protected] |
Definition at line 105 of file matlabprogram.hpp.
SparseMatrix* MatlabProgram::H [protected] |
Definition at line 106 of file matlabprogram.hpp.