Ipopt
trunk
|
#include <IpoptRNLP.hpp>
Public Member Functions | |
IpoptRNLP () | |
default constructor | |
virtual | ~IpoptRNLP () |
default destructor | |
void | set_R_environment (SEXP env) |
void | set_R_eval_f (SEXP f) |
void | set_R_eval_grad_f (SEXP f) |
void | set_R_init_values (SEXP x0) |
void | set_R_lower_bounds (SEXP lb) |
void | set_R_upper_bounds (SEXP ub) |
void | set_R_eval_g (SEXP g) |
void | set_R_eval_jac_g (SEXP g) |
void | set_R_eval_jac_g_structure (SEXP s) |
void | set_R_constraint_lower_bounds (SEXP lb) |
void | set_R_constraint_upper_bounds (SEXP ub) |
void | set_R_eval_h (SEXP h) |
void | set_R_eval_h_structure (SEXP s) |
void | set_hessian_approximation (bool b) |
SEXP | get_R_result_list () |
Overloaded from TNLP | |
virtual bool | get_nlp_info (Ipopt::Index &n, Ipopt::Index &m, Ipopt::Index &nnz_jac_g, Ipopt::Index &nnz_h_lag, IndexStyleEnum &Index_style) |
Method to return some info about the nlp. | |
virtual bool | get_bounds_info (Ipopt::Index n, Ipopt::Number *x_l, Ipopt::Number *x_u, Ipopt::Index m, Ipopt::Number *g_l, Ipopt::Number *g_u) |
Method to return the bounds for my problem. | |
virtual bool | get_starting_point (Ipopt::Index n, bool init_x, Ipopt::Number *x, bool init_z, Ipopt::Number *z_L, Ipopt::Number *z_U, Ipopt::Index m, bool init_lambda, Ipopt::Number *lambda) |
Method to return the starting point for the algorithm. | |
virtual bool | eval_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number &obj_value) |
Method to return the objective value. | |
virtual bool | eval_grad_f (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number *grad_f) |
Method to return the gradient of the objective. | |
virtual bool | eval_g (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Number *g) |
Method to return the constraint residuals. | |
virtual bool | eval_jac_g (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values) |
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL) | |
virtual bool | eval_h (Ipopt::Index n, const Ipopt::Number *x, bool new_x, Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number *lambda, bool new_lambda, Ipopt::Index nele_hess, Ipopt::Index *iRow, Ipopt::Index *jCol, Ipopt::Number *values) |
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL) | |
Solution Methods | |
virtual void | finalize_solution (Ipopt::SolverReturn status, Ipopt::Index n, const Ipopt::Number *x, const Ipopt::Number *z_L, const Ipopt::Number *z_U, Ipopt::Index m, const Ipopt::Number *g, const Ipopt::Number *lambda, Ipopt::Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq) |
This method is called when the algorithm is complete so the TNLP can store/write the solution. | |
Private Member Functions | |
Methods to block default compiler methods. | |
The compiler automatically generates the following three methods. Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++") | |
IpoptRNLP (const IpoptRNLP &) | |
IpoptRNLP & | operator= (const IpoptRNLP &) |
Private Attributes | |
SEXP | R_environment |
SEXP | R_eval_f |
SEXP | R_eval_grad_f |
SEXP | R_init_values |
SEXP | R_lower_bounds |
SEXP | R_upper_bounds |
SEXP | R_eval_g |
SEXP | R_eval_jac_g |
SEXP | R_eval_jac_g_structure |
SEXP | R_constraint_lower_bounds |
SEXP | R_constraint_upper_bounds |
SEXP | R_eval_h |
SEXP | R_eval_h_structure |
SEXP | R_result_list |
bool | d_hessian_approximation |
int | d_num_protected_members |
Definition at line 31 of file IpoptRNLP.hpp.
default constructor
virtual IpoptRNLP::~IpoptRNLP | ( | ) | [virtual] |
default destructor
IpoptRNLP::IpoptRNLP | ( | const IpoptRNLP & | ) | [private] |
void IpoptRNLP::set_R_environment | ( | SEXP | env | ) |
void IpoptRNLP::set_R_eval_f | ( | SEXP | f | ) |
void IpoptRNLP::set_R_eval_grad_f | ( | SEXP | f | ) |
void IpoptRNLP::set_R_init_values | ( | SEXP | x0 | ) |
void IpoptRNLP::set_R_lower_bounds | ( | SEXP | lb | ) |
void IpoptRNLP::set_R_upper_bounds | ( | SEXP | ub | ) |
void IpoptRNLP::set_R_eval_g | ( | SEXP | g | ) |
void IpoptRNLP::set_R_eval_jac_g | ( | SEXP | g | ) |
void IpoptRNLP::set_R_eval_jac_g_structure | ( | SEXP | s | ) |
void IpoptRNLP::set_R_constraint_lower_bounds | ( | SEXP | lb | ) |
void IpoptRNLP::set_R_constraint_upper_bounds | ( | SEXP | ub | ) |
void IpoptRNLP::set_R_eval_h | ( | SEXP | h | ) |
void IpoptRNLP::set_R_eval_h_structure | ( | SEXP | s | ) |
void IpoptRNLP::set_hessian_approximation | ( | bool | b | ) |
SEXP IpoptRNLP::get_R_result_list | ( | ) |
virtual bool IpoptRNLP::get_nlp_info | ( | Ipopt::Index & | n, |
Ipopt::Index & | m, | ||
Ipopt::Index & | nnz_jac_g, | ||
Ipopt::Index & | nnz_h_lag, | ||
IndexStyleEnum & | Index_style | ||
) | [virtual] |
Method to return some info about the nlp.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::get_bounds_info | ( | Ipopt::Index | n, |
Ipopt::Number * | x_l, | ||
Ipopt::Number * | x_u, | ||
Ipopt::Index | m, | ||
Ipopt::Number * | g_l, | ||
Ipopt::Number * | g_u | ||
) | [virtual] |
Method to return the bounds for my problem.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::get_starting_point | ( | Ipopt::Index | n, |
bool | init_x, | ||
Ipopt::Number * | x, | ||
bool | init_z, | ||
Ipopt::Number * | z_L, | ||
Ipopt::Number * | z_U, | ||
Ipopt::Index | m, | ||
bool | init_lambda, | ||
Ipopt::Number * | lambda | ||
) | [virtual] |
Method to return the starting point for the algorithm.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::eval_f | ( | Ipopt::Index | n, |
const Ipopt::Number * | x, | ||
bool | new_x, | ||
Ipopt::Number & | obj_value | ||
) | [virtual] |
Method to return the objective value.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::eval_grad_f | ( | Ipopt::Index | n, |
const Ipopt::Number * | x, | ||
bool | new_x, | ||
Ipopt::Number * | grad_f | ||
) | [virtual] |
Method to return the gradient of the objective.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::eval_g | ( | Ipopt::Index | n, |
const Ipopt::Number * | x, | ||
bool | new_x, | ||
Ipopt::Index | m, | ||
Ipopt::Number * | g | ||
) | [virtual] |
Method to return the constraint residuals.
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::eval_jac_g | ( | Ipopt::Index | n, |
const Ipopt::Number * | x, | ||
bool | new_x, | ||
Ipopt::Index | m, | ||
Ipopt::Index | nele_jac, | ||
Ipopt::Index * | iRow, | ||
Ipopt::Index * | jCol, | ||
Ipopt::Number * | values | ||
) | [virtual] |
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)
Implements Ipopt::TNLP.
virtual bool IpoptRNLP::eval_h | ( | Ipopt::Index | n, |
const Ipopt::Number * | x, | ||
bool | new_x, | ||
Ipopt::Number | obj_factor, | ||
Ipopt::Index | m, | ||
const Ipopt::Number * | lambda, | ||
bool | new_lambda, | ||
Ipopt::Index | nele_hess, | ||
Ipopt::Index * | iRow, | ||
Ipopt::Index * | jCol, | ||
Ipopt::Number * | values | ||
) | [virtual] |
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL)
Reimplemented from Ipopt::TNLP.
virtual void IpoptRNLP::finalize_solution | ( | Ipopt::SolverReturn | status, |
Ipopt::Index | n, | ||
const Ipopt::Number * | x, | ||
const Ipopt::Number * | z_L, | ||
const Ipopt::Number * | z_U, | ||
Ipopt::Index | m, | ||
const Ipopt::Number * | g, | ||
const Ipopt::Number * | lambda, | ||
Ipopt::Number | obj_value, | ||
const Ipopt::IpoptData * | ip_data, | ||
Ipopt::IpoptCalculatedQuantities * | ip_cq | ||
) | [virtual] |
This method is called when the algorithm is complete so the TNLP can store/write the solution.
Implements Ipopt::TNLP.
SEXP IpoptRNLP::R_environment [private] |
Definition at line 33 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_f [private] |
Definition at line 35 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_grad_f [private] |
Definition at line 36 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_init_values [private] |
Definition at line 38 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_lower_bounds [private] |
Definition at line 40 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_upper_bounds [private] |
Definition at line 41 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_g [private] |
Definition at line 43 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_jac_g [private] |
Definition at line 44 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_jac_g_structure [private] |
Definition at line 45 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_constraint_lower_bounds [private] |
Definition at line 47 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_constraint_upper_bounds [private] |
Definition at line 48 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_h [private] |
Definition at line 50 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_eval_h_structure [private] |
Definition at line 51 of file IpoptRNLP.hpp.
SEXP IpoptRNLP::R_result_list [private] |
Definition at line 53 of file IpoptRNLP.hpp.
bool IpoptRNLP::d_hessian_approximation [private] |
Definition at line 55 of file IpoptRNLP.hpp.
int IpoptRNLP::d_num_protected_members [private] |
Definition at line 57 of file IpoptRNLP.hpp.