7 #ifndef __IPORIGIPOPTNLP_HPP__
8 #define __IPORIGIPOPTNLP_HPP__
54 virtual bool Initialize(
57 const std::string& prefix
61 virtual bool InitializeStructures(
81 return nlp_->GetWarmStartIterate(warm_start_iterate);
220 virtual void GetSpaces(
239 virtual void AdjustVariableBounds(
254 return grad_f_evals_;
280 void FinalizeSolution(
294 bool IntermediateCallBack(
302 Number regularization_size,
312 static void RegisterOptions(
327 void PrintTimingStatistics(
339 return grad_f_eval_time_;
347 return jac_c_eval_time_;
355 return jac_d_eval_time_;
362 Number TotalFunctionEvaluationCpuTime()
const;
363 Number TotalFunctionEvaluationSysTime()
const;
364 Number TotalFunctionEvaluationWallclockTime()
const;
493 Number bound_relax_factor,
virtual Index f_evals() const
const TimedTask & jac_c_eval_time() const
virtual Index h_evals() const
CachedResults< SmartPtr< const Vector > > c_cache_
Equality constraint residuals.
SmartPtr< const Vector > orig_x_U_
Original unmodified upper bounds on x.
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
bool jac_d_constant_
Flag indicating if we need to ask for inequality constraint Jacobians only once.
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) ...
SmartPtr< const Matrix > Px_L_
Permutation matrix (x_L_ -> x)
const TimedTask & d_eval_time() const
bool jac_c_constant_
Flag indicating if we need to ask for equality constraint Jacobians only once.
virtual Index grad_f_evals() const
virtual Index d_evals() const
SmartPtr< const MatrixSpace > jac_d_space_
This class is used to collect timing information for a particular task.
virtual Index c_evals() const
SmartPtr< const MatrixSpace > px_u_space_
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
AlgorithmMode
enum to indicate the mode in which the algorithm is
const TimedTask & c_eval_time() const
double Number
Type of all numbers.
SmartPtr< const VectorSpace > d_l_space_
SmartPtr< const SymMatrixSpace > scaled_h_space_
SmartPtr< const VectorSpace > x_u_space_
SmartPtr< const MatrixSpace > scaled_jac_c_space_
bool initialized_
Flag indicating if initialization method has been called.
TimedTask grad_f_eval_time_
EJournalLevel
Print Level Enum.
TimedTask jac_d_eval_time_
SmartPtr< const VectorSpace > x_l_space_
const TimedTask & f_eval_time() const
CachedResults< SmartPtr< const Vector > > unscaled_x_cache_
Unscaled version of x vector.
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d)
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
SmartPtr< const MatrixSpace > scaled_jac_d_space_
CachedResults< SmartPtr< const Matrix > > jac_d_cache_
Jacobian Matrix for inequality constraints (current iteration)
bool honor_original_bounds_
Flag indicating whether the primal variables should be projected back into original bounds are optimi...
Template class for Smart Pointers.
This class stores a list of user set options.
SolverReturn
enum for the return from the optimize algorithm
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
SmartPtr< const Vector > x_L_
Lower bounds on x.
SmartPtr< const Vector > d_L_
Lower bounds on d.
SmartPtr< NLP > nlp_
Pointer to the NLP.
HessianApproximationType
enumeration for the Hessian information type.
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -> d)
SmartPtr< const Journalist > jnlst_
Journalist.
SmartPtr< const Vector > d_U_
Upper bounds on d.
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
HessianApproximationSpace
enumeration for the Hessian approximation space.
SmartPtr< const MatrixSpace > pd_u_space_
Class to organize all the data required by the algorithm.
SmartPtr< const SymMatrixSpace > h_space_
SmartPtr< NLP > nlp()
Accessor method to the underlying NLP.
const TimedTask & grad_f_eval_time() const
int Index
Type of all indices of vectors, matrices etc.
SmartPtr< const VectorSpace > d_space_
virtual Index jac_d_evals() const
CachedResults< SmartPtr< const Matrix > > jac_c_cache_
Jacobian Matrix for equality constraints (current iteration)
SmartPtr< const Matrix > Px_U_
Permutation matrix (x_U_ -> x)
CachedResults< SmartPtr< const Vector > > grad_f_cache_
Gradient of the objective function.
CachedResults< Number > f_cache_
Objective function.
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
TimedTask jac_c_eval_time_
This class maps the traditional NLP into something that is more useful by Ipopt.
Class responsible for all message output.
bool hessian_constant_
Flag indicating if we need to ask for Hessian only once.
SmartPtr< const Vector > orig_x_L_
Original unmodified lower bounds on x.
virtual SmartPtr< const VectorSpace > x_space() const
x_space
const TimedTask & h_eval_time() const
SmartPtr< const VectorSpace > d_u_space_
bool check_derivatives_for_naninf_
Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second de...
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
CachedResults< SmartPtr< const SymMatrix > > h_cache_
Hessian of the lagrangian (current iteration)
SmartPtr< const MatrixSpace > px_l_space_
const TimedTask & jac_d_eval_time() const
SmartPtr< const VectorSpace > x_space_
Necessary Vector/Matrix spaces.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x)
SmartPtr< const MatrixSpace > pd_l_space_
SmartPtr< const MatrixSpace > jac_c_space_
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Number bound_relax_factor_
relaxation factor for the bounds
SmartPtr< const VectorSpace > c_space_
virtual Index jac_c_evals() const
HessianApproximationSpace hessian_approximation_space_
Flag indicating in which space Hessian is to be approximated.
EJournalCategory
Category Selection Enum.
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
SmartPtr< const Vector > x_U_
Upper bounds on x.
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -> d)