cppad_ipopt::cppad_ipopt_nlp Class Reference

Class connects Ipopt to CppAD for derivative and sparsity pattern calculations. More...

List of all members.

Public Member Functions
	cppad_ipopt_nlp (size_t n, size_t m, const NumberVector &x_i, const NumberVector &x_l, const NumberVector &x_u, const NumberVector &g_l, const NumberVector &g_u, cppad_ipopt_fg_info *fg_info, cppad_ipopt_solution *solution)
	only constructor for cppad_ipopot_nlp
virtual	~cppad_ipopt_nlp ()
	The destructor takes no special action.
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	Return dimension information about optimization problem.
virtual bool	get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
	Return bound information about optimization problem.
virtual bool	get_starting_point (Index n, bool init_x, Number *x, bool init_z, Number *z_L, Number *z_U, Index m, bool init_lambda, Number *lambda)
	Return initial x value where optimiation is started.
virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Evaluate the objective fucntion f(x).
virtual bool	eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f)
	Evaluate the gradient of f(x).
virtual bool	eval_g (Index n, const Number *x, bool new_x, Index m, Number *g)
	Evaluate the function g(x).
virtual bool	eval_jac_g (Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
	Evaluate the Jacobian of g(x).
virtual bool	eval_h (Index n, const Number *x, bool new_x, Number obj_factor, Index m, const Number *lambda, bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values)
	Evaluate the Hessian of the Lagragian.
virtual void	finalize_solution (Ipopt::SolverReturn status, Index n, const Number *x, const Number *z_L, const Number *z_U, Index m, const Number *g, const Number *lambda, Number obj_value, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
	Pass solution information from Ipopt to users solution structure.
virtual bool	intermediate_callback (Ipopt::AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, const Ipopt::IpoptData *ip_data, Ipopt::IpoptCalculatedQuantities *ip_cq)
Private Types
typedef Ipopt::Number	Number
	A Scalar value used by Ipopt.
typedef Ipopt::Index	Index
	An index value used by Ipopt.
typedef Ipopt::TNLP::IndexStyleEnum	IndexStyleEnum
	Indexing style used in Ipopt sparsity structure.
typedef CppAD::vectorBool	BoolVector
	A simple vector of boolean values.
typedef CppAD::vector < CppAD::ADFun< Number > >	ADFunVector
	A simple vector of AD function objects.
typedef CppAD::vector< BoolVector >	BoolVectorVector
	A simple vector of simple vectors of boolean values.
typedef CppAD::vector < std::map< size_t, size_t > >	IndexMap
	A mapping that is dense in i, sparse in j, and maps (i, j) to the corresponding sparsity index in Ipopt.
Private Member Functions
	cppad_ipopt_nlp (const cppad_ipopt_nlp &)
	block the default constructor from use
cppad_ipopt_nlp &	operator= (const cppad_ipopt_nlp &)
	blocks the assignment operator from use
Private Attributes
const size_t	n_
	dimension of the domain space for f(x) and g(x) (passed to ctor)
const size_t	m_
	dimension of the range space for g(x) (passed to ctor)
const NumberVector	x_i_
	dimension of the range space for g(x) (passed to ctor)
const NumberVector	x_l_
	lower limit for x (size n_), (passed to ctor)
const NumberVector	x_u_
	upper limit for x (size n_) (passed to ctor)
const NumberVector	g_l_
	lower limit for g(x) (size m_) (passed to ctor)
const NumberVector	g_u_
	upper limit for g(x) (size m_) (passed to ctor)
cppad_ipopt_fg_info *const	fg_info_
	pointer to base class version of derived class object used to get information about the user's representation for f(x) and g(x) (passed to ctor)
cppad_ipopt_solution *const	solution_
	pointer to object where final results are stored (passed to ctor)
const Number	infinity_
	plus infinity as a value of type Number
size_t	K_
	The value of in the representation. (effectively const)
BoolVector	retape_
	Does operation sequence for depend on . (size K_) (effectively const)
SizeVector	q_
	q_[k] is the domain space dimension for (size K_) (effectively const)
SizeVector	p_
	p_[k] is the range space dimension for (size K_) (effectively const)
SizeVector	L_
	L_[k] is number of times appears in the representation summation (size K_) (effectively const)
BoolVectorVector	pattern_jac_r_
	CppAD sparsity patterns for (set by ctor).
BoolVectorVector	pattern_hes_r_
	CppAD sparsity patterns for (set by ctor).
size_t	nnz_jac_g_
	number non-zero is Ipopt sparsity structor for Jacobian of g(x) (effectively const)
SizeVector	iRow_jac_g_
	row indices in Ipopt sparsity structor for Jacobian of g(x) (effectively const)
SizeVector	jCol_jac_g_
	column indices in Ipopt sparsity structor for Jacobian of g(x) (effectively const)
size_t	nnz_h_lag_
	number non-zero is Ipopt sparsity structor for Hessian of Lagragian (effectively const)
SizeVector	iRow_h_lag_
	row indices in Ipopt sparsity structor for Hessian of Lagragian (effectively const)
SizeVector	jCol_h_lag_
	column indices in Ipopt sparsity structor for Hessian of Lagragian (effectively const)
IndexMap	index_jac_g_
	Mapping from (i, j) in Jacobian of g(x) to Ipopt sparsity structure.
IndexMap	index_hes_fg_
	Mapping from (i, j) in Hessian of fg(x) to Ipopt sparsity structure.
ADFunVector	r_fun_
	For k = 0 , ... , K_-1, r_fun_[k] is a the CppAD function object corresponding to .
BoolVector	tape_ok_
	Is r_fun[k] OK for current x.
SizeVector	J_
	work space of size equal maximum of q[k] w.r.t k.
SizeVector	I_
	work space of size equal maximum of p[k] w.r.t k.

---

Detailed Description

Class connects Ipopt to CppAD for derivative and sparsity pattern calculations.

Definition at line 775 of file cppad_ipopt_nlp.hpp.

---

The documentation for this class was generated from the following files:

• cppad_ipopt_nlp.hpp
• cppad_ipopt_nlp.cpp