C++ Example NLP for interfacing a problem with IPOPT. More...

#include <hs071_nlp.hpp>

Inheritance diagram for HS071_NLP:

Public Member Functions
	HS071_NLP ()
	default constructor More...

virtual	~HS071_NLP ()
	default destructor More...

	HS071_NLP ()
	default constructor More...

virtual	~HS071_NLP ()
	default destructor More...

Overloaded from TNLP
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	Method to return some info about the nlp. More...

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	Method to return the bounds for my problem. More...

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)
	Method to return the starting point for the algorithm. More...

virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to return the objective value. More...

virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	Method to return the gradient of the objective. More...

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to return the constraint residuals. More...

virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, 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) More...

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)
	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) More...

virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	Method to return some info about the nlp. More...

virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	Method to return the bounds for my problem. More...

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)
	Method to return the starting point for the algorithm. More...

virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to return the objective value. More...

virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	Method to return the gradient of the objective. More...

virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to return the constraint residuals. More...

virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, 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) More...

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)
	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) More...

Solution Methods
virtual void	finalize_solution (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 IpoptData ip_data, IpoptCalculatedQuantities *ip_cq)
	This method is called when the algorithm is complete so the TNLP can store/write the solution. More...

virtual void	finalize_solution (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 IpoptData ip_data, IpoptCalculatedQuantities *ip_cq)
	This method is called when the algorithm is complete so the TNLP can store/write the solution. More...

Public Member Functions inherited from Ipopt::TNLP
	TNLP ()

virtual	~TNLP ()
	Default destructor. More...

	DECLARE_STD_EXCEPTION (INVALID_TNLP)

virtual void	finalize_metadata (Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
	This method is called just before finalize_solution. More...

virtual bool	intermediate_callback (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 IpoptData ip_data, IpoptCalculatedQuantities ip_cq)
	Intermediate Callback method for the user. More...

virtual Index	get_number_of_nonlinear_variables ()

virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)

virtual bool	get_var_con_metadata (Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
	overload this method to return any meta data for the variables and the constraints More...

virtual bool	get_scaling_parameters (Number &obj_scaling, bool &use_x_scaling, Index n, Number x_scaling, bool &use_g_scaling, Index m, Number g_scaling)
	overload this method to return scaling parameters. More...

virtual bool	get_variables_linearity (Index n, LinearityType *var_types)
	overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR). More...

virtual bool	get_constraints_linearity (Index m, LinearityType *const_types)
	overload this method to return the constraint linearity. More...

virtual bool	get_warm_start_iterate (IteratesVector &warm_start_iterate)
	overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) for a warm start. More...

Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()

virtual	~ReferencedObject ()

Index	ReferenceCount () const

void	AddRef (const Referencer *referencer) const

void	ReleaseRef (const Referencer *referencer) const

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++")
	HS071_NLP (const HS071_NLP &)

HS071_NLP &	operator= (const HS071_NLP &)

	HS071_NLP (const HS071_NLP &)

HS071_NLP &	operator= (const HS071_NLP &)

Additional Inherited Members
Public Types inherited from Ipopt::TNLP
enum	LinearityType { LINEAR , NON_LINEAR }
	Type of the constraints. More...

enum	IndexStyleEnum { C_STYLE =0 , FORTRAN_STYLE =1 }
	overload this method to return the number of variables and constraints, and the number of non-zeros in the jacobian and the hessian. More...

typedef std::map< std::string, std::vector< std::string > >	StringMetaDataMapType

typedef std::map< std::string, std::vector< Index > >	IntegerMetaDataMapType

typedef std::map< std::string, std::vector< Number > >	NumericMetaDataMapType

Detailed Description

C++ Example NLP for interfacing a problem with IPOPT.

HS071_NLP implements a C++ example of problem 71 of the Hock-Schittkowski test suite. This example is designed to go along with the tutorial document and show how to interface with IPOPT through the TNLP interface.

Problem hs071 looks like this

min   x1*x4*(x1 + x2 + x3)  +  x3
s.t.  x1*x2*x3*x4                   >=  25
      x1**2 + x2**2 + x3**2 + x4**2  =  40
      1 <=  x1,x2,x3,x4  <= 5

Starting point:
   x = (1, 5, 5, 1)

Optimal solution:
   x = (1.00000000, 4.74299963, 3.82114998, 1.37940829)

Definition at line 37 of file hs071_nlp.hpp.

Constructor & Destructor Documentation

◆ HS071_NLP() [1/4]

HS071_NLP::HS071_NLP ( )

default constructor

◆ ~HS071_NLP() [1/2]

virtual HS071_NLP::~HS071_NLP ( )

virtual

default destructor

◆ HS071_NLP() [2/4]

HS071_NLP::HS071_NLP ( const HS071_NLP & )

private

◆ HS071_NLP() [3/4]

HS071_NLP::HS071_NLP ( )

default constructor

◆ ~HS071_NLP() [2/2]

virtual HS071_NLP::~HS071_NLP ( )

virtual

default destructor

◆ HS071_NLP() [4/4]

HS071_NLP::HS071_NLP ( const HS071_NLP & )

private

Member Function Documentation

◆ get_nlp_info() [1/2]

virtual bool HS071_NLP::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)

virtual

Method to return some info about the nlp.

Implements Ipopt::TNLP.

◆ get_bounds_info() [1/2]

virtual bool HS071_NLP::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)

virtual

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

◆ get_starting_point() [1/2]

virtual bool HS071_NLP::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
	)

virtual

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

◆ eval_f() [1/2]

virtual bool HS071_NLP::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)

virtual

Method to return the objective value.

Implements Ipopt::TNLP.

◆ eval_grad_f() [1/2]

virtual bool HS071_NLP::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)

virtual

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

◆ eval_g() [1/2]

virtual bool HS071_NLP::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)

virtual

Method to return the constraint residuals.

Implements Ipopt::TNLP.

◆ eval_jac_g() [1/2]

virtual bool HS071_NLP::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		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.

◆ eval_h() [1/2]

virtual bool HS071_NLP::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
	)

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.

◆ finalize_solution() [1/2]

virtual void HS071_NLP::finalize_solution	(	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 IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

virtual

This method is called when the algorithm is complete so the TNLP can store/write the solution.

Implements Ipopt::TNLP.

◆ operator=() [1/2]

HS071_NLP& HS071_NLP::operator= ( const HS071_NLP & )

private

◆ get_nlp_info() [2/2]

virtual bool HS071_NLP::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)

virtual

Method to return some info about the nlp.

Implements Ipopt::TNLP.

◆ get_bounds_info() [2/2]

virtual bool HS071_NLP::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)

virtual

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

◆ get_starting_point() [2/2]

virtual bool HS071_NLP::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
	)

virtual

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

◆ eval_f() [2/2]

virtual bool HS071_NLP::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)

virtual

Method to return the objective value.

Implements Ipopt::TNLP.

◆ eval_grad_f() [2/2]

virtual bool HS071_NLP::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)

virtual

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

◆ eval_g() [2/2]

virtual bool HS071_NLP::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)

virtual

Method to return the constraint residuals.

Implements Ipopt::TNLP.

◆ eval_jac_g() [2/2]

virtual bool HS071_NLP::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		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.

◆ eval_h() [2/2]

virtual bool HS071_NLP::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
	)

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.

◆ finalize_solution() [2/2]

virtual void HS071_NLP::finalize_solution	(	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 IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)

virtual

This method is called when the algorithm is complete so the TNLP can store/write the solution.

Implements Ipopt::TNLP.

◆ operator=() [2/2]

HS071_NLP& HS071_NLP::operator= ( const HS071_NLP & )

private

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

examples/hs071_cpp/hs071_nlp.hpp

Public Member Functions

Private Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ HS071_NLP() [1/4]

◆ ~HS071_NLP() [1/2]

◆ HS071_NLP() [2/4]

◆ HS071_NLP() [3/4]

◆ ~HS071_NLP() [2/2]

◆ HS071_NLP() [4/4]

Member Function Documentation

◆ get_nlp_info() [1/2]

◆ get_bounds_info() [1/2]

◆ get_starting_point() [1/2]

◆ eval_f() [1/2]

◆ eval_grad_f() [1/2]

◆ eval_g() [1/2]

◆ eval_jac_g() [1/2]

◆ eval_h() [1/2]

◆ finalize_solution() [1/2]

◆ operator=() [1/2]

◆ get_nlp_info() [2/2]

◆ get_bounds_info() [2/2]

◆ get_starting_point() [2/2]

◆ eval_f() [2/2]

◆ eval_grad_f() [2/2]

◆ eval_g() [2/2]

◆ eval_jac_g() [2/2]

◆ eval_h() [2/2]

◆ finalize_solution() [2/2]

◆ operator=() [2/2]