7 #ifndef __IPRESTOIPOPTNLP_HPP__ 8 #define __IPRESTOIPOPTNLP_HPP__ 65 const std::string& prefix
280 Number regularization_size,
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
SmartPtr< CompoundMatrixSpace > pd_l_space_
Number Eta(Number mu) const
Method to calculate eta, the factor for the regularization term.
void operator=(const RestoIpoptNLP &)
Default Assignment Operator.
SmartPtr< CompoundVectorSpace > x_l_space_
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
Method for adapting the variable bounds.
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
SmartPtr< CompoundVector > x_U_
Upper bounds on x.
SmartPtr< CompoundVectorSpace > c_space_
SmartPtr< CompoundMatrix > Px_U_
Permutation matrix (x_U_ -> x)
bool evaluate_orig_obj_at_resto_trial_
Flag indicating if evaluation of the objective should be performed for every restoration phase object...
SmartPtr< CompoundVectorSpace > d_u_space_
SmartPtr< CompoundVectorSpace > d_space_
virtual bool InitializeStructures(SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
Initialize (create) structures for the iteration data.
SmartPtr< const Vector > dr2_x_
Squared scaling factors for the $x$ part of the regularization term, for grad_f.
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
SmartPtr< const Vector > dr_x_
Scaling factors for the $x$ part of the regularization term.
SmartPtr< CompoundMatrixSpace > px_l_space_
IpoptNLP & OrigIpNLP() const
virtual bool GetWarmStartIterate(IteratesVector &)
Method accessing the GetWarmStartIterate of the NLP.
~RestoIpoptNLP()
Destructor.
SmartPtr< CompoundVector > x_L_
Lower bounds on x.
AlgorithmMode
enum to indicate the mode in which the algorithm is
virtual Index f_evals() const
SmartPtr< IpoptData > orig_ip_data_
Pointer to the original IpoptData.
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x.
IpoptCalculatedQuantities & OrigIpCq() const
virtual Index d_evals() const
Number eta_factor_
scaling factor for eta calculation
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
SmartPtr< CompoundMatrix > Pd_U_
Permutation matrix (d_U_ -> d.
virtual Index h_evals() const
Number eta_mu_exponent_
exponent for mu in eta calculation
SmartPtr< CompoundMatrix > Pd_L_
Permutation matrix (d_L_ -> d)
bool IntermediateCallBack(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, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
User callback method.
ipindex Index
Type of all indices of vectors, matrices etc.
SmartPtr< CompoundSymMatrixSpace > h_space_
virtual SmartPtr< const VectorSpace > x_space() const
x_space
This file contains a base class for all exceptions and a set of macros to help with exceptions...
virtual bool objective_depends_on_mu() const
Accessor methods for model data.
Template class for Smart Pointers.
Number rho_
Penalty parameter for the $l_1$ norm, given by resto_penalty_parameter.
SmartPtr< CompoundVectorSpace > x_u_space_
This class stores a list of user set options.
SolverReturn
enum for the return from the optimize algorithm
virtual Index jac_c_evals() const
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
HessianApproximationType hessian_approximation_
Flag indicating how Hessian information is obtained.
SmartPtr< CompoundMatrixSpace > jac_c_space_
void FinalizeSolution(SolverReturn, const Vector &, const Vector &, const Vector &, const Vector &, const Vector &, const Vector &, const Vector &, Number, const IpoptData *, IpoptCalculatedQuantities *)
HessianApproximationType
enumeration for the Hessian information type.
SmartPtr< CompoundVector > d_U_
Upper bounds on d.
Number Rho() const
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
Class to organize all the data required by the algorithm.
This class maps a IpoptNLP into one that is used for the restoration phase of Ipopt.
SmartPtr< IpoptNLP > orig_ip_nlp_
Pointer to the original IpoptNLP.
ipnumber Number
Type of all numbers.
bool initialized_
Flag indicating if initialization method has been called.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
virtual void GetSpaces(SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
Accessor method for vector/matrix spaces pointers.
virtual Index c_evals() const
SmartPtr< IpoptCalculatedQuantities > orig_ip_cq_
Pointer to the original IpoptCalculatedQuantities.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d.
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
SmartPtr< CompoundVectorSpace > d_l_space_
IpoptData & OrigIpData() const
Class responsible for all message output.
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialization method.
SmartPtr< CompoundMatrixSpace > px_u_space_
virtual Index grad_f_evals() const
SmartPtr< const Vector > DR_x() const
Method returning the scaling factors for the 2-norm penalization term.
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual Index jac_d_evals() const
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian (incorrect version for restoration phase)
SmartPtr< const Vector > x_ref_
$x$ part of the reference point in the regularization term
SmartPtr< const DiagMatrix > DR2_x_
Matrix with squared scaling factors, for h()
virtual Number f(const Vector &x)
Objective value (incorrect version for restoration phase)
SmartPtr< CompoundMatrixSpace > jac_d_space_
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective (incorrect version for restoration phase)
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) ...
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
RestoIpoptNLP()
Default Constructor.
SmartPtr< CompoundVectorSpace > x_space_
Necessary Vector/Matrix spaces.
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
SmartPtr< CompoundMatrix > Px_L_
Permutation matrix (x_L_ -> x)
SmartPtr< CompoundVector > d_L_
Lower bounds on d.
SmartPtr< CompoundMatrixSpace > pd_u_space_