Class to organize all the data required by the algorithm.
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to return the constraint residuals.
MyNLP & operator=(const MyNLP &)
Class for all IPOPT specific calculated quantities.
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.
double Number
Type of all numbers.
C++ Example NLP for interfacing a problem with IPOPT.
virtual ~MyNLP()
default destructor
Number * x
Input: Starting point Output: Optimal solution.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
int Index
Type of all indices of vectors, matrices etc.
MyNLP()
default constructor
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.
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.
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.
Base class for all NLP's that use standard triplet matrix form and dense vectors.
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to return the objective value.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add 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 jacobia...
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 valu...
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to return the gradient of the objective.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Number Number Index m
Number of constraints.