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Macros | |
#define | TRUE (1) |
#define | FALSE (0) |
Typedefs | |
typedef double | Number |
Type for all number. More... | |
typedef int | Index |
Type for all indices. More... | |
typedef int | Int |
Type for all integers. More... | |
typedef struct IpoptProblemInfo * | IpoptProblem |
Pointer to an Ipopt Problem. More... | |
typedef int | Bool |
define a boolean type for C More... | |
typedef void * | UserDataPtr |
A pointer for anything that is to be passed between the called and individual callback function. More... | |
typedef Bool(* | Eval_F_CB )(Index n, Number *x, Bool new_x, Number *obj_value, UserDataPtr user_data) |
Type defining the callback function for evaluating the value of the objective function. More... | |
typedef Bool(* | Eval_Grad_F_CB )(Index n, Number *x, Bool new_x, Number *grad_f, UserDataPtr user_data) |
Type defining the callback function for evaluating the gradient of the objective function. More... | |
typedef Bool(* | Eval_G_CB )(Index n, Number *x, Bool new_x, Index m, Number *g, UserDataPtr user_data) |
Type defining the callback function for evaluating the value of the constraint functions. More... | |
typedef Bool(* | Eval_Jac_G_CB )(Index n, Number *x, Bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data) |
Type defining the callback function for evaluating the Jacobian of the constrant functions. More... | |
typedef Bool(* | Eval_H_CB )(Index n, Number *x, Bool new_x, Number obj_factor, Index m, Number *lambda, Bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data) |
Type defining the callback function for evaluating the Hessian of the Lagrangian function. More... | |
typedef Bool(* | Intermediate_CB )(Index alg_mod, Index iter_count, 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, UserDataPtr user_data) |
Type defining the callback function for giving intermediate execution control to the user. More... | |
Functions | |
IPOPTLIB_EXPORT IpoptProblem | CreateIpoptProblem (Index n, Number *x_L, Number *x_U, Index m, Number *g_L, Number *g_U, Index nele_jac, Index nele_hess, Index index_style, Eval_F_CB eval_f, Eval_G_CB eval_g, Eval_Grad_F_CB eval_grad_f, Eval_Jac_G_CB eval_jac_g, Eval_H_CB eval_h) |
Function for creating a new Ipopt Problem object. More... | |
IPOPTLIB_EXPORT void | FreeIpoptProblem (IpoptProblem ipopt_problem) |
Method for freeing a previously created IpoptProblem. More... | |
IPOPTLIB_EXPORT Bool | AddIpoptStrOption (IpoptProblem ipopt_problem, char *keyword, char *val) |
Function for adding a string option. More... | |
IPOPTLIB_EXPORT Bool | AddIpoptNumOption (IpoptProblem ipopt_problem, char *keyword, Number val) |
Function for adding a Number option. More... | |
IPOPTLIB_EXPORT Bool | AddIpoptIntOption (IpoptProblem ipopt_problem, char *keyword, Int val) |
Function for adding an Int option. More... | |
IPOPTLIB_EXPORT Bool | OpenIpoptOutputFile (IpoptProblem ipopt_problem, char *file_name, Int print_level) |
Function for opening an output file for a given name with given printlevel. More... | |
IPOPTLIB_EXPORT Bool | SetIpoptProblemScaling (IpoptProblem ipopt_problem, Number obj_scaling, Number *x_scaling, Number *g_scaling) |
Optional function for setting scaling parameter for the NLP. More... | |
IPOPTLIB_EXPORT Bool | SetIntermediateCallback (IpoptProblem ipopt_problem, Intermediate_CB intermediate_cb) |
Setting a callback function for the "intermediate callback" method in the TNLP. More... | |
IPOPTLIB_EXPORT enum ApplicationReturnStatus | IpoptSolve (IpoptProblem ipopt_problem, Number *x, Number *g, Number *obj_val, Number *mult_g, Number *mult_x_L, Number *mult_x_U, UserDataPtr user_data) |
Function calling the Ipopt optimization algorithm for a problem previously defined with CreateIpoptProblem. More... | |
#define TRUE (1) |
Definition at line 56 of file IpStdCInterface.h.
#define FALSE (0) |
Definition at line 59 of file IpStdCInterface.h.
typedef double Number |
Type for all number.
We need to make sure that this is identical with what is defined in Common/IpTypes.hpp
Definition at line 30 of file IpStdCInterface.h.
typedef int Index |
Type for all indices.
We need to make sure that this is identical with what is defined in Common/IpTypes.hpp
Definition at line 36 of file IpStdCInterface.h.
typedef int Int |
Type for all integers.
We need to make sure that this is identical with what is defined in Common/IpTypes.hpp
Definition at line 42 of file IpStdCInterface.h.
typedef struct IpoptProblemInfo* IpoptProblem |
Pointer to an Ipopt Problem.
Definition at line 51 of file IpStdCInterface.h.
typedef int Bool |
define a boolean type for C
Definition at line 54 of file IpStdCInterface.h.
typedef void* UserDataPtr |
A pointer for anything that is to be passed between the called and individual callback function.
Definition at line 63 of file IpStdCInterface.h.
Type defining the callback function for evaluating the value of the objective function.
Return value should be set to false if there was a problem doing the evaluation.
See also Ipopt::TNLP::eval_f.
Definition at line 71 of file IpStdCInterface.h.
typedef Bool(* Eval_Grad_F_CB)(Index n, Number *x, Bool new_x, Number *grad_f, UserDataPtr user_data) |
Type defining the callback function for evaluating the gradient of the objective function.
Return value should be set to false if there was a problem doing the evaluation.
See also Ipopt::TNLP::eval_grad_f.
Definition at line 85 of file IpStdCInterface.h.
typedef Bool(* Eval_G_CB)(Index n, Number *x, Bool new_x, Index m, Number *g, UserDataPtr user_data) |
Type defining the callback function for evaluating the value of the constraint functions.
Return value should be set to false if there was a problem doing the evaluation.
See also Ipopt::TNLP::eval_g.
Definition at line 99 of file IpStdCInterface.h.
typedef Bool(* Eval_Jac_G_CB)(Index n, Number *x, Bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data) |
Type defining the callback function for evaluating the Jacobian of the constrant functions.
Return value should be set to false if there was a problem doing the evaluation.
See also Ipopt::TNLP::eval_jac_g.
Definition at line 114 of file IpStdCInterface.h.
typedef Bool(* Eval_H_CB)(Index n, Number *x, Bool new_x, Number obj_factor, Index m, Number *lambda, Bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values, UserDataPtr user_data) |
Type defining the callback function for evaluating the Hessian of the Lagrangian function.
Return value should be set to false if there was a problem doing the evaluation.
See also Ipopt::TNLP::eval_h.
Definition at line 132 of file IpStdCInterface.h.
typedef Bool(* Intermediate_CB)(Index alg_mod,Index iter_count, 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, UserDataPtr user_data) |
Type defining the callback function for giving intermediate execution control to the user.
If set, it is called once per iteration, providing the user with some information on the state of the optimization. This can be used to print some user-defined output. It also gives the user a way to terminate the optimization prematurely. If this method returns false, Ipopt will terminate the optimization.
See also Ipopt::TNLP::intermediate_callback.
Definition at line 157 of file IpStdCInterface.h.
IPOPTLIB_EXPORT IpoptProblem CreateIpoptProblem | ( | Index | n, |
Number * | x_L, | ||
Number * | x_U, | ||
Index | m, | ||
Number * | g_L, | ||
Number * | g_U, | ||
Index | nele_jac, | ||
Index | nele_hess, | ||
Index | index_style, | ||
Eval_F_CB | eval_f, | ||
Eval_G_CB | eval_g, | ||
Eval_Grad_F_CB | eval_grad_f, | ||
Eval_Jac_G_CB | eval_jac_g, | ||
Eval_H_CB | eval_h | ||
) |
Function for creating a new Ipopt Problem object.
This function returns an object that can be passed to the IpoptSolve call. It contains the basic definition of the optimization problem, such as number of variables and constraints, bounds on variables and constraints, information about the derivatives, and the callback function for the computation of the optimization problem functions and derivatives. During this call, the options file PARAMS.DAT is read as well.
If NULL is returned, there was a problem with one of the inputs or reading the options file.
See also Ipopt::TNLP::get_nlp_info and Ipopt::TNLP::get_bounds_info.
n | Number of optimization variables |
x_L | Lower bounds on variables |
This array of size n is copied internally, so that the caller can change the incoming data after return without that IpoptProblem is modified. Any value less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.
x_U | Upper bounds on variables |
This array of size n is copied internally, so that the caller can change the incoming data after return without that IpoptProblem is modified. Any value greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.
m | Number of constraints |
g_L | Lower bounds on constraints |
This array of size m is copied internally, so that the caller can change the incoming data after return without that IpoptProblem is modified. Any value less or equal than the number specified by option 'nlp_lower_bound_inf' is interpreted to be minus infinity.
g_U | Upper bounds on constraints |
This array of size m is copied internally, so that the caller can change the incoming data after return without that IpoptProblem is modified. Any value greater or equal than the number specified by option 'nlp_upper_bound_inf' is interpreted to be plus infinity.
nele_jac | Number of non-zero elements in constraint Jacobian |
nele_hess | Number of non-zero elements in Hessian of Lagrangian |
index_style | Indexing style for iRow & jCol, 0 for C style, 1 for Fortran style |
eval_f | Callback function for evaluating objective function |
eval_g | Callback function for evaluating constraint functions |
eval_grad_f | Callback function for evaluating gradient of objective function |
eval_jac_g | Callback function for evaluating Jacobian of constraint functions |
eval_h | Callback function for evaluating Hessian of Lagrangian function |
IPOPTLIB_EXPORT void FreeIpoptProblem | ( | IpoptProblem | ipopt_problem | ) |
Method for freeing a previously created IpoptProblem.
After freeing an IpoptProblem, it cannot be used anymore.
IPOPTLIB_EXPORT Bool AddIpoptStrOption | ( | IpoptProblem | ipopt_problem, |
char * | keyword, | ||
char * | val | ||
) |
Function for adding a string option.
IPOPTLIB_EXPORT Bool AddIpoptNumOption | ( | IpoptProblem | ipopt_problem, |
char * | keyword, | ||
Number | val | ||
) |
Function for adding a Number option.
IPOPTLIB_EXPORT Bool AddIpoptIntOption | ( | IpoptProblem | ipopt_problem, |
char * | keyword, | ||
Int | val | ||
) |
Function for adding an Int option.
IPOPTLIB_EXPORT Bool OpenIpoptOutputFile | ( | IpoptProblem | ipopt_problem, |
char * | file_name, | ||
Int | print_level | ||
) |
Function for opening an output file for a given name with given printlevel.
IPOPTLIB_EXPORT Bool SetIpoptProblemScaling | ( | IpoptProblem | ipopt_problem, |
Number | obj_scaling, | ||
Number * | x_scaling, | ||
Number * | g_scaling | ||
) |
Optional function for setting scaling parameter for the NLP.
This corresponds to the TNLP::get_scaling_parameters method. If the pointers x_scaling or g_scaling are NULL, then no scaling for x resp. g is done.
IPOPTLIB_EXPORT Bool SetIntermediateCallback | ( | IpoptProblem | ipopt_problem, |
Intermediate_CB | intermediate_cb | ||
) |
Setting a callback function for the "intermediate callback" method in the TNLP.
This gives control back to the user once per iteration. If set, it provides the user with some information on the state of the optimization. This can be used to print some user-defined output. It also gives the user a way to terminate the optimization prematurely. If the callback method returns false, Ipopt will terminate the optimization. Calling this set method to set the CB pointer to NULL disables the intermediate callback functionality.
IPOPTLIB_EXPORT enum ApplicationReturnStatus IpoptSolve | ( | IpoptProblem | ipopt_problem, |
Number * | x, | ||
Number * | g, | ||
Number * | obj_val, | ||
Number * | mult_g, | ||
Number * | mult_x_L, | ||
Number * | mult_x_U, | ||
UserDataPtr | user_data | ||
) |
Function calling the Ipopt optimization algorithm for a problem previously defined with CreateIpoptProblem.
ipopt_problem | Problem that is to be optimized. |
Ipopt will use the options previously specified with AddIpoptOption (etc) for this problem.
x | Input: Starting point; Output: Optimal solution |
g | Values of constraint at final point (output only; ignored if set to NULL) |
obj_val | Final value of objective function (output only; ignored if set to NULL) |
mult_g | Input: Initial values for the constraint multipliers (only if warm start option is chosen); Output: Final multipliers for constraints (ignored if set to NULL) |
mult_x_L | Input: Initial values for the multipliers for lower variable bounds (only if warm start option is chosen); Output: Final multipliers for lower variable bounds (ignored if set to NULL) |
mult_x_U | Input: Initial values for the multipliers for upper variable bounds (only if warm start option is chosen); Output: Final multipliers for upper variable bounds (ignored if set to NULL) |
user_data | Pointer to user data. |
This will be passed unmodified to the callback functions.