nlpi_ipopt.h File Reference

Detailed Description

Ipopt NLP interface.

Author

Stefan Vigerske

Benjamin Müller

Definition in file nlpi_ipopt.h.

#include "nlpi/type_nlpi.h"

Go to the source code of this file.

Functions
SCIP_RETCODE	SCIPcreateNlpSolverIpopt (BMS_BLKMEM *blkmem, SCIP_NLPI **nlpi)
const char *	SCIPgetSolverNameIpopt (void)
const char *	SCIPgetSolverDescIpopt (void)
SCIP_Bool	SCIPisIpoptAvailableIpopt (void)
void *	SCIPgetIpoptApplicationPointerIpopt (SCIP_NLPIPROBLEM *nlpiproblem)
void *	SCIPgetNlpiOracleIpopt (SCIP_NLPIPROBLEM *nlpiproblem)
void	SCIPsetModifiedDefaultSettingsIpopt (SCIP_NLPI *nlpi, const char *optionsstring)
SCIP_RETCODE	LapackDsyev (SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w)
SCIP_RETCODE	SCIPsolveLinearProb (int N, SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success)

Function Documentation

SCIP_RETCODE SCIPcreateNlpSolverIpopt	(	BMS_BLKMEM *	blkmem,
		SCIP_NLPI **	nlpi
	)

create solver interface for Ipopt solver sets *nlpi to NULL if Ipopt is not available

Parameters

blkmem	block memory data structure
nlpi	pointer to buffer for nlpi address

const char* SCIPgetSolverNameIpopt

(

void

)

gets string that identifies Ipopt (version number)

const char* SCIPgetSolverDescIpopt

(

void

)

gets string that describes Ipopt (version number)

SCIP_Bool SCIPisIpoptAvailableIpopt

(

void

)

returns whether Ipopt is available, i.e., whether it has been linked in

void* SCIPgetIpoptApplicationPointerIpopt

(

SCIP_NLPIPROBLEM *

nlpiproblem

)

gives a pointer to the IpoptApplication object stored in Ipopt-NLPI's NLPI problem data structure

Parameters

nlpiproblem

NLP problem of Ipopt-NLPI

void* SCIPgetNlpiOracleIpopt

(

SCIP_NLPIPROBLEM *

nlpiproblem

)

gives a pointer to the NLPIORACLE object stored in Ipopt-NLPI's NLPI problem data structure

Parameters

nlpiproblem

NLP problem of Ipopt-NLPI

void SCIPsetModifiedDefaultSettingsIpopt	(	SCIP_NLPI *	nlpi,
		const char *	optionsstring
	)

sets modified default settings that are used when setting up an Ipopt problem

Do not forget to add a newline after the last option in optionsstring.

Parameters

nlpi	Ipopt NLP interface
optionsstring	string with options as in Ipopt options file

SCIP_RETCODE LapackDsyev	(	SCIP_Bool	computeeigenvectors,
		int	N,
		SCIP_Real *	a,
		SCIP_Real *	w
	)

Calls Lapacks Dsyev routine to compute eigenvalues and eigenvectors of a dense matrix. It's here, because Ipopt is linked against Lapack.

Parameters

computeeigenvectors	should also eigenvectors should be computed ?
N	dimension
a	matrix data on input (size N*N); eigenvectors on output if computeeigenvectors == TRUE
w	buffer to store eigenvalues (size N)

SCIP_RETCODE SCIPsolveLinearProb	(	int	N,
		SCIP_Real *	A,
		SCIP_Real *	b,
		SCIP_Real *	x,
		SCIP_Bool *	success
	)

solves a linear problem of the form Ax = b for a regular matrix A

Calls Lapacks IpLapackDgetrf routine to calculate a LU factorization and uses this factorization to solve the linear problem Ax = b. It's here, because Ipopt is linked against Lapack.

Parameters

N	dimension
A	matrix data on input (size N*N); filled column-wise
b	right hand side vector (size N)
x	buffer to store solution (size N)
success	pointer to store if the solving routine was successful