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

create solver interface for Ipopt solver

Parameters

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

Definition at line 1961 of file nlpi_ipopt.cpp.

References NLPI_DESC, NLPI_NAME, NLPI_PRIORITY, NULL, SCIP_ALLOC, SCIP_CALL, SCIP_OKAY, and SCIPnlpiCreate().

Referenced by SCIP_DECL_NLPICOPY(), and SCIPincludeDefaultPlugins().

const char* SCIPgetSolverNameIpopt

(

void

)

gets string that identifies Ipopt (version number)

Definition at line 1991 of file nlpi_ipopt.cpp.

Referenced by SCIPincludeDefaultPlugins().

const char* SCIPgetSolverDescIpopt

(

void

)

gets string that describes Ipopt (version number)

Definition at line 1997 of file nlpi_ipopt.cpp.

Referenced by SCIPincludeDefaultPlugins().

SCIP_Bool SCIPisIpoptAvailableIpopt

(

void

)

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

Definition at line 2003 of file nlpi_ipopt.cpp.

References FALSE, and TRUE.

Referenced by checkCurvature(), checkFactorable(), SCIP_DECL_CONSINITSOL(), and SCIP_DECL_QUADCONSUPGD().

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

Definition at line 2009 of file nlpi_ipopt.cpp.

References SCIP_NlpiProblem::ipopt, NULL, SCIPABORT, and SCIPerrorMessage.

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

Definition at line 2019 of file nlpi_ipopt.cpp.

References NULL, SCIP_NlpiProblem::oracle, SCIPABORT, and SCIPerrorMessage.

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

Definition at line 2032 of file nlpi_ipopt.cpp.

References BMSallocMemoryArray, BMSclearMemoryArray, BMScopyMemoryArray, convcheck_maxiter, convcheck_minred, convcheck_nchecks, convcheck_startiter, FALSE, LINEAR, MAX, MAXPERTURB, MIN, NULL, SCIP_INVALID, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERR, SCIP_NLPTERMSTAT_ITLIM, SCIP_NLPTERMSTAT_MEMERR, SCIP_NLPTERMSTAT_NUMERR, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_TILIM, SCIP_NLPTERMSTAT_UOBJLIM, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPdebugMessage, SCIPdebugPrintf, SCIPerrorMessage, SCIPgetRandomReal(), SCIPinterrupted(), SCIPnlpiGetData(), SCIPnlpiOracleEvalConstraintValues(), SCIPnlpiOracleEvalHessianLag(), SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), SCIPnlpiOracleEvalObjectiveValue(), SCIPnlpiOracleGetConstraintDegree(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintName(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetHessianLagSparsity(), SCIPnlpiOracleGetJacobianSparsity(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarDegree(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarNames(), SCIPnlpiOracleGetVarUbs(), and TRUE.

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.

Calls Lapacks Dsyev routine to compute eigenvalues and eigenvectors of a dense matrix.

It's here, because we use Ipopt's interface to 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)

Definition at line 2797 of file nlpi_ipopt.cpp.

References SCIP_ERROR, SCIP_OKAY, and SCIPerrorMessage.

Referenced by checkCurvature(), checkFactorable(), SCIP_DECL_QUADCONSUPGD(), and SCIPsolveLinearProb().

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

Definition at line 2865 of file nlpi_ipopt.cpp.

References BMSallocMemoryArray, BMScopyMemoryArray, BMSduplicateMemoryArray, BMSfreeMemoryArray, ENTRY, FALSE, LapackDsyev(), NULL, SCIP_ALLOC, SCIP_Bool, SCIP_CALL, SCIP_ERROR, SCIP_OKAY, SCIP_Real, SCIPerrorMessage, SCIPsolveLinearProb3(), and TRUE.

Referenced by SCIPcomputeHyperplaneThreePoints().