NLP Solver Interfaces

Detailed Description

methods and files provided by the default NLP solver interfaces of SCIP

A detailed description what a NLP solver interface does and how to add a NLP solver interface to SCIP can be found here.

Modules
	Inclusion methods
	methods to include specific NLP solver interfaces into SCIP

Functions
const char *	SCIPgetSolverNameFilterSQP (void)
const char *	SCIPgetSolverDescFilterSQP (void)
SCIP_Bool	SCIPisFilterSQPAvailableFilterSQP (void)
const char *	SCIPgetSolverNameIpopt (void)
const char *	SCIPgetSolverDescIpopt (void)
SCIP_Bool	SCIPisIpoptAvailableIpopt (void)
void *	SCIPgetNlpiOracleIpopt (SCIP_NLPIPROBLEM *nlpiproblem)
SCIP_RETCODE	SCIPcallLapackDsyevIpopt (SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w)
SCIP_RETCODE	SCIPsolveLinearEquationsIpopt (int N, SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success)
const char *	SCIPgetSolverNameWorhp (void)
const char *	SCIPgetSolverDescWorhp (void)
SCIP_Bool	SCIPisWorhpAvailableWorhp (void)

Files
file	nlpi_all.h
	NLP interface that uses all available NLP interfaces.
file	nlpi_filtersqp.h
	filterSQP NLP interface
file	nlpi_ipopt.h
	Ipopt NLP interface.
file	nlpi_worhp.h
	Worhp NLP interface.

Function Documentation

SCIPgetSolverNameFilterSQP()

const char* SCIPgetSolverNameFilterSQP

(

void

)

gets string that identifies filterSQP

Definition at line 1829 of file nlpi_filtersqp.c.

Referenced by SCIPincludeNlpSolverFilterSQP().

SCIPgetSolverDescFilterSQP()

const char* SCIPgetSolverDescFilterSQP

(

void

)

gets string that describes filterSQP

Definition at line 1837 of file nlpi_filtersqp.c.

References NLPI_DESC.

Referenced by SCIPincludeNlpSolverFilterSQP().

SCIPisFilterSQPAvailableFilterSQP()

SCIP_Bool SCIPisFilterSQPAvailableFilterSQP

(

void

)

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

Definition at line 1845 of file nlpi_filtersqp.c.

References FALSE, and TRUE.

SCIPgetSolverNameIpopt()

const char* SCIPgetSolverNameIpopt

(

void

)

gets string that identifies Ipopt (version number)

Definition at line 1842 of file nlpi_ipopt.cpp.

Referenced by SCIPincludeNlpSolverIpopt().

SCIPgetSolverDescIpopt()

const char* SCIPgetSolverDescIpopt

(

void

)

gets string that describes Ipopt

Definition at line 1848 of file nlpi_ipopt.cpp.

Referenced by SCIPincludeNlpSolverIpopt().

SCIPisIpoptAvailableIpopt()

SCIP_Bool SCIPisIpoptAvailableIpopt

(

void

)

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

Definition at line 1854 of file nlpi_ipopt.cpp.

References FALSE, and TRUE.

Referenced by detectSocQuadraticComplex(), SCIP_DECL_SEPAEXECLP(), SCIP_DECL_SEPAEXECSOL(), and SCIPexprComputeQuadraticCurvature().

SCIPgetNlpiOracleIpopt()

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 1860 of file nlpi_ipopt.cpp.

References BMScopyMemoryArray, convcheck_maxiter, convcheck_minred, convcheck_nchecks, convcheck_startiter, MAX, NULL, SCIP_NlpiProblem::oracle, SCIP_INVALID, SCIP_NLPPARAM_FASTFAIL_AGGRESSIVE, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_LOCINFEASIBLE, SCIP_NLPSOLSTAT_LOCOPT, SCIP_NLPSOLSTAT_UNBOUNDED, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERROR, SCIP_NLPTERMSTAT_INTERRUPT, SCIP_NLPTERMSTAT_ITERLIMIT, SCIP_NLPTERMSTAT_LOBJLIMIT, SCIP_NLPTERMSTAT_NUMERICERROR, SCIP_NLPTERMSTAT_OKAY, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_OUTOFMEMORY, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_OKAY, SCIP_Real, SCIPABORT, SCIPallocBlockMemoryArray, SCIPdebugMessage, SCIPdebugMsg, SCIPdebugPrintf, SCIPerrorMessage, SCIPisInfinity(), SCIPisSolveInterrupted(), SCIPnlpiOracleEvalConstraintValues(), SCIPnlpiOracleEvalHessianLag(), SCIPnlpiOracleEvalJacobian(), SCIPnlpiOracleEvalObjectiveGradient(), SCIPnlpiOracleEvalObjectiveValue(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintName(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetHessianLagSparsity(), SCIPnlpiOracleGetJacobianSparsity(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarCounts(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarNames(), SCIPnlpiOracleGetVarUbs(), SCIPnlpiOracleIsVarNonlinear(), and x.

Referenced by computeInteriorPoint().

SCIPcallLapackDsyevIpopt()

SCIP_RETCODE SCIPcallLapackDsyevIpopt	(	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 we use Ipopt's C interface to Lapack.

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)

Definition at line 2675 of file nlpi_ipopt.cpp.

References SCIP_ERROR, SCIP_OKAY, and SCIPerrorMessage.

Referenced by detectSocQuadraticComplex(), getEigenValues(), and SCIPexprComputeQuadraticCurvature().

SCIPsolveLinearEquationsIpopt()

SCIP_RETCODE SCIPsolveLinearEquationsIpopt	(	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 DGETRF routine to calculate a LU factorization and uses this factorization to solve the linear problem Ax = b.

It's here, because we use Ipopt's C interface to 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 2759 of file nlpi_ipopt.cpp.

References BMSallocMemoryArray, BMScopyMemoryArray, BMSduplicateMemoryArray, BMSfreeMemoryArray, BMSfreeMemoryArrayNull, ENTRY, FALSE, NULL, SCIP_ALLOC, SCIP_ALLOC_TERMINATE, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, solveLinearProb3(), TRUE, and y.

Referenced by computeHyperplaneThreePoints().

SCIPgetSolverNameWorhp()

const char* SCIPgetSolverNameWorhp

(

void

)

gets string that identifies Worhp (version number)

Definition at line 1646 of file nlpi_worhp.c.

Referenced by SCIPincludeNlpSolverWorhp().

SCIPgetSolverDescWorhp()

const char* SCIPgetSolverDescWorhp

(

void

)

gets string that describes Worhp (version number)

Definition at line 1660 of file nlpi_worhp.c.

Referenced by SCIPincludeNlpSolverWorhp().

SCIPisWorhpAvailableWorhp()

SCIP_Bool SCIPisWorhpAvailableWorhp

(

void

)

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

Definition at line 1668 of file nlpi_worhp.c.

References FALSE, and TRUE.