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casadi::IpoptUserClass Class Reference

#include <ipopt_nlp.hpp>

Detailed Description

Definition at line 55 of file ipopt_nlp.hpp.

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Public Member Functions

 IpoptUserClass (const IpoptInterface &solver, IpoptMemory *mem)
 
 ~IpoptUserClass () override
 
bool get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style) override
 
bool get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u) override
 
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) override
 
bool eval_f (Index n, const Number *x, bool new_x, Number &obj_value) override
 
bool eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f) override
 
bool eval_g (Index n, const Number *x, bool new_x, Index m, Number *g) override
 
bool eval_jac_g (Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values) override
 
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) override
 
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) override
 
Index get_number_of_nonlinear_variables () override
 
bool get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars) override
 
bool intermediate_callback (AlgorithmMode mode, Index iter, 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, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) override
 
bool get_var_con_metadata (Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md) override
 
void finalize_metadata (Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md) override
 

Constructor & Destructor Documentation

◆ IpoptUserClass()

casadi::IpoptUserClass::IpoptUserClass ( const IpoptInterface &  solver,
IpoptMemory *  mem 
)

Definition at line 33 of file ipopt_nlp.cpp.

34  : solver_(solver), mem_(mem) {
35  n_ = solver_.nx_;
36  m_ = solver_.ng_;
37 
38 #ifdef WITH_IPOPT_CALLBACK
39  x_ = new double[n_];
40  g_ = new double[m_];
41  z_L_ = new double[n_];
42  z_U_ = new double[n_];
43  lambda_ = new double[m_];
44 #endif // WITH_IPOPT_CALLBACK
45 
46  }
casadi::Nlpsol::ng_
casadi_int ng_
Number of constraints.
Definition: nlpsol_impl.hpp:69
casadi::Nlpsol::nx_
casadi_int nx_
Number of variables.
Definition: nlpsol_impl.hpp:66

References casadi::Nlpsol::ng_, and casadi::Nlpsol::nx_.

◆ ~IpoptUserClass()

casadi::IpoptUserClass::~IpoptUserClass ( )
override

Definition at line 48 of file ipopt_nlp.cpp.

48  {
49 #ifdef WITH_IPOPT_CALLBACK
50  delete [] x_;
51  delete [] g_;
52  delete [] z_U_;
53  delete [] z_L_;
54  delete [] lambda_;
55 #endif // WITH_IPOPT_CALLBACK
56  }

Member Function Documentation

◆ eval_f()

bool casadi::IpoptUserClass::eval_f ( Index  n,
const Number *  x,
bool  new_x,
Number &  obj_value 
)
override

Method to return the objective value

Definition at line 88 of file ipopt_nlp.cpp.

88  {
89  mem_->arg[0] = x;
90  mem_->arg[1] = mem_->d_nlp.p;
91  mem_->res[0] = &obj_value;
92  try {
93  return solver_.calc_function(mem_, "nlp_f")==0;
94  } catch(KeyboardInterruptException& ex) {
95  casadi_warning("KeyboardInterruptException");
96  throw KeyboardInterruptException();
97  } catch (std::exception& ex) {
98  if (solver_.show_eval_warnings_) {
99  casadi_warning("IpoptUserClass::eval_f failed:" + std::string(ex.what()));
100  }
101  return false;
102  }
103  }
casadi::OracleFunction::calc_function
int calc_function(OracleMemory *m, const std::string &fcn, const double *const *arg=nullptr, int thread_id=0) const
Definition: oracle_function.cpp:303
casadi::OracleFunction::show_eval_warnings_
bool show_eval_warnings_
Show evaluation warnings.
Definition: oracle_function.hpp:90
casadi::NlpsolMemory::d_nlp
casadi_nlpsol_data< double > d_nlp
Definition: nlpsol_impl.hpp:42
casadi_nlpsol_data::p
const T1 * p
Definition: casadi_nlp.hpp:87

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, casadi_nlpsol_data< T1 >::p, casadi::OracleMemory::res, casadi::OracleFunction::show_eval_warnings_, and casadi::CasadiException::what().

◆ eval_g()

bool casadi::IpoptUserClass::eval_g ( Index  n,
const Number *  x,
bool  new_x,
Index  m,
Number *  g 
)
override

Method to return the constraint residuals

Definition at line 125 of file ipopt_nlp.cpp.

125  {
126  mem_->arg[0] = x;
127  mem_->arg[1] = mem_->d_nlp.p;
128  mem_->res[0] = g;
129  try {
130  return solver_.calc_function(mem_, "nlp_g")==0;
131  } catch(KeyboardInterruptException& ex) {
132  casadi_warning("KeyboardInterruptException");
133  throw KeyboardInterruptException();
134  } catch (std::exception& ex) {
135  if (solver_.show_eval_warnings_) {
136  casadi_warning("IpoptUserClass::eval_g failed:" + std::string(ex.what()));
137  }
138  return false;
139  }
140  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, casadi_nlpsol_data< T1 >::p, casadi::OracleMemory::res, casadi::OracleFunction::show_eval_warnings_, and casadi::CasadiException::what().

◆ eval_grad_f()

bool casadi::IpoptUserClass::eval_grad_f ( Index  n,
const Number *  x,
bool  new_x,
Number *  grad_f 
)
override

Method to return the gradient of the objective

Definition at line 106 of file ipopt_nlp.cpp.

106  {
107  mem_->arg[0] = x;
108  mem_->arg[1] = mem_->d_nlp.p;
109  mem_->res[0] = nullptr;
110  mem_->res[1] = grad_f;
111  try {
112  return solver_.calc_function(mem_, "nlp_grad_f")==0;
113  } catch(KeyboardInterruptException& ex) {
114  casadi_warning("KeyboardInterruptException");
115  throw KeyboardInterruptException();
116  } catch (std::exception& ex) {
117  if (solver_.show_eval_warnings_) {
118  casadi_warning("IpoptUserClass::eval_grad_f failed:" + std::string(ex.what()));
119  }
120  return false;
121  }
122  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::NlpsolMemory::d_nlp, casadi_nlpsol_data< T1 >::p, casadi::OracleMemory::res, casadi::OracleFunction::show_eval_warnings_, and casadi::CasadiException::what().

◆ eval_h()

bool casadi::IpoptUserClass::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 
)
override

Method to return: 1) The structure of the hessian of the Lagrangian (if "values" is NULL) 2) The values of the hessian of the Lagrangian (if "values" is not NULL)

Definition at line 182 of file ipopt_nlp.cpp.

185  {
186  if (values) {
187  // Evaluate numerically
188  mem_->arg[0] = x;
189  mem_->arg[1] = mem_->d_nlp.p;
190  mem_->arg[2] = &obj_factor;
191  mem_->arg[3] = lambda;
192  mem_->res[0] = values;
193  try {
194  if (solver_.calc_function(mem_, "nlp_hess_l")) return false;
195  } catch(KeyboardInterruptException& ex) {
196  casadi_warning("KeyboardInterruptException");
197  throw KeyboardInterruptException();
198  } catch (std::exception& ex) {
199  if (solver_.show_eval_warnings_) {
200  casadi_warning("IpoptUserClass::eval_h failed:" + std::string(ex.what()));
201  }
202  return false;
203  }
204  if (solver_.convexify_) {
205  ScopedTiming tic(mem_->fstats.at("convexify"));
206  if (convexify_eval(&solver_.convexify_data_.config, values, values, mem_->iw, mem_->w)) {
207  return false;
208  }
209  }
210  return true;
211  } else {
212  // Get the sparsity pattern
213  casadi_int ncol = solver_.hesslag_sp_.size2();
214  const casadi_int* colind = solver_.hesslag_sp_.colind();
215  const casadi_int* row = solver_.hesslag_sp_.row();
216 
217  // Pass to IPOPT
218  for (casadi_int cc=0; cc<ncol; ++cc) {
219  for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
220  *iRow++ = row[el];
221  *jCol++ = cc;
222  }
223  }
224  return true;
225  }
226  }
casadi::IpoptInterface::convexify_data_
ConvexifyData convexify_data_
Data for convexification.
Definition: ipopt_interface.hpp:201
casadi::Sparsity::size2
casadi_int size2() const
Get the number of columns.
Definition: sparsity.cpp:128
casadi::Sparsity::row
const casadi_int * row() const
Get a reference to row-vector,.
Definition: sparsity.cpp:164
casadi::Sparsity::colind
const casadi_int * colind() const
Get a reference to the colindex of all column element (see class description)
Definition: sparsity.cpp:168
casadi::ConvexifyData::config
casadi_convexify_config< double > config
Definition: mx.hpp:61
casadi::ProtoFunctionMemory::fstats
std::map< std::string, FStats > fstats
Definition: function_internal.hpp:68

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::Sparsity::colind(), casadi::ConvexifyData::config, casadi::IpoptInterface::convexify_, casadi::IpoptInterface::convexify_data_, casadi::NlpsolMemory::d_nlp, casadi::ProtoFunctionMemory::fstats, casadi::IpoptInterface::hesslag_sp_, casadi::OracleMemory::iw, casadi_nlpsol_data< T1 >::p, casadi::OracleMemory::res, casadi::Sparsity::row(), casadi::OracleFunction::show_eval_warnings_, casadi::Sparsity::size2(), casadi::OracleMemory::w, and casadi::CasadiException::what().

◆ eval_jac_g()

bool casadi::IpoptUserClass::eval_jac_g ( Index  n,
const Number *  x,
bool  new_x,
Index  m,
Index  nele_jac,
Index *  iRow,
Index *  jCol,
Number *  values 
)
override

Method to return: 1) The structure of the Jacobian (if "values" is NULL) 2) The values of the Jacobian (if "values" is not NULL)

Definition at line 143 of file ipopt_nlp.cpp.

145  {
146  if (values) {
147  // Evaluate numerically
148  mem_->arg[0] = x;
149  mem_->arg[1] = mem_->d_nlp.p;
150  mem_->res[0] = nullptr;
151  mem_->res[1] = values;
152  try {
153  return solver_.calc_function(mem_, "nlp_jac_g")==0;
154  } catch(KeyboardInterruptException& ex) {
155  casadi_warning("KeyboardInterruptException");
156  throw KeyboardInterruptException();
157  } catch (std::exception& ex) {
158  if (solver_.show_eval_warnings_) {
159  casadi_warning("IpoptUserClass::eval_jac_g failed:" + std::string(ex.what()));
160  }
161  return false;
162  }
163  } else {
164  // Get the sparsity pattern
165  casadi_int ncol = solver_.jacg_sp_.size2();
166  const casadi_int* colind = solver_.jacg_sp_.colind();
167  const casadi_int* row = solver_.jacg_sp_.row();
168  if (nele_jac!=colind[ncol]) return false; // consistency check
169 
170  // Pass to IPOPT
171  for (casadi_int cc=0; cc<ncol; ++cc) {
172  for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
173  *iRow++ = row[el];
174  *jCol++ = cc;
175  }
176  }
177  return true;
178  }
179  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::Sparsity::colind(), casadi::NlpsolMemory::d_nlp, casadi::IpoptInterface::jacg_sp_, casadi_nlpsol_data< T1 >::p, casadi::OracleMemory::res, casadi::Sparsity::row(), casadi::OracleFunction::show_eval_warnings_, casadi::Sparsity::size2(), and casadi::CasadiException::what().

◆ finalize_metadata()

void casadi::IpoptUserClass::finalize_metadata ( Index  n,
const StringMetaDataMapType &  var_string_md,
const IntegerMetaDataMapType &  var_integer_md,
const NumericMetaDataMapType &  var_numeric_md,
Index  m,
const StringMetaDataMapType &  con_string_md,
const IntegerMetaDataMapType &  con_integer_md,
const NumericMetaDataMapType &  con_numeric_md 
)
override

Retrieve information about variables and constraints

Definition at line 346 of file ipopt_nlp.cpp.

351  {
352  casadi_assert_dev(n==solver_.nx_);
353  casadi_assert_dev(m==solver_.ng_);
354  mem_->var_string_md = var_string_md;
355  mem_->var_integer_md = var_integer_md;
356  mem_->var_numeric_md = var_numeric_md;
357  mem_->con_string_md = con_string_md;
358  mem_->con_integer_md = con_integer_md;
359  mem_->con_numeric_md = con_numeric_md;
360  }
casadi::IpoptMemory::con_numeric_md
std::map< std::string, std::vector< double > > con_numeric_md
Definition: ipopt_interface.hpp:93
casadi::IpoptMemory::var_string_md
std::map< std::string, std::vector< std::string > > var_string_md
Definition: ipopt_interface.hpp:88
casadi::IpoptMemory::con_string_md
std::map< std::string, std::vector< std::string > > con_string_md
Definition: ipopt_interface.hpp:91
casadi::IpoptMemory::var_integer_md
std::map< std::string, std::vector< int > > var_integer_md
Definition: ipopt_interface.hpp:89
casadi::IpoptMemory::var_numeric_md
std::map< std::string, std::vector< double > > var_numeric_md
Definition: ipopt_interface.hpp:90
casadi::IpoptMemory::con_integer_md
std::map< std::string, std::vector< int > > con_integer_md
Definition: ipopt_interface.hpp:92

References casadi::IpoptMemory::con_integer_md, casadi::IpoptMemory::con_numeric_md, casadi::IpoptMemory::con_string_md, casadi::Nlpsol::ng_, casadi::Nlpsol::nx_, casadi::IpoptMemory::var_integer_md, casadi::IpoptMemory::var_numeric_md, and casadi::IpoptMemory::var_string_md.

◆ finalize_solution()

void casadi::IpoptUserClass::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 
)
override

This method is called when the algorithm is complete so the TNLP can store/write the solution

Definition at line 229 of file ipopt_nlp.cpp.

234  {
235  solver_.finalize_solution(mem_, x, z_L, z_U, g, lambda, obj_value,
236  ip_data? ip_data->iter_count(): 0);
237  }
casadi::IpoptInterface::finalize_solution
void finalize_solution(IpoptMemory *m, const double *x, const double *z_L, const double *z_U, const double *g, const double *lambda, double obj_value, int iter_count) const
Definition: ipopt_interface.cpp:561

References casadi::IpoptInterface::finalize_solution(), and casadi::IpoptMemory::iter_count.

◆ get_bounds_info()

bool casadi::IpoptUserClass::get_bounds_info ( Index  n,
Number *  x_l,
Number *  x_u,
Index  m,
Number *  g_l,
Number *  g_u 
)
override

Method to return the bounds for my problem

Definition at line 70 of file ipopt_nlp.cpp.

71  {
72  casadi_assert_dev(n==solver_.nx_);
73  casadi_assert_dev(m==solver_.ng_);
74  return solver_.get_bounds_info(mem_, x_l, x_u, g_l, g_u);
75  }
casadi::IpoptInterface::get_bounds_info
bool get_bounds_info(IpoptMemory *m, double *x_l, double *x_u, double *g_l, double *g_u) const
Definition: ipopt_interface.cpp:592

References casadi::IpoptInterface::get_bounds_info(), casadi::Nlpsol::ng_, and casadi::Nlpsol::nx_.

◆ get_list_of_nonlinear_variables()

bool casadi::IpoptUserClass::get_list_of_nonlinear_variables ( Index  num_nonlin_vars,
Index *  pos_nonlin_vars 
)
override

Specify which variables that appear in the Hessian

Definition at line 330 of file ipopt_nlp.cpp.

331  {
332  return solver_.get_list_of_nonlinear_variables(num_nonlin_vars, pos_nonlin_vars);
333  }
casadi::IpoptInterface::get_list_of_nonlinear_variables
bool get_list_of_nonlinear_variables(int num_nonlin_vars, int *pos_nonlin_vars) const
Definition: ipopt_interface.cpp:676

References casadi::IpoptInterface::get_list_of_nonlinear_variables().

◆ get_nlp_info()

bool casadi::IpoptUserClass::get_nlp_info ( Index &  n,
Index &  m,
Index &  nnz_jac_g,
Index &  nnz_h_lag,
IndexStyleEnum &  index_style 
)
override

Method to return some info about the nlp

Definition at line 59 of file ipopt_nlp.cpp.

60  {
61  solver_.get_nlp_info(mem_, n, m, nnz_jac_g, nnz_h_lag);
62 
63  // use the C style indexing (0-based)
64  index_style = TNLP::C_STYLE;
65 
66  return true;
67  }
casadi::IpoptInterface::get_nlp_info
void get_nlp_info(IpoptMemory *m, int &nx, int &ng, int &nnz_jac_g, int &nnz_h_lag) const
Definition: ipopt_interface.cpp:638

References casadi::IpoptInterface::get_nlp_info().

◆ get_number_of_nonlinear_variables()

Index casadi::IpoptUserClass::get_number_of_nonlinear_variables ( )
override

Specify the number of variables that appear in the Hessian

Definition at line 326 of file ipopt_nlp.cpp.

326  {
327  return solver_.get_number_of_nonlinear_variables();
328  }
casadi::IpoptInterface::get_number_of_nonlinear_variables
int get_number_of_nonlinear_variables() const
Definition: ipopt_interface.cpp:658

References casadi::IpoptInterface::get_number_of_nonlinear_variables().

◆ get_starting_point()

bool casadi::IpoptUserClass::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 
)
override

Method to return the starting point for the algorithm

Definition at line 78 of file ipopt_nlp.cpp.

81  {
82  casadi_assert_dev(n==solver_.nx_);
83  casadi_assert_dev(m==solver_.ng_);
84  return solver_.get_starting_point(mem_, init_x, x, init_z, z_L, z_U, init_lambda, lambda);
85  }
casadi::IpoptInterface::get_starting_point
bool get_starting_point(IpoptMemory *m, bool init_x, double *x, bool init_z, double *z_L, double *z_U, bool init_lambda, double *lambda) const
Definition: ipopt_interface.cpp:608

References casadi::IpoptInterface::get_starting_point(), casadi::Nlpsol::ng_, and casadi::Nlpsol::nx_.

◆ get_var_con_metadata()

bool casadi::IpoptUserClass::get_var_con_metadata ( Index  n,
StringMetaDataMapType &  var_string_md,
IntegerMetaDataMapType &  var_integer_md,
NumericMetaDataMapType &  var_numeric_md,
Index  m,
StringMetaDataMapType &  con_string_md,
IntegerMetaDataMapType &  con_integer_md,
NumericMetaDataMapType &  con_numeric_md 
)
override

Allows setting information about variables and constraints

Definition at line 335 of file ipopt_nlp.cpp.

340  {
341 
342  return solver_.get_var_con_metadata(var_string_md, var_integer_md, var_numeric_md,
343  con_string_md, con_integer_md, con_numeric_md);
344  }
casadi::IpoptInterface::get_var_con_metadata
bool get_var_con_metadata(std::map< std::string, std::vector< std::string > > &var_string_md, std::map< std::string, std::vector< int > > &var_integer_md, std::map< std::string, std::vector< double > > &var_numeric_md, std::map< std::string, std::vector< std::string > > &con_string_md, std::map< std::string, std::vector< int > > &con_integer_md, std::map< std::string, std::vector< double > > &con_numeric_md) const
Definition: ipopt_interface.cpp:689

References casadi::IpoptInterface::get_var_con_metadata().

◆ intermediate_callback()

bool casadi::IpoptUserClass::intermediate_callback ( AlgorithmMode  mode,
Index  iter,
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,
const IpoptData *  ip_data,
IpoptCalculatedQuantities *  ip_cq 
)
override

This method is called at every iteration

Definition at line 240 of file ipopt_nlp.cpp.

247  {
248 
249  // Only do the callback every few iterations
250  if (iter % solver_.callback_step_!=0) return true;
251 
252  // No callback by default
253  bool full_callback = false;
254 
255 #ifdef WITH_IPOPT_CALLBACK
256 #if (IPOPT_VERSION_MAJOR > 3) || (IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR >= 14)
257  // User helper function, introduced in IPOPT 3.14
258  if (!get_curr_iterate(ip_data, ip_cq, false, n_, x_, z_L_, z_U_, m_, g_, lambda_)) {
259  return false;
260  }
261 #else
264  // http://list.coin-or.org/pipermail/ipopt/2010-April/001965.html
265 
266  OrigIpoptNLP* orignlp = dynamic_cast<OrigIpoptNLP*>(GetRawPtr(ip_cq->GetIpoptNLP()));
267  if (!orignlp) return true;
268  TNLPAdapter* tnlp_adapter = dynamic_cast<TNLPAdapter*>(GetRawPtr(orignlp->nlp()));
269  if (!tnlp_adapter) return true;
270 
271  const Vector& x = *ip_data->curr()->x();
272  const Vector& z_L = *ip_data->curr()->z_L();
273  const Vector& z_U = *ip_data->curr()->z_U();
274  const Vector& c = *ip_cq->curr_c();
275  const Vector& d = *ip_cq->curr_d();
276  const Vector& y_c = *ip_data->curr()->y_c();
277  const Vector& y_d = *ip_data->curr()->y_d();
278 
279  std::fill_n(x_, n_, 0);
280  std::fill_n(g_, m_, 0);
281  std::fill_n(z_L_, n_, 0);
282  std::fill_n(z_U_, n_, 0);
283  std::fill_n(lambda_, m_, 0);
284 
285  tnlp_adapter->ResortX(x, x_); // no further steps needed
286  tnlp_adapter->ResortG(y_c, y_d, lambda_); // no further steps needed
287  tnlp_adapter->ResortG(c, d, g_);
288  // Copied from Ipopt source: To Ipopt, the equality constraints are presented with right
289  // hand side zero, so we correct for the original right hand side.
290  const Index* c_pos = tnlp_adapter->P_c_g_->ExpandedPosIndices();
291  Index n_c_no_fixed = tnlp_adapter->P_c_g_->NCols();
292  for (Index i=0; i<n_c_no_fixed; i++) {
293  g_[c_pos[i]] += tnlp_adapter->c_rhs_[i];
294  }
295 
296  tnlp_adapter->ResortBnds(z_L, z_L_, z_U, z_U_);
297  // Copied from Ipopt source: Hopefully the following is correct to recover the bound
298  // multipliers for fixed variables (sign ok?)
299  if (tnlp_adapter->fixed_variable_treatment_==TNLPAdapter::MAKE_CONSTRAINT &&
300  tnlp_adapter->n_x_fixed_>0) {
301  const DenseVector* dy_c = static_cast<const DenseVector*>(&y_c);
302  Index n_c_no_fixed = y_c.Dim() - tnlp_adapter->n_x_fixed_;
303  if (!dy_c->IsHomogeneous()) {
304  const Number* values = dy_c->Values();
305  for (Index i=0; i<tnlp_adapter->n_x_fixed_; i++) {
306  z_L_[tnlp_adapter->x_fixed_map_[i]] = Max(0., -values[n_c_no_fixed+i]);
307  z_U_[tnlp_adapter->x_fixed_map_[i]] = Max(0., values[n_c_no_fixed+i]);
308  }
309  } else {
310  double value = dy_c->Scalar();
311  for (Index i=0; i<tnlp_adapter->n_x_fixed_; i++) {
312  z_L_[tnlp_adapter->x_fixed_map_[i]] = Max(0., -value);
313  z_U_[tnlp_adapter->x_fixed_map_[i]] = Max(0., value);
314  }
315  }
316  }
317 #endif
318  full_callback = true;
319 #endif // WITH_IPOPT_CALLBACK
320 
321  return solver_.intermediate_callback(mem_, x_, z_L_, z_U_, g_, lambda_, obj_value, iter,
322  inf_pr, inf_du, mu, d_norm, regularization_size,
323  alpha_du, alpha_pr, ls_trials, full_callback);
324  }
casadi::IpoptInterface::intermediate_callback
bool intermediate_callback(IpoptMemory *m, const double *x, const double *z_L, const double *z_U, const double *g, const double *lambda, double obj_value, int iter, double inf_pr, double inf_du, double mu, double d_norm, double regularization_size, double alpha_du, double alpha_pr, int ls_trials, bool full_callback) const
Definition: ipopt_interface.cpp:489
casadi::Nlpsol::callback_step_
casadi_int callback_step_
Execute the callback function only after this amount of iterations.
Definition: nlpsol_impl.hpp:78

References casadi::Nlpsol::callback_step_, and casadi::IpoptInterface::intermediate_callback().

The documentation for this class was generated from the following files: