List of all members | Public Member Functions
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 (casadi_convexify_eval(&solver_.convexify_data_.config,
207  values, values, mem_->iw, mem_->w)) {
208  return false;
209  }
210  }
211  return true;
212  } else {
213  // Get the sparsity pattern
214  casadi_int ncol = solver_.hesslag_sp_.size2();
215  const casadi_int* colind = solver_.hesslag_sp_.colind();
216  const casadi_int* row = solver_.hesslag_sp_.row();
217 
218  // Pass to IPOPT
219  for (casadi_int cc=0; cc<ncol; ++cc) {
220  for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
221  *iRow++ = row[el];
222  *jCol++ = cc;
223  }
224  }
225  return true;
226  }
227  }
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 347 of file ipopt_nlp.cpp.

352  {
353  casadi_assert_dev(n==solver_.nx_);
354  casadi_assert_dev(m==solver_.ng_);
355  mem_->var_string_md = var_string_md;
356  mem_->var_integer_md = var_integer_md;
357  mem_->var_numeric_md = var_numeric_md;
358  mem_->con_string_md = con_string_md;
359  mem_->con_integer_md = con_integer_md;
360  mem_->con_numeric_md = con_numeric_md;
361  }
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 230 of file ipopt_nlp.cpp.

235  {
236  solver_.finalize_solution(mem_, x, z_L, z_U, g, lambda, obj_value,
237  ip_data? ip_data->iter_count(): 0);
238  }
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:572

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:603

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 331 of file ipopt_nlp.cpp.

332  {
333  return solver_.get_list_of_nonlinear_variables(num_nonlin_vars, pos_nonlin_vars);
334  }
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:687

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:649

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 327 of file ipopt_nlp.cpp.

327  {
328  return solver_.get_number_of_nonlinear_variables();
329  }
casadi::IpoptInterface::get_number_of_nonlinear_variables
int get_number_of_nonlinear_variables() const
Definition: ipopt_interface.cpp:669

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:619

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 336 of file ipopt_nlp.cpp.

341  {
342 
343  return solver_.get_var_con_metadata(var_string_md, var_integer_md, var_numeric_md,
344  con_string_md, con_integer_md, con_numeric_md);
345  }
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:700

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 241 of file ipopt_nlp.cpp.

248  {
249 
250  // Only do the callback every few iterations
251  if (iter % solver_.callback_step_!=0) return true;
252 
253  // No callback by default
254  bool full_callback = false;
255 
256 #ifdef WITH_IPOPT_CALLBACK
257 #if (IPOPT_VERSION_MAJOR > 3) || (IPOPT_VERSION_MAJOR == 3 && IPOPT_VERSION_MINOR >= 14)
258  // User helper function, introduced in IPOPT 3.14
259  if (!get_curr_iterate(ip_data, ip_cq, false, n_, x_, z_L_, z_U_, m_, g_, lambda_)) {
260  return false;
261  }
262 #else
265  // http://list.coin-or.org/pipermail/ipopt/2010-April/001965.html
266 
267  OrigIpoptNLP* orignlp = dynamic_cast<OrigIpoptNLP*>(GetRawPtr(ip_cq->GetIpoptNLP()));
268  if (!orignlp) return true;
269  TNLPAdapter* tnlp_adapter = dynamic_cast<TNLPAdapter*>(GetRawPtr(orignlp->nlp()));
270  if (!tnlp_adapter) return true;
271 
272  const Vector& x = *ip_data->curr()->x();
273  const Vector& z_L = *ip_data->curr()->z_L();
274  const Vector& z_U = *ip_data->curr()->z_U();
275  const Vector& c = *ip_cq->curr_c();
276  const Vector& d = *ip_cq->curr_d();
277  const Vector& y_c = *ip_data->curr()->y_c();
278  const Vector& y_d = *ip_data->curr()->y_d();
279 
280  std::fill_n(x_, n_, 0);
281  std::fill_n(g_, m_, 0);
282  std::fill_n(z_L_, n_, 0);
283  std::fill_n(z_U_, n_, 0);
284  std::fill_n(lambda_, m_, 0);
285 
286  tnlp_adapter->ResortX(x, x_); // no further steps needed
287  tnlp_adapter->ResortG(y_c, y_d, lambda_); // no further steps needed
288  tnlp_adapter->ResortG(c, d, g_);
289  // Copied from Ipopt source: To Ipopt, the equality constraints are presented with right
290  // hand side zero, so we correct for the original right hand side.
291  const Index* c_pos = tnlp_adapter->P_c_g_->ExpandedPosIndices();
292  Index n_c_no_fixed = tnlp_adapter->P_c_g_->NCols();
293  for (Index i=0; i<n_c_no_fixed; i++) {
294  g_[c_pos[i]] += tnlp_adapter->c_rhs_[i];
295  }
296 
297  tnlp_adapter->ResortBnds(z_L, z_L_, z_U, z_U_);
298  // Copied from Ipopt source: Hopefully the following is correct to recover the bound
299  // multipliers for fixed variables (sign ok?)
300  if (tnlp_adapter->fixed_variable_treatment_==TNLPAdapter::MAKE_CONSTRAINT &&
301  tnlp_adapter->n_x_fixed_>0) {
302  const DenseVector* dy_c = static_cast<const DenseVector*>(&y_c);
303  Index n_c_no_fixed = y_c.Dim() - tnlp_adapter->n_x_fixed_;
304  if (!dy_c->IsHomogeneous()) {
305  const Number* values = dy_c->Values();
306  for (Index i=0; i<tnlp_adapter->n_x_fixed_; i++) {
307  z_L_[tnlp_adapter->x_fixed_map_[i]] = Max(0., -values[n_c_no_fixed+i]);
308  z_U_[tnlp_adapter->x_fixed_map_[i]] = Max(0., values[n_c_no_fixed+i]);
309  }
310  } else {
311  double value = dy_c->Scalar();
312  for (Index i=0; i<tnlp_adapter->n_x_fixed_; i++) {
313  z_L_[tnlp_adapter->x_fixed_map_[i]] = Max(0., -value);
314  z_U_[tnlp_adapter->x_fixed_map_[i]] = Max(0., value);
315  }
316  }
317  }
318 #endif
319  full_callback = true;
320 #endif // WITH_IPOPT_CALLBACK
321 
322  return solver_.intermediate_callback(mem_, x_, z_L_, z_U_, g_, lambda_, obj_value, iter,
323  inf_pr, inf_du, mu, d_norm, regularization_size,
324  alpha_du, alpha_pr, ls_trials, full_callback);
325  }
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:500
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: