casadi::BonminUserClass Class Reference

#include <bonmin_nlp.hpp>

Detailed Description

Definition at line 46 of file bonmin_nlp.hpp.

Inheritance diagram for casadi::BonminUserClass:

Collaboration diagram for casadi::BonminUserClass:

Public Member Functions
	BonminUserClass (const BonminInterface &bonminInterface, BonminMemory *mem)
	~BonminUserClass () override
bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, TNLP::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 (TMINLP::SolverReturn status, Index n, const Number *x, Number obj_value) override
virtual Index	get_number_of_nonlinear_variables ()
virtual bool	get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)
virtual 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)
bool	get_variables_types (Index n, VariableType *var_types) override
bool	get_variables_linearity (Index n, Ipopt::TNLP::LinearityType *var_types) override
bool	get_constraints_linearity (Index m, Ipopt::TNLP::LinearityType *const_types) override
const SosInfo *	sosConstraints () const override
const BranchingInfo *	branchingInfo () const override

Constructor & Destructor Documentation

BonminUserClass()

casadi::BonminUserClass::BonminUserClass	(	const BonminInterface &	bonminInterface,
		BonminMemory *	mem
	)

Definition at line 32 of file bonmin_nlp.cpp.

    : solver_(solver), mem_(mem) {
    n_ = solver_.nx_;
    m_ = solver_.ng_;
  }

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

~BonminUserClass()

casadi::BonminUserClass::~BonminUserClass ( )

override

Definition at line 38 of file bonmin_nlp.cpp.

                                    {
  }

Member Function Documentation

branchingInfo()

const BranchingInfo* casadi::BonminUserClass::branchingInfo ( ) const

inlineoverride

Definition at line 119 of file bonmin_nlp.hpp.

{return nullptr;}

eval_f()

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

override

Method to return the objective value

Definition at line 71 of file bonmin_nlp.cpp.

                                                                                      {
    mem_->arg[0] = x;
    mem_->arg[1] = mem_->d_nlp.p;
    mem_->res[0] = &obj_value;
    try {
      return solver_.calc_function(mem_, "nlp_f")==0;
    } catch(KeyboardInterruptException& ex) {
      casadi_warning("KeyboardInterruptException");
      throw KeyboardInterruptException();
    } catch (std::exception& ex) {
      if (solver_.show_eval_warnings_) {
        casadi_warning("BonminUserClass::nlp_f failed:" + std::string(ex.what()));
      }
      return false;
    }
  }

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::BonminUserClass::eval_g ( Index  n, const Number *  x, bool  new_x, Index  m, Number *  g  )

override

Method to return the constraint residuals

Definition at line 108 of file bonmin_nlp.cpp.

                                                                                       {
    mem_->arg[0] = x;
    mem_->arg[1] = mem_->d_nlp.p;
    mem_->res[0] = g;
    try {
      return solver_.calc_function(mem_, "nlp_g")==0;
    } catch(KeyboardInterruptException& ex) {
      casadi_warning("KeyboardInterruptException");
      throw KeyboardInterruptException();
    } catch (std::exception& ex) {
      if (solver_.show_eval_warnings_) {
        casadi_warning("BonminUserClass::eval_g failed:" + std::string(ex.what()));
      }
      return false;
    }
  }

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::BonminUserClass::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 89 of file bonmin_nlp.cpp.

                                                                                        {
    mem_->arg[0] = x;
    mem_->arg[1] = mem_->d_nlp.p;
    mem_->res[0] = nullptr;
    mem_->res[1] = grad_f;
    try {
      return solver_.calc_function(mem_, "nlp_grad_f")==0;
    } catch(KeyboardInterruptException& ex) {
      casadi_warning("KeyboardInterruptException");
      throw KeyboardInterruptException();
    } catch (std::exception& ex) {
      if (solver_.show_eval_warnings_) {
        casadi_warning("BonminUserClass::eval_grad_f failed:" + std::string(ex.what()));
      }
      return false;
    }
  }

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::BonminUserClass::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 165 of file bonmin_nlp.cpp.

                                                           {
    if (values) {
      // Evaluate numerically
      mem_->arg[0] = x;
      mem_->arg[1] = mem_->d_nlp.p;
      mem_->arg[2] = &obj_factor;
      mem_->arg[3] = lambda;
      mem_->res[0] = values;
      try {
        return solver_.calc_function(mem_, "nlp_hess_l")==0;
      } catch(KeyboardInterruptException& ex) {
        casadi_warning("KeyboardInterruptException");
        throw KeyboardInterruptException();
      } catch (std::exception& ex) {
        if (solver_.show_eval_warnings_) {
          casadi_warning("BonminUserClass::eval_h failed:" + std::string(ex.what()));
        }
        return false;
      }
    } else {
      // Get the sparsity pattern
      casadi_int ncol = solver_.hesslag_sp_.size2();
      const casadi_int* colind = solver_.hesslag_sp_.colind();
      const casadi_int* row = solver_.hesslag_sp_.row();
 
      // Pass to BONMIN
      for (casadi_int cc=0; cc<ncol; ++cc) {
        for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
          *iRow++ = row[el];
          *jCol++ = cc;
        }
      }
      return true;
    }
  }

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

eval_jac_g()

bool casadi::BonminUserClass::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 126 of file bonmin_nlp.cpp.

                                                  {
    if (values) {
      // Evaluate numerically
      mem_->arg[0] = x;
      mem_->arg[1] = mem_->d_nlp.p;
      mem_->res[0] = nullptr;
      mem_->res[1] = values;
      try {
        return solver_.calc_function(mem_, "nlp_jac_g")==0;
      } catch(KeyboardInterruptException& ex) {
        casadi_warning("KeyboardInterruptException");
        throw KeyboardInterruptException();
      } catch (std::exception& ex) {
        if (solver_.show_eval_warnings_) {
          casadi_warning("BonminUserClass::eval_jac_g failed:" + std::string(ex.what()));
        }
        return false;
      }
    } else {
      // Get the sparsity pattern
      casadi_int ncol = solver_.jacg_sp_.size2();
      const casadi_int* colind = solver_.jacg_sp_.colind();
      const casadi_int* row = solver_.jacg_sp_.row();
      if (nele_jac!=colind[ncol]) return false; // consistency check
 
      // Pass to BONMIN
      for (casadi_int cc=0; cc<ncol; ++cc) {
        for (casadi_int el=colind[cc]; el<colind[cc+1]; ++el) {
          *iRow++ = row[el];
          *jCol++ = cc;
        }
      }
      return true;
    }
  }

References casadi::OracleMemory::arg, casadi::OracleFunction::calc_function(), casadi::Sparsity::colind(), casadi::NlpsolMemory::d_nlp, casadi::BonminInterface::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_solution()

void casadi::BonminUserClass::finalize_solution ( TMINLP::SolverReturn  status, Index  n, const Number *  x, Number  obj_value  )

override

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

Definition at line 204 of file bonmin_nlp.cpp.

                                                                   {
    solver_.finalize_solution(mem_, status, x, obj_value);
  }

References casadi::BonminInterface::finalize_solution().

get_bounds_info()

bool casadi::BonminUserClass::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 53 of file bonmin_nlp.cpp.

                                                                          {
    casadi_assert_dev(n==solver_.nx_);
    casadi_assert_dev(m==solver_.ng_);
    return solver_.get_bounds_info(mem_, x_l, x_u, g_l, g_u);
  }

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

get_constraints_linearity()

bool casadi::BonminUserClass::get_constraints_linearity ( Index  m, Ipopt::TNLP::LinearityType *  const_types  )

override

Definition at line 261 of file bonmin_nlp.cpp.

                                                                                             {
   casadi_assert_dev(m==solver_.nl_g_.size());
   for (casadi_int i=0; i<m; ++i)
    const_types[i] = solver_.nl_g_[i] ? Ipopt::TNLP::NON_LINEAR : Ipopt::TNLP::LINEAR;
   return true;
 }

References casadi::BonminInterface::nl_g_.

get_list_of_nonlinear_variables()

bool casadi::BonminUserClass::get_list_of_nonlinear_variables ( Index  num_nonlin_vars, Index *  pos_nonlin_vars  )

virtual

Specify which variables that appear in the Hessian

Definition at line 237 of file bonmin_nlp.cpp.

                                                                               {
    return solver_.get_list_of_nonlinear_variables(num_nonlin_vars, pos_nonlin_vars);
  }

References casadi::BonminInterface::get_list_of_nonlinear_variables().

get_nlp_info()

bool casadi::BonminUserClass::get_nlp_info ( Index &  n, Index &  m, Index &  nnz_jac_g, Index &  nnz_h_lag, TNLP::IndexStyleEnum &  index_style  )

override

Method to return some info about the nlp

Definition at line 42 of file bonmin_nlp.cpp.

                                                                                       {
    solver_.get_nlp_info(mem_, n, m, nnz_jac_g, nnz_h_lag);
 
    // use the C style indexing (0-based)
    index_style = TNLP::C_STYLE;
 
    return true;
  }

References casadi::BonminInterface::get_nlp_info().

get_number_of_nonlinear_variables()

Index casadi::BonminUserClass::get_number_of_nonlinear_variables ( )

virtual

Specify the number of variables that appear in the Hessian

Definition at line 233 of file bonmin_nlp.cpp.

                                                           {
    return solver_.get_number_of_nonlinear_variables();
  }

References casadi::BonminInterface::get_number_of_nonlinear_variables().

get_starting_point()

bool casadi::BonminUserClass::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 61 of file bonmin_nlp.cpp.

                                                          {
    casadi_assert_dev(n==solver_.nx_);
    casadi_assert_dev(m==solver_.ng_);
    return solver_.get_starting_point(mem_, init_x, x, init_z, z_L, z_U, init_lambda, lambda);
  }

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

get_variables_linearity()

bool casadi::BonminUserClass::get_variables_linearity ( Index  n, Ipopt::TNLP::LinearityType *  var_types  )

override

Definition at line 254 of file bonmin_nlp.cpp.

                                                                                         {
   casadi_assert_dev(n==solver_.nl_ex_.size());
   for (casadi_int i=0; i<n; ++i)
    var_types[i] = solver_.nl_ex_[i] ? Ipopt::TNLP::NON_LINEAR : Ipopt::TNLP::LINEAR;
   return true;
 }

References casadi::BonminInterface::nl_ex_.

get_variables_types()

bool casadi::BonminUserClass::get_variables_types ( Index  n, VariableType *  var_types  )

override

Definition at line 242 of file bonmin_nlp.cpp.

                                                                           {
   if (solver_.discrete_.empty()) {
     std::fill_n(var_types, n, CONTINUOUS);
   } else {
     if (solver_.discrete_.size()!=n) return false;
     for (auto&& d : solver_.discrete_) {
       *var_types++ = d ? INTEGER : CONTINUOUS;
     }
   }
   return true;
 }

References casadi::CONTINUOUS, casadi::Nlpsol::discrete_, and casadi::INTEGER.

intermediate_callback()

bool casadi::BonminUserClass::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  )

virtual

This method is called at every iteration

Code copied from TNLPAdapter::FinalizeSolution See also: http://list.coin-or.org/pipermail/ipopt/2010-July/002078.html

Definition at line 210 of file bonmin_nlp.cpp.

                                                                               {
 
    // Only do the callback every few iterations
    if (iter % solver_.callback_step_!=0) return true;
 
    // http://list.coin-or.org/pipermail/ipopt/2010-April/001965.html
 
    bool full_callback = false;
 
    return solver_.intermediate_callback(mem_, x_, z_L_, z_U_, g_, lambda_, obj_value, iter,
                                         inf_pr, inf_du, mu, d_norm, regularization_size,
                                         alpha_du, alpha_pr, ls_trials, full_callback);
  }

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

sosConstraints()

const Bonmin::TMINLP::SosInfo * casadi::BonminUserClass::sosConstraints ( ) const

override

Definition at line 268 of file bonmin_nlp.cpp.

                                                                   {
   return &solver_.sosConstraints(mem_);
 }

References casadi::BonminInterface::sosConstraints().

---

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

• bonmin_nlp.hpp
• bonmin_nlp.cpp