This file contains a base class for all exceptions and a set of macros to help with exceptions. More...
Classes | |
class | AdaptiveMuUpdate |
Non-monotone mu update. More... | |
class | AlgorithmBuilder |
Builder for creating a complete IpoptAlg object. More... | |
class | AlgorithmStrategyObject |
This is the base class for all algorithm strategy objects. More... | |
class | AmplOptionsList |
Class for storing a number of AMPL options that should be registered to the AMPL Solver library interface. More... | |
class | AmplSuffixHandler |
class | AmplTNLP |
Ampl Interface, implemented as a TNLP. More... | |
class | AugRestoSystemSolver |
Class that converts an augmented system with compound restoration pieces into a smaller "pivoted" system to be solved with an existing AugSystemSolver. More... | |
class | AugSystemSolver |
Base class for Solver for the augmented system. More... | |
class | BacktrackingLineSearch |
General implementation of a backtracking line search. More... | |
class | BacktrackingLSAcceptor |
Base class for backtracking line search acceptors. More... | |
class | CachedResults |
Templated class for Cached Results. More... | |
class | CGPenaltyCq |
Class for all Chen-Goldfarb penalty method specific calculated quantities. More... | |
class | CGPenaltyData |
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More... | |
class | CGPenaltyLSAcceptor |
Line search acceptor, based on the Chen-Goldfarb penalty function approach. More... | |
class | CGPerturbationHandler |
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More... | |
class | CGSearchDirCalculator |
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter. More... | |
class | CompoundMatrix |
Class for Matrices consisting of other matrices. More... | |
class | CompoundMatrixSpace |
This is the matrix space for CompoundMatrix. More... | |
class | CompoundSymMatrix |
Class for symmetric matrices consisting of other matrices. More... | |
class | CompoundSymMatrixSpace |
This is the matrix space for CompoundSymMatrix. More... | |
class | CompoundVector |
Class of Vectors consisting of other vectors. More... | |
class | CompoundVectorSpace |
This vectors space is the vector space for CompoundVector. More... | |
class | ConvergenceCheck |
Base class for checking the algorithm termination criteria. More... | |
class | DefaultIterateInitializer |
Class implementing the default initialization procedure (based on user options) for the iterates. More... | |
class | DenseGenMatrix |
Class for dense general matrices. More... | |
class | DenseGenMatrixSpace |
This is the matrix space for DenseGenMatrix. More... | |
class | DenseGenSchurDriver |
class | DenseSymMatrix |
Class for dense symmetric matrices. More... | |
class | DenseSymMatrixSpace |
This is the matrix space for DenseSymMatrix. More... | |
class | DenseVector |
Dense Vector Implementation. More... | |
class | DenseVectorSpace |
This vectors space is the vector space for DenseVector. More... | |
class | DependentResult |
Templated class which stores one entry for the CachedResult class. More... | |
class | DiagMatrix |
Class for diagonal matrices. More... | |
class | DiagMatrixSpace |
This is the matrix space for DiagMatrix. More... | |
class | EqMultiplierCalculator |
Base Class for objects that compute estimates for the equality constraint multipliers y_c and y_d. More... | |
class | EquilibrationScaling |
This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point. More... | |
class | ExactHessianUpdater |
Implementation of the HessianUpdater for the use of exact second derivatives. More... | |
class | ExpandedMultiVectorMatrix |
Class for Matrices with few rows that consists of Vectors, together with a premultiplied Expansion matrix. More... | |
class | ExpandedMultiVectorMatrixSpace |
This is the matrix space for ExpandedMultiVectorMatrix. More... | |
class | ExpansionMatrix |
Class for expansion/projection matrices. More... | |
class | ExpansionMatrixSpace |
This is the matrix space for ExpansionMatrix. More... | |
class | FileJournal |
FileJournal class. More... | |
class | Filter |
Class for the filter. More... | |
class | FilterEntry |
Class for one filter entry. More... | |
class | FilterLSAcceptor |
Filter line search procedure. More... | |
class | GenAugSystemSolver |
Solver for the augmented system using GenKKTSolverInterfaces. More... | |
class | GenKKTSolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for generic matrices. More... | |
class | GenTMatrix |
Class for general matrices stored in triplet format. More... | |
class | GenTMatrixSpace |
This is the matrix space for a GenTMatrix with fixed sparsity structure. More... | |
class | GradientScaling |
This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point. More... | |
class | HessianUpdater |
Abstract base class for objects responsible for updating the Hessian information. More... | |
class | IdentityMatrix |
Class for Matrices which are multiples of the identity matrix. More... | |
class | IdentityMatrixSpace |
This is the matrix space for IdentityMatrix. More... | |
class | IndexPCalculator |
class | IndexSchurData |
class | InexactAlgorithmBuilder |
Builder to create a complete IpoptAlg object for the inexact step computation version. More... | |
class | InexactCq |
Class for all Chen-Goldfarb penalty method specific calculated quantities. More... | |
class | InexactData |
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More... | |
class | InexactDoglegNormalStep |
Compute the normal step using a dogleg approach. More... | |
class | InexactLSAcceptor |
Penalty function line search for the inexact step algorithm version. More... | |
class | InexactNewtonNormalStep |
Compute the "Newton" normal step from the (slack-scaled) augmented system. More... | |
class | InexactNormalStepCalculator |
Base class for computing the normal step for the inexact step calculation algorithm. More... | |
class | InexactNormalTerminationTester |
This class implements the termination tests for the primal-dual system. More... | |
class | InexactPDSolver |
This is the implementation of the Primal-Dual System, allowing the usage of an inexact linear solver. More... | |
class | InexactPDTerminationTester |
This class implements the termination tests for the primal-dual system. More... | |
class | InexactSearchDirCalculator |
Implementation of the search direction calculator that computes the search direction using iterative linear solvers. More... | |
class | InexactTSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, specifically for the inexaxct algorithm. More... | |
class | IpoptAdditionalCq |
Base class for additional calculated quantities that is special to a particular type of algorithm, such as the CG penalty function, or using iterative linear solvers. More... | |
class | IpoptAdditionalData |
Base class for additional data that is special to a particular type of algorithm, such as the CG penalty function, or using iterative linear solvers. More... | |
class | IpoptAlgorithm |
The main ipopt algorithm class. More... | |
class | IpoptApplication |
This is the main application class for making calls to Ipopt. More... | |
class | IpoptCalculatedQuantities |
Class for all IPOPT specific calculated quantities. More... | |
class | IpoptData |
Class to organize all the data required by the algorithm. More... | |
class | IpoptException |
This is the base class for all exceptions. More... | |
class | IpoptNLP |
This is the abstract base class for classes that map the traditional NLP into something that is more useful by Ipopt. More... | |
class | IterateInitializer |
Base class for all methods for initializing the iterates. More... | |
class | IteratesVector |
Specialized CompoundVector class specifically for the algorithm iterates. More... | |
class | IteratesVectorSpace |
Vector Space for the IteratesVector class. More... | |
class | IterationOutput |
Base class for objects that do the output summary per iteration. More... | |
class | IterativePardisoSolverInterface |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More... | |
class | IterativeSolverTerminationTester |
This base class is for the termination tests for the iterative linear solver in the inexact version of Ipopt. More... | |
class | IterativeWsmpSolverInterface |
Interface to the linear solver WISMP, derived from SparseSymLinearSolverInterface. More... | |
class | Journal |
Journal class (part of the Journalist implementation.). More... | |
class | Journalist |
Class responsible for all message output. More... | |
class | LeastSquareMultipliers |
Class for calculator for the least-square equality constraint multipliers. More... | |
class | LimMemQuasiNewtonUpdater |
Implementation of the HessianUpdater for limit-memory quasi-Newton approximation of the Lagrangian Hessian. More... | |
class | LineSearch |
Base class for line search objects. More... | |
class | LoqoMuOracle |
Implementation of the LOQO formula for computing the barrier parameter. More... | |
class | LowRankAugSystemSolver |
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices. More... | |
class | LowRankSSAugSystemSolver |
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices. More... | |
class | LowRankUpdateSymMatrix |
Class for symmetric matrices, represented as low-rank updates. More... | |
class | LowRankUpdateSymMatrixSpace |
This is the matrix space for LowRankUpdateSymMatrix. More... | |
class | Ma27TSolverInterface |
Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface. More... | |
class | Ma28TDependencyDetector |
class | Ma57TSolverInterface |
Interface to the symmetric linear solver MA57, derived from SparseSymLinearSolverInterface. More... | |
class | Ma77SolverInterface |
class | Ma86SolverInterface |
class | Ma97SolverInterface |
class | Matrix |
Matrix Base Class. More... | |
class | MatrixSpace |
MatrixSpace base class, corresponding to the Matrix base class. More... | |
class | Mc19TSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, using MC19. More... | |
class | Measurement |
class | MetadataMeasurement |
class | MinC_1NrmRestorationPhase |
Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More... | |
class | MonotoneMuUpdate |
Monotone Mu Update. More... | |
class | MultiVectorMatrix |
Class for Matrices with few columns that consists of Vectors. More... | |
class | MultiVectorMatrixSpace |
This is the matrix space for MultiVectorMatrix. More... | |
class | MumpsSolverInterface |
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface. More... | |
class | MuOracle |
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter that can be used as an oracle in the NonmontoneMuUpdate class. More... | |
class | MuUpdate |
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-boundary rule parameter for the current iteration. More... | |
class | NLP |
class | NLPBoundsRemover |
This is an adapter for an NLP that converts variable bound constraints to inequality constraints. More... | |
class | NLPScalingObject |
This is the abstract base class for problem scaling. More... | |
class | NoNLPScalingObject |
Class implementing the scaling object that doesn't to any scaling. More... | |
class | Observer |
Slight Variation of the Observer Design Pattern. More... | |
class | OptimalityErrorConvergenceCheck |
class | OptionsList |
This class stores a list of user set options. More... | |
class | OrigIpoptNLP |
This class maps the traditional NLP into something that is more useful by Ipopt. More... | |
class | OrigIterationOutput |
Class for the iteration summary output for the original NLP. More... | |
class | PardisoSolverInterface |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More... | |
class | PCalculator |
This class is the interface for implementations of any class that calculates the matrix \(P =K^{-1}A\) of the following matrix: More... | |
class | PColumn |
This class provides an easy interface for PCalculators with data where columns are not necessarily in adjacent parts of memory. More... | |
class | PDFullSpaceSolver |
This is the implementation of the Primal-Dual System, using the full space approach with a direct linear solver. More... | |
class | PDPerturbationHandler |
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More... | |
class | PDSearchDirCalculator |
Implementation of the search direction calculator that computes the pure primal dual step for the current barrier parameter. More... | |
class | PDSystemSolver |
Pure Primal Dual System Solver Base Class. More... | |
class | PenaltyLSAcceptor |
Penalty function line search. More... | |
class | PiecewisePenalty |
Class for the Piecewise Penalty. More... | |
struct | PiecewisePenEntry |
struct for one Piecewise Penalty entry. More... | |
class | PointPerturber |
This class is a simple object for generating randomly perturbed points that are within the NLP bounds. More... | |
class | ProbingMuOracle |
Implementation of the probing strategy for computing the barrier parameter. More... | |
class | QualityFunctionMuOracle |
Implementation of the probing strategy for computing the barrier parameter. More... | |
class | ReducedHessianCalculator |
This is the interface for the actual controller. More... | |
class | ReferencedObject |
Storing the reference count of all the smart pointers that currently reference it. More... | |
class | Referencer |
Pseudo-class, from which everything has to inherit that wants to use be registered as a Referencer for a ReferencedObject. More... | |
class | RegisteredOption |
Base class for registered options. More... | |
class | RegisteredOptions |
Class for storing registered options. More... | |
class | RestoConvergenceCheck |
Convergence check for the restoration phase. More... | |
class | RestoFilterConvergenceCheck |
This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More... | |
class | RestoIpoptNLP |
This class maps the traditional NLP into something that is more useful by Ipopt. More... | |
class | RestoIterateInitializer |
Class implementing the default initialization procedure (based on user options) for the iterates. More... | |
class | RestoIterationOutput |
Class for the iteration summary output for the restoration phase. More... | |
class | RestoPenaltyConvergenceCheck |
This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More... | |
class | RestorationPhase |
Base class for different restoration phases. More... | |
class | RestoRestorationPhase |
Recursive Restoration Phase for the MinC_1NrmRestorationPhase. More... | |
class | ScaledMatrix |
Class for a Matrix in conjunction with its scaling factors for row and column scaling. More... | |
class | ScaledMatrixSpace |
This is the matrix space for ScaledMatrix. More... | |
class | SchurData |
This interface serves as a reference point for multiple classes that need to use SchurData (PCalculator, SchurDriver). More... | |
class | SchurDriver |
This class is the interface for any class that deals with the Schur matrix from the point when it is constructed by the PCalculator to the solution against one vector. More... | |
class | SearchDirectionCalculator |
Base class for computing the search direction for the line search. More... | |
class | SensAlgorithm |
This is the interface for the actual controller. More... | |
class | SensAmplTNLP |
class | SensApplication |
class | SensBacksolver |
class | SensBuilder |
class | SensitivityStepCalculator |
This is the interface for the classes that perform the actual step. More... | |
class | SimpleBacksolver |
class | SlackBasedTSymScalingMethod |
Class for the method for computing scaling factors for symmetric matrices in triplet format, specifically for the inexact algorithm. More... | |
class | SmartPtr |
Template class for Smart Pointers. More... | |
class | SolveStatistics |
This class collects statistics about an optimization run, such as iteration count, final infeasibilities etc. More... | |
class | SparseSymLinearSolverInterface |
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More... | |
class | StandardScalingBase |
This is a base class for many standard scaling techniques. More... | |
class | StdAugSystemSolver |
Solver for the augmented system for triple type matrices. More... | |
class | StdInterfaceTNLP |
Implementation of a TNLP for the Standard C interface. More... | |
class | StdStepCalculator |
class | StreamJournal |
StreamJournal class. More... | |
class | Subject |
Slight Variation of the Observer Design Pattern (Subject part). More... | |
class | SUFFIX_EMPTY |
class | SuffixHandler |
This class is the interface for all classes that can return indices. More... | |
class | SumMatrix |
Class for Matrices which are sum of matrices. More... | |
class | SumMatrixSpace |
Class for matrix space for SumMatrix. More... | |
class | SumSymMatrix |
Class for Matrices which are sum of symmetric matrices. More... | |
class | SumSymMatrixSpace |
Class for matrix space for SumSymMatrix. More... | |
class | SymLinearSolver |
Base class for all derived symmetric linear solvers. More... | |
class | SymMatrix |
This is the base class for all derived symmetric matrix types. More... | |
class | SymMatrixSpace |
SymMatrixSpace base class, corresponding to the SymMatrix base class. More... | |
class | SymScaledMatrix |
Class for a Matrix in conjunction with its scaling factors for row and column scaling. More... | |
class | SymScaledMatrixSpace |
This is the matrix space for SymScaledMatrix. More... | |
class | SymTMatrix |
Class for symmetric matrices stored in triplet format. More... | |
class | SymTMatrixSpace |
This is the matrix space for a SymTMatrix with fixed sparsity structure. More... | |
class | TaggedObject |
TaggedObject class. More... | |
class | TDependencyDetector |
Base class for all derived algorithms for detecting linearly dependent rows in the constraint Jacobian. More... | |
class | TimedTask |
This class is used to collect timing information for a particular task. More... | |
class | TimingStatistics |
This class collects all timing statistics for Ipopt. More... | |
class | TNLP |
Base class for all NLP's that use standard triplet matrix form and dense vectors. More... | |
class | TNLPAdapter |
This class adapts the TNLP interface so it looks like an NLP interface. More... | |
class | TNLPReducer |
This is a wrapper around a given TNLP class that takes out a list of constraints that are given to the constructor. More... | |
class | TransposeMatrix |
Class for Matrices which are the transpose of another matrix. More... | |
class | TransposeMatrixSpace |
This is the matrix space for TransposeMatrix. More... | |
class | TripletHelper |
class | TripletToCSRConverter |
Class for converting symmetric matrices given in triplet format to matrices in compressed sparse row (CSR) format of the upper triangular part (or, equivalently, compressed sparse column (CSC) format for the lower triangular part). More... | |
class | TSymDependencyDetector |
Base class for all derived algorithms for detecting linearly dependent rows in the constraint Jacobian. More... | |
class | TSymLinearSolver |
General driver for linear solvers for sparse indefinite symmetric matrices. More... | |
class | TSymScalingMethod |
Base class for the method for computing scaling factors for symmetric matrices in triplet format. More... | |
class | UserScaling |
This class does problem scaling by getting scaling parameters from the user (through the NLP interface). More... | |
class | Vector |
Vector Base Class. More... | |
class | VectorSpace |
VectorSpace base class, corresponding to the Vector base class. More... | |
class | WarmStartIterateInitializer |
Class implementing an initialization procedure for warm starts. More... | |
class | WsmpSolverInterface |
Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface. More... | |
class | ZeroMatrix |
Class for Matrices with only zero entries. More... | |
class | ZeroMatrixSpace |
Class for matrix space for ZeroMatrix. More... | |
class | ZeroSymMatrix |
Class for Symmetric Matrices with only zero entries. More... | |
class | ZeroSymMatrixSpace |
Class for matrix space for ZeroSymMatrix. More... | |
Typedefs | |
typedef double | Number |
Type of all numbers. More... | |
typedef int | Index |
Type of all indices of vectors, matrices etc. More... | |
typedef int | Int |
Type of default integer. More... | |
typedef struct Ipopt::PiecewisePenEntry | PiecewisePenEntry |
struct for one Piecewise Penalty entry. More... | |
Enumerations | |
enum | ENormType { NORM_1 = 0, NORM_2, NORM_MAX } |
Norm types. More... | |
enum | HessianApproximationType { EXACT = 0, LIMITED_MEMORY } |
enumeration for the Hessian information type. More... | |
enum | HessianApproximationSpace { NONLINEAR_VARS = 0, ALL_VARS } |
enumeration for the Hessian approximation space. More... | |
enum | ESymSolverStatus { SYMSOLVER_SUCCESS, SYMSOLVER_SINGULAR, SYMSOLVER_WRONG_INERTIA, SYMSOLVER_CALL_AGAIN, SYMSOLVER_FATAL_ERROR } |
Enum to report outcome of a linear solve. More... | |
enum | RegisteredOptionType { OT_Number, OT_Integer, OT_String, OT_Unknown } |
enum | SensAlgorithmExitStatus { SOLVE_SUCCESS, FATAL_ERROR } |
Functions | |
void | AddInexactDefaultOptions (OptionsList &options_list) |
Function for setting options who's default is different for the inexact algorithm compared to the defaults for the regular Ipopt algorithm. More... | |
void | RegisterOptions_Inexact (const SmartPtr< RegisteredOptions > &roptions) |
void | RegisterOptions_Algorithm (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (FATAL_ERROR_IN_LINEAR_SOLVER) | |
void | RegisterOptions_LinearSolvers (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (ERROR_IN_LINEAR_SCALING_METHOD) | |
DECLARE_STD_EXCEPTION (OPTION_INVALID) | |
Exception that can be used to indicate errors with options. More... | |
Index | Max (Index a, Index b) |
Index | Max (Index a, Index b, Index c) |
Index | Max (Index a, Index b, Index c, Index d) |
Index | Min (Index a, Index b) |
Index | Min (Index a, Index b, Index c) |
Index | Min (Index a, Index b, Index c, Index d) |
Number | Max (Number a, Number b) |
Number | Max (Number a, Number b, Number c) |
Number | Max (Number a, Number b, Number c, Number d) |
Number | Min (Number a, Number b) |
Number | Min (Number a, Number b, Number c) |
Number | Min (Number a, Number b, Number c, Number d) |
IPOPTLIB_EXPORT bool | IsFiniteNumber (Number val) |
Function returning true iff the argument is a valid double number (not NaN or Inf). More... | |
IPOPTLIB_EXPORT Number | IpRandom01 () |
Function returning a random number between 0 and 1. More... | |
IPOPTLIB_EXPORT void | IpResetRandom01 () |
Function resetting the random number generator. More... | |
IPOPTLIB_EXPORT Number | CpuTime () |
method determining CPU time More... | |
IPOPTLIB_EXPORT Number | SysTime () |
method determining system time More... | |
IPOPTLIB_EXPORT Number | WallclockTime () |
method determining wallclock time since first call More... | |
IPOPTLIB_EXPORT bool | Compare_le (Number lhs, Number rhs, Number BasVal) |
Method for comparing two numbers within machine precision. More... | |
IPOPTLIB_EXPORT int | Snprintf (char *str, long size, const char *format,...) |
Method for printing a formatted output to a string with given size. More... | |
void | RegisterOptions_CGPenalty (const SmartPtr< RegisteredOptions > &roptions) |
void | RegisterOptions_Interfaces (const SmartPtr< RegisteredOptions > &roptions) |
DECLARE_STD_EXCEPTION (IPOPT_APPLICATION_ERROR) | |
DECLARE_STD_EXCEPTION (INVALID_STDINTERFACE_NLP) | |
Declare exception that is thrown when invalid NLP data is provided. More... | |
IPOPTLIB_EXPORT Number | IpBlasDdot (Index size, const Number *x, Index incX, const Number *y, Index incY) |
Wrapper for BLAS function DDOT. More... | |
IPOPTLIB_EXPORT Number | IpBlasDnrm2 (Index size, const Number *x, Index incX) |
Wrapper for BLAS function DNRM2. More... | |
IPOPTLIB_EXPORT Number | IpBlasDasum (Index size, const Number *x, Index incX) |
Wrapper for BLAS function DASUM. More... | |
IPOPTLIB_EXPORT int | IpBlasIdamax (Index size, const Number *x, Index incX) |
Wrapper for BLAS function IDAMAX. More... | |
IPOPTLIB_EXPORT void | IpBlasDcopy (Index size, const Number *x, Index incX, Number *y, Index incY) |
Wrapper for BLAS subroutine DCOPY. More... | |
IPOPTLIB_EXPORT void | IpBlasDaxpy (Index size, Number alpha, const Number *x, Index incX, Number *y, Index incY) |
Wrapper for BLAS subroutine DAXPY. More... | |
IPOPTLIB_EXPORT void | IpBlasDscal (Index size, Number alpha, Number *x, Index incX) |
Wrapper for BLAS subroutine DSCAL. More... | |
IPOPTLIB_EXPORT void | IpBlasDgemv (bool trans, Index nRows, Index nCols, Number alpha, const Number *A, Index ldA, const Number *x, Index incX, Number beta, Number *y, Index incY) |
Wrapper for BLAS subroutine DGEMV. More... | |
IPOPTLIB_EXPORT void | IpBlasDsymv (Index n, Number alpha, const Number *A, Index ldA, const Number *x, Index incX, Number beta, Number *y, Index incY) |
Wrapper for BLAS subroutine DSYMV. More... | |
IPOPTLIB_EXPORT void | IpBlasDgemm (bool transa, bool transb, Index m, Index n, Index k, Number alpha, const Number *A, Index ldA, const Number *B, Index ldB, Number beta, Number *C, Index ldC) |
Wrapper for BLAS subroutine DGEMM. More... | |
IPOPTLIB_EXPORT void | IpBlasDsyrk (bool trans, Index ndim, Index nrank, Number alpha, const Number *A, Index ldA, Number beta, Number *C, Index ldC) |
Wrapper for BLAS subroutine DSYRK. More... | |
IPOPTLIB_EXPORT void | IpBlasDtrsm (bool trans, Index ndim, Index nrhs, Number alpha, const Number *A, Index ldA, Number *B, Index ldB) |
Wrapper for BLAS subroutine DTRSM. More... | |
DECLARE_STD_EXCEPTION (LAPACK_NOT_INCLUDED) | |
IPOPTLIB_EXPORT void | IpLapackDpotrs (Index ndim, Index nrhs, const Number *a, Index lda, Number *b, Index ldb) |
Wrapper for LAPACK subroutine DPOTRS. More... | |
IPOPTLIB_EXPORT void | IpLapackDpotrf (Index ndim, Number *a, Index lda, Index &info) |
Wrapper for LAPACK subroutine DPOTRF. More... | |
IPOPTLIB_EXPORT void | IpLapackDsyev (bool compute_eigenvectors, Index ndim, Number *a, Index lda, Number *w, Index &info) |
Wrapper for LAPACK subroutine DSYEV. More... | |
IPOPTLIB_EXPORT void | IpLapackDgetrf (Index ndim, Number *a, Index *ipiv, Index lda, Index &info) |
Wrapper for LAPACK subroutine DGETRF. More... | |
IPOPTLIB_EXPORT void | IpLapackDgetrs (Index ndim, Index nrhs, const Number *a, Index lda, Index *ipiv, Number *b, Index ldb) |
Wrapper for LAPACK subroutine DGETRS. More... | |
IPOPTLIB_EXPORT void | IpLapackDppsv (Index ndim, Index nrhs, const Number *a, Number *b, Index ldb, Index &info) |
Wrapper for LAPACK subroutine DPPSV. More... | |
DECLARE_STD_EXCEPTION (UNIMPLEMENTED_LINALG_METHOD_CALLED) | |
Exception that can be used to flag unimplemented linear algebra methods. More... | |
DECLARE_STD_EXCEPTION (UNKNOWN_MATRIX_TYPE) | |
DECLARE_STD_EXCEPTION (UNKNOWN_VECTOR_TYPE) | |
DECLARE_STD_SIPOPT_EXCEPTION (SENS_SUFFIX_ERROR) | |
Standard exception for wrong/inconsistent suffixes for sipopt. More... | |
DECLARE_STD_SIPOPT_EXCEPTION (SENS_BUILDER_ERROR) | |
SIPOPTLIB_EXPORT void | RegisterOptions_sIPOPT (const SmartPtr< RegisteredOptions > &roptions) |
SIPOPTLIB_EXPORT Index | AsIndexMax (Index length, const Index *x, Index Incr) |
SIPOPTLIB_EXPORT Index | AsIndexSum (Index length, const Index *x, Index Incr) |
SIPOPTLIB_EXPORT void | append_Index (std::string &str, Index idx) |
SIPOPTLIB_EXPORT SolverReturn | AppReturn2SolverReturn (ApplicationReturnStatus ipopt_retval) |
Exceptions | |
DECLARE_STD_EXCEPTION (STEP_COMPUTATION_FAILED) | |
DECLARE_STD_EXCEPTION (RESTORATION_CONVERGED_TO_FEASIBLE_POINT) | |
Exception RESTORATION_FAILED for all trouble with the restoration phase. More... | |
DECLARE_STD_EXCEPTION (RESTORATION_FAILED) | |
DECLARE_STD_EXCEPTION (RESTORATION_MAXITER_EXCEEDED) | |
DECLARE_STD_EXCEPTION (RESTORATION_CPUTIME_EXCEEDED) | |
DECLARE_STD_EXCEPTION (RESTORATION_USER_STOP) | |
DECLARE_STD_EXCEPTION (METADATA_ERROR) | |
This file contains a base class for all exceptions and a set of macros to help with exceptions.
typedef double Ipopt::Number |
Type of all numbers.
Definition at line 15 of file IpTypes.hpp.
typedef int Ipopt::Index |
Type of all indices of vectors, matrices etc.
Definition at line 17 of file IpTypes.hpp.
typedef int Ipopt::Int |
Type of default integer.
Definition at line 19 of file IpTypes.hpp.
typedef struct Ipopt::PiecewisePenEntry Ipopt::PiecewisePenEntry |
struct for one Piecewise Penalty entry.
typedef std::map<std::string, std::vector<std::string> > Ipopt::StringMetaDataMapType |
Definition at line 323 of file IpDenseVector.hpp.
typedef std::map<std::string, std::vector<Index> > Ipopt::IntegerMetaDataMapType |
Definition at line 324 of file IpDenseVector.hpp.
typedef std::map<std::string, std::vector<Number> > Ipopt::NumericMetaDataMapType |
Definition at line 325 of file IpDenseVector.hpp.
enum Ipopt::ENormType |
Norm types.
Enumerator | |
---|---|
NORM_1 | |
NORM_2 | |
NORM_MAX |
Definition at line 27 of file IpIpoptCalculatedQuantities.hpp.
enumeration for the Hessian information type.
Enumerator | |
---|---|
EXACT | |
LIMITED_MEMORY |
Definition at line 18 of file IpOrigIpoptNLP.hpp.
enumeration for the Hessian approximation space.
Enumerator | |
---|---|
NONLINEAR_VARS | |
ALL_VARS |
Definition at line 25 of file IpOrigIpoptNLP.hpp.
Enum to report outcome of a linear solve.
Enumerator | |
---|---|
SYMSOLVER_SUCCESS | Successful solve. |
SYMSOLVER_SINGULAR | Matrix seems to be singular; solve was aborted. |
SYMSOLVER_WRONG_INERTIA | The number of negative eigenvalues is not correct. |
SYMSOLVER_CALL_AGAIN | Call the solver interface again after the matrix values have been restored. |
SYMSOLVER_FATAL_ERROR | Unrecoverable error in linear solver occurred. The optimization will be aborted. |
Definition at line 19 of file IpSymLinearSolver.hpp.
enum Ipopt::EJournalLevel |
Print Level Enum.
Enumerator | |
---|---|
J_INSUPPRESSIBLE | |
J_NONE | |
J_ERROR | |
J_STRONGWARNING | |
J_SUMMARY | |
J_WARNING | |
J_ITERSUMMARY | |
J_DETAILED | |
J_MOREDETAILED | |
J_VECTOR | |
J_MOREVECTOR | |
J_MATRIX | |
J_MOREMATRIX | |
J_ALL | |
J_LAST_LEVEL |
Definition at line 31 of file IpJournalist.hpp.
Category Selection Enum.
Definition at line 51 of file IpJournalist.hpp.
Enumerator | |
---|---|
OT_Number | |
OT_Integer | |
OT_String | |
OT_Unknown |
Definition at line 20 of file IpRegOptions.hpp.
enum Ipopt::SolverReturn |
enum for the return from the optimize algorithm
Definition at line 19 of file IpAlgTypes.hpp.
Enumerator | |
---|---|
SOLVE_SUCCESS | |
FATAL_ERROR |
Definition at line 21 of file SensUtils.hpp.
void Ipopt::AddInexactDefaultOptions | ( | OptionsList & | options_list | ) |
Function for setting options who's default is different for the inexact algorithm compared to the defaults for the regular Ipopt algorithm.
The options_list is augmented by the different default values, but only if the corresponding option has not yet been set.
void Ipopt::RegisterOptions_Inexact | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
void Ipopt::RegisterOptions_Algorithm | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FATAL_ERROR_IN_LINEAR_SOLVER | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | STEP_COMPUTATION_FAILED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_CONVERGED_TO_FEASIBLE_POINT | ) |
Exception RESTORATION_FAILED for all trouble with the restoration phase.
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_FAILED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_MAXITER_EXCEEDED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_CPUTIME_EXCEEDED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | RESTORATION_USER_STOP | ) |
void Ipopt::RegisterOptions_LinearSolvers | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | ERROR_IN_LINEAR_SCALING_METHOD | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | OPTION_INVALID | ) |
Exception that can be used to indicate errors with options.
U * Ipopt::GetRawPtr | ( | const SmartPtr< U > & | smart_ptr | ) |
Use to get the value of the raw ptr (i.e. to pass to other methods/functions, etc.) Note: This method does NOT copy, therefore, modifications using this value modify the underlying object contained by the SmartPtr, NEVER delete this returned value.
Definition at line 651 of file IpSmartPtr.hpp.
Definition at line 665 of file IpSmartPtr.hpp.
bool Ipopt::IsNull | ( | const SmartPtr< U > & | smart_ptr | ) |
Use this to check if the SmartPtr is NULL. This is preferred to if(GetRawPtr(sp) == NULL)
Definition at line 682 of file IpSmartPtr.hpp.
bool Ipopt::IsValid | ( | const SmartPtr< U > & | smart_ptr | ) |
Use this to check if the SmartPtr is not NULL. This is preferred to if(GetRawPtr(sp) != NULL)
Definition at line 674 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | const SmartPtr< U1 > & | lhs, |
const SmartPtr< U2 > & | rhs | ||
) |
Definition at line 718 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | const SmartPtr< U1 > & | lhs, |
U2 * | raw_rhs | ||
) |
Definition at line 735 of file IpSmartPtr.hpp.
bool Ipopt::operator== | ( | U1 * | lhs, |
const SmartPtr< U2 > & | raw_rhs | ||
) |
Definition at line 751 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | const SmartPtr< U1 > & | lhs, |
const SmartPtr< U2 > & | rhs | ||
) |
Definition at line 767 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | const SmartPtr< U1 > & | lhs, |
U2 * | raw_rhs | ||
) |
Definition at line 783 of file IpSmartPtr.hpp.
bool Ipopt::operator!= | ( | U1 * | lhs, |
const SmartPtr< U2 > & | raw_rhs | ||
) |
Definition at line 799 of file IpSmartPtr.hpp.
bool Ipopt::ComparePointers | ( | const U1 * | lhs, |
const U2 * | rhs | ||
) |
Definition at line 696 of file IpSmartPtr.hpp.
Definition at line 815 of file IpSmartPtr.hpp.
Definition at line 830 of file IpSmartPtr.hpp.
Definition at line 839 of file IpSmartPtr.hpp.
Definition at line 847 of file IpSmartPtr.hpp.
Definition at line 855 of file IpSmartPtr.hpp.
Definition at line 17 of file IpUtils.hpp.
Definition at line 36 of file IpUtils.hpp.
Definition at line 48 of file IpUtils.hpp.
Definition at line 67 of file IpUtils.hpp.
Definition at line 81 of file IpUtils.hpp.
Definition at line 89 of file IpUtils.hpp.
Definition at line 100 of file IpUtils.hpp.
Definition at line 112 of file IpUtils.hpp.
Definition at line 120 of file IpUtils.hpp.
Definition at line 131 of file IpUtils.hpp.
IPOPTLIB_EXPORT bool Ipopt::IsFiniteNumber | ( | Number | val | ) |
Function returning true iff the argument is a valid double number (not NaN or Inf).
IPOPTLIB_EXPORT Number Ipopt::IpRandom01 | ( | ) |
Function returning a random number between 0 and 1.
IPOPTLIB_EXPORT void Ipopt::IpResetRandom01 | ( | ) |
Function resetting the random number generator.
IPOPTLIB_EXPORT Number Ipopt::CpuTime | ( | ) |
method determining CPU time
IPOPTLIB_EXPORT Number Ipopt::SysTime | ( | ) |
method determining system time
IPOPTLIB_EXPORT Number Ipopt::WallclockTime | ( | ) |
method determining wallclock time since first call
IPOPTLIB_EXPORT bool Ipopt::Compare_le | ( | Number | lhs, |
Number | rhs, | ||
Number | BasVal | ||
) |
Method for comparing two numbers within machine precision.
IPOPTLIB_EXPORT int Ipopt::Snprintf | ( | char * | str, |
long | size, | ||
const char * | format, | ||
... | |||
) |
Method for printing a formatted output to a string with given size.
void Ipopt::RegisterOptions_CGPenalty | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | LOCALLY_INFEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | TOO_FEW_DOF | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | TINY_STEP_DETECTED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | ACCEPTABLE_POINT_REACHED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FEASIBILITY_PROBLEM_SOLVED | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INVALID_WARMSTART | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INTERNAL_ABORT | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | NO_FREE_VARIABLES_BUT_FEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | NO_FREE_VARIABLES_AND_INFEASIBLE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INCONSISTENT_BOUNDS | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | FAILED_INITIALIZATION | ) |
Exception FAILED_INITIALIZATION for problem during initialization of a strategy object (or other problems).
This is thrown by a strategy object, if a problem arises during initialization, such as a value out of a feasible range.
void Ipopt::RegisterOptions_Interfaces | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | IPOPT_APPLICATION_ERROR | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | INVALID_STDINTERFACE_NLP | ) |
Declare exception that is thrown when invalid NLP data is provided.
IPOPTLIB_EXPORT Number Ipopt::IpBlasDdot | ( | Index | size, |
const Number * | x, | ||
Index | incX, | ||
const Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS function DDOT.
Compute dot product of vector x and vector y.
IPOPTLIB_EXPORT Number Ipopt::IpBlasDnrm2 | ( | Index | size, |
const Number * | x, | ||
Index | incX | ||
) |
Wrapper for BLAS function DNRM2.
Compute 2-norm of vector x.
IPOPTLIB_EXPORT Number Ipopt::IpBlasDasum | ( | Index | size, |
const Number * | x, | ||
Index | incX | ||
) |
Wrapper for BLAS function DASUM.
Compute 1-norm of vector x.
IPOPTLIB_EXPORT int Ipopt::IpBlasIdamax | ( | Index | size, |
const Number * | x, | ||
Index | incX | ||
) |
Wrapper for BLAS function IDAMAX.
Compute index for largest absolute element of vector x.
IPOPTLIB_EXPORT void Ipopt::IpBlasDcopy | ( | Index | size, |
const Number * | x, | ||
Index | incX, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DCOPY.
Copying vector x into vector y.
IPOPTLIB_EXPORT void Ipopt::IpBlasDaxpy | ( | Index | size, |
Number | alpha, | ||
const Number * | x, | ||
Index | incX, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DAXPY.
Adding the alpha multiple of vector x to vector y.
IPOPTLIB_EXPORT void Ipopt::IpBlasDscal | ( | Index | size, |
Number | alpha, | ||
Number * | x, | ||
Index | incX | ||
) |
Wrapper for BLAS subroutine DSCAL.
Scaling vector x by scalar alpha.
IPOPTLIB_EXPORT void Ipopt::IpBlasDgemv | ( | bool | trans, |
Index | nRows, | ||
Index | nCols, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | x, | ||
Index | incX, | ||
Number | beta, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DGEMV.
Multiplying a matrix with a vector.
IPOPTLIB_EXPORT void Ipopt::IpBlasDsymv | ( | Index | n, |
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | x, | ||
Index | incX, | ||
Number | beta, | ||
Number * | y, | ||
Index | incY | ||
) |
Wrapper for BLAS subroutine DSYMV.
Multiplying a symmetric matrix with a vector.
IPOPTLIB_EXPORT void Ipopt::IpBlasDgemm | ( | bool | transa, |
bool | transb, | ||
Index | m, | ||
Index | n, | ||
Index | k, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
const Number * | B, | ||
Index | ldB, | ||
Number | beta, | ||
Number * | C, | ||
Index | ldC | ||
) |
Wrapper for BLAS subroutine DGEMM.
Multiplying two matrices.
IPOPTLIB_EXPORT void Ipopt::IpBlasDsyrk | ( | bool | trans, |
Index | ndim, | ||
Index | nrank, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
Number | beta, | ||
Number * | C, | ||
Index | ldC | ||
) |
Wrapper for BLAS subroutine DSYRK.
Adding a high-rank update to a matrix.
IPOPTLIB_EXPORT void Ipopt::IpBlasDtrsm | ( | bool | trans, |
Index | ndim, | ||
Index | nrhs, | ||
Number | alpha, | ||
const Number * | A, | ||
Index | ldA, | ||
Number * | B, | ||
Index | ldB | ||
) |
Wrapper for BLAS subroutine DTRSM.
Backsolve for a lower triangular matrix.
Ipopt::DECLARE_STD_EXCEPTION | ( | METADATA_ERROR | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | LAPACK_NOT_INCLUDED | ) |
IPOPTLIB_EXPORT void Ipopt::IpLapackDpotrs | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Index | lda, | ||
Number * | b, | ||
Index | ldb | ||
) |
Wrapper for LAPACK subroutine DPOTRS.
Solving a linear system given a Cholesky factorization. We assume that the Cholesky factor is lower traiangular.
IPOPTLIB_EXPORT void Ipopt::IpLapackDpotrf | ( | Index | ndim, |
Number * | a, | ||
Index | lda, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DPOTRF.
Compute Cholesky factorization (lower triangular factor). info is the return value from the LAPACK routine.
IPOPTLIB_EXPORT void Ipopt::IpLapackDsyev | ( | bool | compute_eigenvectors, |
Index | ndim, | ||
Number * | a, | ||
Index | lda, | ||
Number * | w, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DSYEV.
Compute the Eigenvalue decomposition for a given matrix. If compute_eigenvectors is true, a will contain the eigenvectors in its columns on return.
IPOPTLIB_EXPORT void Ipopt::IpLapackDgetrf | ( | Index | ndim, |
Number * | a, | ||
Index * | ipiv, | ||
Index | lda, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DGETRF.
Compute LU factorization. info is the return value from the LAPACK routine.
IPOPTLIB_EXPORT void Ipopt::IpLapackDgetrs | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Index | lda, | ||
Index * | ipiv, | ||
Number * | b, | ||
Index | ldb | ||
) |
Wrapper for LAPACK subroutine DGETRS.
Solving a linear system given a LU factorization.
IPOPTLIB_EXPORT void Ipopt::IpLapackDppsv | ( | Index | ndim, |
Index | nrhs, | ||
const Number * | a, | ||
Number * | b, | ||
Index | ldb, | ||
Index & | info | ||
) |
Wrapper for LAPACK subroutine DPPSV.
Solves a symmetric positive definite linear system in packed storage format (upper triangular). info is the return value from the LAPACK routine.
Ipopt::DECLARE_STD_EXCEPTION | ( | UNIMPLEMENTED_LINALG_METHOD_CALLED | ) |
Exception that can be used to flag unimplemented linear algebra methods.
Ipopt::DECLARE_STD_EXCEPTION | ( | UNKNOWN_MATRIX_TYPE | ) |
Ipopt::DECLARE_STD_EXCEPTION | ( | UNKNOWN_VECTOR_TYPE | ) |
Ipopt::DECLARE_STD_SIPOPT_EXCEPTION | ( | SENS_SUFFIX_ERROR | ) |
Standard exception for wrong/inconsistent suffixes for sipopt.
Ipopt::DECLARE_STD_SIPOPT_EXCEPTION | ( | SENS_BUILDER_ERROR | ) |
SIPOPTLIB_EXPORT void Ipopt::RegisterOptions_sIPOPT | ( | const SmartPtr< RegisteredOptions > & | roptions | ) |
SIPOPTLIB_EXPORT void Ipopt::append_Index | ( | std::string & | str, |
Index | idx | ||
) |
SIPOPTLIB_EXPORT SolverReturn Ipopt::AppReturn2SolverReturn | ( | ApplicationReturnStatus | ipopt_retval | ) |