SCIP
Solving Constraint Integer Programs
nlpi_ipopt.cpp File Reference
Detailed Description
Ipopt NLP interface.
This file can only be compiled if Ipopt is available. Otherwise, to resolve public functions, use nlpi_ipopt_dummy.c. Since the dummy code is C instead of C++, it has been moved into a separate file.
Definition in file nlpi_ipopt.cpp.
#include "nlpi/nlpi_ipopt.h"#include "nlpi/nlpi.h"#include "nlpi/nlpioracle.h"#include "nlpi/exprinterpret.h"#include "scip/interrupt.h"#include "scip/pub_misc.h"#include "scip/pub_message.h"#include "scip/misc.h"#include <new>#include <sstream>#include "IpoptConfig.h"#include "IpIpoptApplication.hpp"#include "IpIpoptCalculatedQuantities.hpp"#include "IpSolveStatistics.hpp"#include "IpJournalist.hpp"#include "IpIpoptData.hpp"#include "IpTNLPAdapter.hpp"#include "IpOrigIpoptNLP.hpp"#include "IpLapack.hpp"Go to the source code of this file.
Data Structures | |
| struct | SCIP_NlpiProblem |
Macros | |
| #define | NLPI_NAME "ipopt" |
| #define | NLPI_DESC "Ipopt interface" |
| #define | NLPI_PRIORITY 1000 |
| #define | DEFAULT_PRINTLEVEL J_ERROR |
| #define | DEFAULT_MAXITER 3000 |
| #define | MAXPERTURB 0.01 |
| #define | FEASTOLFACTOR 0.05 |
| #define | DEFAULT_RANDSEED 71 |
Functions | |
| static void | invalidateSolution (SCIP_NLPIPROBLEM *problem) |
| static void | setFeastol (SCIP_NLPIPROBLEM *nlpiproblem, SCIP_Real feastol) |
| static void | setOpttol (SCIP_NLPIPROBLEM *nlpiproblem, SCIP_Real opttol) |
| static | SCIP_DECL_NLPICOPY (nlpiCopyIpopt) |
| static | SCIP_DECL_NLPIFREE (nlpiFreeIpopt) |
| static | SCIP_DECL_NLPIGETSOLVERPOINTER (nlpiGetSolverPointerIpopt) |
| static | SCIP_DECL_NLPICREATEPROBLEM (nlpiCreateProblemIpopt) |
| static | SCIP_DECL_NLPIFREEPROBLEM (nlpiFreeProblemIpopt) |
| static | SCIP_DECL_NLPIGETPROBLEMPOINTER (nlpiGetProblemPointerIpopt) |
| static | SCIP_DECL_NLPIADDVARS (nlpiAddVarsIpopt) |
| static | SCIP_DECL_NLPIADDCONSTRAINTS (nlpiAddConstraintsIpopt) |
| static | SCIP_DECL_NLPISETOBJECTIVE (nlpiSetObjectiveIpopt) |
| static | SCIP_DECL_NLPICHGVARBOUNDS (nlpiChgVarBoundsIpopt) |
| static | SCIP_DECL_NLPICHGCONSSIDES (nlpiChgConsSidesIpopt) |
| static | SCIP_DECL_NLPIDELVARSET (nlpiDelVarSetIpopt) |
| static | SCIP_DECL_NLPIDELCONSSET (nlpiDelConstraintSetIpopt) |
| static | SCIP_DECL_NLPICHGLINEARCOEFS (nlpiChgLinearCoefsIpopt) |
| static | SCIP_DECL_NLPICHGQUADCOEFS (nlpiChgQuadraticCoefsIpopt) |
| static | SCIP_DECL_NLPICHGEXPRTREE (nlpiChgExprtreeIpopt) |
| static | SCIP_DECL_NLPICHGNONLINCOEF (nlpiChgNonlinCoefIpopt) |
| static | SCIP_DECL_NLPICHGOBJCONSTANT (nlpiChgObjConstantIpopt) |
| static | SCIP_DECL_NLPISETINITIALGUESS (nlpiSetInitialGuessIpopt) |
| static | SCIP_DECL_NLPISOLVE (nlpiSolveIpopt) |
| static | SCIP_DECL_NLPIGETSOLSTAT (nlpiGetSolstatIpopt) |
| static | SCIP_DECL_NLPIGETTERMSTAT (nlpiGetTermstatIpopt) |
| static | SCIP_DECL_NLPIGETSOLUTION (nlpiGetSolutionIpopt) |
| static | SCIP_DECL_NLPIGETSTATISTICS (nlpiGetStatisticsIpopt) |
| static | SCIP_DECL_NLPIGETWARMSTARTSIZE (nlpiGetWarmstartSizeIpopt) |
| static | SCIP_DECL_NLPIGETWARMSTARTMEMO (nlpiGetWarmstartMemoIpopt) |
| static | SCIP_DECL_NLPISETWARMSTARTMEMO (nlpiSetWarmstartMemoIpopt) |
| static | SCIP_DECL_NLPIGETINTPAR (nlpiGetIntParIpopt) |
| static | SCIP_DECL_NLPISETINTPAR (nlpiSetIntParIpopt) |
| static | SCIP_DECL_NLPIGETREALPAR (nlpiGetRealParIpopt) |
| static | SCIP_DECL_NLPISETREALPAR (nlpiSetRealParIpopt) |
| static | SCIP_DECL_NLPIGETSTRINGPAR (nlpiGetStringParIpopt) |
| static | SCIP_DECL_NLPISETSTRINGPAR (nlpiSetStringParIpopt) |
| static | SCIP_DECL_NLPISETMESSAGEHDLR (nlpiSetMessageHdlrIpopt) |
| SCIP_RETCODE | SCIPcreateNlpSolverIpopt (BMS_BLKMEM *blkmem, SCIP_NLPI **nlpi) |
| const char * | SCIPgetSolverNameIpopt (void) |
| const char * | SCIPgetSolverDescIpopt (void) |
| SCIP_Bool | SCIPisIpoptAvailableIpopt (void) |
| void * | SCIPgetIpoptApplicationPointerIpopt (SCIP_NLPIPROBLEM *nlpiproblem) |
| void * | SCIPgetNlpiOracleIpopt (SCIP_NLPIPROBLEM *nlpiproblem) |
| void | SCIPsetModifiedDefaultSettingsIpopt (SCIP_NLPI *nlpi, const char *optionsstring) |
| SCIP_RETCODE | LapackDsyev (SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w) |
| static SCIP_RETCODE | SCIPsolveLinearProb3 (SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success) |
| SCIP_RETCODE | SCIPsolveLinearProb (int N, SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success) |
Variables | |
| static const int | convcheck_nchecks = 3 |
| static const int | convcheck_startiter = 10 |
| static const int | convcheck_maxiter [convcheck_nchecks] = { 5, 15, 30 } |
| static const SCIP_Real | convcheck_minred [convcheck_nchecks] = { 1.0, 0.5, 0.1 } |
| struct SCIP_NlpiData | F77_FUNC |
Macro Definition Documentation
◆ NLPI_NAME
| #define NLPI_NAME "ipopt" |
short concise name of solver
Definition at line 69 of file nlpi_ipopt.cpp.
Referenced by SCIPcreateNlpSolverIpopt().
◆ NLPI_DESC
| #define NLPI_DESC "Ipopt interface" |
description of solver
Definition at line 70 of file nlpi_ipopt.cpp.
Referenced by SCIPcreateNlpSolverIpopt().
◆ NLPI_PRIORITY
| #define NLPI_PRIORITY 1000 |
◆ DEFAULT_PRINTLEVEL
| #define DEFAULT_PRINTLEVEL J_ERROR |
default print level of Ipopt
Definition at line 76 of file nlpi_ipopt.cpp.
Referenced by SCIP_DECL_NLPICREATEPROBLEM().
◆ DEFAULT_MAXITER
| #define DEFAULT_MAXITER 3000 |
default iteration limit for Ipopt
Definition at line 78 of file nlpi_ipopt.cpp.
Referenced by SCIP_DECL_NLPICREATEPROBLEM().
◆ MAXPERTURB
| #define MAXPERTURB 0.01 |
maximal perturbation of bounds in starting point heuristic
Definition at line 80 of file nlpi_ipopt.cpp.
Referenced by SCIPsetModifiedDefaultSettingsIpopt().
◆ FEASTOLFACTOR
| #define FEASTOLFACTOR 0.05 |
factor for user-given feasibility tolerance to get feasibility tolerance that is actually passed to Ipopt
Definition at line 81 of file nlpi_ipopt.cpp.
Referenced by setFeastol().
◆ DEFAULT_RANDSEED
| #define DEFAULT_RANDSEED 71 |
initial random seed
Definition at line 83 of file nlpi_ipopt.cpp.
Referenced by SCIP_NlpiProblem::SCIP_NlpiProblem().
Function Documentation
◆ invalidateSolution()
|
static |
clears the last solution arrays and sets the solstat and termstat to unknown and other, resp.
- Parameters
-
problem data structure of problem
Definition at line 433 of file nlpi_ipopt.cpp.
References BMSfreeMemoryArrayNull, SCIP_NlpiProblem::lastsoldualcons, SCIP_NlpiProblem::lastsoldualvarlb, SCIP_NlpiProblem::lastsoldualvarub, SCIP_NlpiProblem::lastsolinfeas, SCIP_NlpiProblem::lastsolprimals, SCIP_NlpiProblem::lastsolstat, SCIP_NlpiProblem::lasttermstat, NULL, SCIP_INVALID, SCIP_NLPSOLSTAT_UNKNOWN, and SCIP_NLPTERMSTAT_OTHER.
Referenced by SCIP_DECL_NLPIADDCONSTRAINTS(), SCIP_DECL_NLPIADDVARS(), SCIP_DECL_NLPICHGCONSSIDES(), SCIP_DECL_NLPICHGEXPRTREE(), SCIP_DECL_NLPICHGLINEARCOEFS(), SCIP_DECL_NLPICHGNONLINCOEF(), SCIP_DECL_NLPICHGQUADCOEFS(), SCIP_DECL_NLPICHGVARBOUNDS(), SCIP_DECL_NLPIDELCONSSET(), SCIP_DECL_NLPIDELVARSET(), SCIP_DECL_NLPISETOBJECTIVE(), and SCIP_DECL_NLPISOLVE().
◆ setFeastol()
|
static |
sets feasibility tolerance parameters in Ipopt
Sets tol and constr_viol_tol to FEASTOLFACTOR*feastol and acceptable_tol and acceptable_viol_tol to feastol. Since the users and Ipopts conception of feasibility may differ, we let Ipopt try to compute solutions that are more accurate (w.r.t. constraint violation) than requested by the user. Only if Ipopt has problems to achieve this accuracy, we also accept solutions that are accurate w.r.t. feastol only. The additional effort for computing a more accurate solution should be small if one can assume fast convergence when close to a local minimizer.
Definition at line 457 of file nlpi_ipopt.cpp.
References FEASTOLFACTOR, SCIP_NlpiProblem::ipopt, and NULL.
Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIP_DECL_NLPISETREALPAR().
◆ setOpttol()
|
static |
sets optimality tolerance parameters in Ipopt
Sets dual_inf_tol and compl_inf_tol to opttol. We leave acceptable_dual_inf_tol and acceptable_compl_inf_tol untouched, which means that if Ipopt has convergence problems, then it can stop with a solution that is still feasible (see setFeastol), but essentially without a proof of local optimality. Note, that we report the solution as feasible only if Ipopt stopped on an "acceptable point" (see ScipNLP::finalize_solution).
Note, that parameters tol and acceptable_tol (set in setFeastol) also apply.
Definition at line 488 of file nlpi_ipopt.cpp.
References SCIP_NlpiProblem::ipopt, and NULL.
Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIP_DECL_NLPISETREALPAR().
◆ SCIP_DECL_NLPICOPY()
|
static |
copy method of NLP interface (called when SCIP copies plugins)
input:
- blkmem block memory of target SCIP
- sourcenlpi the NLP interface to copy
- targetnlpi buffer to store pointer to copy of NLP interface
Definition at line 507 of file nlpi_ipopt.cpp.
References NULL, SCIP_CALL, SCIP_NLPPAR_INFINITY, SCIP_OKAY, SCIPcreateNlpSolverIpopt(), SCIPnlpiGetData(), SCIPnlpiSetMessageHdlr(), and SCIPnlpiSetRealPar().
◆ SCIP_DECL_NLPIFREE()
|
static |
destructor of NLP interface to free nlpi data
input:
- nlpi datastructure for solver interface
Definition at line 538 of file nlpi_ipopt.cpp.
References NULL, SCIP_OKAY, and SCIPnlpiGetData().
◆ SCIP_DECL_NLPIGETSOLVERPOINTER()
|
static |
gets pointer for NLP solver to do dirty stuff
input:
- nlpi datastructure for solver interface
return: void pointer to solver
Definition at line 560 of file nlpi_ipopt.cpp.
References NULL.
◆ SCIP_DECL_NLPICREATEPROBLEM()
|
static |
creates a problem instance
input:
- nlpi datastructure for solver interface
- problem pointer to store the problem data
- name name of problem, can be NULL
Definition at line 575 of file nlpi_ipopt.cpp.
References DEFAULT_MAXITER, DEFAULT_PRINTLEVEL, NULL, SCIP_CALL, SCIP_DEFAULT_DUALFEASTOL, SCIP_DEFAULT_FEASTOL, SCIP_ERROR, SCIP_NOMEMORY, SCIP_OKAY, SCIPerrorMessage, SCIPnlpiGetData(), SCIPnlpiOracleCreate(), SCIPnlpiOracleSetInfinity(), SCIPnlpiOracleSetProblemName(), setFeastol(), and setOpttol().
◆ SCIP_DECL_NLPIFREEPROBLEM()
|
static |
free a problem instance
input:
- nlpi datastructure for solver interface
- problem pointer where problem data is stored
Definition at line 673 of file nlpi_ipopt.cpp.
References BMSfreeMemoryArrayNull, NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleFree().
◆ SCIP_DECL_NLPIGETPROBLEMPOINTER()
|
static |
gets pointer to solver-internal problem instance to do dirty stuff
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
return: void pointer to problem instance
Definition at line 705 of file nlpi_ipopt.cpp.
References NULL.
◆ SCIP_DECL_NLPIADDVARS()
|
static |
add variables
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- nvars number of variables
- lbs lower bounds of variables, can be NULL if -infinity
- ubs upper bounds of variables, can be NULL if +infinity
- varnames names of variables, can be NULL
Definition at line 724 of file nlpi_ipopt.cpp.
References BMSfreeMemoryArrayNull, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleAddVars(), and TRUE.
◆ SCIP_DECL_NLPIADDCONSTRAINTS()
|
static |
add constraints
quadratic coefficiens: row oriented matrix for each constraint
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- ncons number of added constraints
- lhss left hand sides of constraints
- rhss right hand sides of constraints
- linoffsets start index of each constraints linear coefficients in lininds and linvals length: ncons + 1, linoffsets[ncons] gives length of lininds and linvals may be NULL in case of no linear part
- lininds variable indices may be NULL in case of no linear part
- linvals coefficient values may be NULL in case of no linear part
- nquadelems number of quadratic elements for each constraint may be NULL in case of no quadratic part
- quadelems quadratic elements for each constraint may be NULL in case of no quadratic part
- exprvaridxs indices of variables in expression tree, maps variable indices in expression tree to indices in nlp entry of array may be NULL in case of no expression tree may be NULL in case of no expression tree in any constraint
- exprtrees expression tree for nonquadratic part of constraints entry of array may be NULL in case of no nonquadratic part may be NULL in case of no nonquadratic part in any constraint
- names of constraints, may be NULL or entries may be NULL
Definition at line 769 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleAddConstraints(), and TRUE.
◆ SCIP_DECL_NLPISETOBJECTIVE()
|
static |
sets or overwrites objective, a minimization problem is expected
May change sparsity pattern.
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- nlins number of linear variables
- lininds variable indices may be NULL in case of no linear part
- linvals coefficient values may be NULL in case of no linear part
- nquadelems number of elements in matrix of quadratic part
- quadelems elements of quadratic part may be NULL in case of no quadratic part
- exprvaridxs indices of variables in expression tree, maps variable indices in expression tree to indices in nlp may be NULL in case of no expression tree
- exprtree expression tree for nonquadratic part of objective function may be NULL in case of no nonquadratic part
- constant objective value offset
Definition at line 809 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleGetConstraintDegree(), SCIPnlpiOracleSetObjective(), and TRUE.
◆ SCIP_DECL_NLPICHGVARBOUNDS()
|
static |
change variable bounds
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- nvars number of variables to change bounds
- indices indices of variables to change bounds
- lbs new lower bounds
- ubs new upper bounds
Definition at line 843 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleChgVarBounds(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), and TRUE.
◆ SCIP_DECL_NLPICHGCONSSIDES()
|
static |
change constraint bounds
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- nconss number of constraints to change sides
- indices indices of constraints to change sides
- lhss new left hand sides
- rhss new right hand sides
Definition at line 877 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgConsSides().
◆ SCIP_DECL_NLPIDELVARSET()
|
static |
delete a set of variables
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- nlpi datastructure for solver interface
- dstats deletion status of vars; 1 if var should be deleted, 0 if not
output:
- dstats new position of var, -1 if var was deleted
Definition at line 902 of file nlpi_ipopt.cpp.
References BMSfreeMemoryArrayNull, invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelVarSet(), and TRUE.
◆ SCIP_DECL_NLPIDELCONSSET()
|
static |
delete a set of constraints
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- dstats deletion status of rows; 1 if row should be deleted, 0 if not
output:
- dstats new position of row, -1 if row was deleted
Definition at line 929 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelConsSet(), and TRUE.
◆ SCIP_DECL_NLPICHGLINEARCOEFS()
|
static |
change one linear coefficient in a constraint or objective
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- idx index of constraint or -1 for objective
- nvals number of values in linear constraint
- varidxs indices of variable
- vals new values for coefficient
return: Error if coefficient did not exist before
Definition at line 957 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgLinearCoefs().
◆ SCIP_DECL_NLPICHGQUADCOEFS()
|
static |
change one coefficient in the quadratic part of a constraint or objective
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- idx index of constraint or -1 for objective
- nquadelems number of entries in quadratic matrix to change
- quadelems new elements in quadratic matrix (replacing already existing ones or adding new ones)
return: Error if coefficient did not exist before
Definition at line 981 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgQuadCoefs().
◆ SCIP_DECL_NLPICHGEXPRTREE()
|
static |
replaces the expression tree of a constraint or objective
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- idxcons index of constraint or -1 for objective
- exprtree new expression tree for constraint or objective, or NULL to only remove previous tree
Definition at line 1002 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgExprtree().
◆ SCIP_DECL_NLPICHGNONLINCOEF()
|
static |
change the value of one parameter in the nonlinear part
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- idxcons index of constraint or -1 for objective
- idxparam index of parameter
- value new value for nonlinear parameter
return: Error if parameter does not exist
Definition at line 1026 of file nlpi_ipopt.cpp.
References invalidateSolution(), NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgExprParam().
◆ SCIP_DECL_NLPICHGOBJCONSTANT()
|
static |
change the constant offset in the objective
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- objconstant new value for objective constant
Definition at line 1046 of file nlpi_ipopt.cpp.
References NULL, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgObjConstant().
◆ SCIP_DECL_NLPISETINITIALGUESS()
|
static |
sets initial guess for primal variables
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- primalvalues initial primal values for variables, or NULL to clear previous values
- consdualvalues initial dual values for constraints, or NULL to clear previous values
- varlbdualvalues initial dual values for variable lower bounds, or NULL to clear previous values
- varubdualvalues initial dual values for variable upper bounds, or NULL to clear previous values
Definition at line 1068 of file nlpi_ipopt.cpp.
References BMScopyMemoryArray, BMSduplicateMemoryArray, BMSfreeMemoryArrayNull, NULL, SCIP_NOMEMORY, SCIP_OKAY, and SCIPnlpiOracleGetNVars().
◆ SCIP_DECL_NLPISOLVE()
|
static |
tries to solve NLP
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
Definition at line 1101 of file nlpi_ipopt.cpp.
References FALSE, invalidateSolution(), NULL, SCIP_ERROR, SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRINTCAPABILITY_HESSIAN, SCIP_INVALID, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERR, SCIP_NLPTERMSTAT_OTHER, SCIP_NOMEMORY, SCIP_OKAY, SCIPdebugMessage, SCIPerrorMessage, SCIPexprintGetCapability(), SCIPnlpiOracleGetEvalCapability(), and SCIPnlpiOracleGetMaxDegree().
◆ SCIP_DECL_NLPIGETSOLSTAT()
|
static |
gives solution status
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
return: Solution Status
Definition at line 1214 of file nlpi_ipopt.cpp.
References NULL.
◆ SCIP_DECL_NLPIGETTERMSTAT()
|
static |
gives termination reason
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
return: Termination Status
Definition at line 1231 of file nlpi_ipopt.cpp.
References NULL.
◆ SCIP_DECL_NLPIGETSOLUTION()
|
static |
gives primal and dual solution values
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- primalvalues buffer to store pointer to array to primal values, or NULL if not needed
- consdualvalues buffer to store pointer to array to dual values of constraints, or NULL if not needed
- varlbdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
- varubdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
- objval buffer store the objective value, or NULL if not needed
Definition at line 1251 of file nlpi_ipopt.cpp.
References NULL, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, and SCIPnlpiOracleEvalObjectiveValue().
◆ SCIP_DECL_NLPIGETSTATISTICS()
|
static |
gives solve statistics
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- statistics pointer to store statistics
output:
- statistics solve statistics
Definition at line 1293 of file nlpi_ipopt.cpp.
References NULL, SCIP_OKAY, SCIPnlpStatisticsSetNIterations(), and SCIPnlpStatisticsSetTotalTime().
◆ SCIP_DECL_NLPIGETWARMSTARTSIZE()
|
static |
gives required size of a buffer to store a warmstart object
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- size pointer to store required size for warmstart buffer
output:
- size required size for warmstart buffer
Definition at line 1315 of file nlpi_ipopt.cpp.
References SCIP_ERROR, and SCIPerrorMessage.
◆ SCIP_DECL_NLPIGETWARMSTARTMEMO()
|
static |
stores warmstart information in buffer
Required size of buffer should have been obtained by SCIPnlpiGetWarmstartSize before.
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- buffer memory to store warmstart information
output:
- buffer warmstart information in solver specific data structure
Definition at line 1334 of file nlpi_ipopt.cpp.
References SCIP_ERROR, and SCIPerrorMessage.
◆ SCIP_DECL_NLPISETWARMSTARTMEMO()
|
static |
sets warmstart information in solver
Write warmstart to buffer.
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- buffer warmstart information
Definition at line 1350 of file nlpi_ipopt.cpp.
References SCIP_OKAY, SCIPABORT, and SCIPerrorMessage.
◆ SCIP_DECL_NLPIGETINTPAR()
|
static |
gets integer parameter of NLP
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- type parameter number
- ival pointer to store the parameter value
output:
- ival parameter value
Definition at line 1369 of file nlpi_ipopt.cpp.
References NULL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, and SCIPerrorMessage.
◆ SCIP_DECL_NLPISETINTPAR()
|
static |
sets integer parameter of NLP
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance
- type parameter number
- ival parameter value
Definition at line 1465 of file nlpi_ipopt.cpp.
References MIN, NULL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, SCIP_PARAMETERWRONGVAL, SCIPerrorMessage, SCIPmessagePrintWarning(), and SCIPnlpiGetData().
◆ SCIP_DECL_NLPIGETREALPAR()
|
static |
gets floating point parameter of NLP
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance, can be NULL only if type == SCIP_NLPPAR_INFINITY
- type parameter number
- dval pointer to store the parameter value
output:
- dval parameter value
Definition at line 1607 of file nlpi_ipopt.cpp.
References NULL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, SCIPerrorMessage, SCIPnlpiGetData(), and SCIPnlpiOracleGetInfinity().
◆ SCIP_DECL_NLPISETREALPAR()
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static |
sets floating point parameter of NLP
input:
- nlpi datastructure for solver interface
- problem datastructure for problem instance, can be NULL only if type == SCIP_NLPPAR_INFINITY
- type parameter number
- dval parameter value
Definition at line 1704 of file nlpi_ipopt.cpp.
References MAX, NULL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, SCIP_PARAMETERWRONGVAL, SCIPerrorMessage, SCIPmessagePrintWarning(), SCIPnlpiGetData(), SCIPnlpiOracleSetInfinity(), setFeastol(), and setOpttol().
◆ SCIP_DECL_NLPIGETSTRINGPAR()
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static |
gets string parameter of NLP
input:
- nlpi NLP interface structure
- problem datastructure for problem instance
- type parameter number
- sval pointer to store the string value, the user must not modify the string
output:
- sval parameter value
Definition at line 1838 of file nlpi_ipopt.cpp.
References NULL, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, and SCIPerrorMessage.
◆ SCIP_DECL_NLPISETSTRINGPAR()
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static |
sets string parameter of NLP
input:
- nlpi NLP interface structure
- problem datastructure for problem instance
- type parameter number
- sval parameter value
Definition at line 1927 of file nlpi_ipopt.cpp.
References NULL, SCIP_ERROR, SCIP_NLPPAR_FASTFAIL, SCIP_NLPPAR_FEASTOL, SCIP_NLPPAR_FROMSCRATCH, SCIP_NLPPAR_INFINITY, SCIP_NLPPAR_ITLIM, SCIP_NLPPAR_LOBJLIM, SCIP_NLPPAR_OPTFILE, SCIP_NLPPAR_RELOBJTOL, SCIP_NLPPAR_TILIM, SCIP_NLPPAR_VERBLEVEL, SCIP_OKAY, SCIP_PARAMETERUNKNOWN, SCIP_PARAMETERWRONGTYPE, SCIPerrorMessage, and TRUE.
◆ SCIP_DECL_NLPISETMESSAGEHDLR()
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static |
sets message handler for message output
input:
- nlpi NLP interface structure
- messagehdlr SCIP message handler, or NULL to suppress all output
Definition at line 2023 of file nlpi_ipopt.cpp.
References NULL, SCIP_OKAY, and SCIPnlpiGetData().
◆ SCIPsolveLinearProb3()
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static |
solves a linear problem of the form Ax = b for a regular matrix 3*3 A
- Parameters
-
A matrix data on input (size 3*3); filled column-wise b right hand side vector (size 3) x buffer to store solution (size 3) success pointer to store if the solving routine was successful
Definition at line 2886 of file nlpi_ipopt.cpp.
References BMScopyMemoryArray, FALSE, NULL, SCIP_OKAY, SCIP_Real, SCIPerrorMessage, and TRUE.
Referenced by SCIPsolveLinearProb().
Variable Documentation
◆ convcheck_nchecks
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static |
number of convergence checks
Definition at line 110 of file nlpi_ipopt.cpp.
Referenced by SCIP_NlpiProblem::SCIP_NlpiProblem(), and SCIPsetModifiedDefaultSettingsIpopt().
◆ convcheck_startiter
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static |
iteration where to start convergence checking
Definition at line 111 of file nlpi_ipopt.cpp.
Referenced by SCIPsetModifiedDefaultSettingsIpopt().
◆ convcheck_maxiter
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static |
maximal number of iterations to achieve each convergence check
Definition at line 112 of file nlpi_ipopt.cpp.
Referenced by SCIPsetModifiedDefaultSettingsIpopt().
◆ convcheck_minred
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static |
minimal required infeasibility reduction in each convergence check
Definition at line 113 of file nlpi_ipopt.cpp.
Referenced by SCIPsetModifiedDefaultSettingsIpopt().
◆ F77_FUNC
| struct SCIP_NlpiData F77_FUNC |