Detailed Description
Definition at line 47 of file nlpi_all.c.
Public Member Functions | |
SCIP_NlpiProblem () | |
Constructor & Destructor Documentation
◆ SCIP_NlpiProblem()
|
inline |
constructor
Definition at line 160 of file nlpi_ipopt.cpp.
References convcheck_nchecks, DEFAULT_RANDSEED, NULL, SCIP_CALL_ABORT_QUIET, SCIP_Real, SCIPmessagePrintError(), SCIPmessagePrintInfo(), SCIPmessageVPrintError(), SCIPmessageVPrintInfo(), SCIPrandomCreate(), SCIPrandomFree(), and x.
Field Documentation
◆ nlpiproblems
SCIP_NLPIPROBLEM** SCIP_NlpiProblem::nlpiproblems |
array containing all nlpi problems
Definition at line 49 of file nlpi_all.c.
◆ nnlpiproblems
int SCIP_NlpiProblem::nnlpiproblems |
total number of nlpi problems
Definition at line 50 of file nlpi_all.c.
◆ bestidx
int SCIP_NlpiProblem::bestidx |
index of NLP solver with the best solution
Definition at line 51 of file nlpi_all.c.
◆ oracle
SCIP_NLPIORACLE * SCIP_NlpiProblem::oracle |
Oracle-helper to store and evaluate NLP
Definition at line 83 of file nlpi_filtersqp.c.
Referenced by F77_FUNC(), initWorhp(), processSolveOutcome(), SCIPgetNlpiOracleIpopt(), setupStart(), updateWorhp(), userDF(), userDG(), userF(), userG(), and userHM().
◆ varssize
int SCIP_NlpiProblem::varssize |
length of variables-related arrays, if allocated
Definition at line 85 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome(), and setupStart().
◆ conssize
int SCIP_NlpiProblem::conssize |
length of constraints-related arrays, if allocated
Definition at line 86 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ initguess
SCIP_Real * SCIP_NlpiProblem::initguess |
initial values for primal variables, or NULL if not known, size varssize
initial values for primal variables, or NULL if not known
Definition at line 88 of file nlpi_filtersqp.c.
Referenced by setupStart().
◆ warmstart
SCIP_Bool SCIP_NlpiProblem::warmstart |
whether we could warmstart the next solve
Definition at line 89 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ primalvalues
SCIP_Real* SCIP_NlpiProblem::primalvalues |
primal values of variables in solution, size varssize
Definition at line 91 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ consdualvalues
SCIP_Real* SCIP_NlpiProblem::consdualvalues |
dual values of constraints in solution, size conssize
Definition at line 92 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ varlbdualvalues
SCIP_Real* SCIP_NlpiProblem::varlbdualvalues |
dual values of variable lower bounds in solution, size varssize
Definition at line 93 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ varubdualvalues
SCIP_Real* SCIP_NlpiProblem::varubdualvalues |
dual values of variable upper bounds in solution, size varssize
Definition at line 94 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ solstat
SCIP_NLPSOLSTAT SCIP_NlpiProblem::solstat |
solution status from last NLP solve
Definition at line 96 of file nlpi_filtersqp.c.
Referenced by invalidateSolution(), and processSolveOutcome().
◆ termstat
SCIP_NLPTERMSTAT SCIP_NlpiProblem::termstat |
termination status from last NLP solve
Definition at line 97 of file nlpi_filtersqp.c.
Referenced by invalidateSolution(), and processSolveOutcome().
◆ solvetime
SCIP_Real SCIP_NlpiProblem::solvetime |
time spend for last NLP solve
Definition at line 98 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ niterations
int SCIP_NlpiProblem::niterations |
number of iterations for last NLP solve
Definition at line 99 of file nlpi_filtersqp.c.
◆ fromscratch [1/2]
SCIP_Bool SCIP_NlpiProblem::fromscratch |
value of fromscratch parameter
Definition at line 101 of file nlpi_filtersqp.c.
◆ istat
fint SCIP_NlpiProblem::istat[14] |
integer solution statistics from last FilterSQP call
Definition at line 102 of file nlpi_filtersqp.c.
◆ rstat
real SCIP_NlpiProblem::rstat[7] |
real solution statistics from last FilterSQP call
Definition at line 103 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ feastol [1/2]
real SCIP_NlpiProblem::feastol |
user-given feasibility tolerance
Definition at line 104 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ opttol
real SCIP_NlpiProblem::opttol |
user-given optimality tolerance
Definition at line 105 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ fmin
real SCIP_NlpiProblem::fmin |
lower bound on objective value
Definition at line 106 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome().
◆ maxtime
SCIP_Real SCIP_NlpiProblem::maxtime |
time limit
Definition at line 107 of file nlpi_filtersqp.c.
Referenced by processSolveOutcome(), and timelimitreached().
◆ maxiter
fint SCIP_NlpiProblem::maxiter |
iteration limit
Definition at line 108 of file nlpi_filtersqp.c.
◆ iprint
fint SCIP_NlpiProblem::iprint |
print verbosity level
Definition at line 109 of file nlpi_filtersqp.c.
◆ x
real* SCIP_NlpiProblem::x |
variable values, size varssize
Definition at line 112 of file nlpi_filtersqp.c.
◆ c
real* SCIP_NlpiProblem::c |
constraint value, size conssize
Definition at line 113 of file nlpi_filtersqp.c.
◆ lam
real* SCIP_NlpiProblem::lam |
duals, size varssize + conssize
Definition at line 114 of file nlpi_filtersqp.c.
◆ bl
real* SCIP_NlpiProblem::bl |
variable lower bounds and constraint lhs, size varssize + conssize
Definition at line 115 of file nlpi_filtersqp.c.
◆ bu
real* SCIP_NlpiProblem::bu |
variable upper bounds and constraint rhs, size varssize + conssize
Definition at line 116 of file nlpi_filtersqp.c.
◆ s
real* SCIP_NlpiProblem::s |
scaling factors, size varssize + conssize
Definition at line 117 of file nlpi_filtersqp.c.
◆ cstype
char* SCIP_NlpiProblem::cstype |
constraint linearity, size conssize
Definition at line 118 of file nlpi_filtersqp.c.
◆ a
real* SCIP_NlpiProblem::a |
gradients values, size la[0]-1
Definition at line 119 of file nlpi_filtersqp.c.
◆ la
fint* SCIP_NlpiProblem::la |
gradients indices, size lasize
Definition at line 120 of file nlpi_filtersqp.c.
◆ lasize
int SCIP_NlpiProblem::lasize |
length of la array
Definition at line 121 of file nlpi_filtersqp.c.
◆ hessiannz
fint* SCIP_NlpiProblem::hessiannz |
nonzero information about Hessian, size hessiannzsize
Definition at line 122 of file nlpi_filtersqp.c.
Referenced by F77_FUNC().
◆ hessiannzsize
int SCIP_NlpiProblem::hessiannzsize |
length of hessiannz array
Definition at line 123 of file nlpi_filtersqp.c.
◆ ws
real* SCIP_NlpiProblem::ws |
real workspace, size mxwk
Definition at line 124 of file nlpi_filtersqp.c.
◆ lws
fint* SCIP_NlpiProblem::lws |
integer workspace, size mxiwk
Definition at line 125 of file nlpi_filtersqp.c.
◆ mxwk
fint SCIP_NlpiProblem::mxwk |
size of real workspace
Definition at line 126 of file nlpi_filtersqp.c.
◆ mxiwk
fint SCIP_NlpiProblem::mxiwk |
size of integer workspace
Definition at line 127 of file nlpi_filtersqp.c.
◆ evalbuffer
real* SCIP_NlpiProblem::evalbuffer |
buffer to cache evaluation results before passing it to FilterSQP, size evalbufsize
Definition at line 128 of file nlpi_filtersqp.c.
Referenced by F77_FUNC(), and setupStart().
◆ evalbufsize
int SCIP_NlpiProblem::evalbufsize |
size of evaluation buffer
Definition at line 129 of file nlpi_filtersqp.c.
Referenced by F77_FUNC().
◆ ipopt
SmartPtr<IpoptApplication> SCIP_NlpiProblem::ipopt |
Ipopt application
Definition at line 140 of file nlpi_ipopt.cpp.
Referenced by SCIPgetIpoptApplicationPointerIpopt(), setFeastol(), and setOpttol().
◆ nlp
SmartPtr<ScipNLP> SCIP_NlpiProblem::nlp |
NLP in Ipopt form
Definition at line 141 of file nlpi_ipopt.cpp.
◆ optfile
std::string SCIP_NlpiProblem::optfile |
name of options file
Definition at line 142 of file nlpi_ipopt.cpp.
◆ storeintermediate
bool SCIP_NlpiProblem::storeintermediate |
whether to store intermediate solutions
Definition at line 143 of file nlpi_ipopt.cpp.
◆ fastfail [1/2]
bool SCIP_NlpiProblem::fastfail |
whether to stop Ipopt if convergence seems slow
Definition at line 144 of file nlpi_ipopt.cpp.
◆ firstrun
SCIP_Bool SCIP_NlpiProblem::firstrun |
whether the next NLP solve will be the first one (with the current problem structure)
Definition at line 146 of file nlpi_ipopt.cpp.
Referenced by initWorhp().
◆ lastsolstat
SCIP_NLPSOLSTAT SCIP_NlpiProblem::lastsolstat |
solution status from last run
Definition at line 149 of file nlpi_ipopt.cpp.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lasttermstat
SCIP_NLPTERMSTAT SCIP_NlpiProblem::lasttermstat |
termination status from last run
Definition at line 150 of file nlpi_ipopt.cpp.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastsolprimals
SCIP_Real* SCIP_NlpiProblem::lastsolprimals |
primal solution values from last run, if available
Definition at line 151 of file nlpi_ipopt.cpp.
Referenced by invalidateSolution().
◆ lastsoldualcons
SCIP_Real* SCIP_NlpiProblem::lastsoldualcons |
dual solution values of constraints from last run, if available
Definition at line 152 of file nlpi_ipopt.cpp.
Referenced by invalidateSolution().
◆ lastsoldualvarlb
SCIP_Real* SCIP_NlpiProblem::lastsoldualvarlb |
dual solution values of variable lower bounds from last run, if available
Definition at line 153 of file nlpi_ipopt.cpp.
Referenced by invalidateSolution().
◆ lastsoldualvarub
SCIP_Real* SCIP_NlpiProblem::lastsoldualvarub |
dual solution values of variable upper bounds from last run, if available
Definition at line 154 of file nlpi_ipopt.cpp.
Referenced by invalidateSolution().
◆ lastsolinfeas
SCIP_Real SCIP_NlpiProblem::lastsolinfeas |
infeasibility (constraint violation) of solution stored in lastsolprimals
Definition at line 155 of file nlpi_ipopt.cpp.
Referenced by invalidateSolution().
◆ lastniter
int SCIP_NlpiProblem::lastniter |
number of iterations in last run
Definition at line 156 of file nlpi_ipopt.cpp.
◆ lasttime
SCIP_Real SCIP_NlpiProblem::lasttime |
time spend in last run
Definition at line 157 of file nlpi_ipopt.cpp.
◆ blkmem
BMS_BLKMEM* SCIP_NlpiProblem::blkmem |
block memory
Definition at line 71 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), invalidateSolution(), userDF(), userDG(), userF(), userG(), and userHM().
◆ randnumgen
SCIP_RANDNUMGEN* SCIP_NlpiProblem::randnumgen |
random number generator
Definition at line 72 of file nlpi_worhp.c.
◆ lastprimal
SCIP_Real* SCIP_NlpiProblem::lastprimal |
primal solution from last run, if available
Definition at line 79 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastdualcons
SCIP_Real* SCIP_NlpiProblem::lastdualcons |
dual solution from last run, if available
Definition at line 80 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastduallb
SCIP_Real* SCIP_NlpiProblem::lastduallb |
dual solution for lower bounds from last run, if available
Definition at line 81 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastdualub
SCIP_Real* SCIP_NlpiProblem::lastdualub |
dual solution for upper bounds from last run, if available
Definition at line 82 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastprimalsize
int SCIP_NlpiProblem::lastprimalsize |
size of lastprimal array
Definition at line 83 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastdualconssize
int SCIP_NlpiProblem::lastdualconssize |
size of lastdualcons array
Definition at line 84 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastduallbsize
int SCIP_NlpiProblem::lastduallbsize |
size of lastduallb array
Definition at line 85 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ lastdualubsize
int SCIP_NlpiProblem::lastdualubsize |
size of lastdualub array
Definition at line 86 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), and invalidateSolution().
◆ opt
OptVar* SCIP_NlpiProblem::opt |
Worhp variables
Definition at line 92 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), freeWorhp(), initWorhp(), updateWorhp(), userDF(), userDG(), userF(), userG(), and userHM().
◆ wsp
Workspace* SCIP_NlpiProblem::wsp |
Worhp working space
Definition at line 93 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), freeWorhp(), initWorhp(), updateWorhp(), userDF(), userDG(), userF(), userG(), and userHM().
◆ par
Params* SCIP_NlpiProblem::par |
Worhp parameters
Definition at line 94 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), freeWorhp(), initWorhp(), and updateWorhp().
◆ cnt
Control* SCIP_NlpiProblem::cnt |
Worhp control
Definition at line 95 of file nlpi_worhp.c.
Referenced by evaluateWorhpRun(), freeWorhp(), initWorhp(), and updateWorhp().
◆ feastol [2/2]
SCIP_Real SCIP_NlpiProblem::feastol |
feasibility tolerance for primal variables and slacks
Definition at line 98 of file nlpi_worhp.c.
◆ relobjtol
SCIP_Real SCIP_NlpiProblem::relobjtol |
relative objective tolerance
Definition at line 99 of file nlpi_worhp.c.
◆ lobjlim
SCIP_Real SCIP_NlpiProblem::lobjlim |
lower objective limit (cutoff)
Definition at line 100 of file nlpi_worhp.c.
◆ timelim
SCIP_Real SCIP_NlpiProblem::timelim |
NLP time limit
Definition at line 101 of file nlpi_worhp.c.
◆ fromscratch [2/2]
int SCIP_NlpiProblem::fromscratch |
solver should start from scratch at next call?: 0 no, 1 yes
Definition at line 102 of file nlpi_worhp.c.
◆ verblevel
int SCIP_NlpiProblem::verblevel |
verbosity level of output of NLP solver to the screen: 0 off, 1 normal, 2 debug, > 2 more debug
Definition at line 103 of file nlpi_worhp.c.
◆ itlim
int SCIP_NlpiProblem::itlim |
NLP iteration limit
Definition at line 104 of file nlpi_worhp.c.
◆ fastfail [2/2]
int SCIP_NlpiProblem::fastfail |
should the NLP solver stop early if convergence is slow?: 0 no, 1 yes
Definition at line 105 of file nlpi_worhp.c.