Class to implement the problem which should be solved with Ipopt.

Collaboration diagram for yane::YaneIpopt::NLPProblem:

Public Member Functions
void	getLagrParams (double *lambda)
	Function which returns the Lagrange parameters which belongs to the current optimal solution x.
void	getRestJac (double *jac)
	Function to calculate the jacobian of the restriction for the current optimal x.
void	initializeProblem (double x0, double lb, double ub, yane::Utils::RTClock clock, double aborttime, double rpar=0, int ipar=0)
	Function to initialize the problem.
void	lagrangian (double x, double lambda, double objfactor, double *fx)
	Function to calculate the lagranian.
	NLPProblem (int n, yane::MinProg::T_FUNC func, yane::MinProg::T_FUNC rest, int nrest, int nrest_eq, yane::MinProg::T_FUNC df, yane::MinProg::T_FUNC dg, yane::MinProg::T_FUNCTIONSTRUCT f_struct, yane::MinProg::T_RESTRICTIONSTRUCT r_struct)
	Constructor.
	~NLPProblem ()
	Destructor.

Constructor & Destructor Documentation

yane::YaneIpopt::NLPProblem::NLPProblem	(	int	n,
		yane::MinProg::T_FUNC	func,
		yane::MinProg::T_FUNC	rest,
		int	nrest,
		int	nrest_eq,
		yane::MinProg::T_FUNC	df,
		yane::MinProg::T_FUNC	dg,
		yane::MinProg::T_FUNCTIONSTRUCT *	f_struct,
		yane::MinProg::T_RESTRICTIONSTRUCT *	r_struct
	)

Parameters:

n	Dimension of the optimization variable
func	Objective function
rest	Constraints
nrest	Number of constraints (both equality and inequality constraints)
nrest_eq	Number of equality constraints These have to be listed first within the definition of the constraints
df	Gradient of the objective function
dg	Jacobian matrix of the restriction function
f_struct	parameterstruct which contains parameteres for the objective function
r_struct	parameterstruct which contains parameteres for the constraints

Exceptions:

yane::Utils::MemoryException Is thrown, if memory allocation has failed

Member Function Documentation

void yane::YaneIpopt::NLPProblem::getLagrParams ( double * lambda )

Parameters:

lambda Contains Lagrange parameters after functioncall

void yane::YaneIpopt::NLPProblem::getRestJac ( double * jac )

Parameters:

jac	Contains the Jacobian after functioncall

Exceptions:

yane::Utils::Exception Is thrown, if function evaluation has failed

void yane::YaneIpopt::NLPProblem::initializeProblem	(	double *	x0,
		double *	lb,
		double *	ub,
		yane::Utils::RTClock *	clock,
		double	aborttime,
		double *	rpar = `0`,
		int *	ipar = `0`
	)

Parameters:

x0	Startvalue
lb	Lower bound for optimization variable
ub	Upper bound for optimization variable
clock	RTClock object for time measurement
aborttime	Abort time, after which the optimization will be stopped.
rpar	Real-valued parameters
ipar	Integere parameters

void yane::YaneIpopt::NLPProblem::lagrangian	(	double *	x,
		double *	lambda,
		double	objfactor,
		double *	fx
	)

Parameters:

x	Optimizationvariable
objfactor	Factor which would be multiplied to F(x)
lambda	Lagrange-parameters
fx	Contains Lagranian after functioncall