NLP subclass for the Waechter and Biegler Counter Example. More...

#include <NLPInterfacePack_NLPWBCounterExample.hpp>

Inheritance diagram for NLPInterfacePack::NLPWBCounterExample:

Constructors / initializers
	NLPWBCounterExample (value_type xinit[3], value_type a=0.0, value_type b=1.0, bool nlp_selects_basis=true, bool linear_obj=true)
	Constructor. More...

Overridden public members from NLP
void	initialize (bool test_setup)

bool	is_initialized () const

value_type	max_var_bounds_viol () const

Overridden from NLPVarReductPerm
bool	nlp_selects_basis () const

Overridden protected methods from NLPSerialPreprocess
bool	imp_nlp_has_changed () const

size_type	imp_n_orig () const

size_type	imp_m_orig () const

size_type	imp_mI_orig () const

const DVectorSlice	imp_xinit_orig () const

bool	imp_has_var_bounds () const

const DVectorSlice	imp_xl_orig () const

const DVectorSlice	imp_xu_orig () const

const DVectorSlice	imp_hl_orig () const

const DVectorSlice	imp_hu_orig () const

void	imp_calc_f_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const

void	imp_calc_c_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const

void	imp_calc_h_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const

void	imp_calc_Gf_orig (const DVectorSlice &x_full, bool newx, const ObjGradInfoSerial &obj_grad_info) const

bool	imp_get_next_basis (IVector var_perm_full, IVector equ_perm_full, size_type rank_full, size_type rank)

void	imp_report_orig_final_solution (const DVectorSlice &x_orig, const DVectorSlice lambda_orig, const DVectorSlice lambdaI_orig, const DVectorSlice *nu_orig, bool is_optimal)

Overridden protected methods from NLPSerialPreprocessExplJac
size_type	imp_Gc_nz_orig () const

size_type	imp_Gh_nz_orig () const

void	imp_calc_Gc_orig (const DVectorSlice &x_full, bool newx, const FirstOrderExplInfo &first_order_expl_info) const

void	imp_calc_Gh_orig (const DVectorSlice &x_full, bool newx, const FirstOrderExplInfo &first_order_expl_info) const

Detailed Description

NLP subclass for the Waechter and Biegler Counter Example.

The Waechter & Biegler counter example NLP is defined as:

   min    f(x)
   s.t.
          c(1) = x(1)^2 - x(2) + a = 0
          c(2) = x(1)   - x(3) - b = 0

          x(2),x(3) >= 0

   where:
        b >= 0

and where a and b are constants. In the counter example, the form of the objective function f(x) is not important, but we have to specify one here in order to have MOOCHO solve the problem. So we will specify the objective function as

       / x(1)       : if linear_obj == true
f(x) = |
       \ 0.5*x(1)^2 : if linear_obj == false

where the client can specify linear_obj (in the constructor).

Note that an excellent basis selection is for x(2) and x(3) to be in the basis since this gives the basis matrix of C = -I.

Examples:: NLPWBCounterExampleMain.cpp.

Definition at line 81 of file NLPInterfacePack_NLPWBCounterExample.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPWBCounterExample::NLPWBCounterExample	(	value_type	xinit[3],
		value_type	a = `0.0`,
		value_type	b = `1.0`,
		bool	nlp_selects_basis = `true`,
		bool	linear_obj = `true`
	)

Constructor.

Parameters

a	[in] The constant in constriant `c(1)`
b	[in] The constant in constriant `c(2)`
xinit	[in] Array (size 3) of initial guess for `x`
nlp_selects_basis	[in] If true, then this NLP will select the basis variables as `x(2)` and `x(3)` (which gives `C = -I`).
linear_obj	[in] If true, the the objective is set to `f(x) = x(1)`, else it is set to `f(x) = 0.5*x(1)^2`

Definition at line 53 of file NLPInterfacePack_NLPWBCounterExample.cpp.

Member Function Documentation

void NLPInterfacePack::NLPWBCounterExample::initialize ( bool test_setup )

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 76 of file NLPInterfacePack_NLPWBCounterExample.cpp.

bool NLPInterfacePack::NLPWBCounterExample::is_initialized ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 83 of file NLPInterfacePack_NLPWBCounterExample.cpp.

value_type NLPInterfacePack::NLPWBCounterExample::max_var_bounds_viol ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 88 of file NLPInterfacePack_NLPWBCounterExample.cpp.

bool NLPInterfacePack::NLPWBCounterExample::nlp_selects_basis ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 215 of file NLPInterfacePack_NLPWBCounterExample.cpp.

bool NLPInterfacePack::NLPWBCounterExample::imp_nlp_has_changed ( ) const

protectedvirtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 95 of file NLPInterfacePack_NLPWBCounterExample.cpp.

size_type NLPInterfacePack::NLPWBCounterExample::imp_n_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 100 of file NLPInterfacePack_NLPWBCounterExample.cpp.

size_type NLPInterfacePack::NLPWBCounterExample::imp_m_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 105 of file NLPInterfacePack_NLPWBCounterExample.cpp.

size_type NLPInterfacePack::NLPWBCounterExample::imp_mI_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 110 of file NLPInterfacePack_NLPWBCounterExample.cpp.

const DVectorSlice NLPInterfacePack::NLPWBCounterExample::imp_xinit_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 115 of file NLPInterfacePack_NLPWBCounterExample.cpp.

bool NLPInterfacePack::NLPWBCounterExample::imp_has_var_bounds ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 120 of file NLPInterfacePack_NLPWBCounterExample.cpp.

const DVectorSlice NLPInterfacePack::NLPWBCounterExample::imp_xl_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 125 of file NLPInterfacePack_NLPWBCounterExample.cpp.

const DVectorSlice NLPInterfacePack::NLPWBCounterExample::imp_xu_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 130 of file NLPInterfacePack_NLPWBCounterExample.cpp.

const DVectorSlice NLPInterfacePack::NLPWBCounterExample::imp_hl_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 135 of file NLPInterfacePack_NLPWBCounterExample.cpp.

const DVectorSlice NLPInterfacePack::NLPWBCounterExample::imp_hu_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 141 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_f_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const ZeroOrderInfoSerial &	zero_order_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 147 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_c_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const ZeroOrderInfoSerial &	zero_order_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 154 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_h_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const ZeroOrderInfoSerial &	zero_order_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 163 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_Gf_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const ObjGradInfoSerial &	obj_grad_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocess.

Definition at line 169 of file NLPInterfacePack_NLPWBCounterExample.cpp.

bool NLPInterfacePack::NLPWBCounterExample::imp_get_next_basis	(	IVector *	var_perm_full,
		IVector *	equ_perm_full,
		size_type *	rank_full,
		size_type *	rank
	)

protectedvirtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 177 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_report_orig_final_solution	(	const DVectorSlice &	x_orig,
		const DVectorSlice *	lambda_orig,
		const DVectorSlice *	lambdaI_orig,
		const DVectorSlice *	nu_orig,
		bool	is_optimal
	)

protectedvirtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 204 of file NLPInterfacePack_NLPWBCounterExample.cpp.

size_type NLPInterfacePack::NLPWBCounterExample::imp_Gc_nz_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 222 of file NLPInterfacePack_NLPWBCounterExample.cpp.

size_type NLPInterfacePack::NLPWBCounterExample::imp_Gh_nz_orig ( ) const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 227 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_Gc_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const FirstOrderExplInfo &	first_order_expl_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 232 of file NLPInterfacePack_NLPWBCounterExample.cpp.

void NLPInterfacePack::NLPWBCounterExample::imp_calc_Gh_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const FirstOrderExplInfo &	first_order_expl_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPSerialPreprocessExplJac.

Definition at line 257 of file NLPInterfacePack_NLPWBCounterExample.cpp.

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

Constructors / initializers

Overridden public members from NLP

Overridden from NLPVarReductPerm

Overridden protected methods from NLPSerialPreprocess

Overridden protected methods from NLPSerialPreprocessExplJac

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation