nlpi_ipopt.cpp File Reference

Detailed Description

Ipopt NLP interface.

Author

Stefan Vigerske

Benjamin Müller

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 "scip/nlpi_ipopt.h"
#include "scip/nlpioracle.h"
#include "scip/exprinterpret.h"
#include "scip/scip_nlpi.h"
#include "scip/scip_randnumgen.h"
#include "scip/scip_mem.h"
#include "scip/scip_message.h"
#include "scip/scip_general.h"
#include "scip/scip_numerics.h"
#include "scip/scip_param.h"
#include "scip/scip_solve.h"
#include "scip/scip_copy.h"
#include "scip/pub_misc.h"
#include "scip/pub_paramset.h"
#include "scip/pub_message.h"
#include <new>
#include <sstream>
#include <cstring>
#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	MAXPERTURB   0.01
#define	FEASTOLFACTOR   0.9
#define	DEFAULT_RANDSEED   71

Functions
static void	invalidateSolved (SCIP_NLPIPROBLEM *problem)
static void	invalidateSolution (SCIP_NLPIPROBLEM *problem)
static SCIP_RETCODE	ensureStartingPoint (SCIP *scip, SCIP_NLPIPROBLEM *problem, SCIP_Bool &warmstart)
static SCIP_RETCODE	handleNlpParam (SCIP *scip, SCIP_NLPIDATA *nlpidata, SCIP_NLPIPROBLEM *nlpiproblem, SCIP_NLPPARAM param)
	pass NLP solve parameters to Ipopt More...
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_NLPICHGEXPR (nlpiChgExprIpopt)
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)
SCIP_RETCODE	SCIPincludeNlpSolverIpopt (SCIP *scip)
const char *	SCIPgetSolverNameIpopt (void)
const char *	SCIPgetSolverDescIpopt (void)
SCIP_Bool	SCIPisIpoptAvailableIpopt (void)
void *	SCIPgetNlpiOracleIpopt (SCIP_NLPIPROBLEM *nlpiproblem)
SCIP_RETCODE	SCIPcallLapackDsyevIpopt (SCIP_Bool computeeigenvectors, int N, SCIP_Real *a, SCIP_Real *w)
static SCIP_RETCODE	solveLinearProb3 (SCIP_Real *A, SCIP_Real *b, SCIP_Real *x, SCIP_Bool *success)
SCIP_RETCODE	SCIPsolveLinearEquationsIpopt (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 }
static const char *	ipopt_int_params []
	integer parameters of Ipopt to make available via SCIP parameters More...
static const char *	ipopt_string_params []
	string parameters of Ipopt to make available via SCIP parameters More...

Macro Definition Documentation

NLPI_NAME

#define NLPI_NAME   "ipopt"

short concise name of solver

Definition at line 100 of file nlpi_ipopt.cpp.

NLPI_DESC

#define NLPI_DESC   "Ipopt interface"

description of solver

Definition at line 101 of file nlpi_ipopt.cpp.

NLPI_PRIORITY

#define NLPI_PRIORITY   1000

priority

Definition at line 102 of file nlpi_ipopt.cpp.

MAXPERTURB

#define MAXPERTURB   0.01

maximal perturbation of bounds in starting point heuristic

Definition at line 104 of file nlpi_ipopt.cpp.

FEASTOLFACTOR

#define FEASTOLFACTOR   0.9

factor for user-given feasibility tolerance to get feasibility tolerance that is actually passed to Ipopt

Definition at line 105 of file nlpi_ipopt.cpp.

DEFAULT_RANDSEED

#define DEFAULT_RANDSEED   71

initial random seed

Definition at line 107 of file nlpi_ipopt.cpp.

Function Documentation

invalidateSolved()

static void invalidateSolved ( SCIP_NLPIPROBLEM *  problem )

static

sets status codes to mark that last NLP solve is no longer valid (usually because the NLP changed)

Parameters

problem

data structure of problem

Definition at line 486 of file nlpi_ipopt.cpp.

References SCIP_NlpiProblem::lastniter, SCIP_NlpiProblem::lasttime, SCIP_INVALID, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_OTHER, SCIP_NlpiProblem::solboundviol, SCIP_NlpiProblem::solconsviol, SCIP_NlpiProblem::solobjval, SCIP_NlpiProblem::solstat, and SCIP_NlpiProblem::termstat.

Referenced by invalidateSolution(), SCIP_DECL_NLPICHGCONSSIDES(), SCIP_DECL_NLPICHGEXPR(), SCIP_DECL_NLPICHGLINEARCOEFS(), SCIP_DECL_NLPICHGVARBOUNDS(), SCIP_DECL_NLPIDELCONSSET(), SCIP_DECL_NLPIDELVARSET(), SCIP_DECL_NLPISETOBJECTIVE(), and SCIP_DECL_NLPISOLVE().

invalidateSolution()

static void invalidateSolution ( SCIP_NLPIPROBLEM *  problem )

static

sets solution values to be invalid and calls invalidateSolved()

Parameters

problem

data structure of problem

Definition at line 501 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::soldualgiven, SCIP_NlpiProblem::soldualvalid, SCIP_NlpiProblem::solprimalgiven, and SCIP_NlpiProblem::solprimalvalid.

Referenced by SCIP_DECL_NLPIADDVARS().

ensureStartingPoint()

static SCIP_RETCODE ensureStartingPoint ( SCIP *  scip, SCIP_NLPIPROBLEM *  problem, SCIP_Bool &  warmstart  )

static

makes sure a starting point (initial guess) is available

Parameters

scip	SCIP data structure
problem	data structure of problem
warmstart	whether a warmstart has been requested

Definition at line 517 of file nlpi_ipopt.cpp.

References DEFAULT_RANDSEED, MAX, MAXPERTURB, MIN, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::randnumgen, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPallocBlockMemoryArray, SCIPcreateRandom(), SCIPdebugMsg, SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPrandomGetReal(), SCIP_NlpiProblem::soldualcons, SCIP_NlpiProblem::soldualgiven, SCIP_NlpiProblem::soldualvalid, SCIP_NlpiProblem::soldualvarlb, SCIP_NlpiProblem::soldualvarub, SCIP_NlpiProblem::solprimalgiven, SCIP_NlpiProblem::solprimals, SCIP_NlpiProblem::solprimalvalid, and TRUE.

Referenced by SCIP_DECL_NLPISOLVE().

handleNlpParam()

static SCIP_RETCODE handleNlpParam ( SCIP *  scip, SCIP_NLPIDATA *  nlpidata, SCIP_NLPIPROBLEM *  nlpiproblem, SCIP_NLPPARAM  param  )

static

pass NLP solve parameters to Ipopt

Parameters

scip	SCIP data structure
nlpidata	NLPI data
nlpiproblem	NLP
param	solve parameters

Definition at line 587 of file nlpi_ipopt.cpp.

References SCIP_NlpParam::expectinfeas, SCIP_NlpParam::fastfail, SCIP_NlpParam::feastol, FEASTOLFACTOR, SCIP_NlpiProblem::ipopt, SCIP_NlpParam::iterlimit, MAX, MIN, NULL, SCIP_NlpParam::opttol, SCIP_NlpiProblem::oracle, SCIP_CALL, SCIP_ERROR, SCIP_NLPPARAM_FASTFAIL_OFF, SCIP_OKAY, SCIP_Real, SCIPdebugMsg, SCIPerrorMessage, SCIPfloor(), SCIPinfoMessage(), SCIPisEQ(), SCIPisInfinity(), SCIPnlpiOracleGetConstraintLhs(), SCIPnlpiOracleGetConstraintRhs(), SCIPnlpiOracleGetJacobianRowSparsity(), SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIPnlpiOracleIsConstraintNonlinear(), SCIPnlpiOracleIsVarNonlinear(), SCIP_NlpParam::solvertol, SCIP_NlpParam::timelimit, SCIP_NlpParam::verblevel, and SCIP_NlpParam::warmstart.

Referenced by SCIP_DECL_NLPISOLVE().

SCIP_DECL_NLPICOPY()

static SCIP_DECL_NLPICOPY ( nlpiCopyIpopt  )

static

copy method of NLP interface (called when SCIP copies plugins)

Definition at line 896 of file nlpi_ipopt.cpp.

References SCIP_CALL, SCIP_OKAY, and SCIPincludeNlpSolverIpopt().

SCIP_DECL_NLPIFREE()

static SCIP_DECL_NLPIFREE ( nlpiFreeIpopt  )

static

destructor of NLP interface to free nlpi data

Definition at line 905 of file nlpi_ipopt.cpp.

References NULL, and SCIP_OKAY.

SCIP_DECL_NLPIGETSOLVERPOINTER()

static SCIP_DECL_NLPIGETSOLVERPOINTER ( nlpiGetSolverPointerIpopt  )

static

gets pointer for NLP solver to do dirty stuff

Definition at line 917 of file nlpi_ipopt.cpp.

References SCIP_NlpiProblem::ipopt, and NULL.

SCIP_DECL_NLPICREATEPROBLEM()

static SCIP_DECL_NLPICREATEPROBLEM ( nlpiCreateProblemIpopt  )

static

creates a problem instance

Definition at line 927 of file nlpi_ipopt.cpp.

References ipopt_int_params, ipopt_string_params, NLPI_NAME, NULL, paramname, SCIP_ALLOC, SCIP_CALL, SCIP_ERROR, SCIP_MAXSTRLEN, SCIP_NOMEMORY, SCIP_OKAY, SCIPerrorMessage, SCIPgetParam(), SCIPinfinity(), SCIPnlpiGetData(), SCIPnlpiOracleCreate(), SCIPnlpiOracleSetProblemName(), SCIPparamGetInt(), SCIPparamGetIntDefault(), and SCIPparamGetString().

SCIP_DECL_NLPIFREEPROBLEM()

static SCIP_DECL_NLPIFREEPROBLEM ( nlpiFreeProblemIpopt  )

static

free a problem instance

Definition at line 1044 of file nlpi_ipopt.cpp.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, SCIPfreeRandom(), SCIPinfoMessage(), SCIPnlpiOracleFree(), SCIPnlpiOracleGetNConstraints(), and SCIPnlpiOracleGetNVars().

SCIP_DECL_NLPIGETPROBLEMPOINTER()

static SCIP_DECL_NLPIGETPROBLEMPOINTER ( nlpiGetProblemPointerIpopt  )

static

gets pointer to solver-internal problem instance to do dirty stuff

Definition at line 1082 of file nlpi_ipopt.cpp.

References SCIP_NlpiProblem::nlp, and NULL.

SCIP_DECL_NLPIADDVARS()

static SCIP_DECL_NLPIADDVARS ( nlpiAddVarsIpopt  )

static

add variables

Definition at line 1092 of file nlpi_ipopt.cpp.

References invalidateSolution(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddVars(), SCIPnlpiOracleGetNVars(), SCIP_NlpiProblem::soldualvarlb, SCIP_NlpiProblem::soldualvarub, and SCIP_NlpiProblem::solprimals.

SCIP_DECL_NLPIADDCONSTRAINTS()

static SCIP_DECL_NLPIADDCONSTRAINTS ( nlpiAddConstraintsIpopt  )

static

add constraints

Definition at line 1116 of file nlpi_ipopt.cpp.

References NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIPfreeBlockMemoryArrayNull, SCIPnlpiOracleAddConstraints(), SCIPnlpiOracleGetNConstraints(), SCIP_NlpiProblem::soldualcons, SCIP_NlpiProblem::soldualgiven, and SCIP_NlpiProblem::soldualvalid.

SCIP_DECL_NLPISETOBJECTIVE()

static SCIP_DECL_NLPISETOBJECTIVE ( nlpiSetObjectiveIpopt  )

static

sets or overwrites objective, a minimization problem is expected

Definition at line 1139 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleIsConstraintNonlinear(), and SCIPnlpiOracleSetObjective().

SCIP_DECL_NLPICHGVARBOUNDS()

static SCIP_DECL_NLPICHGVARBOUNDS ( nlpiChgVarBoundsIpopt  )

static

change variable bounds

Definition at line 1162 of file nlpi_ipopt.cpp.

References invalidateSolved(), MAX, MIN, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPisInfinity(), SCIPnlpiOracleChgVarBounds(), SCIPnlpiOracleGetVarLbs(), SCIPnlpiOracleGetVarUbs(), SCIP_NlpiProblem::solprimals, and SCIP_NlpiProblem::solprimalvalid.

SCIP_DECL_NLPICHGCONSSIDES()

static SCIP_DECL_NLPICHGCONSSIDES ( nlpiChgConsSidesIpopt  )

static

change constraint bounds

Definition at line 1206 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIP_Real, SCIPisInfinity(), SCIPnlpiOracleChgConsSides(), SCIPnlpiOracleGetConstraintLhs(), and SCIPnlpiOracleGetConstraintRhs().

SCIP_DECL_NLPIDELVARSET()

static SCIP_DECL_NLPIDELVARSET ( nlpiDelVarSetIpopt  )

static

delete a set of variables

Definition at line 1239 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelVarSet(), SCIPnlpiOracleGetNVars(), SCIPreallocBlockMemoryArray, SCIP_NlpiProblem::soldualvalid, SCIP_NlpiProblem::soldualvarlb, SCIP_NlpiProblem::soldualvarub, SCIP_NlpiProblem::solprimals, and SCIP_NlpiProblem::solprimalvalid.

SCIP_DECL_NLPIDELCONSSET()

static SCIP_DECL_NLPIDELCONSSET ( nlpiDelConstraintSetIpopt  )

static

delete a set of constraints

Definition at line 1301 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, SCIPnlpiOracleDelConsSet(), SCIPnlpiOracleGetNConstraints(), SCIPreallocBlockMemoryArray, SCIP_NlpiProblem::soldualcons, and SCIP_NlpiProblem::soldualvalid.

SCIP_DECL_NLPICHGLINEARCOEFS()

static SCIP_DECL_NLPICHGLINEARCOEFS ( nlpiChgLinearCoefsIpopt  )

static

change one linear coefficient in a constraint or objective

Definition at line 1346 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgLinearCoefs().

SCIP_DECL_NLPICHGEXPR()

static SCIP_DECL_NLPICHGEXPR ( nlpiChgExprIpopt  )

static

replaces the expression tree of a constraint or objective

Definition at line 1362 of file nlpi_ipopt.cpp.

References invalidateSolved(), NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_OKAY, and SCIPnlpiOracleChgExpr().

SCIP_DECL_NLPICHGOBJCONSTANT()

static SCIP_DECL_NLPICHGOBJCONSTANT ( nlpiChgObjConstantIpopt  )

static

change the constant offset in the objective

Definition at line 1378 of file nlpi_ipopt.cpp.

References NULL, SCIP_NlpiProblem::oracle, SCIP_CALL, SCIP_INVALID, SCIP_OKAY, SCIP_Real, SCIPnlpiOracleChgObjConstant(), SCIPnlpiOracleGetObjectiveConstant(), and SCIP_NlpiProblem::solobjval.

SCIP_DECL_NLPISETINITIALGUESS()

static SCIP_DECL_NLPISETINITIALGUESS ( nlpiSetInitialGuessIpopt  )

static

sets initial guess for primal variables

Definition at line 1398 of file nlpi_ipopt.cpp.

References BMScopyMemoryArray, NULL, SCIP_NlpiProblem::oracle, SCIP_CALL, SCIP_OKAY, SCIPallocBlockMemoryArray, SCIPdebugMsg, SCIPnlpiOracleGetNConstraints(), SCIPnlpiOracleGetNVars(), SCIP_NlpiProblem::soldualcons, SCIP_NlpiProblem::soldualgiven, SCIP_NlpiProblem::soldualvalid, SCIP_NlpiProblem::soldualvarlb, SCIP_NlpiProblem::soldualvarub, SCIP_NlpiProblem::solprimalgiven, SCIP_NlpiProblem::solprimals, and SCIP_NlpiProblem::solprimalvalid.

SCIP_DECL_NLPISOLVE()

static SCIP_DECL_NLPISOLVE ( nlpiSolveIpopt  )

static

tries to solve NLP

Definition at line 1469 of file nlpi_ipopt.cpp.

References ensureStartingPoint(), SCIP_NlpiProblem::firstrun, handleNlpParam(), invalidateSolved(), SCIP_NlpiProblem::ipopt, SCIP_NlpiProblem::lastniter, SCIP_NlpiProblem::lasttime, SCIP_NlpiProblem::nlp, NULL, SCIP_NlpiProblem::oracle, SCIP_NlpiProblem::samestructure, SCIP_CALL, SCIP_ERROR, SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRINTCAPABILITY_HESSIAN, SCIP_NLPPARAM_PRINT, SCIP_NLPSOLSTAT_FEASIBLE, SCIP_NLPSOLSTAT_UNKNOWN, SCIP_NLPTERMSTAT_EVALERROR, SCIP_NLPTERMSTAT_OTHER, SCIP_NLPTERMSTAT_OUTOFMEMORY, SCIP_NLPTERMSTAT_TIMELIMIT, SCIP_NOMEMORY, SCIP_OKAY, SCIPdebugMsg, SCIPerrorMessage, SCIPexprintGetCapability(), SCIPgetSubscipDepth(), SCIPinfoMessage(), SCIPnlpiGetData(), SCIPnlpiOracleGetEvalCapability(), SCIPnlpiOracleGetProblemName(), SCIPnlpiOracleResetEvalTime(), SCIP_NlpiProblem::soldualvalid, SCIP_NlpiProblem::solprimalvalid, SCIP_NlpiProblem::solstat, SCIP_NlpiProblem::termstat, and SCIP_NlpiProblem::warmstart.

SCIP_DECL_NLPIGETSOLSTAT()

static SCIP_DECL_NLPIGETSOLSTAT ( nlpiGetSolstatIpopt  )

static

gives solution status

Definition at line 1682 of file nlpi_ipopt.cpp.

References NULL, and SCIP_NlpiProblem::solstat.

SCIP_DECL_NLPIGETTERMSTAT()

static SCIP_DECL_NLPIGETTERMSTAT ( nlpiGetTermstatIpopt  )

static

gives termination reason

Definition at line 1692 of file nlpi_ipopt.cpp.

References NULL, and SCIP_NlpiProblem::termstat.

SCIP_DECL_NLPIGETSOLUTION()

static SCIP_DECL_NLPIGETSOLUTION ( nlpiGetSolutionIpopt  )

static

gives primal and dual solution values

Definition at line 1702 of file nlpi_ipopt.cpp.

References NULL, SCIP_OKAY, SCIP_NlpiProblem::soldualcons, SCIP_NlpiProblem::soldualvarlb, SCIP_NlpiProblem::soldualvarub, SCIP_NlpiProblem::solobjval, and SCIP_NlpiProblem::solprimals.

SCIP_DECL_NLPIGETSTATISTICS()

static SCIP_DECL_NLPIGETSTATISTICS ( nlpiGetStatisticsIpopt  )

static

gives solve statistics

Definition at line 1727 of file nlpi_ipopt.cpp.

References SCIP_NlpiProblem::lastniter, SCIP_NlpiProblem::lasttime, NULL, SCIP_NlpiProblem::oracle, SCIP_OKAY, SCIPnlpiOracleGetEvalTime(), SCIP_NlpiProblem::solboundviol, and SCIP_NlpiProblem::solconsviol.

solveLinearProb3()

static SCIP_RETCODE solveLinearProb3 ( SCIP_Real *  A, SCIP_Real *  b, SCIP_Real *  x, SCIP_Bool *  success  )

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 2744 of file nlpi_ipopt.cpp.

References b, BMScopyMemoryArray, FALSE, NULL, SCIP_OKAY, SCIP_Real, SCIPdebugMessage, TRUE, and x.

Referenced by SCIPsolveLinearEquationsIpopt().

Variable Documentation

convcheck_nchecks

const int convcheck_nchecks = 3

static

number of convergence checks

Definition at line 139 of file nlpi_ipopt.cpp.

convcheck_startiter

const int convcheck_startiter = 10

static

iteration where to start convergence checking

Definition at line 140 of file nlpi_ipopt.cpp.

convcheck_maxiter

const int convcheck_maxiter[convcheck_nchecks] = { 5, 15, 30 }

static

maximal number of iterations to achieve each convergence check

Definition at line 141 of file nlpi_ipopt.cpp.

convcheck_minred

const SCIP_Real convcheck_minred[convcheck_nchecks] = { 1.0, 0.5, 0.1 }

static

minimal required infeasibility reduction in each convergence check

Definition at line 142 of file nlpi_ipopt.cpp.

ipopt_int_params

const char* ipopt_int_params[]

static

Initial value:

=
   { "print_level" }

integer parameters of Ipopt to make available via SCIP parameters

Definition at line 145 of file nlpi_ipopt.cpp.

Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIPincludeNlpSolverIpopt().

ipopt_string_params

const char* ipopt_string_params[]

static

Initial value:

=
   { "linear_solver",
     "hsllib",
     "pardisolib",
     "linear_system_scaling",
     "nlp_scaling_method",
     "mu_strategy",
     "hessian_approximation"
   }

string parameters of Ipopt to make available via SCIP parameters

Definition at line 149 of file nlpi_ipopt.cpp.

Referenced by SCIP_DECL_NLPICREATEPROBLEM(), and SCIPincludeNlpSolverIpopt().