org.coinor
Class Ipopt

java.lang.Object
  org.coinor.Ipopt

Direct Known Subclasses:

HS071, Scalable

public abstract class Ipopt
extends java.lang.Object

A Java Native Interface for the Ipopt optimization solver.

Ipopt is a solver for large scale nonlinear optimization problems (NLP) with non-linear contraints.

The Java Native Interface (JNI) is a programming framework that allows Java code running in the Java Virtual Machine (JVM) to call and be called by native applications (programs specific to a hardware and operating system platform) and libraries written in other languages, such as C and C++.

This class is a JNI hook around the C interface of Ipopt, as a consequence it will need a nativelly compiled DLL to run. For more details about Ipopt click here.

The user should subclass this class and implement the abstract methods. At some point before solving the problem the create(int, double[], double[], int, double[], double[], int, int, int) function should be called. For simple cases you can call this function in the constructor of your class.

Once the problem was created, solve(double[]) will solve the problem. Objects of this class can be reused to solve different problems, in other words, create(int, double[], double[], int, double[], double[], int, int, int) and solve(double[]) can be called multiple times.

Programmers should, for efficiency, call dispose() when finished using a Ipopt object, otherwise the nativelly allocated memory will be disposed of only when the JVM call finalize() on it.

Author:

Rafael de Pelegrini Soares, Edson C. do Valle

Field Summary

static int	ACCEPTABLE_LEVEL
static int	C_STYLE Use C index style for iRow and jCol vectors
static int	DIVERGING_ITERATES
static java.lang.String	DLLNAME The default DLL name of the native implementation (without any platform dependent prefixes or sufixes)
static java.lang.String	DLLPATH The relative path where the native DLL is found
static int	ERROR_IN_STEP_COMPUTATION
static int	FORTRAN_STYLE Use FORTRAN index style for iRow and jCol vectors
static int	INFEASIBLE_PROBLEM
static int	INSUFFICIENT_MEMORY
static int	INTERNAL_ERROR
static int	INVALID_NUMBER_DETECTED
static int	INVALID_OPTION
static int	INVALID_PROBLEM_DEFINITION
static int	ITERATION_EXCEEDED
static java.lang.String	KEY_ACCEPTABLE_COMPL_INF_TOL
static java.lang.String	KEY_ACCEPTABLE_CONSTR_VIOL_TOL
static java.lang.String	KEY_ACCEPTABLE_DUAL_INF_TOL
static java.lang.String	KEY_ACCEPTABLE_TOL
static java.lang.String	KEY_BARRIER_TOL_FACTOR
static java.lang.String	KEY_BOUND_RELAX_FACTOR
static java.lang.String	KEY_COMPL_INF_TOL
static java.lang.String	KEY_CONSTR_VIOL_TOL
static java.lang.String	KEY_DERIVATIVE_TEST
static java.lang.String	KEY_DERIVATIVE_TEST_PRINT_ALL
static java.lang.String	KEY_DERIVATIVE_TEST_TOL
static java.lang.String	KEY_DUAL_INF_TOL
static java.lang.String	KEY_FILE_PRINT_LEVEL
static java.lang.String	KEY_HESSIAN_APPROXIMATION The hessian approximation, set to "limited-memory" if no hessian is available
static java.lang.String	KEY_LIMITED_MEMORY_MAX_HISTORY
static java.lang.String	KEY_LINEAR_SOLVER
static java.lang.String	KEY_MAX_ITER
static java.lang.String	KEY_MU_STRATEGY
static java.lang.String	KEY_OBJ_SCALING_FACTOR
static java.lang.String	KEY_OUTPUT_FILE
static java.lang.String	KEY_PRINT_LEVEL
static java.lang.String	KEY_PRINT_USER_OPTIONS
static java.lang.String	KEY_TOL
static int	NON_IPOPT_EXCEPTION
static int	NOT_ENOUGH_DEGREES_OF_FRE
static int	RESTORATION_FAILED
static int	SEARCH_DIRECTION_TOO_SMALL
static int	SOLVE_SUCCEEDED
static int	UNRECOVERABLE_EXCEPTION
static int	USER_REQUESTED_STOP

Constructor Summary

Ipopt()
Creates a new NLP Solver using "lib" as path and "jipopt" as the DLL name.

Ipopt(java.lang.String path, java.lang.String DLL)
Creates a NLP Solver for the given DLL file.

Method Summary

boolean	addIntOption(java.lang.String keyword, int val) Function for adding an integer option.
boolean	addNumOption(java.lang.String keyword, double val) Function for adding a number option.
boolean	addStrOption(java.lang.String keyword, java.lang.String val) Function for adding a string option.
boolean	create(int n, double[] x_L, double[] x_U, int m, double[] g_L, double[] g_U, int nele_jac, int nele_hess, int index_style) Create the NLP problem to be solved.
void	dispose() Disposes of the natively allocated memory.
void	finalize() Disposes of the object once it is no longer referenced (automatically called by the JVM).
double[]	getMultConstraints()
double[]	getMultLowerBounds()
double[]	getMultUpperBounds()
double	getObjVal()
int	getStatus()
boolean	openOutputFile(java.lang.String file_name, int print_level) Function for opening an output file for a given name with given printlevel.
void	setProblemScaling(double obj_scaling, double[] x_scaling, double[] g_scaling) Set the scaling for the optimization problem.
int	solve(double[] x) This function actually solve the problem.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DLLNAME

public static final java.lang.String DLLNAME

The default DLL name of the native implementation (without any platform dependent prefixes or sufixes)

See Also:

Constant Field Values

DLLPATH

public static final java.lang.String DLLPATH

The relative path where the native DLL is found

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Constant Field Values

C_STYLE

public static final int C_STYLE

Use C index style for iRow and jCol vectors

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Constant Field Values

FORTRAN_STYLE

public static final int FORTRAN_STYLE

Use FORTRAN index style for iRow and jCol vectors

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Constant Field Values

SOLVE_SUCCEEDED

public static final int SOLVE_SUCCEEDED

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Constant Field Values

ACCEPTABLE_LEVEL

public static final int ACCEPTABLE_LEVEL

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Constant Field Values

INFEASIBLE_PROBLEM

public static final int INFEASIBLE_PROBLEM

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Constant Field Values

SEARCH_DIRECTION_TOO_SMALL

public static final int SEARCH_DIRECTION_TOO_SMALL

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Constant Field Values

DIVERGING_ITERATES

public static final int DIVERGING_ITERATES

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Constant Field Values

USER_REQUESTED_STOP

public static final int USER_REQUESTED_STOP

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Constant Field Values

ITERATION_EXCEEDED

public static final int ITERATION_EXCEEDED

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Constant Field Values

RESTORATION_FAILED

public static final int RESTORATION_FAILED

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Constant Field Values

ERROR_IN_STEP_COMPUTATION

public static final int ERROR_IN_STEP_COMPUTATION

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Constant Field Values

NOT_ENOUGH_DEGREES_OF_FRE

public static final int NOT_ENOUGH_DEGREES_OF_FRE

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Constant Field Values

INVALID_PROBLEM_DEFINITION

public static final int INVALID_PROBLEM_DEFINITION

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Constant Field Values

INVALID_OPTION

public static final int INVALID_OPTION

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Constant Field Values

INVALID_NUMBER_DETECTED

public static final int INVALID_NUMBER_DETECTED

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Constant Field Values

UNRECOVERABLE_EXCEPTION

public static final int UNRECOVERABLE_EXCEPTION

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Constant Field Values

NON_IPOPT_EXCEPTION

public static final int NON_IPOPT_EXCEPTION

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Constant Field Values

INSUFFICIENT_MEMORY

public static final int INSUFFICIENT_MEMORY

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Constant Field Values

INTERNAL_ERROR

public static final int INTERNAL_ERROR

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Constant Field Values

KEY_TOL

public static final java.lang.String KEY_TOL

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Constant Field Values

KEY_COMPL_INF_TOL

public static final java.lang.String KEY_COMPL_INF_TOL

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Constant Field Values

KEY_DUAL_INF_TOL

public static final java.lang.String KEY_DUAL_INF_TOL

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Constant Field Values

KEY_CONSTR_VIOL_TOL

public static final java.lang.String KEY_CONSTR_VIOL_TOL

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Constant Field Values

KEY_ACCEPTABLE_TOL

public static final java.lang.String KEY_ACCEPTABLE_TOL

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Constant Field Values

KEY_ACCEPTABLE_COMPL_INF_TOL

public static final java.lang.String KEY_ACCEPTABLE_COMPL_INF_TOL

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Constant Field Values

KEY_ACCEPTABLE_CONSTR_VIOL_TOL

public static final java.lang.String KEY_ACCEPTABLE_CONSTR_VIOL_TOL

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Constant Field Values

KEY_ACCEPTABLE_DUAL_INF_TOL

public static final java.lang.String KEY_ACCEPTABLE_DUAL_INF_TOL

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Constant Field Values

KEY_BARRIER_TOL_FACTOR

public static final java.lang.String KEY_BARRIER_TOL_FACTOR

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Constant Field Values

KEY_OBJ_SCALING_FACTOR

public static final java.lang.String KEY_OBJ_SCALING_FACTOR

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Constant Field Values

KEY_BOUND_RELAX_FACTOR

public static final java.lang.String KEY_BOUND_RELAX_FACTOR

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Constant Field Values

KEY_MAX_ITER

public static final java.lang.String KEY_MAX_ITER

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Constant Field Values

KEY_LIMITED_MEMORY_MAX_HISTORY

public static final java.lang.String KEY_LIMITED_MEMORY_MAX_HISTORY

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Constant Field Values

KEY_FILE_PRINT_LEVEL

public static final java.lang.String KEY_FILE_PRINT_LEVEL

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Constant Field Values

KEY_PRINT_LEVEL

public static final java.lang.String KEY_PRINT_LEVEL

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Constant Field Values

KEY_MU_STRATEGY

public static final java.lang.String KEY_MU_STRATEGY

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Constant Field Values

KEY_OUTPUT_FILE

public static final java.lang.String KEY_OUTPUT_FILE

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Constant Field Values

KEY_DERIVATIVE_TEST_TOL

public static final java.lang.String KEY_DERIVATIVE_TEST_TOL

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Constant Field Values

KEY_DERIVATIVE_TEST

public static final java.lang.String KEY_DERIVATIVE_TEST

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Constant Field Values

KEY_DERIVATIVE_TEST_PRINT_ALL

public static final java.lang.String KEY_DERIVATIVE_TEST_PRINT_ALL

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Constant Field Values

KEY_PRINT_USER_OPTIONS

public static final java.lang.String KEY_PRINT_USER_OPTIONS

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Constant Field Values

KEY_LINEAR_SOLVER

public static final java.lang.String KEY_LINEAR_SOLVER

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Constant Field Values

KEY_HESSIAN_APPROXIMATION

public static final java.lang.String KEY_HESSIAN_APPROXIMATION

The hessian approximation, set to "limited-memory" if no hessian is available

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Constant Field Values

Constructor Detail

Ipopt

public Ipopt()

Creates a new NLP Solver using "lib" as path and "jipopt" as the DLL name.

See Also:

Ipopt(String, String)

Ipopt

public Ipopt(java.lang.String path,
             java.lang.String DLL)

Creates a NLP Solver for the given DLL file. The given file must implement the native interface required by this class.

Parameters:

path - the path where the DLL is found.

DLL - the name of the DLL (without the extension or any platform dependent prefix).

See Also:

Ipopt()

Method Detail

dispose

public void dispose()

Disposes of the natively allocated memory. Programmers should, for efficiency, call the dispose method when finished using a Ipopt object.

An Ipopt object can be reused to solve different problems by calling again create(int, double[], double[], int, double[], double[], int, int, int). In this case, you should call the dispose method only when you finished with the object and it is not needed anymore.

See Also:

finalize()

finalize

public void finalize()

Disposes of the object once it is no longer referenced (automatically called by the JVM).

Overrides:

finalize in class java.lang.Object

See Also:

dispose()

create

public boolean create(int n,
                      double[] x_L,
                      double[] x_U,
                      int m,
                      double[] g_L,
                      double[] g_U,
                      int nele_jac,
                      int nele_hess,
                      int index_style)

Create the NLP problem to be solved.

This function should be called before solve(double[]) and before any of the option configuration methods, e.g, addIntOption(String, int).

In simple cases this function in the constructor of the deriving class.

Parameters:

n - number of variables

x_L - lower bound vector

x_U - upper bound vector

m - number of constraints

g_L - lower bounds on constraints

g_U - upper bounds on constraints

nele_jac - number of non-zero elements in constraint Jacobian

nele_hess - number of non-zero elements in Hessian of Lagrangian

index_style - indexing style for iRow & jCol (C_STYLE or FORTRAN_STYLE)

Returns:

false if the problem could not be created, otherwise true

addIntOption

public boolean addIntOption(java.lang.String keyword,
                            int val)

Function for adding an integer option.

The valid keywords are public static members of this class, with names beginning with KEY_, e.g, KEY_TOL. For more details about the valid options check the Ipopt documentation.

Parameters:

keyword - the option keyword

val - the value

Returns:

false if the option could not be set (e.g., if keyword is unknown)

addNumOption

public boolean addNumOption(java.lang.String keyword,
                            double val)

Function for adding a number option.

Parameters:

keyword - the option keyword

val - the value

Returns:

false if the option could not be set (e.g., if keyword is unknown)

See Also:

addIntOption(String, int)

addStrOption

public boolean addStrOption(java.lang.String keyword,
                            java.lang.String val)

Function for adding a string option.

Parameters:

keyword - the option keyword

val - the value

Returns:

false if the option could not be set (e.g., if keyword is unknown)

See Also:

addIntOption(String, int)

setProblemScaling

public void setProblemScaling(double obj_scaling,
                              double[] x_scaling,
                              double[] g_scaling)

Set the scaling for the optimization problem.

Parameters:

obj_scaling - objective function scaling

x_scaling - variables scaling

g_scaling - constraints scaling

openOutputFile

public boolean openOutputFile(java.lang.String file_name,
                              int print_level)

Function for opening an output file for a given name with given printlevel.

Parameters:

file_name - the file name

print_level - the print level

Returns:

false, if there was a problem opening the file

solve

public int solve(double[] x)

This function actually solve the problem.

The solve status returned is one of the constant fields of this class, e.g. SOLVE_SUCCEEDED. For more details about the valid solve status check the Ipopt documentation or the ReturnCodes_inc.h<\code> which is installed in the Ipopt include directory.

Parameters:

x - the start point, and the solution when returns

Returns:

the solve status

See Also:

getStatus()

getObjVal

public double getObjVal()

Returns:

the final value of the objective function.

getStatus

public int getStatus()

Returns:

the status of the solver.

See Also:

solve(double[])

getMultConstraints

public double[] getMultConstraints()

Returns:

Returns the final multipliers for constraints.

getMultUpperBounds

public double[] getMultUpperBounds()

Returns:

Returns the final multipliers for upper variable bounds.

getMultLowerBounds

public double[] getMultLowerBounds()

Returns:

Returns the final multipliers for lower variable bounds.