CONOPT
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Public Member Functions
Sq2_ModelData Class Reference

Public Member Functions

 Sq2_ModelData ()
 
void buildModel ()
 adds the variables and constraints for the problem
 
int FDEval (const double x[], double *g, double jac[], int rowno, const int jacnum[], int mode, int ignerr, int *errcnt, int numvar, int numjac, int thread) override
 defines the nonlinearities of the model by returning numerical values.
 
 Sq2_ModelData ()
 
void buildModel ()
 adds the variables and constraints for the problem
 
int FDEval (const double x[], double *g, double jac[], int rowno, const int jacnum[], int mode, int ignerr, int *errcnt, int numvar, int numjac, int thread) override
 defines the nonlinearities of the model by returning numerical values.
 
- Public Member Functions inherited from ConoptModelData
 ConoptModelData ()
 
virtual ~ConoptModelData ()
 
virtual int readMatrix (double lower[], double curr[], double upper[], int vsta[], int type[], double rhs[], int esta[], int colsta[], int rowno[], double value[], int nlflag[], int numvar, int numcon, int numnz)
 loads the structure of the model into CONOPT.
 
void setProblemDimension (unsigned int numvar, unsigned int numcons, unsigned int numnz, unsigned int numnlnz)
 sets the problem dimension. This is called if the user wants to implement a custom readMatrix() method.
 
int addConstraint (ConoptConstraintType constype, double rhs, int slackstatus=-1)
 adds a constraint to the problem. The non-zero coefficients are added later
 
int addConstraint (ConoptConstraintType constype, double rhs, const std::vector< int > &varindex, const std::vector< double > &value, const std::vector< int > &nlflag, int slackstatus=-1)
 adds a constraint to the problem. The matrix non-zeros are added based on the supplied variables
 
int addVariable (double lower, double upper, double curr=0, int varstatus=-1)
 adds a variable to the model. The non-zero coefficients are added later.
 
int addVariable (double lower, double upper, const std::vector< int > &consindex, const std::vector< double > &value, const std::vector< int > &nlflag, double curr=0, int varstatus=-1)
 adds a variable to the problem. The matrix non-zeros are added based on the supplied constraints.
 
void setObjectiveElement (ConoptObjectiveElement elem, int elemindex)
 sets the index for the objective variable or constraint
 
void setOptimizationSense (ConoptSense sense)
 sets the optimisation direction.
 
void setInitialStatusOption (int inistat)
 the setting to indicate how the initial status of the variables and slack variables will be handled.
 
int numVar () const
 returns the number of variables in the model
 
int numCons () const
 returns the number of constraints in the model
 
int numHessianNonzeros () const
 returns the number of non-zeros in the Hessian
 
const ConoptVariable & getVariable (int index) const
 returns a reference to the variable object
 
ConoptVariable & getVariable (int index)
 returns a reference to the variable object
 
const ConoptConstraint & getConstraint (int index) const
 returns a reference to the constraint object
 
ConoptConstraint & getConstraint (int index)
 returns a reference to the constraint object
 
void setSDEvaluationType (ConoptSDEvaluationType sdevaltype)
 informs CONOPT of the method for evaluating the second derivative
 
void setSDLagrangianStructure (const std::vector< int > &rownum, const std::vector< int > &colnum)
 sets the structure of the second derivatives of the Lagrangian
 
const std::vector< int > & getSDLagrangianRowNumbers () const
 returns the row numbers in the second derivative of the lagrangian structure
 
const std::vector< int > & getSDLagrangianColumnNumbers () const
 returns the column numbers in the second derivative of the lagrangian structure
 
virtual int FDEvalIni (const double x[], const int rowlist[], int mode, int listsize, int numthread, int ignerr, int *errcnt, int numvar)
 an optional function that can be used to improve the efficiency of the function evaulations.
 
virtual int FDEvalEnd (int ignerr, int *errcnt)
 an optional function that will be called at the end of the function evaluation stage.
 
virtual int FDInterval (const double xmin[], const double xmax[], double *gmin, double *gmax, double jmin[], double jamx[], int rowno, const int jacnum[], int mode, double pinf, int numvar, int numjac)
 defines intervals for the nonlinearities of the model, again by returning numerical values.
 
virtual int SDLagrVal (const double x[], const double u[], const int hsrw[], const int hscl[], double hsvl[], int *nodrv, int numvar, int numcon, int nhess)
 Computes and returns the numerical values of the Hessian.
 
virtual int SDDirLagr (const double x[], const double dx[], const double u[], double d2g[], int newpt, int *nodrv, int numvar, int numcon)
 computes the directional second derivative for the Lagrangian
 
virtual int SDDir (const double x[], const double dx[], double d2g[], int rowno, const int jacnum[], int *nodrv, int numvar, int numjac, int thread)
 computes the directional second derivative for a single constraint
 
virtual int SDDirIni (const double x[], const double dx[], const int rowlist[], int listsize, int numthread, int newpt, int *nodrv, int numvar)
 called by CONOPT before a sequence of 2DDir calls each time either the point or the direction changes.
 
virtual int SDDirEnd (int *nodrv)
 called by CONOPT after a sequence of 2DDir calls each time either the point or the direction changes.
 

Detailed Description

Definition at line 15 of file square2.cpp.

Constructor & Destructor Documentation

◆ Sq2_ModelData() [1/2]

Sq2_ModelData::Sq2_ModelData ( )
inline

Definition at line 18 of file square2.cpp.

◆ Sq2_ModelData() [2/2]

Sq2_ModelData::Sq2_ModelData ( )
inline

Definition at line 18 of file square3.cpp.

Member Function Documentation

◆ buildModel()

void Sq2_ModelData::buildModel ( )
inline

adds the variables and constraints for the problem

Definition at line 23 of file square3.cpp.

◆ FDEval()

int Sq2_ModelData::FDEval ( const double x[],
double * g,
double jac[],
int rowno,
const int jacnum[],
int mode,
int ignerr,
int * errcnt,
int numvar,
int numjac,
int thread )
inlineoverridevirtual

defines the nonlinearities of the model by returning numerical values.

It must be defined by the modeler if the model is nonlinear. The routine is called repeatedly during the optimization so it should be implemented efficiently. Some arguments are provided by CONOPT. The remaining arguments must be defined by the modeler. Note that FDEval works on one row or equation at a time.

where:

  • X: Vector with the point of evaluation. The point is provided by CONOPT.
  • G: Scalar function value: The value of G must be returned by the modeler if MODE = 1 or 3, otherwise it will be ignored. If FVincLin defined in conopt::coidef_fvinclin() is 0, the default value, then G should return the sum of the nonlinear terms in row number ROWNO, and if FVincLin is 1 then G should return the sum of both linear and nonlinear terms. The nonlinear terms are defined as all terms that correspond to Jacobian elements with NLFLAG = 1 when loading the model. Constant terms in nonlinear constraints may be included in G provided RHS in ReadMatrix is adjusted correspondingly. Constant terms in linear constraints may also be defined here provided FVforAll is given the non default value 1 in conopt::coidef_fvforall(). In summary, G should include the following, depending on FVincLin and FVforAll: 
    | FVforAll \ FVincLin | 0 | 1 |
|---------------------|---|---|
| 0                   | G includes nonlinear terms only. FDEval is only called for nonlinear rows. | G includes linear and nonlinear terms. FDEval is only called for nonlinear rows. |
| 1                   | G includes nonlinear and constant terms. FDEval is called for all rows. | G includes linear, nonlinear, and constant terms. FDEval is called for all rows. |
  • JAC: Vector of Jacobian values. All the nonlinear Jacobian values in row number ROWNO (and only these) should be evaluated. The indices in JAC are the indices of the variables, i.e. the derivative with respect to X(I) should be returned in JAC(I). JAC must be returned by the modeler if MODE = 2 or 3; otherwise it must be ignored.
  • ROWNO: Scalar with the number of the row for which nonlinearities are to be evaluated. Is provided by CONOPT. Note that if FVforAll = 0, the default value, then FDEval will only be called for nonlinear rows, and constant terms in linear rows must therefore be included in RHS in ReadMatrix. If FVforAll = 1 then FDEval will be called for all rows, and the linear constraints must return any constant term that is not included in the right hand side. CONOPT will initialize G to zero so FDEval can just return for linear rows without constant terms. In summary, FDEval will be called for the following values of ROWNO, depending on FVforAll: 
    - <b>0:</b> Called for all nonlinear rows only.
- <b>1:</b> Called for all rows.

The row numbers are consistent with the Base selected by the modeler.
  • JCNM: Vector with a list of column numbers for the nonlinear nonzero Jacobian elements in the current row. It is only defined when MODE = 2 or 3. JCNM and NJ are provided for modelers that may find this information useful; it can be ignored by others. The numbers are consistent with the Base (Fortran or C conventions) selected by the modeler.
  • MODE: Scalar indicator for mode of evaluation, provided by CONOPT:
    • 1: Only evaluate the sum of the nonlinear terms (and possibly linear terms) in row ROWNO and return the value in G.
    • 2: Only evaluate the nonlinear Jacobian elements in row ROWNO and return them in JAC.
    • 3: Perform both option 1 and 2.
  • IGNERR: Scalar that indicates whether CONOPT assumes the point to be safe (0) or potentially unsafe (1). During certain parts of the optimization CONOPT will make very long steps and it is not unlikely that one of the constraints is not defined. If an error is encountered while IGNERR is 1, this error is not included in the ErrLim limit, and the modeler may skip any error messages that otherwise should be issued from FDEval.
  • ERRCNT: Scalar Function Evaluation Error Indicator. FDEval must set this argument to 1 each time a function value cannot be computed. The counts are accumulated by CONOPT (except when IGNERR = 1). If their sum exceeds the ErrLim value defined in conopt::coidef_errlim(), CONOPT will stop the optimization, communicate the solution to the modeler with solver status SOLSTA = 5 (Evaluation Error Limit) in callback routine Status, and return control to the modeler. If ERRCNT has been set by FDEval then G and JAC will not be used and CONOPT will in general try to backtrack to a "safe" point. Note that CONOPT assumes that all functions are defined for all values of the variables between their bounds. CONOPT will never call FDEval with X outside the bounds specified in ReadMatrix. Also see the Progress callback routine for an alternative way of stopping CONOPT.

  • NEWPT: Scalar new point indicator, provided by CONOPT:

    • 0: This is the same point as in last call, i.e. ROWNO has changed but the nonlinear variables in X have not changed. Some variables that are linear in all constraints may also have been changed.
    • 1: This is a new point.

    NEWPT is provided by CONOPT as a service to the modeler. It may be used to calculate and reuse terms that depend on X but are common among several equations, e.g. when some of the equations represent simultaneous sets of differential equations solved by an expensive integration routine.

  • N: Number of variables as defined in conopt::coidef_numvar().
  • NJ: Number of nonlinear nonzero Jacobian elements in the current row and number of elements in the JCNM vector. JCNM is only defined when MODE = 2 or 3; when MODE = 1 then NJ has the value 1 and JCNM points to a random vector.
  • THREAD: In some multi-threading environments multiple copies of FDEval can be called at the same time, (see Multi Threading). THREAD will hold the number of the thread for the current call of FDEval. THREAD is in the interval from 0 to the maximum number of threads allowed for FDEval.
  • USRMEM: User memory as defined in conopt::coidef_usrmem() (Only for Fortran and C API).

You should notice the difference between the ERRCNT and the return code of FDEval. A nonzero value returned in ERRCNT indicates that the current point defined in X is bad. The function value G or the derivatives JAC could not be computed and CONOPT should try to backtrack to a safe point. A nonzero value returned as the value of FDEval indicates that there is a serious or permanent error and there is no reason to continue the optimization. The return code on FDEval can for example be used if a data file is not found, or if FDEval is called with a value of ROWNO that was not expected.

Reimplemented from ConoptModelData.

Definition at line 77 of file square3.cpp.

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