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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>Nonlinear Programming Using CppAD and Ipopt: Example and Test</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="Nonlinear Programming Using CppAD and Ipopt: Example and Test"/>
<meta name="keywords" id="keywords" content=" example nonlinear programming ipopt Ad using cppad and ipopt: test purpose configuration requirement "/>
<style type='text/css'>
body { color : black }
body { background-color : white }
A:link { color : blue }
A:visited { color : purple }
A:active { color : purple }
</style>
<script type='text/javascript' language='JavaScript' src='_ipopt_nlp_get_started.cpp_xml.js'>
</script>
</head>
<body>
<table><tr>
<td>
<a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a>
</td>
<td><a href="cppad_ipopt_nlp.xml" target="_top">Prev</a>
</td><td><a href="ipopt_nlp_ode.xml" target="_top">Next</a>
</td><td>
<select onchange='choose_across0(this)'>
<option>Index-&gt;</option>
<option>contents</option>
<option>reference</option>
<option>index</option>
<option>search</option>
<option>external</option>
</select>
</td>
<td>
<select onchange='choose_up0(this)'>
<option>Up-&gt;</option>
<option>CppAD</option>
<option>Appendix</option>
<option>deprecated</option>
<option>cppad_ipopt_nlp</option>
<option>ipopt_nlp_get_started.cpp</option>
</select>
</td>
<td>
<select onchange='choose_down3(this)'>
<option>Appendix-&gt;</option>
<option>Faq</option>
<option>Theory</option>
<option>glossary</option>
<option>Bib</option>
<option>Bugs</option>
<option>WishList</option>
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<option>deprecated-&gt;</option>
<option>include_deprecated</option>
<option>FunDeprecated</option>
<option>omp_max_thread</option>
<option>TrackNewDel</option>
<option>omp_alloc</option>
<option>memory_leak</option>
<option>epsilon</option>
<option>test_vector</option>
<option>cppad_ipopt_nlp</option>
<option>old_atomic</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>cppad_ipopt_nlp-&gt;</option>
<option>ipopt_nlp_get_started.cpp</option>
<option>ipopt_nlp_ode</option>
<option>ipopt_ode_speed.cpp</option>
</select>
</td>
<td>ipopt_nlp_get_started.cpp</td>
<td>
<select onchange='choose_current0(this)'>
<option>Headings-&gt;</option>
<option>Purpose</option>
<option>Configuration Requirement</option>
</select>
</td>
</tr></table><br/>






<center><b><big><big>Nonlinear Programming Using CppAD and Ipopt: Example and Test</big></big></b></center>
<br/>
<b><big><a name="Purpose" id="Purpose">Purpose</a></big></b>
<br/>
This example program demonstrates how to use the class cppad_ipopt_nlp to 
solve the example problem in the Ipopt documentation; i.e., the problem

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<mn>1</mn>
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<mn>2</mn>
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<msubsup><mi mathvariant='italic'>x</mi>
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<msubsup><mi mathvariant='italic'>x</mi>
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<mn>1</mn>
<mo stretchy="false">&#x02264;</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>1</mn>
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<mo stretchy="false">,</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>2</mn>
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<mo stretchy="false">,</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>3</mn>
</msub>
<mo stretchy="false">,</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>4</mn>
</msub>
<mo stretchy="false">&#x02264;</mo>
<mn>5</mn>
</mtd></mtr></mtable>
</mrow></math>

<br/>
<b><big><a name="Configuration Requirement" id="Configuration Requirement">Configuration Requirement</a></big></b>
<br/>
This example will be compiled and tested provided that
a value for 
<code><i><font color="black"><span style='white-space: nowrap'>ipopt_prefix</span></font></i></code>
 
is specified on the <a href="cmake.xml" target="_top"><span style='white-space: nowrap'>cmake</span></a>
 command line. 

<code><font color="blue">
<pre style='display:inline'> 

# include &lt;cppad_ipopt_nlp.hpp&gt;

namespace {
	using namespace cppad_ipopt;

	class FG_info : public cppad_ipopt_fg_info
	{
	private:
		bool retape_;
	public:
		// derived class part of constructor
		FG_info(bool retape_in)
		: retape_ (retape_in)
		{ }
		// Evaluation of the objective f(x), and constraints g(x)
		// using an Algorithmic Differentiation (AD) class.
		ADVector eval_r(size_t k, const ADVector&amp;  x)
		{	ADVector fg(3);

			// Fortran style indexing 
			ADNumber x1 = x[0];
			ADNumber x2 = x[1];
			ADNumber x3 = x[2];
			ADNumber x4 = x[3];
			// f(x)
			fg[0] = x1 * x4 * (x1 + x2 + x3) + x3;
			// g_1 (x)
			fg[1] = x1 * x2 * x3 * x4;
			// g_2 (x)
			fg[2] = x1 * x1 + x2 * x2 + x3 * x3 + x4 * x4;
			return fg;
		}
		bool retape(size_t k)
		{	return retape_; }
	};
}
	
bool ipopt_get_started(void)
{	bool ok = true;
	size_t j;


	// number of independent variables (domain dimension for f and g)
	size_t n = 4;  
	// number of constraints (range dimension for g)
	size_t m = 2;
	// initial value of the independent variables
	NumberVector x_i(n);
	x_i[0] = 1.0;
	x_i[1] = 5.0;
	x_i[2] = 5.0;
	x_i[3] = 1.0;
	// lower and upper limits for x
	NumberVector x_l(n);
	NumberVector x_u(n);
	for(j = 0; j &lt; n; j++)
	{	x_l[j] = 1.0;
		x_u[j] = 5.0;
	}
	// lower and upper limits for g
	NumberVector g_l(m);
	NumberVector g_u(m);
	g_l[0] = 25.0;     g_u[0] = 1.0e19;
  	g_l[1] = 40.0;     g_u[1] = 40.0;

	size_t icase;
	for(icase = 0; icase &lt;= 1; icase++)
	{	// Should cppad_ipopt_nlp retape the operation sequence for
		// every new x. Can test both true and false cases because 
		// the operation sequence does not depend on x (for this case).
		bool retape = icase != 0;

		// object in derived class
		FG_info fg_info(retape);

		// create the Ipopt interface
		cppad_ipopt_solution solution;
		Ipopt::SmartPtr&lt;Ipopt::TNLP&gt; cppad_nlp = new cppad_ipopt_nlp(
		n, m, x_i, x_l, x_u, g_l, g_u, &amp;fg_info, &amp;solution
		);

		// Create an instance of the IpoptApplication
		using Ipopt::IpoptApplication;
		Ipopt::SmartPtr&lt;IpoptApplication&gt; app = new IpoptApplication();

		// turn off any printing
		app-&gt;Options()-&gt;SetIntegerValue(&quot;print_level&quot;, 0);
		app-&gt;Options()-&gt;SetStringValue(&quot;sb&quot;, &quot;yes&quot;);

		// maximum number of iterations
		app-&gt;Options()-&gt;SetIntegerValue(&quot;max_iter&quot;, 10);

		// approximate accuracy in first order necessary conditions;
		// see Mathematical Programming, Volume 106, Number 1, 
		// Pages 25-57, Equation (6)
		app-&gt;Options()-&gt;SetNumericValue(&quot;tol&quot;, 1e-9);

		// derivative testing
		app-&gt;Options()-&gt;
		SetStringValue(&quot;derivative_test&quot;, &quot;second-order&quot;);
		app-&gt;Options()-&gt; SetNumericValue(
			&quot;point_perturbation_radius&quot;, 0.
		);

		// Initialize the IpoptApplication and process the options
		Ipopt::ApplicationReturnStatus status = app-&gt;Initialize();
		ok    &amp;= status == Ipopt::Solve_Succeeded;

		// Run the IpoptApplication
		status = app-&gt;OptimizeTNLP(cppad_nlp);
		ok    &amp;= status == Ipopt::Solve_Succeeded;

		/*
 		Check some of the solution values
 		*/
		ok &amp;= solution.status == cppad_ipopt_solution::success;
		//
		double check_x[]   = { 1.000000, 4.743000, 3.82115, 1.379408 };
		double check_z_l[] = { 1.087871, 0.,       0.,      0.       };
		double check_z_u[] = { 0.,       0.,       0.,      0.       };
		double rel_tol     = 1e-6;  // relative tolerance
		double abs_tol     = 1e-6;  // absolute tolerance
		for(j = 0; j &lt; n; j++)
		{	ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_x[j],   solution.x[j],   rel_tol, abs_tol
			);
			ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_z_l[j], solution.z_l[j], rel_tol, abs_tol
			);
			ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_z_u[j], solution.z_u[j], rel_tol, abs_tol
			);
		}
	}

	return ok;
}

</pre>

</font></code>


<hr/>Input File: cppad_ipopt/example/get_started.cpp

</body>
</html>