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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_solve_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="ipopt_solve.xml" target="_top">Prev</a>
</td><td><a href="ipopt_solve_retape.cpp.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>ipopt_solve</option>
<option>ipopt_solve_get_started.cpp</option>
</select>
</td>
<td>
<select onchange='choose_down2(this)'>
<option>CppAD-&gt;</option>
<option>Install</option>
<option>Introduction</option>
<option>AD</option>
<option>ADFun</option>
<option>preprocessor</option>
<option>multi_thread</option>
<option>library</option>
<option>ipopt_solve</option>
<option>Example</option>
<option>speed</option>
<option>Appendix</option>
</select>
</td>
<td>
<select onchange='choose_down1(this)'>
<option>ipopt_solve-&gt;</option>
<option>ipopt_solve_get_started.cpp</option>
<option>ipopt_solve_retape.cpp</option>
<option>ipopt_solve_ode_inverse.cpp</option>
</select>
</td>
<td>ipopt_solve_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 <a href="ipopt_solve.xml" target="_top"><span style='white-space: nowrap'>ipopt_solve</span></a>
 to
solve the example problem in the Ipopt documentation; i.e., the problem

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<mtable rowalign="center" ><mtr><mtd columnalign="left" >
<mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>minimize</mi>
<mspace width='.3em'/>
</mstyle></mrow>
</mtd><mtd columnalign="center" >
<msub><mi mathvariant='italic'>x</mi>
<mn>1</mn>
</msub>
<mo stretchy="false">*</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>4</mn>
</msub>
<mo stretchy="false">*</mo>
<mo stretchy="false">(</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>1</mn>
</msub>
<mo stretchy="false">+</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>2</mn>
</msub>
<mo stretchy="false">+</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>3</mn>
</msub>
<mo stretchy="false">)</mo>
<mo stretchy="false">+</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>3</mn>
</msub>
</mtd></mtr><mtr><mtd columnalign="left" >
<mrow><mstyle mathvariant='normal'><mi mathvariant='normal'>subject</mi>
<mspace width='.3em'/>
<mi mathvariant='normal'>to</mi>
<mspace width='.3em'/>
</mstyle></mrow>
</mtd><mtd columnalign="center" >
<msub><mi mathvariant='italic'>x</mi>
<mn>1</mn>
</msub>
<mo stretchy="false">*</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>2</mn>
</msub>
<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">&#x02265;</mo>
<mn>25</mn>
</mtd></mtr><mtr><mtd columnalign="left" >
</mtd><mtd columnalign="center" >
<msubsup><mi mathvariant='italic'>x</mi>
<mn>1</mn>
<mn>2</mn>
</msubsup>
<mo stretchy="false">+</mo>
<msubsup><mi mathvariant='italic'>x</mi>
<mn>2</mn>
<mn>2</mn>
</msubsup>
<mo stretchy="false">+</mo>
<msubsup><mi mathvariant='italic'>x</mi>
<mn>3</mn>
<mn>2</mn>
</msubsup>
<mo stretchy="false">+</mo>
<msubsup><mi mathvariant='italic'>x</mi>
<mn>4</mn>
<mn>2</mn>
</msubsup>
<mo stretchy="false">=</mo>
<mn>40</mn>
</mtd></mtr><mtr><mtd columnalign="left" >
</mtd><mtd columnalign="center" >
<mn>1</mn>
<mo stretchy="false">&#x02264;</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>1</mn>
</msub>
<mo stretchy="false">,</mo>
<msub><mi mathvariant='italic'>x</mi>
<mn>2</mn>
</msub>
<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 href="ipopt_prefix.xml" target="_top"><span style='white-space: nowrap'>ipopt_prefix</span></a>
 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/solve.hpp&gt;

namespace {
	using CppAD::AD;

	class FG_eval {
	public:
		typedef <a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>( <a href="ad.xml" target="_top">AD</a>&lt;double&gt; ) ADvector;
		void operator()(ADvector&amp; fg, const ADvector&amp; x)
		{	assert( fg.size() == 3 );
			assert( x.size()  == 4 );

			// Fortran style indexing 
			<a href="ad.xml" target="_top">AD</a>&lt;double&gt; x1 = x[0];
			<a href="ad.xml" target="_top">AD</a>&lt;double&gt; x2 = x[1];
			<a href="ad.xml" target="_top">AD</a>&lt;double&gt; x3 = x[2];
			<a href="ad.xml" target="_top">AD</a>&lt;double&gt; 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;
		}
	};
}
	
bool get_started(void)
{	bool ok = true;
	size_t i;
	typedef <a href="testvector.xml" target="_top">CPPAD_TESTVECTOR</a>( double ) Dvector;

	// number of independent variables (domain dimension for f and g)
	size_t nx = 4;  
	// number of constraints (range dimension for g)
	size_t ng = 2;
	// initial value of the independent variables
	Dvector xi(nx);
	xi[0] = 1.0;
	xi[1] = 5.0;
	xi[2] = 5.0;
	xi[3] = 1.0;
	// lower and upper limits for x
	Dvector xl(nx), xu(nx);
	for(i = 0; i &lt; nx; i++)
	{	xl[i] = 1.0;
		xu[i] = 5.0;
	}
	// lower and upper limits for g
	Dvector gl(ng), gu(ng);
	gl[0] = 25.0;     gu[0] = 1.0e19;
  	gl[1] = 40.0;     gu[1] = 40.0;

	// object that computes objective and constraints
	FG_eval fg_eval;

	// options 
	std::string options;
	// turn off any printing
	options += &quot;Integer print_level  0\n&quot;; 
	options += &quot;String  sb           yes\n&quot;;
	// maximum number of iterations
	options += &quot;Integer max_iter     10\n&quot;;
	// approximate accuracy in first order necessary conditions;
	// see Mathematical Programming, Volume 106, Number 1, 
	// Pages 25-57, Equation (6)
	options += &quot;Numeric tol          1e-6\n&quot;;
	// derivative testing
	options += &quot;String  derivative_test            second-order\n&quot;;
	// maximum amount of random pertubation; e.g., 
	// when evaluation finite diff
	options += &quot;Numeric point_perturbation_radius  0.\n&quot;;

	// place to return solution
	CppAD::ipopt::solve_result&lt;Dvector&gt; solution;

	// solve the problem
	CppAD::ipopt::solve&lt;Dvector, FG_eval&gt;(
		options, xi, xl, xu, gl, gu, fg_eval, solution
	);
	//
 	// Check some of the solution values
 	//
	ok &amp;= solution.status == CppAD::ipopt::solve_result&lt;Dvector&gt;::success;
	//
	double check_x[]  = { 1.000000, 4.743000, 3.82115, 1.379408 };
	double check_zl[] = { 1.087871, 0.,       0.,      0.       };
	double check_zu[] = { 0.,       0.,       0.,      0.       };
	double rel_tol    = 1e-6;  // relative tolerance
	double abs_tol    = 1e-6;  // absolute tolerance
	for(i = 0; i &lt; nx; i++)
	{	ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_x[i],  solution.x[i],   rel_tol, abs_tol
		);
		ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_zl[i], solution.zl[i], rel_tol, abs_tol
		);
		ok &amp;= CppAD::<a href="nearequal.xml" target="_top">NearEqual</a>(
			check_zu[i], solution.zu[i], rel_tol, abs_tol
		);
	}

	return ok;
}
</pre>

</font></code>


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

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