Ipopt Documentation  
IpCGSearchDirCalc.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Andreas Waechter IBM 2005-10-13
6 //
7 // Lifeng Chen/Zaiwen Wen Columbia Univ
8 
9 #ifndef __IPCGSEARCHDIRCALC_HPP__
10 #define __IPCGSEARCHDIRCALC_HPP__
11 
13 #include "IpPDSystemSolver.hpp"
14 #include "IpCGPenaltyCq.hpp"
15 
16 namespace Ipopt
17 {
18 
24 {
25 public:
30  const SmartPtr<PDSystemSolver>& pd_solver
31  );
32 
34  virtual ~CGSearchDirCalculator();
36 
38  virtual bool InitializeImpl(
39  const OptionsList& options,
40  const std::string& prefix
41  );
42 
49  virtual bool ComputeSearchDirection();
50 
53  static void RegisterOptions(
55  );
57 
58 private:
71 
75  );
76 
78  void operator=(
80  );
82 
85  {
86  CGPenaltyData& cg_pen_data = static_cast<CGPenaltyData&>(IpData().AdditionalData());
87  DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
88  return cg_pen_data;
89  }
90 
93  {
94  CGPenaltyCq& cg_pen_cq = static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
95  DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
96  return cg_pen_cq;
97  }
98 
112 
117 
120 
130 
135 
139 
144 };
145 
146 } // namespace Ipopt
147 
148 #endif
Ipopt::CGSearchDirCalculator::vartheta_
Number vartheta_
Definition: IpCGSearchDirCalc.hpp:126
Ipopt::CGSearchDirCalculator::penalty_init_max_
Number penalty_init_max_
Maximal value for initial penalty parameter.
Definition: IpCGSearchDirCalc.hpp:109
Ipopt::CGSearchDirCalculator::nonmonotone_pen_update_counter_
Index nonmonotone_pen_update_counter_
Counter for how many times the pen parameter is updated non-monotonically.
Definition: IpCGSearchDirCalc.hpp:137
IpCGPenaltyCq.hpp
Ipopt::CGSearchDirCalculator::penalty_init_min_
Number penalty_init_min_
safeguard factor for bound multipliers.
Definition: IpCGSearchDirCalc.hpp:107
Ipopt::CGSearchDirCalculator::kappa_y_dis_
Number kappa_y_dis_
Definition: IpCGSearchDirCalc.hpp:125
Ipopt::AlgorithmStrategyObject::IpCq
IpoptCalculatedQuantities & IpCq() const
Definition: IpAlgStrategy.hpp:150
IpSearchDirCalculator.hpp
Ipopt::CGSearchDirCalculator
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the curren...
Definition: IpCGSearchDirCalc.hpp:23
Ipopt::CGSearchDirCalculator::~CGSearchDirCalculator
virtual ~CGSearchDirCalculator()
Destructor.
Ipopt::CGSearchDirCalculator::pen_init_fac_
Number pen_init_fac_
Definition: IpCGSearchDirCalc.hpp:129
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:13
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::AlgorithmStrategyObject::IpData
IpoptData & IpData() const
Definition: IpAlgStrategy.hpp:144
Ipopt::CGPenaltyData
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Definition: IpCGPenaltyData.hpp:21
Ipopt::CGSearchDirCalculator::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::SearchDirectionCalculator
Base class for computing the search direction for the line search.
Definition: IpSearchDirCalculator.hpp:18
Ipopt::CGSearchDirCalculator::penalty_backward_
bool penalty_backward_
Algorithm type.
Definition: IpCGSearchDirCalc.hpp:119
Ipopt::CGSearchDirCalculator::ComputeSearchDirection
virtual bool ComputeSearchDirection()
Method for computing the search direction.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
Ipopt::IpoptData::AdditionalData
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Definition: IpIpoptData.hpp:606
Ipopt::CGSearchDirCalculator::CGPenData
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
Definition: IpCGSearchDirCalc.hpp:84
IpPDSystemSolver.hpp
Ipopt::CGSearchDirCalculator::operator=
void operator=(const CGSearchDirCalculator &)
Default Assignment Operator.
Ipopt::IpoptCalculatedQuantities::AdditionalCq
IpoptAdditionalCq & AdditionalCq()
Definition: IpIpoptCalculatedQuantities.hpp:574
Ipopt::CGSearchDirCalculator::CGPenCq
CGPenaltyCq & CGPenCq()
Method to easily access CGPenalty calculated quantities.
Definition: IpCGSearchDirCalc.hpp:92
Ipopt::CGSearchDirCalculator::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::CGSearchDirCalculator::pd_solver_
SmartPtr< PDSystemSolver > pd_solver_
Definition: IpCGSearchDirCalc.hpp:142
Ipopt::CGSearchDirCalculator::never_use_fact_cgpen_direction_
bool never_use_fact_cgpen_direction_
Flag indicating whether the fast Chen-Goldfarb direction should never be used.
Definition: IpCGSearchDirCalc.hpp:134
Ipopt::CGSearchDirCalculator::penalty_max_
Number penalty_max_
Maximal value for penalty parameters.
Definition: IpCGSearchDirCalc.hpp:111
Ipopt::CGSearchDirCalculator::delta_y_max_
Number delta_y_max_
Definition: IpCGSearchDirCalc.hpp:127
Ipopt::CGSearchDirCalculator::pen_des_fact_
Number pen_des_fact_
parameters used in computation of line search penalty parameter and KKT perturbation parameters
Definition: IpCGSearchDirCalc.hpp:116
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::CGSearchDirCalculator::fast_des_fact_
Number fast_des_fact_
Definition: IpCGSearchDirCalc.hpp:128
Ipopt::CGPenaltyCq
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpCGPenaltyCq.hpp:20
Ipopt::CGSearchDirCalculator::CGSearchDirCalculator
CGSearchDirCalculator()
Default Constructor.
Ipopt::CGSearchDirCalculator::kappa_x_dis_
Number kappa_x_dis_
parameters used to check if the fast direction can be used as the line search direction
Definition: IpCGSearchDirCalc.hpp:124