Ipopt Documentation  
IpCGPenaltyCq.hpp
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1 // Copyright (C) 2007, 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 2007-06-04
6 // derived from IpIpoptCalculatedQuantities.hpp
7 
8 #ifndef __IPCGPENALTYCQ_HPP__
9 #define __IPCGPENALTYCQ_HPP__
10 
12 #include "IpCGPenaltyData.hpp"
13 
14 namespace Ipopt
15 {
16 
21 {
22 public:
23 
28  IpoptNLP* ip_nlp,
29  IpoptData* ip_data,
31  );
32 
34  virtual ~CGPenaltyCq();
36 
42  bool Initialize(
43  const Journalist& jnlst,
44  const OptionsList& options,
45  const std::string& prefix
46  );
47 
52  Index nrm_type
53  );
58 
69 
72 
77 
80  const Number
81  );
82 
86 
89  static void RegisterOptions(
90  const SmartPtr<RegisteredOptions>& roptions
91  );
93 
94 private:
106  CGPenaltyCq();
107 
109  CGPenaltyCq(
110  const CGPenaltyCq&
111  );
112 
114  void operator=(
115  const CGPenaltyCq&
116  );
118 
127 
130  {
131  CGPenaltyData& cg_pen_data = static_cast<CGPenaltyData&>(ip_data_->AdditionalData());
132  DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&ip_data_->AdditionalData()));
133  return cg_pen_data;
134  }
135 
152 
157 
161 };
162 
163 } // namespace Ipopt
164 
165 #endif
Ipopt::CGPenaltyCq::reference_infeasibility_
Number reference_infeasibility_
Parameters for penalty method.
Definition: IpCGPenaltyCq.hpp:155
Ipopt::CGPenaltyCq::curr_penalty_function_cache_
CachedResults< Number > curr_penalty_function_cache_
Cache for the penalty function at current point.
Definition: IpCGPenaltyCq.hpp:143
Ipopt::CGPenaltyCq::trial_penalty_function
Number trial_penalty_function()
Method for the penalty function at trial point.
Ipopt::CGPenaltyCq::curr_added_y_nrm2
Number curr_added_y_nrm2()
Compute the 2-norm of y plus delta y.
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:97
Ipopt::CGPenaltyCq::curr_cg_pert_fact_cache_
CachedResults< Number > curr_cg_pert_fact_cache_
Cache for Chen-Goldfarb perturbation factor.
Definition: IpCGPenaltyCq.hpp:150
IpCGPenaltyData.hpp
Ipopt::CGPenaltyCq::ip_cq_
IpoptCalculatedQuantities * ip_cq_
Definition: IpCGPenaltyCq.hpp:125
Ipopt::CGPenaltyCq::ip_nlp_
IpoptNLP * ip_nlp_
Definition: IpCGPenaltyCq.hpp:123
Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function
Number curr_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current step in d...
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:88
Ipopt::CGPenaltyCq::trial_penalty_function_cache_
CachedResults< Number > trial_penalty_function_cache_
Cache for the penalty function at trial point.
Definition: IpCGPenaltyCq.hpp:145
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::CGPenaltyCq::curr_added_y_nrm2_cache_
CachedResults< Number > curr_added_y_nrm2_cache_
Definition: IpCGPenaltyCq.hpp:141
Ipopt::CGPenaltyCq::Initialize
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Ipopt::CGPenaltyCq::curr_scaled_y_Amax
Number curr_scaled_y_Amax()
Compute gradient scaling based y->Amax.
Ipopt::CGPenaltyData
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Definition: IpCGPenaltyData.hpp:21
Ipopt::CGPenaltyCq::ip_data_
IpoptData * ip_data_
Definition: IpCGPenaltyCq.hpp:124
Ipopt::IpoptAdditionalCq
Base class for additional calculated quantities that is special to a particular type of algorithm,...
Definition: IpIpoptCalculatedQuantities.hpp:41
IpIpoptCalculatedQuantities.hpp
Ipopt::CGPenaltyCq::initialize_called_
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
Definition: IpCGPenaltyCq.hpp:160
Ipopt::CGPenaltyCq::operator=
void operator=(const CGPenaltyCq &)
Default Assignment Operator.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::CGPenaltyCq::compute_curr_cg_penalty
Number compute_curr_cg_penalty(const Number)
Method for choose line search penalty parameter.
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::CGPenaltyCq::curr_penalty_function
Number curr_penalty_function()
Method for the penalty function at current point.
Ipopt::CGPenaltyCq::curr_jac_cd_norm
Number curr_jac_cd_norm(Index nrm_type)
Compute ||delta_c, delta_d||_infty.
Ipopt::CGPenaltyCq::~CGPenaltyCq
virtual ~CGPenaltyCq()
Default destructor.
Ipopt::CachedResults< Number >
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:116
Ipopt::CGPenaltyCq::curr_jac_cd_norm_cache_
CachedResults< Number > curr_jac_cd_norm_cache_
Definition: IpCGPenaltyCq.hpp:139
Ipopt::CGPenaltyCq::compute_curr_cg_penalty_scale
Number compute_curr_cg_penalty_scale()
Method for choose penalty parameters for scaling the KKT system
Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function_cache_
CachedResults< Number > curr_fast_direct_deriv_penalty_function_cache_
Definition: IpCGPenaltyCq.hpp:138
Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function_cache_
CachedResults< Number > curr_direct_deriv_penalty_function_cache_
Cache for the directional derivative of the penalty function at current point with step in delta.
Definition: IpCGPenaltyCq.hpp:148
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
Ipopt::CGPenaltyCq::RegisterOptions
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function
Number curr_fast_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current "fast" st...
Ipopt::CGPenaltyCq::curr_scaled_y_Amax_cache_
CachedResults< Number > curr_scaled_y_Amax_cache_
Definition: IpCGPenaltyCq.hpp:140
Ipopt::CGPenaltyCq::curr_cg_pert_fact
Number curr_cg_pert_fact()
Method for the current value for the perturbation factor for the Chen-Goldfarb method.
Ipopt::CGPenaltyCq::CGPenData
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
Definition: IpCGPenaltyCq.hpp:129
Ipopt::CGPenaltyCq::CGPenaltyCq
CGPenaltyCq()
Default Constructor.
Ipopt::CGPenaltyCq::dT_times_barH_times_d
Number dT_times_barH_times_d()
Quality of d^T Aug(H) d.
Ipopt::IpoptNLP
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:27
Ipopt::CGPenaltyCq
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpCGPenaltyCq.hpp:20