IpAdaptiveMuUpdate.hpp

Go to the documentation of this file.

// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
 
#ifndef __IPADAPTIVEMUUPDATE_HPP__
#define __IPADAPTIVEMUUPDATE_HPP__
 
#include "IpMuUpdate.hpp"
#include "IpLineSearch.hpp"
#include "IpMuOracle.hpp"
#include "IpFilter.hpp"
#include "IpQualityFunctionMuOracle.hpp"
 
namespace Ipopt
{
 
class AdaptiveMuUpdate: public MuUpdate
{
public:
 
   AdaptiveMuUpdate(
      const SmartPtr<LineSearch>& linesearch,
      const SmartPtr<MuOracle>&   free_mu_oracle,
      const SmartPtr<MuOracle>&   fix_mu_oracle = NULL
   );
 
   virtual ~AdaptiveMuUpdate();
 
   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual bool UpdateBarrierParameter();
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
private:
 
   AdaptiveMuUpdate();
 
   AdaptiveMuUpdate(
      const AdaptiveMuUpdate&
   );
 
   void operator=(
      const AdaptiveMuUpdate&
   );
 
   Number mu_max_fact_;
   Number mu_max_;
   Number mu_min_;
   Number mu_target_;
   bool mu_min_default_;
   Number tau_min_;
   Number adaptive_mu_safeguard_factor_; //ToDo don't need that?
   Number adaptive_mu_monotone_init_factor_;
   Number barrier_tol_factor_;
   Number mu_linear_decrease_factor_;
   Number mu_superlinear_decrease_power_;
   QualityFunctionMuOracle::NormEnum adaptive_mu_kkt_norm_;
   QualityFunctionMuOracle::CentralityEnum adaptive_mu_kkt_centrality_;
   QualityFunctionMuOracle::BalancingTermEnum adaptive_mu_kkt_balancing_term_;
   enum AdaptiveMuGlobalizationEnum
   {
      KKT_ERROR = 0,
      FILTER_OBJ_CONSTR,
      NEVER_MONOTONE_MODE
   };
   AdaptiveMuGlobalizationEnum adaptive_mu_globalization_;
   Number filter_max_margin_;
   Number filter_margin_fact_;
   Number compl_inf_tol_;
 
 
   SmartPtr<LineSearch> linesearch_;
   SmartPtr<MuOracle> free_mu_oracle_;
   SmartPtr<MuOracle> fix_mu_oracle_;
 
   Number init_dual_inf_;
   Number init_primal_inf_;
 
   void InitializeFixedMuGlobalization();
   bool CheckSufficientProgress();
   void RememberCurrentPointAsAccepted();
   Number NewFixedMu();
   Number Compute_tau_monotone(
      Number mu
   );
 
   Number quality_function_pd_system();
 
   Number lower_mu_safeguard();
 
   Number max_ref_val();
 
   Number min_ref_val();
 
   Index num_refs_max_;
   std::list<Number> refs_vals_;
   Number refs_red_fact_;
 
   Filter filter_;
   bool restore_accepted_iterate_;
 
   bool no_bounds_;
   bool check_if_no_bounds_;
 
   SmartPtr<const IteratesVector> accepted_point_;
 
};
 
} // namespace Ipopt
 
#endif