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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
14namespace Ipopt
15{
16
21{
22public:
23
26
31 );
32
34 virtual ~CGPenaltyCq();
36
43 const Journalist& jnlst,
44 const OptionsList& options,
45 const std::string& prefix
46 );
47
50
53 );
58
69
72
77
80 const Number
81 );
82
86
89 static void RegisterOptions(
91 );
93
94private:
105
107
110 const CGPenaltyCq&
111 );
112
115 const CGPenaltyCq&
116 );
118
127
130 {
132 // cppcheck-suppress assertWithSideEffect
133 DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&ip_data_->AdditionalData()));
134 return cg_pen_data;
135 }
136
153
158
162};
163
164} // namespace Ipopt
165
166#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:27
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Number reference_infeasibility_
Parameters for penalty method.
CachedResults< Number > curr_fast_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.
CGPenaltyCq(IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cg)
Constructor.
Number curr_penalty_function()
Method for the penalty function at current point.
IpoptCalculatedQuantities * ip_cq_
Number curr_jac_cd_norm(Index nrm_type)
Compute ||delta_c, delta_d||_infty.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
CachedResults< Number > curr_scaled_y_Amax_cache_
virtual ~CGPenaltyCq()
Default destructor.
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
CachedResults< Number > curr_jac_cd_norm_cache_
CachedResults< Number > curr_added_y_nrm2_cache_
Number curr_fast_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current "fast" st...
Number compute_curr_cg_penalty(const Number)
Method for choose line search penalty parameter.
Number trial_penalty_function()
Method for the penalty function at trial point.
CachedResults< Number > trial_penalty_function_cache_
Cache for the penalty function at trial point.
CachedResults< Number > curr_cg_pert_fact_cache_
Cache for Chen-Goldfarb perturbation factor.
CGPenaltyCq()
Default Constructor.
Number compute_curr_cg_penalty_scale()
Method for choose penalty parameters for scaling the KKT system
Number dT_times_barH_times_d()
Quality of d^T Aug(H) d.
CGPenaltyCq(const CGPenaltyCq &)
Copy Constructor.
Number curr_cg_pert_fact()
Method for the current value for the perturbation factor for the Chen-Goldfarb method.
Number curr_added_y_nrm2()
Compute the 2-norm of y plus delta y.
Number curr_scaled_y_Amax()
Compute gradient scaling based y->Amax.
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
CachedResults< Number > curr_penalty_function_cache_
Cache for the penalty function at current point.
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Number curr_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current step in d...
void operator=(const CGPenaltyCq &)
Default Assignment Operator.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Templated class which stores one entry for the CachedResult class.
Base class for additional calculated quantities that is special to a particular type of algorithm,...
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Class responsible for all message output.
This class stores a list of user set options.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ipindex Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition IpTypes.hpp:17