IpFilterLSAcceptor.hpp

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// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                 IBM    2005-10-13
//               derived file from IpFilterLineSearch.hpp
 
#ifndef __IPFILTERLSACCEPTOR_HPP__
#define __IPFILTERLSACCEPTOR_HPP__
 
#include "IpFilter.hpp"
#include "IpBacktrackingLSAcceptor.hpp"
#include "IpPDSystemSolver.hpp"
 
namespace Ipopt
{
 
class FilterLSAcceptor: public BacktrackingLSAcceptor
{
public:
 
   FilterLSAcceptor(
      const SmartPtr<PDSystemSolver>& pd_solver
   );
 
   virtual ~FilterLSAcceptor();
 
   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual void Reset();
 
   virtual void InitThisLineSearch(
      bool in_watchdog
   );
 
   virtual void PrepareRestoPhaseStart();
 
   virtual Number CalculateAlphaMin();
 
   virtual bool CheckAcceptabilityOfTrialPoint(
      Number alpha_primal
   );
 
   virtual bool TrySecondOrderCorrection(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );
 
   virtual bool TryCorrector(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );
 
   virtual char UpdateForNextIteration(
      Number alpha_primal_test
   );
 
   virtual void StartWatchDog();
 
   virtual void StopWatchDog();
 
 
   bool IsAcceptableToCurrentIterate(
      Number trial_barr,
      Number trial_theta,
      bool   called_from_restoration = false
   ) const;
 
   bool IsAcceptableToCurrentFilter(
      Number trial_barr,
      Number trial_theta
   ) const;
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
private:
 
   FilterLSAcceptor(
      const FilterLSAcceptor&
   );
 
   void operator=(
      const FilterLSAcceptor&
   );
 
 
   Number theta_max_;
   Number theta_max_fact_;
 
   Number theta_min_;
   Number theta_min_fact_;
 
   bool IsFtype(
      Number alpha_primal_test
   );
 
   bool ArmijoHolds(
      Number alpha_primal_test
   );
 
   void AugmentFilter();
 
 
   Number eta_phi_;
   Number delta_;
   Number s_phi_;
   Number s_theta_;
   Number gamma_phi_;
   Number gamma_theta_;
   Number alpha_min_frac_;
   Index max_soc_;
   Number kappa_soc_;
   Number obj_max_inc_;
   Index soc_method_;
 
   enum CorrectorTypeEnum
   {
      NO_CORRECTOR = 0,
      AFFINE_CORRECTOR,
      PRIMAL_DUAL_CORRECTOR
   };
   CorrectorTypeEnum corrector_type_;
   Number corrector_compl_avrg_red_fact_;
   bool skip_corr_if_neg_curv_;
   bool skip_corr_in_monotone_mode_;
   Index max_filter_resets_;
   Index filter_reset_trigger_;
 
 
   Number reference_theta_;
   Number reference_barr_;
   Number reference_gradBarrTDelta_;
   Number watchdog_theta_;
   Number watchdog_barr_;
   Number watchdog_gradBarrTDelta_;
 
   Filter filter_;
 
 
   bool last_rejection_due_to_filter_;
   Index count_successive_filter_rejections_;
   Index n_filter_resets_;
 
   SmartPtr<PDSystemSolver> pd_solver_;
};
 
} // namespace Ipopt
 
#endif