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IpOptErrorConvCheck.hpp
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1// Copyright (C) 2004, 2010 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6
7#ifndef __IPOPTERRORCONVCHECK_HPP__
8#define __IPOPTERRORCONVCHECK_HPP__
9
10#include "IpConvCheck.hpp"
11
12namespace Ipopt
13{
14
126
127} // namespace Ipopt
128
129#endif
Base class for checking the algorithm termination criteria.
ConvergenceStatus
Convergence return enum.
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteration to iteration.
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
void operator=(const OptimalityErrorConvergenceCheck &)
Default Assignment Operator.
Number compl_inf_tol_
Tolerance on unscaled complementarity.
Number max_wall_time_
Upper bound on wallclock time.
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Pure virtual method for performing the convergence test.
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Number last_obj_val_
Value of the objective function from last iteration.
OptimalityErrorConvergenceCheck(const OptimalityErrorConvergenceCheck &)
Copy Constructor.
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates.
virtual bool CurrentIsAcceptable()
Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.
virtual ~OptimalityErrorConvergenceCheck()
Destructor.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.
Number max_cpu_time_
Upper bound on CPU time.
Index max_iterations_
Maximal number of iterations.
OptimalityErrorConvergenceCheck()
Default Constructor.
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
Number curr_obj_val_
Value of the objective function from current iteration.
Number mu_target_
Desired value of the barrier parameter.
This class stores a list of user set options.
Template class for Smart Pointers.
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