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IpWarmStartIterateInitializer.hpp
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1// Copyright (C) 2004, 2006 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 2005-04-01
6
7#ifndef __IPWARMSTARTITERATEINITIALIZER_HPP__
8#define __IPWARMSTARTITERATEINITIALIZER_HPP__
9
12
13namespace Ipopt
14{
15
18{
19public:
22
24
29
30 virtual bool InitializeImpl(
31 const OptionsList& options,
32 const std::string& prefix
33 );
34
38 virtual bool SetInitialIterates();
39
40 static void RegisterOptions(
42 );
43
44private:
55
58 );
59
63 );
65
68
70
73
76
79
82
91
94
100
104 Number factor,
105 const Vector& curr_vars,
106 const Vector& curr_slacks,
107 const Vector& curr_mults,
108 const Matrix& P,
109 SmartPtr<const Vector>& ret_vars,
110 SmartPtr<const Vector>& ret_mults
111 );
112
114 Vector& new_s,
115 Vector& new_z,
116 Number target_mu
117 );
119};
120
121} // namespace Ipopt
122
123#endif
Base class for all methods for initializing the iterates.
Matrix Base Class.
Definition IpMatrix.hpp:28
This class stores a list of user set options.
Template class for Smart Pointers.
Vector Base Class.
Definition IpVector.hpp:48
Class implementing an initialization procedure for warm starts.
Number warm_start_mult_init_max_
Maximal size of entries in bound and equality constraint multipliers in magnitude.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
void operator=(const WarmStartIterateInitializer &)
Default Assignment Operator.
virtual bool SetInitialIterates()
Compute the initial iterates and set the into the curr field of the ip_data object.
Number warm_start_target_mu_
Target values for the barrier parameter in warm start option.
Number warm_start_bound_frac_
Relative parameters for bumping x0 in warm start mode.
void process_target_mu(Number factor, const Vector &curr_vars, const Vector &curr_slacks, const Vector &curr_mults, const Matrix &P, SmartPtr< const Vector > &ret_vars, SmartPtr< const Vector > &ret_mults)
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
bool warm_start_entire_iterate_
Indicator for which method in the NLP should be used to get the warm start.
Number warm_start_mult_bound_push_
Parameters for bumping initial bound multipliers.
void adapt_to_target_mu(Vector &new_s, Vector &new_z, Number target_mu)
Number warm_start_bound_push_
Absolute parameters for bumping x0 in warm start mode.
Number warm_start_slack_bound_frac_
Relative parameters for bumping s0 in warm start mode.
WarmStartIterateInitializer(const WarmStartIterateInitializer &)
Copy Constructor.
Number warm_start_slack_bound_push_
Absolute parameters for bumping s0 in warm start mode.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ipnumber Number
Type of all numbers.
Definition IpTypes.hpp:17