Base class for backtracking line search acceptors. More...

#include <IpBacktrackingLSAcceptor.hpp>

Inheritance diagram for Ipopt::BacktrackingLSAcceptor:

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)=0
	Implementation of the initialization method that has to be overloaded by for each derived class.

virtual void	Reset ()=0
	Reset the acceptor.

virtual void	InitThisLineSearch (bool in_watchdog)=0
	Initialization for the next line search.

virtual void	PrepareRestoPhaseStart ()=0
	Method that is called before the restoration phase is called.

virtual Number	CalculateAlphaMin ()=0
	Method returning the lower bound on the trial step sizes.

virtual bool	CheckAcceptabilityOfTrialPoint (Number alpha_primal)=0
	Method for checking if current trial point is acceptable.

virtual bool	TrySecondOrderCorrection (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
	Try a second order correction for the constraints.

virtual bool	TryCorrector (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
	Try higher order corrector (for fast local convergence).

virtual char	UpdateForNextIteration (Number alpha_primal_test)=0
	Method for ending the current line search.

virtual void	StartWatchDog ()=0
	Method for setting internal data if the watchdog procedure is started.

virtual void	StopWatchDog ()=0
	Method for setting internal data if the watchdog procedure is stopped.

virtual bool	RestoredIterate ()
	Method for telling the BacktrackingLineSearch object that a previous iterate has been restored.

virtual bool	NeverRestorationPhase ()
	Method called by BacktrackingLineSearch object to determine whether the restoration phase should never be called.

virtual bool	DoFallback ()
	Method for doing a fallback approach in case no search direction could be computed.

virtual Number	ComputeAlphaForY (Number, Number, SmartPtr< IteratesVector > &)
	Method for computing the step for the constraint multipliers in the line search acceptor method.

virtual bool	HasComputeAlphaForY () const
	Method returning true of ComputeAlphaForY is implemented for this acceptor.

Constructors/Destructors
	BacktrackingLSAcceptor ()
	Constructor.

virtual	~BacktrackingLSAcceptor ()
	Destructor.

Public Member Functions inherited from Ipopt::AlgorithmStrategyObject
bool	Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix)
	This method is called every time the algorithm starts again - it is used to reset any internal state.

bool	ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Reduced version of the Initialize method, which does not require special Ipopt information.

	AlgorithmStrategyObject ()
	Default Constructor.

virtual	~AlgorithmStrategyObject ()
	Destructor.

Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()

virtual	~ReferencedObject ()

Index	ReferenceCount () const

void	AddRef (const Referencer *referencer) const

void	ReleaseRef (const Referencer *referencer) const

Static Public Member Functions

static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for OptionsList.

Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	BacktrackingLSAcceptor (const BacktrackingLSAcceptor &)
	Copy Constructor.

void	operator= (const BacktrackingLSAcceptor &)
	Default Assignment Operator.

Additional Inherited Members
Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const Journalist &	Jnlst () const

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () const

bool	HaveIpData () const

Detailed Description

Base class for backtracking line search acceptors.

Definition at line 18 of file IpBacktrackingLSAcceptor.hpp.

Constructor & Destructor Documentation

◆ BacktrackingLSAcceptor() [1/2]

Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor ( )

inline

Constructor.

Definition at line 24 of file IpBacktrackingLSAcceptor.hpp.

◆ ~BacktrackingLSAcceptor()

virtual Ipopt::BacktrackingLSAcceptor::~BacktrackingLSAcceptor ( )

inlinevirtual

Destructor.

Definition at line 28 of file IpBacktrackingLSAcceptor.hpp.

◆ BacktrackingLSAcceptor() [2/2]

Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor ( const BacktrackingLSAcceptor & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::BacktrackingLSAcceptor::InitializeImpl	(	const OptionsList &	options,
		const std::string &	prefix
	)

pure virtual

Implementation of the initialization method that has to be overloaded by for each derived class.

Implements Ipopt::AlgorithmStrategyObject.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ Reset()

virtual void Ipopt::BacktrackingLSAcceptor::Reset ( )

pure virtual

Reset the acceptor.

This function should be called if all previous information should be discarded when the line search is performed the next time. For example, this method should be called if the barrier parameter is changed.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ InitThisLineSearch()

virtual void Ipopt::BacktrackingLSAcceptor::InitThisLineSearch ( bool in_watchdog )

pure virtual

Initialization for the next line search.

The flag in_watchdog indicates if we are currently in an active watchdog procedure.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ PrepareRestoPhaseStart()

virtual void Ipopt::BacktrackingLSAcceptor::PrepareRestoPhaseStart ( )

pure virtual

Method that is called before the restoration phase is called.

Here, we can set up things that are required in the termination test for the restoration phase, such as augmenting a filter.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ CalculateAlphaMin()

virtual Number Ipopt::BacktrackingLSAcceptor::CalculateAlphaMin ( )

pure virtual

Method returning the lower bound on the trial step sizes.

If the backtracking procedure encounters a trial step size below this value after the first trial set, it switches to the (soft) restoration phase.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ CheckAcceptabilityOfTrialPoint()

virtual bool Ipopt::BacktrackingLSAcceptor::CheckAcceptabilityOfTrialPoint ( Number alpha_primal )

pure virtual

Method for checking if current trial point is acceptable.

It is assumed that the delta information in ip_data is the search direction used in criteria. The primal trial point has to be set before the call. alpha_primal is the step size which is to be used for the test; if it is zero, then this method is called during the soft restoration phase.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ TrySecondOrderCorrection()

virtual bool Ipopt::BacktrackingLSAcceptor::TrySecondOrderCorrection	(	Number	alpha_primal_test,
		Number &	alpha_primal,
		SmartPtr< IteratesVector > &	actual_delta
	)

pure virtual

Try a second order correction for the constraints.

If the first trial step (with incoming alpha_primal) has been reject, this tries second order corrections, e.g., for the constraints. Here, alpha_primal_test is the step size that has to be used in the filter acceptance tests. On output actual_delta_ has been set to the step including the second order correction if it has been accepted, otherwise it is unchanged. If the SOC step has been accepted, alpha_primal has the fraction-to-the-boundary value for the SOC step on output. The return value is true, if a SOC step has been accepted.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ TryCorrector()

virtual bool Ipopt::BacktrackingLSAcceptor::TryCorrector	(	Number	alpha_primal_test,
		Number &	alpha_primal,
		SmartPtr< IteratesVector > &	actual_delta
	)

pure virtual

Try higher order corrector (for fast local convergence).

In contrast to a second order correction step, which tries to make an unacceptable point acceptable by improving constraint violation, this corrector step is tried even if the regular primal-dual step is acceptable.

Implemented in Ipopt::InexactLSAcceptor, Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.

◆ UpdateForNextIteration()

virtual char Ipopt::BacktrackingLSAcceptor::UpdateForNextIteration ( Number alpha_primal_test )

pure virtual

Method for ending the current line search.

When it is called, the internal data should be updates, e.g., the filter might be augmented. alpha_primal_test is the value of alpha that has been used for in the acceptance test earlier.