Class for all Chen-Goldfarb penalty method specific calculated quantities. More...

#include <IpCGPenaltyCq.hpp>

Inheritance diagram for Ipopt::CGPenaltyCq:

Public Member Functions
bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	This method must be called to initialize the global algorithmic parameters.

Constructors/Destructors
	CGPenaltyCq (IpoptNLP ip_nlp, IpoptData ip_data, IpoptCalculatedQuantities *ip_cg)
	Constructor.

virtual	~CGPenaltyCq ()
	Default destructor.

Methods for the Chen-Goldfarb line search
Number	curr_jac_cd_norm (Index nrm_type)
	Compute \|\|delta_c, delta_d\|\|_infty.

Number	curr_scaled_y_Amax ()
	Compute gradient scaling based y->Amax.

Number	curr_added_y_nrm2 ()
	Compute the 2-norm of y plus delta y.

Number	curr_penalty_function ()
	Method for the penalty function at current point.

Number	trial_penalty_function ()
	Method for the penalty function at trial point.

Number	curr_direct_deriv_penalty_function ()
	Method for the directional derivative of the penalty function at current point with current step in delta.

Number	curr_fast_direct_deriv_penalty_function ()
	Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen.

Number	dT_times_barH_times_d ()
	Quality of d^T Aug(H) d.

Number	curr_cg_pert_fact ()
	Method for the current value for the perturbation factor for the Chen-Goldfarb method.

Number	compute_curr_cg_penalty (const Number)
	Method for choose line search penalty parameter.

Number	compute_curr_cg_penalty_scale ()
	Method for choose penalty parameters for scaling the KKT system

Public Member Functions inherited from Ipopt::IpoptAdditionalCq
	IpoptAdditionalCq ()
	Default Constructor.

virtual	~IpoptAdditionalCq ()
	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 (const SmartPtr< RegisteredOptions > &roptions)
	Methods for IpoptType.

Private Member Functions
CGPenaltyData &	CGPenData ()
	Method to easily access CGPenalty data.

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.
	CGPenaltyCq ()
	Default Constructor.

	CGPenaltyCq (const CGPenaltyCq &)
	Copy Constructor.

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

Private Attributes
bool	initialize_called_
	flag indicating if Initialize method has been called (for debugging)

Pointers for easy access to data and NLP information. To
avoid circular references of Smart Pointers, we use a regular pointer here.
IpoptNLP *	ip_nlp_

IpoptData *	ip_data_

IpoptCalculatedQuantities *	ip_cq_

Caches for the Chen-Goldfarb line search
CachedResults< Number >	curr_fast_direct_deriv_penalty_function_cache_

CachedResults< Number >	curr_jac_cd_norm_cache_

CachedResults< Number >	curr_scaled_y_Amax_cache_

CachedResults< Number >	curr_added_y_nrm2_cache_

CachedResults< Number >	curr_penalty_function_cache_
	Cache for the penalty function at current point.

CachedResults< Number >	trial_penalty_function_cache_
	Cache for the penalty function at trial point.

CachedResults< Number >	curr_direct_deriv_penalty_function_cache_
	Cache for the directional derivative of the penalty function at current point with step in delta.

CachedResults< Number >	curr_cg_pert_fact_cache_
	Cache for Chen-Goldfarb perturbation factor.


Number	reference_infeasibility_
	Parameters for penalty method.

Detailed Description

Class for all Chen-Goldfarb penalty method specific calculated quantities.

Definition at line 20 of file IpCGPenaltyCq.hpp.

Constructor & Destructor Documentation

◆ CGPenaltyCq() [1/3]

Ipopt::CGPenaltyCq::CGPenaltyCq	(	IpoptNLP *	ip_nlp,
		IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cg
	)

Constructor.

◆ ~CGPenaltyCq()

virtual Ipopt::CGPenaltyCq::~CGPenaltyCq ( )

virtual

Default destructor.

◆ CGPenaltyCq() [2/3]

Ipopt::CGPenaltyCq::CGPenaltyCq ( )

private

Default Constructor.

◆ CGPenaltyCq() [3/3]

Ipopt::CGPenaltyCq::CGPenaltyCq ( const CGPenaltyCq & )

private

Copy Constructor.

Member Function Documentation

◆ Initialize()

bool Ipopt::CGPenaltyCq::Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

This method must be called to initialize the global algorithmic parameters.

The parameters are taken from the OptionsList object.

Implements Ipopt::IpoptAdditionalCq.

◆ curr_jac_cd_norm()

Number Ipopt::CGPenaltyCq::curr_jac_cd_norm ( Index nrm_type )

Compute ||delta_c, delta_d||_infty.

◆ curr_scaled_y_Amax()

Number Ipopt::CGPenaltyCq::curr_scaled_y_Amax ( )

Compute gradient scaling based y->Amax.

◆ curr_added_y_nrm2()

Number Ipopt::CGPenaltyCq::curr_added_y_nrm2 ( )

Compute the 2-norm of y plus delta y.

◆ curr_penalty_function()

Number Ipopt::CGPenaltyCq::curr_penalty_function ( )

Method for the penalty function at current point.

◆ trial_penalty_function()

Number Ipopt::CGPenaltyCq::trial_penalty_function ( )

Method for the penalty function at trial point.

◆ curr_direct_deriv_penalty_function()

Number Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function ( )

Method for the directional derivative of the penalty function at current point with current step in delta.

◆ curr_fast_direct_deriv_penalty_function()

Number Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function ( )

Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen.

◆ dT_times_barH_times_d()

Number Ipopt::CGPenaltyCq::dT_times_barH_times_d ( )

Quality of d^T Aug(H) d.

◆ curr_cg_pert_fact()

Number Ipopt::CGPenaltyCq::curr_cg_pert_fact ( )

Method for the current value for the perturbation factor for the Chen-Goldfarb method.

The factor is computed as 2-norm of the constraints devided by the current penbalty parameter

◆ compute_curr_cg_penalty()

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty ( const Number )

Method for choose line search penalty parameter.

◆ compute_curr_cg_penalty_scale()

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty_scale ( )

Method for choose penalty parameters for scaling the KKT system

◆ RegisterOptions()

static void Ipopt::CGPenaltyCq::RegisterOptions ( const SmartPtr< RegisteredOptions > & roptions )

static

Methods for IpoptType.

◆ operator=()

void Ipopt::CGPenaltyCq::operator= ( const CGPenaltyCq & )

private

Default Assignment Operator.

◆ CGPenData()

CGPenaltyData & Ipopt::CGPenaltyCq::CGPenData ( )

inlineprivate

Method to easily access CGPenalty data.

Definition at line 129 of file IpCGPenaltyCq.hpp.

Member Data Documentation

◆ ip_nlp_

IpoptNLP* Ipopt::CGPenaltyCq::ip_nlp_

private

Definition at line 123 of file IpCGPenaltyCq.hpp.

◆ ip_data_

IpoptData* Ipopt::CGPenaltyCq::ip_data_

private

Definition at line 124 of file IpCGPenaltyCq.hpp.

◆ ip_cq_

IpoptCalculatedQuantities* Ipopt::CGPenaltyCq::ip_cq_

private

Definition at line 125 of file IpCGPenaltyCq.hpp.

◆ curr_fast_direct_deriv_penalty_function_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function_cache_

private

Definition at line 139 of file IpCGPenaltyCq.hpp.

◆ curr_jac_cd_norm_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_jac_cd_norm_cache_

private

Definition at line 140 of file IpCGPenaltyCq.hpp.

◆ curr_scaled_y_Amax_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_scaled_y_Amax_cache_

private

Definition at line 141 of file IpCGPenaltyCq.hpp.

◆ curr_added_y_nrm2_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_added_y_nrm2_cache_

private

Definition at line 142 of file IpCGPenaltyCq.hpp.

◆ curr_penalty_function_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_penalty_function_cache_

private

Cache for the penalty function at current point.

Definition at line 144 of file IpCGPenaltyCq.hpp.

◆ trial_penalty_function_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::trial_penalty_function_cache_

private

Cache for the penalty function at trial point.

Definition at line 146 of file IpCGPenaltyCq.hpp.

◆ curr_direct_deriv_penalty_function_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function_cache_

private

Cache for the directional derivative of the penalty function at current point with step in delta.

Definition at line 149 of file IpCGPenaltyCq.hpp.

◆ curr_cg_pert_fact_cache_

CachedResults<Number> Ipopt::CGPenaltyCq::curr_cg_pert_fact_cache_

private

Cache for Chen-Goldfarb perturbation factor.

Definition at line 151 of file IpCGPenaltyCq.hpp.

◆ reference_infeasibility_

Number Ipopt::CGPenaltyCq::reference_infeasibility_

private

Parameters for penalty method.

Definition at line 156 of file IpCGPenaltyCq.hpp.

◆ initialize_called_

bool Ipopt::CGPenaltyCq::initialize_called_

private

flag indicating if Initialize method has been called (for debugging)

Definition at line 161 of file IpCGPenaltyCq.hpp.

The documentation for this class was generated from the following file:

src/contrib/CGPenalty/IpCGPenaltyCq.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ CGPenaltyCq() [1/3]

◆ ~CGPenaltyCq()

◆ CGPenaltyCq() [2/3]

◆ CGPenaltyCq() [3/3]

Member Function Documentation

◆ Initialize()

◆ curr_jac_cd_norm()

◆ curr_scaled_y_Amax()

◆ curr_added_y_nrm2()

◆ curr_penalty_function()

◆ trial_penalty_function()

◆ curr_direct_deriv_penalty_function()

◆ curr_fast_direct_deriv_penalty_function()

◆ dT_times_barH_times_d()

◆ curr_cg_pert_fact()

◆ compute_curr_cg_penalty()

◆ compute_curr_cg_penalty_scale()

◆ RegisterOptions()

◆ operator=()

◆ CGPenData()

Member Data Documentation

◆ ip_nlp_

◆ ip_data_

◆ ip_cq_

◆ curr_fast_direct_deriv_penalty_function_cache_

◆ curr_jac_cd_norm_cache_

◆ curr_scaled_y_Amax_cache_

◆ curr_added_y_nrm2_cache_

◆ curr_penalty_function_cache_

◆ trial_penalty_function_cache_

◆ curr_direct_deriv_penalty_function_cache_

◆ curr_cg_pert_fact_cache_

◆ reference_infeasibility_

◆ initialize_called_