Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More...

#include <IpCGPenaltyData.hpp>

Inheritance diagram for Ipopt::CGPenaltyData:

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.

bool	InitializeDataStructures ()
	Initialize Data Structures.

SmartPtr< const IteratesVector >	delta_cgpen () const
	Delta for the Chen-Goldfarb search direction.

void	set_delta_cgpen (SmartPtr< IteratesVector > &delta_pen)
	Set the delta_cgpen.

void	set_delta_cgpen (SmartPtr< const IteratesVector > &delta_pen)
	Set the delta_cgpen.

SmartPtr< const IteratesVector >	delta_cgfast () const
	Delta for the fast Chen-Goldfarb search direction.

void	set_delta_cgfast (SmartPtr< IteratesVector > &delta_fast)
	Set the delta_cgfast.

Number	CurrPenaltyPert ()

void	SetCurrPenaltyPert (Number curr_penalty_pert)

void	SetNeverTryPureNewton (bool never_try_pure_Newton)

Index	NeverTryPureNewton ()

Index	restor_iter ()

void	SetRestorIter (Index restor_iter)

Number	restor_counter ()

void	SetRestorCounter (Number restor_counter)

void	SetPrimalStepSize (Number max_alpha_x)

Number	PrimalStepSize ()

Number	curr_penalty () const

void	Set_penalty (Number penalty)

void	SetPenaltyUninitialized ()

bool	PenaltyInitialized () const

Number	curr_kkt_penalty () const

void	Set_kkt_penalty (Number kkt_penalty)

void	SetKKTPenaltyUninitialized ()

bool	KKTPenaltyInitialized () const

Constructors/Destructors
	CGPenaltyData ()
	Constructor.

	~CGPenaltyData ()
	Destructor.

Chen-Goldfarb step2.
Those fields can be used to store directions related to the Chen-Goldfarb algorithm
bool	HaveCgPenDeltas () const

void	SetHaveCgPenDeltas (bool have_cgpen_deltas)

bool	HaveCgFastDeltas () const

void	SetHaveCgFastDeltas (bool have_cgfast_deltas)

Public Methods for updating iterates
void	AcceptTrialPoint ()
	Set the current iterate values from the trial values.

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

virtual	~IpoptAdditionalData ()
	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

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.
	CGPenaltyData (const CGPenaltyData &)
	Copy Constructor.

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

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

Pure Chen-Goldfarb step for the penalty function.
This used to transfer the information about the step from the computation of the overall search direction to the line search.
SmartPtr< const IteratesVector >	delta_cgpen_

bool	have_cgpen_deltas_
	The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.

Fast Chen-Goldfarb step for the penalty function.
This used to transfer the information about the step from the computation of the overall search direction to the line search.
SmartPtr< const IteratesVector >	delta_cgfast_

bool	have_cgfast_deltas_
	The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.

penalty method
bool	never_try_pure_Newton_
	Flag indicating whether the pure Newton method is used.

Index	restor_iter_
	The iteration at which pure Newton method is given up.

Number	restor_counter_

penalty parameters
Number	curr_penalty_

bool	penalty_initialized_

Number	curr_kkt_penalty_

bool	kkt_penalty_initialized_

Number	curr_penalty_pert_

Number	max_alpha_x_

Detailed Description

Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.

Definition at line 21 of file IpCGPenaltyData.hpp.

Constructor & Destructor Documentation

◆ CGPenaltyData() [1/2]

Ipopt::CGPenaltyData::CGPenaltyData ( )

Constructor.

◆ ~CGPenaltyData()

Ipopt::CGPenaltyData::~CGPenaltyData ( )

Destructor.

◆ CGPenaltyData() [2/2]

Ipopt::CGPenaltyData::CGPenaltyData ( const CGPenaltyData & )

private

Copy Constructor.

Member Function Documentation

◆ Initialize()

bool Ipopt::CGPenaltyData::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::IpoptAdditionalData.

◆ InitializeDataStructures()

bool Ipopt::CGPenaltyData::InitializeDataStructures ( )

virtual

Initialize Data Structures.

Implements Ipopt::IpoptAdditionalData.

◆ delta_cgpen()

SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgpen ( ) const

inline

Delta for the Chen-Goldfarb search direction.

Definition at line 321 of file IpCGPenaltyData.hpp.

◆ set_delta_cgpen() [1/2]

void Ipopt::CGPenaltyData::set_delta_cgpen ( SmartPtr< IteratesVector > & delta_pen )

inline

Set the delta_cgpen.

Like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.

Definition at line 336 of file IpCGPenaltyData.hpp.

◆ set_delta_cgpen() [2/2]

void Ipopt::CGPenaltyData::set_delta_cgpen ( SmartPtr< const IteratesVector > & delta_pen )

inline

Set the delta_cgpen.

Like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. This is the version that is happy with a pointer to const IteratesVector.

Definition at line 359 of file IpCGPenaltyData.hpp.

◆ delta_cgfast()

SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgfast ( ) const

inline

Delta for the fast Chen-Goldfarb search direction.

Definition at line 328 of file IpCGPenaltyData.hpp.

◆ set_delta_cgfast()

void Ipopt::CGPenaltyData::set_delta_cgfast ( SmartPtr< IteratesVector > & delta_fast )

inline

Set the delta_cgfast.

Like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.

Definition at line 382 of file IpCGPenaltyData.hpp.

◆ HaveCgPenDeltas()

bool Ipopt::CGPenaltyData::HaveCgPenDeltas ( ) const

inline

Definition at line 90 of file IpCGPenaltyData.hpp.

◆ SetHaveCgPenDeltas()

void Ipopt::CGPenaltyData::SetHaveCgPenDeltas ( bool have_cgpen_deltas )

inline

Definition at line 95 of file IpCGPenaltyData.hpp.

◆ HaveCgFastDeltas()

bool Ipopt::CGPenaltyData::HaveCgFastDeltas ( ) const

inline

Definition at line 102 of file IpCGPenaltyData.hpp.

◆ SetHaveCgFastDeltas()

void Ipopt::CGPenaltyData::SetHaveCgFastDeltas ( bool have_cgfast_deltas )

inline

Definition at line 107 of file IpCGPenaltyData.hpp.

◆ AcceptTrialPoint()

void Ipopt::CGPenaltyData::AcceptTrialPoint ( )

virtual

Set the current iterate values from the trial values.

Implements Ipopt::IpoptAdditionalData.

◆ CurrPenaltyPert()

Number Ipopt::CGPenaltyData::CurrPenaltyPert ( )

inline

Definition at line 121 of file IpCGPenaltyData.hpp.

◆ SetCurrPenaltyPert()

void Ipopt::CGPenaltyData::SetCurrPenaltyPert ( Number curr_penalty_pert )

inline

Definition at line 126 of file IpCGPenaltyData.hpp.

◆ SetNeverTryPureNewton()

void Ipopt::CGPenaltyData::SetNeverTryPureNewton ( bool never_try_pure_Newton )

inline

Definition at line 132 of file IpCGPenaltyData.hpp.

◆ NeverTryPureNewton()

Index Ipopt::CGPenaltyData::NeverTryPureNewton ( )

inline

Definition at line 139 of file IpCGPenaltyData.hpp.

◆ restor_iter()

Index Ipopt::CGPenaltyData::restor_iter ( )

inline

Definition at line 144 of file IpCGPenaltyData.hpp.

◆ SetRestorIter()

void Ipopt::CGPenaltyData::SetRestorIter ( Index restor_iter )

inline

Definition at line 149 of file IpCGPenaltyData.hpp.

◆ restor_counter()

Number Ipopt::CGPenaltyData::restor_counter ( )

inline

Definition at line 156 of file IpCGPenaltyData.hpp.

◆ SetRestorCounter()

void Ipopt::CGPenaltyData::SetRestorCounter ( Number restor_counter )

inline

Definition at line 161 of file IpCGPenaltyData.hpp.

◆ SetPrimalStepSize()

void Ipopt::CGPenaltyData::SetPrimalStepSize ( Number max_alpha_x )

inline

Definition at line 168 of file IpCGPenaltyData.hpp.

◆ PrimalStepSize()

Number Ipopt::CGPenaltyData::PrimalStepSize ( )

inline

Definition at line 175 of file IpCGPenaltyData.hpp.

◆ curr_penalty()

Number Ipopt::CGPenaltyData::curr_penalty ( ) const

inline

Definition at line 180 of file IpCGPenaltyData.hpp.

◆ Set_penalty()

void Ipopt::CGPenaltyData::Set_penalty ( Number penalty )

inline

Definition at line 186 of file IpCGPenaltyData.hpp.

◆ SetPenaltyUninitialized()

void Ipopt::CGPenaltyData::SetPenaltyUninitialized ( )

inline

Definition at line 194 of file IpCGPenaltyData.hpp.

◆ PenaltyInitialized()

bool Ipopt::CGPenaltyData::PenaltyInitialized ( ) const

inline

Definition at line 199 of file IpCGPenaltyData.hpp.

◆ curr_kkt_penalty()

Number Ipopt::CGPenaltyData::curr_kkt_penalty ( ) const

inline

Definition at line 204 of file IpCGPenaltyData.hpp.

◆ Set_kkt_penalty()

void Ipopt::CGPenaltyData::Set_kkt_penalty ( Number kkt_penalty )

inline

Definition at line 210 of file IpCGPenaltyData.hpp.

◆ SetKKTPenaltyUninitialized()

void Ipopt::CGPenaltyData::SetKKTPenaltyUninitialized ( )

inline

Definition at line 218 of file IpCGPenaltyData.hpp.

◆ KKTPenaltyInitialized()

bool Ipopt::CGPenaltyData::KKTPenaltyInitialized ( ) const

inline

Definition at line 223 of file IpCGPenaltyData.hpp.

◆ operator=()

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

private

Default Assignment Operator.

Member Data Documentation

◆ delta_cgpen_

SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgpen_

private

Definition at line 237 of file IpCGPenaltyData.hpp.

◆ have_cgpen_deltas_

bool Ipopt::CGPenaltyData::have_cgpen_deltas_

private

The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.

This flag is reset when the AcceptTrialPoint method is called.

Definition at line 244 of file IpCGPenaltyData.hpp.

◆ delta_cgfast_

SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgfast_

private

Definition at line 254 of file IpCGPenaltyData.hpp.

◆ have_cgfast_deltas_

bool Ipopt::CGPenaltyData::have_cgfast_deltas_

private

The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.

This flag is reset when the AcceptTrialPoint method is called.

Definition at line 262 of file IpCGPenaltyData.hpp.

◆ never_try_pure_Newton_

bool Ipopt::CGPenaltyData::never_try_pure_Newton_

private

Flag indicating whether the pure Newton method is used.

Definition at line 268 of file IpCGPenaltyData.hpp.

◆ restor_iter_

Index Ipopt::CGPenaltyData::restor_iter_

private

The iteration at which pure Newton method is given up.

Definition at line 271 of file IpCGPenaltyData.hpp.

◆ restor_counter_

Number Ipopt::CGPenaltyData::restor_counter_

private

Definition at line 272 of file IpCGPenaltyData.hpp.

◆ curr_penalty_

Number Ipopt::CGPenaltyData::curr_penalty_

private

Definition at line 275 of file IpCGPenaltyData.hpp.

◆ penalty_initialized_

bool Ipopt::CGPenaltyData::penalty_initialized_

private

Definition at line 276 of file IpCGPenaltyData.hpp.

◆ curr_kkt_penalty_

Number Ipopt::CGPenaltyData::curr_kkt_penalty_

private

Definition at line 277 of file IpCGPenaltyData.hpp.

◆ kkt_penalty_initialized_

bool Ipopt::CGPenaltyData::kkt_penalty_initialized_

private

Definition at line 278 of file IpCGPenaltyData.hpp.

◆ curr_penalty_pert_

Number Ipopt::CGPenaltyData::curr_penalty_pert_

private

Definition at line 279 of file IpCGPenaltyData.hpp.

◆ max_alpha_x_

Number Ipopt::CGPenaltyData::max_alpha_x_

private

Definition at line 280 of file IpCGPenaltyData.hpp.

◆ initialize_called_

bool Ipopt::CGPenaltyData::initialize_called_

private

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

Definition at line 284 of file IpCGPenaltyData.hpp.

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

src/contrib/CGPenalty/IpCGPenaltyData.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ CGPenaltyData() [1/2]

◆ ~CGPenaltyData()

◆ CGPenaltyData() [2/2]

Member Function Documentation

◆ Initialize()

◆ InitializeDataStructures()

◆ delta_cgpen()

◆ set_delta_cgpen() [1/2]

◆ set_delta_cgpen() [2/2]

◆ delta_cgfast()

◆ set_delta_cgfast()

◆ HaveCgPenDeltas()

◆ SetHaveCgPenDeltas()

◆ HaveCgFastDeltas()

◆ SetHaveCgFastDeltas()

◆ AcceptTrialPoint()

◆ CurrPenaltyPert()

◆ SetCurrPenaltyPert()

◆ SetNeverTryPureNewton()

◆ NeverTryPureNewton()

◆ restor_iter()

◆ SetRestorIter()

◆ restor_counter()

◆ SetRestorCounter()

◆ SetPrimalStepSize()

◆ PrimalStepSize()

◆ curr_penalty()

◆ Set_penalty()

◆ SetPenaltyUninitialized()

◆ PenaltyInitialized()

◆ curr_kkt_penalty()

◆ Set_kkt_penalty()

◆ SetKKTPenaltyUninitialized()

◆ KKTPenaltyInitialized()

◆ operator=()

Member Data Documentation

◆ delta_cgpen_

◆ have_cgpen_deltas_

◆ delta_cgfast_

◆ have_cgfast_deltas_

◆ never_try_pure_Newton_

◆ restor_iter_

◆ restor_counter_

◆ curr_penalty_

◆ penalty_initialized_

◆ curr_kkt_penalty_

◆ kkt_penalty_initialized_

◆ curr_penalty_pert_

◆ max_alpha_x_

◆ initialize_called_