Line search acceptor, based on the Chen-Goldfarb penalty function approach. More...

#include <IpCGPenaltyLSAcceptor.hpp>

Inheritance diagram for Ipopt::CGPenaltyLSAcceptor:

Public Member Functions
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.

virtual void	Reset ()
	Reset the acceptor.

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

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

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

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

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

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

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

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

virtual void	StopWatchDog ()
	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 for telling the BacktrackingLineSearch object that the restoration is not needed.

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

Constructors/Destructors
	CGPenaltyLSAcceptor (const SmartPtr< PDSystemSolver > &pd_solver)
	Constructor.

virtual	~CGPenaltyLSAcceptor ()
	Destructor.

Public Member Functions inherited from Ipopt::BacktrackingLSAcceptor
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.

	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.

Static Public Member Functions inherited from Ipopt::BacktrackingLSAcceptor
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for OptionsList.

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

CGPenaltyCq &	CGPenCq ()
	Method to easily access CGPenalty calculated quantities.

bool	IsAcceptableToPiecewisePenalty (Number alpha_primal_test)
	Check if the trial point is acceptable to the piecewise penalty list.

bool	ArmijoHolds (Number alpha_primal_test)
	Check if the trial point is acceptable by the Armijo condition.

bool	CurrentIsBest ()

void	StoreBestPoint ()

bool	RestoreBestPoint ()

bool	MultipliersDiverged ()

char	UpdatePenaltyParameter ()

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.
	CGPenaltyLSAcceptor (const CGPenaltyLSAcceptor &)
	Copy Constructor.

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

Static Private Member Functions
static bool	Compare_le (Number lhs, Number rhs, Number BasVal)
	Check comparison "lhs <= rhs", using machine precision based on BasVal.

Private Attributes
Number	pen_curr_mu_

Number	theta_min_
	Parameters deciding when the piecewise penalty acceptor shall be closed.

bool	accepted_by_Armijo_
	Flag indicating whether the trial point is accepted by the Armijo condition or the PLPF condition.

Number	min_alpha_primal_
	Minimal step size that triggers non-monotone method.

Index	max_soc_
	Maximal number of second order correction steps.

Number	kappa_soc_
	Required reduction in constraint violation before trying multiple second order correction steps \( \kappa_{soc}\).

Index	counter_first_type_penalty_updates_
	Counter for increases of penalty parameter.

Index	counter_second_type_penalty_updates_

Number	curr_eta_
	eta parameter

Index	ls_counter_
	counter for cut backs in the line search

Number	best_KKT_error_
	Record the lease KKT error found so far.

SmartPtr< const IteratesVector >	best_iterate_
	Store the iterate with best KKT error found so far.

Number	mult_diverg_feasibility_tol_
	Check if the multpliers are diverging.

Number	mult_diverg_y_tol_

bool	never_use_piecewise_penalty_ls_
	Flag for whether or not use piecewise penalty line search.

PiecewisePenalty	PiecewisePenalty_
	piecewise penalty list

bool	reset_piecewise_penalty_
	Flag indicating whether PiecewisePenalty has to be initialized.

Index	jump_for_tiny_step_

Parameters for the penalty function algorithm.
Number	eta_penalty_
	Relaxation factor in the Armijo condition for the penalty function.

Number	penalty_update_infeasibility_tol_
	Tolerance for infeasibility part in penalty parameter update rule.

Number	eta_min_
	Minimal tolerance for step part in penalty parameter update rule.

Number	penalty_update_compl_tol_
	Tolerance for complementarity part in penalty parameter update rule.

Number	chi_hat_

Number	chi_tilde_

Number	chi_cup_

Number	gamma_hat_

Number	gamma_tilde_

Number	penalty_max_

Number	epsilon_c_

Number	piecewisepenalty_gamma_obj_
	Parameters for piecewise penalty acceptor.

Number	piecewisepenalty_gamma_infeasi_

Number	pen_theta_max_
	Upper bound on infeasibility.

Number	pen_theta_max_fact_


Number	reference_theta_
	Initial constraint violation.

Information related to watchdog procedure
Number	reference_penalty_function_
	Penalty function at the point with respect to which progress is to be made.

Number	reference_direct_deriv_penalty_function_
	Directional derivative of penalty function at the point with respect to which progress is to be made.

Number	reference_curr_direct_f_nrm_

Number	watchdog_penalty_function_
	Penalty function at the point with respect to which progress is to be made (at watchdog point)

Number	watchdog_direct_deriv_penalty_function_
	Directional derivative of penalty function at the point with respect to which progress is to be made (at watchdog point)

SmartPtr< const IteratesVector >	watchdog_delta_cgpen_
	Backup for the Chen-Goldfarb search direction (needed in the update rule for the penalty parameter.

Strategy objective that are used
SmartPtr< PDSystemSolver >	pd_solver_

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

Line search acceptor, based on the Chen-Goldfarb penalty function approach.

Definition at line 21 of file IpCGPenaltyLSAcceptor.hpp.

Constructor & Destructor Documentation

◆ CGPenaltyLSAcceptor() [1/2]

Ipopt::CGPenaltyLSAcceptor::CGPenaltyLSAcceptor ( const SmartPtr< PDSystemSolver > & pd_solver )

Constructor.

The PDSystemSolver object only needs to be provided (i.e. not NULL) if second order correction or corrector steps are to be used.

◆ ~CGPenaltyLSAcceptor()

virtual Ipopt::CGPenaltyLSAcceptor::~CGPenaltyLSAcceptor ( )

virtual

Destructor.

◆ CGPenaltyLSAcceptor() [2/2]

Ipopt::CGPenaltyLSAcceptor::CGPenaltyLSAcceptor ( const CGPenaltyLSAcceptor & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

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

Implements Ipopt::BacktrackingLSAcceptor.

◆ Reset()

virtual void Ipopt::CGPenaltyLSAcceptor::Reset ( )

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.

Implements Ipopt::BacktrackingLSAcceptor.

◆ InitThisLineSearch()

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

virtual

Initialization for the next line search.

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

Implements Ipopt::BacktrackingLSAcceptor.

◆ PrepareRestoPhaseStart()

virtual void Ipopt::CGPenaltyLSAcceptor::PrepareRestoPhaseStart ( )

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.

Implements Ipopt::BacktrackingLSAcceptor.

◆ CalculateAlphaMin()

virtual Number Ipopt::CGPenaltyLSAcceptor::CalculateAlphaMin ( )

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 swtiches to the (soft) restoration phase.

Implements Ipopt::BacktrackingLSAcceptor.

◆ CheckAcceptabilityOfTrialPoint()

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

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.

Implements Ipopt::BacktrackingLSAcceptor.

◆ TrySecondOrderCorrection()

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

virtual

Try a second order correction for the constraints.

If the first trial step (with incoming alpha_primal) has been reject, this tries up to max_soc_ second order corrections for the constraints. Here, alpha_primal_test is the step size that has to be used in the merit function 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.

Implements Ipopt::BacktrackingLSAcceptor.

◆ TryCorrector()

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

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.

Implements Ipopt::BacktrackingLSAcceptor.

◆ UpdateForNextIteration()

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

virtual

Method for ending the current line search.

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

Implements Ipopt::BacktrackingLSAcceptor.

◆ StartWatchDog()

virtual void Ipopt::CGPenaltyLSAcceptor::StartWatchDog ( )

virtual

Method for setting internal data if the watchdog procedure is started.

Implements Ipopt::BacktrackingLSAcceptor.

◆ StopWatchDog()

virtual void Ipopt::CGPenaltyLSAcceptor::StopWatchDog ( )

virtual

Method for setting internal data if the watchdog procedure is stopped.

Implements Ipopt::BacktrackingLSAcceptor.

◆ RestoredIterate()

virtual bool Ipopt::CGPenaltyLSAcceptor::RestoredIterate ( )

virtual

Method for telling the BacktrackingLineSearch object that a previous iterate has been restored.

Reimplemented from Ipopt::BacktrackingLSAcceptor.

◆ NeverRestorationPhase()

virtual bool Ipopt::CGPenaltyLSAcceptor::NeverRestorationPhase ( )

virtual

Method for telling the BacktrackingLineSearch object that the restoration is not needed.

Reimplemented from Ipopt::BacktrackingLSAcceptor.

◆ DoFallback()

virtual bool Ipopt::CGPenaltyLSAcceptor::DoFallback ( )

virtual

Method for doing a fallback approach in case no search direction could be computed.

Returns: false, if no such fall back option is available

Reimplemented from Ipopt::BacktrackingLSAcceptor.

◆ RegisterOptions()

static void Ipopt::CGPenaltyLSAcceptor::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

Methods for OptionsList.

◆ operator=()

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

private

Default Assignment Operator.

◆ CGPenData()

CGPenaltyData & Ipopt::CGPenaltyLSAcceptor::CGPenData ( )

inlineprivate

Method to easily access CGPenalty data.

Definition at line 184 of file IpCGPenaltyLSAcceptor.hpp.

◆ CGPenCq()

CGPenaltyCq & Ipopt::CGPenaltyLSAcceptor::CGPenCq ( )

inlineprivate

Method to easily access CGPenalty calculated quantities.

Definition at line 192 of file IpCGPenaltyLSAcceptor.hpp.

◆ IsAcceptableToPiecewisePenalty()

bool Ipopt::CGPenaltyLSAcceptor::IsAcceptableToPiecewisePenalty ( Number alpha_primal_test )

private

Check if the trial point is acceptable to the piecewise penalty list.

◆ ArmijoHolds()

bool Ipopt::CGPenaltyLSAcceptor::ArmijoHolds ( Number alpha_primal_test )

private

Check if the trial point is acceptable by the Armijo condition.

◆ Compare_le()

static bool Ipopt::CGPenaltyLSAcceptor::Compare_le	(	Number	lhs,
		Number	rhs,
		Number	BasVal
	)

staticprivate

Check comparison "lhs <= rhs", using machine precision based on BasVal.

◆ CurrentIsBest()

bool Ipopt::CGPenaltyLSAcceptor::CurrentIsBest ( )

private

◆ StoreBestPoint()

void Ipopt::CGPenaltyLSAcceptor::StoreBestPoint ( )

private

◆ RestoreBestPoint()

bool Ipopt::CGPenaltyLSAcceptor::RestoreBestPoint ( )

private

◆ MultipliersDiverged()

bool Ipopt::CGPenaltyLSAcceptor::MultipliersDiverged ( )

private

◆ UpdatePenaltyParameter()

char Ipopt::CGPenaltyLSAcceptor::UpdatePenaltyParameter ( )

private

Member Data Documentation

◆ eta_penalty_

Number Ipopt::CGPenaltyLSAcceptor::eta_penalty_

private

Relaxation factor in the Armijo condition for the penalty function.

Definition at line 226 of file IpCGPenaltyLSAcceptor.hpp.

◆ penalty_update_infeasibility_tol_

Number Ipopt::CGPenaltyLSAcceptor::penalty_update_infeasibility_tol_

private

Tolerance for infeasibility part in penalty parameter update rule.

Definition at line 229 of file IpCGPenaltyLSAcceptor.hpp.

◆ eta_min_

Number Ipopt::CGPenaltyLSAcceptor::eta_min_

private

Minimal tolerance for step part in penalty parameter update rule.

Definition at line 232 of file IpCGPenaltyLSAcceptor.hpp.

◆ penalty_update_compl_tol_

Number Ipopt::CGPenaltyLSAcceptor::penalty_update_compl_tol_

private

Tolerance for complementarity part in penalty parameter update rule.

Definition at line 235 of file IpCGPenaltyLSAcceptor.hpp.

◆ chi_hat_

Number Ipopt::CGPenaltyLSAcceptor::chi_hat_

private

Definition at line 236 of file IpCGPenaltyLSAcceptor.hpp.

◆ chi_tilde_

Number Ipopt::CGPenaltyLSAcceptor::chi_tilde_

private

Definition at line 237 of file IpCGPenaltyLSAcceptor.hpp.

◆ chi_cup_

Number Ipopt::CGPenaltyLSAcceptor::chi_cup_

private

Definition at line 238 of file IpCGPenaltyLSAcceptor.hpp.

◆ gamma_hat_

Number Ipopt::CGPenaltyLSAcceptor::gamma_hat_

private

Definition at line 239 of file IpCGPenaltyLSAcceptor.hpp.

◆ gamma_tilde_

Number Ipopt::CGPenaltyLSAcceptor::gamma_tilde_

private

Definition at line 240 of file IpCGPenaltyLSAcceptor.hpp.

◆ penalty_max_

Number Ipopt::CGPenaltyLSAcceptor::penalty_max_

private

Definition at line 241 of file IpCGPenaltyLSAcceptor.hpp.

◆ epsilon_c_

Number Ipopt::CGPenaltyLSAcceptor::epsilon_c_

private

Definition at line 242 of file IpCGPenaltyLSAcceptor.hpp.

◆ piecewisepenalty_gamma_obj_

Number Ipopt::CGPenaltyLSAcceptor::piecewisepenalty_gamma_obj_

private

Parameters for piecewise penalty acceptor.

Definition at line 244 of file IpCGPenaltyLSAcceptor.hpp.

◆ piecewisepenalty_gamma_infeasi_

Number Ipopt::CGPenaltyLSAcceptor::piecewisepenalty_gamma_infeasi_

private

Definition at line 245 of file IpCGPenaltyLSAcceptor.hpp.

◆ pen_theta_max_

Number Ipopt::CGPenaltyLSAcceptor::pen_theta_max_

private

Upper bound on infeasibility.

Definition at line 248 of file IpCGPenaltyLSAcceptor.hpp.

◆ pen_theta_max_fact_

Number Ipopt::CGPenaltyLSAcceptor::pen_theta_max_fact_

private

Definition at line 249 of file IpCGPenaltyLSAcceptor.hpp.

◆ pen_curr_mu_

Number Ipopt::CGPenaltyLSAcceptor::pen_curr_mu_

private

Definition at line 252 of file IpCGPenaltyLSAcceptor.hpp.

◆ theta_min_

Number Ipopt::CGPenaltyLSAcceptor::theta_min_

private

Parameters deciding when the piecewise penalty acceptor shall be closed.

Definition at line 255 of file IpCGPenaltyLSAcceptor.hpp.

◆ accepted_by_Armijo_

bool Ipopt::CGPenaltyLSAcceptor::accepted_by_Armijo_

private

Flag indicating whether the trial point is accepted by the Armijo condition or the PLPF condition.

Definition at line 260 of file IpCGPenaltyLSAcceptor.hpp.

◆ min_alpha_primal_

Number Ipopt::CGPenaltyLSAcceptor::min_alpha_primal_

private

Minimal step size that triggers non-monotone method.

Definition at line 263 of file IpCGPenaltyLSAcceptor.hpp.

◆ reference_theta_

Number Ipopt::CGPenaltyLSAcceptor::reference_theta_

private

Initial constraint violation.

Definition at line 267 of file IpCGPenaltyLSAcceptor.hpp.

◆ max_soc_

Index Ipopt::CGPenaltyLSAcceptor::max_soc_

private

Maximal number of second order correction steps.

Definition at line 270 of file IpCGPenaltyLSAcceptor.hpp.

◆ kappa_soc_

Number Ipopt::CGPenaltyLSAcceptor::kappa_soc_

private

Required reduction in constraint violation before trying multiple second order correction steps \( \kappa_{soc}\).

Definition at line 274 of file IpCGPenaltyLSAcceptor.hpp.

◆ counter_first_type_penalty_updates_

Index Ipopt::CGPenaltyLSAcceptor::counter_first_type_penalty_updates_

private

Counter for increases of penalty parameter.

Definition at line 277 of file IpCGPenaltyLSAcceptor.hpp.

◆ counter_second_type_penalty_updates_

Index Ipopt::CGPenaltyLSAcceptor::counter_second_type_penalty_updates_

private

Definition at line 278 of file IpCGPenaltyLSAcceptor.hpp.

◆ curr_eta_

Number Ipopt::CGPenaltyLSAcceptor::curr_eta_

private

eta parameter

Definition at line 280 of file IpCGPenaltyLSAcceptor.hpp.

◆ ls_counter_

Index Ipopt::CGPenaltyLSAcceptor::ls_counter_

private

counter for cut backs in the line search

Definition at line 283 of file IpCGPenaltyLSAcceptor.hpp.

◆ best_KKT_error_

Number Ipopt::CGPenaltyLSAcceptor::best_KKT_error_

private

Record the lease KKT error found so far.

Definition at line 285 of file IpCGPenaltyLSAcceptor.hpp.

◆ best_iterate_

SmartPtr<const IteratesVector> Ipopt::CGPenaltyLSAcceptor::best_iterate_

private

Store the iterate with best KKT error found so far.

Definition at line 287 of file IpCGPenaltyLSAcceptor.hpp.

◆ mult_diverg_feasibility_tol_

Number Ipopt::CGPenaltyLSAcceptor::mult_diverg_feasibility_tol_

private

Check if the multpliers are diverging.

Definition at line 289 of file IpCGPenaltyLSAcceptor.hpp.

◆ mult_diverg_y_tol_

Number Ipopt::CGPenaltyLSAcceptor::mult_diverg_y_tol_

private

Definition at line 290 of file IpCGPenaltyLSAcceptor.hpp.

◆ reference_penalty_function_

Number Ipopt::CGPenaltyLSAcceptor::reference_penalty_function_

private

Penalty function at the point with respect to which progress is to be made.

Definition at line 296 of file IpCGPenaltyLSAcceptor.hpp.

◆ reference_direct_deriv_penalty_function_

Number Ipopt::CGPenaltyLSAcceptor::reference_direct_deriv_penalty_function_

private

Directional derivative of penalty function at the point with respect to which progress is to be made.

Definition at line 299 of file IpCGPenaltyLSAcceptor.hpp.

◆ reference_curr_direct_f_nrm_

Number Ipopt::CGPenaltyLSAcceptor::reference_curr_direct_f_nrm_

private

Definition at line 300 of file IpCGPenaltyLSAcceptor.hpp.

◆ watchdog_penalty_function_

Number Ipopt::CGPenaltyLSAcceptor::watchdog_penalty_function_

private

Penalty function at the point with respect to which progress is to be made (at watchdog point)

Definition at line 303 of file IpCGPenaltyLSAcceptor.hpp.

◆ watchdog_direct_deriv_penalty_function_

Number Ipopt::CGPenaltyLSAcceptor::watchdog_direct_deriv_penalty_function_

private

Directional derivative of penalty function at the point with respect to which progress is to be made (at watchdog point)

Definition at line 306 of file IpCGPenaltyLSAcceptor.hpp.

◆ watchdog_delta_cgpen_

SmartPtr<const IteratesVector> Ipopt::CGPenaltyLSAcceptor::watchdog_delta_cgpen_

private

Backup for the Chen-Goldfarb search direction (needed in the update rule for the penalty parameter.

Definition at line 309 of file IpCGPenaltyLSAcceptor.hpp.

◆ never_use_piecewise_penalty_ls_

bool Ipopt::CGPenaltyLSAcceptor::never_use_piecewise_penalty_ls_

private

Flag for whether or not use piecewise penalty line search.

Definition at line 312 of file IpCGPenaltyLSAcceptor.hpp.

◆ PiecewisePenalty_

PiecewisePenalty Ipopt::CGPenaltyLSAcceptor::PiecewisePenalty_

private

piecewise penalty list

Definition at line 314 of file IpCGPenaltyLSAcceptor.hpp.

◆ reset_piecewise_penalty_

bool Ipopt::CGPenaltyLSAcceptor::reset_piecewise_penalty_

private

Flag indicating whether PiecewisePenalty has to be initialized.

Definition at line 316 of file IpCGPenaltyLSAcceptor.hpp.

◆ jump_for_tiny_step_

Index Ipopt::CGPenaltyLSAcceptor::jump_for_tiny_step_

private

Definition at line 318 of file IpCGPenaltyLSAcceptor.hpp.

◆ pd_solver_

SmartPtr<PDSystemSolver> Ipopt::CGPenaltyLSAcceptor::pd_solver_

private

Definition at line 322 of file IpCGPenaltyLSAcceptor.hpp.

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

src/contrib/CGPenalty/IpCGPenaltyLSAcceptor.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Static Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CGPenaltyLSAcceptor() [1/2]

◆ ~CGPenaltyLSAcceptor()

◆ CGPenaltyLSAcceptor() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ Reset()

◆ InitThisLineSearch()

◆ PrepareRestoPhaseStart()

◆ CalculateAlphaMin()

◆ CheckAcceptabilityOfTrialPoint()

◆ TrySecondOrderCorrection()

◆ TryCorrector()

◆ UpdateForNextIteration()

◆ StartWatchDog()

◆ StopWatchDog()

◆ RestoredIterate()

◆ NeverRestorationPhase()

◆ DoFallback()

◆ RegisterOptions()

◆ operator=()

◆ CGPenData()

◆ CGPenCq()

◆ IsAcceptableToPiecewisePenalty()

◆ ArmijoHolds()

◆ Compare_le()

◆ CurrentIsBest()

◆ StoreBestPoint()

◆ RestoreBestPoint()

◆ MultipliersDiverged()

◆ UpdatePenaltyParameter()

Member Data Documentation

◆ eta_penalty_

◆ penalty_update_infeasibility_tol_

◆ eta_min_

◆ penalty_update_compl_tol_

◆ chi_hat_

◆ chi_tilde_

◆ chi_cup_

◆ gamma_hat_

◆ gamma_tilde_

◆ penalty_max_

◆ epsilon_c_

◆ piecewisepenalty_gamma_obj_

◆ piecewisepenalty_gamma_infeasi_

◆ pen_theta_max_

◆ pen_theta_max_fact_

◆ pen_curr_mu_

◆ theta_min_

◆ accepted_by_Armijo_

◆ min_alpha_primal_

◆ reference_theta_

◆ max_soc_

◆ kappa_soc_

◆ counter_first_type_penalty_updates_

◆ counter_second_type_penalty_updates_

◆ curr_eta_

◆ ls_counter_

◆ best_KKT_error_

◆ best_iterate_

◆ mult_diverg_feasibility_tol_

◆ mult_diverg_y_tol_

◆ reference_penalty_function_

◆ reference_direct_deriv_penalty_function_

◆ reference_curr_direct_f_nrm_

◆ watchdog_penalty_function_

◆ watchdog_direct_deriv_penalty_function_

◆ watchdog_delta_cgpen_

◆ never_use_piecewise_penalty_ls_

◆ PiecewisePenalty_

◆ reset_piecewise_penalty_

◆ jump_for_tiny_step_

◆ pd_solver_