Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More...

#include <IpCGPerturbationHandler.hpp>

Inheritance diagram for Ipopt::CGPerturbationHandler:

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.

bool	ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method must be called for each new matrix, and before any other method for generating perturbation factors.

bool	PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix.

Constructors/Destructors
	CGPerturbationHandler ()
	Default Constructor.

virtual	~CGPerturbationHandler ()
	Destructor.

Public Member Functions inherited from Ipopt::PDPerturbationHandler
virtual bool	PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns perturbation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.

virtual void	CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Just return the perturbation values that have been determined most recently.

	PDPerturbationHandler ()
	Default Constructor.

virtual	~PDPerturbationHandler ()
	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)

Static Public Member Functions inherited from Ipopt::PDPerturbationHandler
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)

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

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

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.
	CGPerturbationHandler (const CGPerturbationHandler &)
	Copy Constructor.

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

Private Attributes
Number	penalty_max_
	The max reference value for scaling the penalty parameter.

Number	mult_diverg_feasibility_tol_
	Feasibility for perturbation in pure Newton method.

Additional Inherited Members
Protected Types inherited from Ipopt::PDPerturbationHandler
enum	DegenType { NOT_YET_DETERMINED , NOT_DEGENERATE , DEGENERATE }
	Type for degeneracy flags. More...

enum	TrialStatus { NO_TEST , TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 , TEST_DELTA_C_GT_0_DELTA_X_EQ_0 , TEST_DELTA_C_EQ_0_DELTA_X_GT_0 , TEST_DELTA_C_GT_0_DELTA_X_GT_0 }
	Status of current trial configuration. More...

Protected Member Functions inherited from Ipopt::PDPerturbationHandler
	PDPerturbationHandler (const PDPerturbationHandler &)
	Copy Constructor.

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

bool	get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.

void	finalize_test ()
	This method is call whenever a matrix had been factorization and is not singular.

Number	delta_cd ()
	Compute perturbation value for constraints.

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

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () const

bool	HaveIpData () const

Protected Attributes inherited from Ipopt::PDPerturbationHandler
bool	get_deltas_for_wrong_inertia_called_
	Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.

Number	delta_x_last_
	The last nonzero value for delta_x.

Number	delta_s_last_
	The last nonzero value for delta_s.

Number	delta_c_last_
	The last nonzero value for delta_c.

Number	delta_d_last_
	The last nonzero value for delta_d.

Number	delta_x_curr_
	The current value for delta_x.

Number	delta_s_curr_
	The current value for delta_s.

Number	delta_c_curr_
	The current value for delta_c.

Number	delta_d_curr_
	The current value for delta_d.

Number	delta_xs_max_
	Maximal perturbation for x and s.

Number	delta_xs_min_
	Smallest possible perturbation for x and s.

Number	delta_xs_first_inc_fact_
	Increase factor for delta_xs for first required perturbation.

Number	delta_xs_inc_fact_
	Increase factor for delta_xs for later perturbations.

Number	delta_xs_dec_fact_
	Decrease factor for delta_xs for later perturbations.

Number	delta_xs_init_
	Very first trial value for delta_xs perturbation.

Number	delta_cd_val_
	Size of perturbation for c and d blocks.

Number	delta_cd_exp_
	Exponent on mu in formula for of perturbation for c and d blocks.

bool	reset_last_
	Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.

Index	degen_iters_max_
	Required number of iterations for degeneracy conclusions.

bool	perturb_always_cd_
	Flag indicating that the delta_c, delta_d perturbation should always be used.

DegenType	hess_degenerate_
	Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.

DegenType	jac_degenerate_
	Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.

Index	degen_iters_
	Flag counting matrices in which degeneracy was observed in the first successive iterations.

TrialStatus	test_status_
	Current status.

Detailed Description

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system.

This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.

Definition at line 25 of file IpCGPerturbationHandler.hpp.

Constructor & Destructor Documentation

◆ CGPerturbationHandler() [1/2]

Ipopt::CGPerturbationHandler::CGPerturbationHandler ( )

Default Constructor.

◆ ~CGPerturbationHandler()

virtual Ipopt::CGPerturbationHandler::~CGPerturbationHandler ( )

inlinevirtual

Destructor.

Definition at line 34 of file IpCGPerturbationHandler.hpp.

◆ CGPerturbationHandler() [2/2]

Ipopt::CGPerturbationHandler::CGPerturbationHandler ( const CGPerturbationHandler & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

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

Reimplemented from Ipopt::PDPerturbationHandler.

◆ ConsiderNewSystem()

bool Ipopt::CGPerturbationHandler::ConsiderNewSystem	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

This method must be called for each new matrix, and before any other method for generating perturbation factors.

Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive. If the return value is false, no suitable perturbation could be found.

Reimplemented from Ipopt::PDPerturbationHandler.

◆ PerturbForSingularity()

bool Ipopt::CGPerturbationHandler::PerturbForSingularity	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix.

Returns: false, if no suitable perturbation could be found

Reimplemented from Ipopt::PDPerturbationHandler.

◆ RegisterOptions()

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

static

◆ operator=()

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

private

Default Assignment Operator.

◆ CGPenData()

CGPenaltyData & Ipopt::CGPerturbationHandler::CGPenData ( )

inlineprivate

Method to easily access CGPenalty data.

Definition at line 99 of file IpCGPerturbationHandler.hpp.

◆ CGPenCq()

CGPenaltyCq & Ipopt::CGPerturbationHandler::CGPenCq ( )

inlineprivate

Method to easily access CGPenalty calculated quantities.

Definition at line 107 of file IpCGPerturbationHandler.hpp.

Member Data Documentation

◆ penalty_max_

Number Ipopt::CGPerturbationHandler::penalty_max_

private

The max reference value for scaling the penalty parameter.

Definition at line 115 of file IpCGPerturbationHandler.hpp.

◆ mult_diverg_feasibility_tol_

Number Ipopt::CGPerturbationHandler::mult_diverg_feasibility_tol_

private

Feasibility for perturbation in pure Newton method.

Definition at line 117 of file IpCGPerturbationHandler.hpp.

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

src/contrib/CGPenalty/IpCGPerturbationHandler.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CGPerturbationHandler() [1/2]

◆ ~CGPerturbationHandler()

◆ CGPerturbationHandler() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ ConsiderNewSystem()

◆ PerturbForSingularity()

◆ RegisterOptions()

◆ operator=()

◆ CGPenData()

◆ CGPenCq()

Member Data Documentation

◆ penalty_max_

◆ mult_diverg_feasibility_tol_