Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter. More...

#include <IpCGSearchDirCalc.hpp>

Inheritance diagram for Ipopt::CGSearchDirCalculator:

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject

virtual bool	ComputeSearchDirection ()
	Method for computing the search direction.

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

virtual	~CGSearchDirCalculator ()
	Destructor.

Public Member Functions inherited from Ipopt::SearchDirectionCalculator
	SearchDirectionCalculator ()
	Constructor.

virtual	~SearchDirectionCalculator ()
	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 IpoptType.

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.
	CGSearchDirCalculator ()
	Default Constructor.

	CGSearchDirCalculator (const CGSearchDirCalculator &)
	Copy Constructor.

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

Private Attributes
Algorithmic parameters
Number	penalty_init_min_
	safeguard factor for bound multipliers.

Number	penalty_init_max_
	Maximal value for initial penalty parameter.

Number	penalty_max_
	Maximal value for penalty parameters.

Number	pen_des_fact_
	parameters used in computation of line search penalty parameter and KKT perturbation parameters

bool	penalty_backward_
	Algorithm type.

Number	kappa_x_dis_
	parameters used to check if the fast direction can be used as the line search direction

Number	kappa_y_dis_

Number	vartheta_

Number	delta_y_max_

Number	fast_des_fact_

Number	pen_init_fac_

bool	never_use_fact_cgpen_direction_
	Flag indicating whether the fast Chen-Goldfarb direction should never be used.

Index	nonmonotone_pen_update_counter_
	Counter for how many times the pen parameter is updated non-monotonically.

Strategy objects
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

Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter.

Definition at line 23 of file IpCGSearchDirCalc.hpp.

Constructor & Destructor Documentation

◆ CGSearchDirCalculator() [1/3]

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

Constructor.

◆ ~CGSearchDirCalculator()

virtual Ipopt::CGSearchDirCalculator::~CGSearchDirCalculator ( )

virtual

Destructor.

◆ CGSearchDirCalculator() [2/3]

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( )

private

Default Constructor.

◆ CGSearchDirCalculator() [3/3]

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( const CGSearchDirCalculator & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::SearchDirectionCalculator.

◆ ComputeSearchDirection()

virtual bool Ipopt::CGSearchDirCalculator::ComputeSearchDirection ( )

virtual

Method for computing the search direction.

If the penalty parameter has not yet been initialized, it is initialized now. The computed direction is stored in IpData().delta().

Implements Ipopt::SearchDirectionCalculator.

◆ RegisterOptions()

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

static

Methods for IpoptType.

◆ operator=()

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

private

Default Assignment Operator.

◆ CGPenData()

CGPenaltyData & Ipopt::CGSearchDirCalculator::CGPenData ( )

inlineprivate

Method to easily access CGPenalty data.

Definition at line 84 of file IpCGSearchDirCalc.hpp.

◆ CGPenCq()

CGPenaltyCq & Ipopt::CGSearchDirCalculator::CGPenCq ( )

inlineprivate

Method to easily access CGPenalty calculated quantities.

Definition at line 92 of file IpCGSearchDirCalc.hpp.

Member Data Documentation

◆ penalty_init_min_

Number Ipopt::CGSearchDirCalculator::penalty_init_min_

private

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 107 of file IpCGSearchDirCalc.hpp.

◆ penalty_init_max_

Number Ipopt::CGSearchDirCalculator::penalty_init_max_

private

Maximal value for initial penalty parameter.

Definition at line 109 of file IpCGSearchDirCalc.hpp.

◆ penalty_max_

Number Ipopt::CGSearchDirCalculator::penalty_max_

private

Maximal value for penalty parameters.

Definition at line 111 of file IpCGSearchDirCalc.hpp.

◆ pen_des_fact_

Number Ipopt::CGSearchDirCalculator::pen_des_fact_

private

parameters used in computation of line search penalty parameter and KKT perturbation parameters

Definition at line 116 of file IpCGSearchDirCalc.hpp.

◆ penalty_backward_

bool Ipopt::CGSearchDirCalculator::penalty_backward_

private

Algorithm type.

Definition at line 119 of file IpCGSearchDirCalc.hpp.

◆ kappa_x_dis_

Number Ipopt::CGSearchDirCalculator::kappa_x_dis_

private

parameters used to check if the fast direction can be used as the line search direction

Definition at line 124 of file IpCGSearchDirCalc.hpp.

◆ kappa_y_dis_

Number Ipopt::CGSearchDirCalculator::kappa_y_dis_

private

Definition at line 125 of file IpCGSearchDirCalc.hpp.

◆ vartheta_

Number Ipopt::CGSearchDirCalculator::vartheta_

private

Definition at line 126 of file IpCGSearchDirCalc.hpp.

◆ delta_y_max_

Number Ipopt::CGSearchDirCalculator::delta_y_max_

private

Definition at line 127 of file IpCGSearchDirCalc.hpp.

◆ fast_des_fact_

Number Ipopt::CGSearchDirCalculator::fast_des_fact_

private

Definition at line 128 of file IpCGSearchDirCalc.hpp.

◆ pen_init_fac_

Number Ipopt::CGSearchDirCalculator::pen_init_fac_

private

Definition at line 129 of file IpCGSearchDirCalc.hpp.

◆ never_use_fact_cgpen_direction_

bool Ipopt::CGSearchDirCalculator::never_use_fact_cgpen_direction_

private

Flag indicating whether the fast Chen-Goldfarb direction should never be used.

Definition at line 134 of file IpCGSearchDirCalc.hpp.

◆ nonmonotone_pen_update_counter_

Index Ipopt::CGSearchDirCalculator::nonmonotone_pen_update_counter_

private

Counter for how many times the pen parameter is updated non-monotonically.

Definition at line 137 of file IpCGSearchDirCalc.hpp.

◆ pd_solver_

SmartPtr<PDSystemSolver> Ipopt::CGSearchDirCalculator::pd_solver_

private

Definition at line 142 of file IpCGSearchDirCalc.hpp.

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

src/contrib/CGPenalty/IpCGSearchDirCalc.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CGSearchDirCalculator() [1/3]

◆ ~CGSearchDirCalculator()

◆ CGSearchDirCalculator() [2/3]

◆ CGSearchDirCalculator() [3/3]

Member Function Documentation

◆ InitializeImpl()

◆ ComputeSearchDirection()

◆ RegisterOptions()

◆ operator=()

◆ CGPenData()

◆ CGPenCq()

Member Data Documentation

◆ penalty_init_min_

◆ penalty_init_max_

◆ penalty_max_

◆ pen_des_fact_

◆ penalty_backward_

◆ kappa_x_dis_

◆ kappa_y_dis_

◆ vartheta_

◆ delta_y_max_

◆ fast_des_fact_

◆ pen_init_fac_

◆ never_use_fact_cgpen_direction_

◆ nonmonotone_pen_update_counter_

◆ pd_solver_