Penalty function line search for the inexact step algorithm version. More...

#include <IpInexactLSAcceptor.hpp>

Inheritance diagram for Ipopt::InexactLSAcceptor:

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 Number	ComputeAlphaForY (Number alpha_primal, Number alpha_dual, SmartPtr< IteratesVector > &delta)
	Method for updating the equality constraint multipliers.

virtual bool	HasComputeAlphaForY () const
	Method returning true of ComputeAlphaForY is implemented for this acceptor.

Constructors/Destructors
	InexactLSAcceptor ()
	Constructor.

virtual	~InexactLSAcceptor ()
	Destructor.

Trial Point Accepting Methods.
Used internally to check certain acceptability criteria and used externally (by the restoration phase convergence check object, for instance)
bool	IsAcceptableToCurrentIterate (Number trial_barr, Number trial_theta, bool called_from_restoration=false) const
	Checks if a trial point is acceptable to the current iterate.

Public Member Functions inherited from Ipopt::BacktrackingLSAcceptor
virtual bool	RestoredIterate ()
	Method for telling the BacktrackingLineSearch object that a previous iterate has been restored.

virtual bool	NeverRestorationPhase ()
	Method called by BacktrackingLineSearch object to determine whether the restoration phase should never be called.

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

	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.

Protected Member Functions
InexactData &	InexData ()
	Method to easily access Inexact data.

InexactCq &	InexCq ()
	Method to easily access Inexact calculated quantities.

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

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () const

bool	HaveIpData () const

Private Member Functions
Number	CalcPred (Number alpha)
	Compute predicted reduction for given step size.

void	ResetSlacks ()
	Method for resetting the slacks to be satisfying the slack equality constraints without increasing the barrier function.

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.
	InexactLSAcceptor (const InexactLSAcceptor &)
	Copy Constructor.

void	operator= (const InexactLSAcceptor &)
	Overloaded Assignment Operator.

Private Attributes
bool	in_tt2_
	Flag indicating if this is a termination test 2 iteration in which we just update the multipliers and skip the line search.

Number	resto_pred_
	When called from the restoration phase, this is the required predicted reduction.

bool	accepted_by_low_only_
	Flag indicating if the step was accepted only because of the lower penalty parameter.

Parameters for the penalty function algorithm.
Number	nu_init_
	Initial value of penalty parameter.

Number	nu_low_init_
	Initial value of lower penalty parameter.

Number	nu_low_fact_
	Factor in update rule for lower penalty parameter.

Number	nu_inc_
	Increment for penalty parameter.

Number	eta_
	\( \eta_{\varphi} \)

Number	rho_
	\( \rho \)

Number	tcc_theta_
	theta factor in Tangential Component Condition

Number	nu_update_inf_skip_tol_
	Lower feasibility bound to skip penalty parameter update.

bool	flexible_penalty_function_
	Flag indicating whether the Curtis/Nocedal flexible penalty function should be used.

Information related to watchdog procedure
Number	reference_theta_
	Constraint violation at the point with respect to which progress is to be made.

Number	reference_barr_
	Barrier objective function at the point with respect to which progress is to be made.

Number	reference_pred_
	Reference predicted reduction.

Number	watchdog_theta_
	Constraint violation at reference point.

Number	watchdog_barr_
	Barrier objective function at reference point.

Number	watchdog_pred_
	Predicted reduction to be compared with in watch dog.

Penalty parameter
Number	nu_
	Current value of the penalty parameter.

Number	last_nu_
	Value of penalty parameter at beginning of the iteration.

Number	nu_low_
	Current lower value of the penalty parameter.

Number	last_nu_low_
	Value of lower penalty parameter at beginning of the iteration.

Number	inexact_decomposition_activate_tol_
	Step size threshold for activating step decomposition.

Number	inexact_decomposition_inactivate_tol_
	Step size threshold for inactivating step decomposition.

Detailed Description

Penalty function line search for the inexact step algorithm version.

Definition at line 20 of file IpInexactLSAcceptor.hpp.

Constructor & Destructor Documentation

◆ InexactLSAcceptor() [1/2]

Ipopt::InexactLSAcceptor::InexactLSAcceptor ( )

Constructor.

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

◆ ~InexactLSAcceptor()

virtual Ipopt::InexactLSAcceptor::~InexactLSAcceptor ( )

virtual

Destructor.

◆ InexactLSAcceptor() [2/2]

Ipopt::InexactLSAcceptor::InexactLSAcceptor ( const InexactLSAcceptor & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::InexactLSAcceptor::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::InexactLSAcceptor::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::InexactLSAcceptor::InitThisLineSearch ( bool in_watchdog )

virtual

Initialization for the next line search.

Here is where the penalty parameter is updated.

Parameters

in_watchdog indicates if we are currently in an active watchdog procedure

Implements Ipopt::BacktrackingLSAcceptor.

◆ PrepareRestoPhaseStart()

virtual void Ipopt::InexactLSAcceptor::PrepareRestoPhaseStart ( )

virtual

Method that is called before the restoration phase is called.

For now, we just terminate if this is called.

Implements Ipopt::BacktrackingLSAcceptor.

◆ CalculateAlphaMin()

virtual Number Ipopt::InexactLSAcceptor::CalculateAlphaMin ( )

virtual

Method returning the lower bound on the trial step sizes.

Implements Ipopt::BacktrackingLSAcceptor.

◆ CheckAcceptabilityOfTrialPoint()

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

virtual

Try a second order correction for the constraints.

For the inexact version, this always returns false because a second order step is too expensive.

Implements Ipopt::BacktrackingLSAcceptor.

◆ TryCorrector()

virtual bool Ipopt::InexactLSAcceptor::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::InexactLSAcceptor::UpdateForNextIteration ( Number alpha_primal_test )

virtual

Method for ending the current line search.

When it is called, the internal data should be updates.

Parameters

alpha_primal_test the value of alpha that has been used for in the acceptance test earlier.

Implements Ipopt::BacktrackingLSAcceptor.

◆ StartWatchDog()

virtual void Ipopt::InexactLSAcceptor::StartWatchDog ( )

virtual

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

Implements Ipopt::BacktrackingLSAcceptor.

◆ StopWatchDog()

virtual void Ipopt::InexactLSAcceptor::StopWatchDog ( )

virtual

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

Implements Ipopt::BacktrackingLSAcceptor.

◆ IsAcceptableToCurrentIterate()

bool Ipopt::InexactLSAcceptor::IsAcceptableToCurrentIterate	(	Number	trial_barr,
		Number	trial_theta,
		bool	called_from_restoration = `false`
	)		const

Checks if a trial point is acceptable to the current iterate.

◆ ComputeAlphaForY()

virtual Number Ipopt::InexactLSAcceptor::ComputeAlphaForY	(	Number	alpha_primal,
		Number	alpha_dual,
		SmartPtr< IteratesVector > &	delta
	)

virtual

Method for updating the equality constraint multipliers.

Reimplemented from Ipopt::BacktrackingLSAcceptor.

◆ HasComputeAlphaForY()

virtual bool Ipopt::InexactLSAcceptor::HasComputeAlphaForY ( ) const

inlinevirtual

Method returning true of ComputeAlphaForY is implemented for this acceptor.

Reimplemented from Ipopt::BacktrackingLSAcceptor.

Definition at line 150 of file IpInexactLSAcceptor.hpp.

◆ RegisterOptions()

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

static

Methods for OptionsList.

◆ InexData()

InexactData & Ipopt::InexactLSAcceptor::InexData ( )

inlineprotected

Method to easily access Inexact data.

Definition at line 164 of file IpInexactLSAcceptor.hpp.

◆ InexCq()

InexactCq & Ipopt::InexactLSAcceptor::InexCq ( )

inlineprotected

Method to easily access Inexact calculated quantities.

Definition at line 172 of file IpInexactLSAcceptor.hpp.

◆ operator=()

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

private

Overloaded Assignment Operator.

◆ CalcPred()

Number Ipopt::InexactLSAcceptor::CalcPred ( Number alpha )

private

Compute predicted reduction for given step size.

◆ ResetSlacks()

void Ipopt::InexactLSAcceptor::ResetSlacks ( )

private

Method for resetting the slacks to be satisfying the slack equality constraints without increasing the barrier function.

Member Data Documentation

◆ nu_init_

Number Ipopt::InexactLSAcceptor::nu_init_

private

Initial value of penalty parameter.

Definition at line 215 of file IpInexactLSAcceptor.hpp.

◆ nu_low_init_

Number Ipopt::InexactLSAcceptor::nu_low_init_

private

Initial value of lower penalty parameter.

Definition at line 217 of file IpInexactLSAcceptor.hpp.

◆ nu_low_fact_

Number Ipopt::InexactLSAcceptor::nu_low_fact_

private

Factor in update rule for lower penalty parameter.

Definition at line 219 of file IpInexactLSAcceptor.hpp.

◆ nu_inc_

Number Ipopt::InexactLSAcceptor::nu_inc_

private

Increment for penalty parameter.

Definition at line 221 of file IpInexactLSAcceptor.hpp.

◆ eta_

Number Ipopt::InexactLSAcceptor::eta_

private

\( \eta_{\varphi} \)

Definition at line 223 of file IpInexactLSAcceptor.hpp.

◆ rho_

Number Ipopt::InexactLSAcceptor::rho_

private

\( \rho \)

Definition at line 225 of file IpInexactLSAcceptor.hpp.

◆ tcc_theta_

Number Ipopt::InexactLSAcceptor::tcc_theta_

private

theta factor in Tangential Component Condition

Definition at line 227 of file IpInexactLSAcceptor.hpp.

◆ nu_update_inf_skip_tol_

Number Ipopt::InexactLSAcceptor::nu_update_inf_skip_tol_

private

Lower feasibility bound to skip penalty parameter update.

Definition at line 229 of file IpInexactLSAcceptor.hpp.

◆ flexible_penalty_function_

bool Ipopt::InexactLSAcceptor::flexible_penalty_function_

private

Flag indicating whether the Curtis/Nocedal flexible penalty function should be used.

Definition at line 232 of file IpInexactLSAcceptor.hpp.

◆ reference_theta_

Number Ipopt::InexactLSAcceptor::reference_theta_

private

Constraint violation at the point with respect to which progress is to be made.

Definition at line 239 of file IpInexactLSAcceptor.hpp.

◆ reference_barr_

Number Ipopt::InexactLSAcceptor::reference_barr_

private

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

Definition at line 242 of file IpInexactLSAcceptor.hpp.

◆ reference_pred_

Number Ipopt::InexactLSAcceptor::reference_pred_

private

Reference predicted reduction.

If positive, then it is used in watch dog.

Definition at line 245 of file IpInexactLSAcceptor.hpp.

◆ watchdog_theta_

Number Ipopt::InexactLSAcceptor::watchdog_theta_

private

Constraint violation at reference point.

Definition at line 247 of file IpInexactLSAcceptor.hpp.

◆ watchdog_barr_

Number Ipopt::InexactLSAcceptor::watchdog_barr_

private

Barrier objective function at reference point.

Definition at line 249 of file IpInexactLSAcceptor.hpp.

◆ watchdog_pred_

Number Ipopt::InexactLSAcceptor::watchdog_pred_

private

Predicted reduction to be compared with in watch dog.

Definition at line 251 of file IpInexactLSAcceptor.hpp.

◆ nu_

Number Ipopt::InexactLSAcceptor::nu_

private

Current value of the penalty parameter.

Definition at line 257 of file IpInexactLSAcceptor.hpp.

◆ last_nu_

Number Ipopt::InexactLSAcceptor::last_nu_

private

Value of penalty parameter at beginning of the iteration.

Definition at line 259 of file IpInexactLSAcceptor.hpp.

◆ nu_low_

Number Ipopt::InexactLSAcceptor::nu_low_

private

Current lower value of the penalty parameter.

Definition at line 261 of file IpInexactLSAcceptor.hpp.

◆ last_nu_low_

Number Ipopt::InexactLSAcceptor::last_nu_low_

private

Value of lower penalty parameter at beginning of the iteration.

Definition at line 263 of file IpInexactLSAcceptor.hpp.

◆ inexact_decomposition_activate_tol_

Number Ipopt::InexactLSAcceptor::inexact_decomposition_activate_tol_

private

Step size threshold for activating step decomposition.

Definition at line 265 of file IpInexactLSAcceptor.hpp.

◆ inexact_decomposition_inactivate_tol_

Number Ipopt::InexactLSAcceptor::inexact_decomposition_inactivate_tol_

private

Step size threshold for inactivating step decomposition.

Definition at line 267 of file IpInexactLSAcceptor.hpp.

◆ in_tt2_

bool Ipopt::InexactLSAcceptor::in_tt2_

private

Flag indicating if this is a termination test 2 iteration in which we just update the multipliers and skip the line search.

Definition at line 274 of file IpInexactLSAcceptor.hpp.

◆ resto_pred_

Number Ipopt::InexactLSAcceptor::resto_pred_

private

When called from the restoration phase, this is the required predicted reduction.

Definition at line 279 of file IpInexactLSAcceptor.hpp.

◆ accepted_by_low_only_

bool Ipopt::InexactLSAcceptor::accepted_by_low_only_

private

Flag indicating if the step was accepted only because of the lower penalty parameter.

This is for output only.

Definition at line 286 of file IpInexactLSAcceptor.hpp.

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

src/Algorithm/Inexact/IpInexactLSAcceptor.hpp

Public Member Functions

Static Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ InexactLSAcceptor() [1/2]

◆ ~InexactLSAcceptor()

◆ InexactLSAcceptor() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ Reset()

◆ InitThisLineSearch()

◆ PrepareRestoPhaseStart()

◆ CalculateAlphaMin()

◆ CheckAcceptabilityOfTrialPoint()

◆ TrySecondOrderCorrection()

◆ TryCorrector()

◆ UpdateForNextIteration()

◆ StartWatchDog()

◆ StopWatchDog()

◆ IsAcceptableToCurrentIterate()

◆ ComputeAlphaForY()

◆ HasComputeAlphaForY()

◆ RegisterOptions()

◆ InexData()

◆ InexCq()

◆ operator=()

◆ CalcPred()

◆ ResetSlacks()

Member Data Documentation

◆ nu_init_

◆ nu_low_init_

◆ nu_low_fact_

◆ nu_inc_

◆ eta_

◆ rho_

◆ tcc_theta_

◆ nu_update_inf_skip_tol_

◆ flexible_penalty_function_

◆ reference_theta_

◆ reference_barr_

◆ reference_pred_

◆ watchdog_theta_

◆ watchdog_barr_

◆ watchdog_pred_

◆ nu_

◆ last_nu_

◆ nu_low_

◆ last_nu_low_

◆ inexact_decomposition_activate_tol_

◆ inexact_decomposition_inactivate_tol_

◆ in_tt2_

◆ resto_pred_

◆ accepted_by_low_only_