This is the implementation of the Primal-Dual System, allowing the usage of an inexact linear solver. More...

#include <IpInexactPDSolver.hpp>

Inheritance diagram for Ipopt::InexactPDSolver:

Public Member Functions
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 bool	Solve (const IteratesVector &rhs, IteratesVector &sol)
	Solve the primal dual system, given one right hand side.

Constructor/Destructor
	InexactPDSolver (AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler)
	Constructor that takes in the Augmented System solver that is to be used inside.

virtual	~InexactPDSolver ()
	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)

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

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

void	ComputeResiduals (const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &v_L, const Vector &v_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_s, const IteratesVector &rhs, const IteratesVector &res, IteratesVector &resid)
	Internal function for computing the residual (resid) given the right hand side (rhs) and the solution of the system (res).

bool	HessianRequiresChange ()
	Method for checking if the Hessian matrix has to be modified.

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.
	InexactPDSolver ()
	Default Constructor.

InexactPDSolver &	operator= (const InexactPDSolver &)
	Overloaded Assignment Operator.

Private Attributes
bool	is_pardiso_
	flag indicating if we are dealing with the Pardiso solver (temporary)

Index	last_info_ls_count_

Strategy objects to hold on to.
SmartPtr< AugSystemSolver >	augSysSolver_
	Pointer to the Solver for the augmented system.

SmartPtr< PDPerturbationHandler >	perturbHandler_
	Pointer to the Perturbation Handler.

Algorithmic options
Number	tcc_psi_
	Psi factor in the tangential component condition.

Number	tcc_theta_
	theta factor in the tangential component condition

Number	tcc_theta_mu_exponent_
	mu exponent when multiplied to theta in the tangential component condition

bool	modify_hessian_with_slacks_
	flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the identity matrix

Index	inexact_regularization_ls_count_trigger_
	Threshold on line search evaluation count to trigger Hessian modification.

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

This is the implementation of the Primal-Dual System, allowing the usage of an inexact linear solver.

The step computed is usually for the tangential step.

Definition at line 23 of file IpInexactPDSolver.hpp.

Constructor & Destructor Documentation

◆ InexactPDSolver() [1/2]

Ipopt::InexactPDSolver::InexactPDSolver	(	AugSystemSolver &	augSysSolver,
		PDPerturbationHandler &	perturbHandler
	)

Constructor that takes in the Augmented System solver that is to be used inside.

◆ ~InexactPDSolver()

virtual Ipopt::InexactPDSolver::~InexactPDSolver ( )

virtual

Destructor.

◆ InexactPDSolver() [2/2]

Ipopt::InexactPDSolver::InexactPDSolver ( )

private

Default Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::InexactPDSolver::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::AlgorithmStrategyObject.

◆ Solve()

virtual bool Ipopt::InexactPDSolver::Solve	(	const IteratesVector &	rhs,
		IteratesVector &	sol
	)

virtual

Solve the primal dual system, given one right hand side.

◆ RegisterOptions()

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

static

◆ operator=()

InexactPDSolver & Ipopt::InexactPDSolver::operator= ( const InexactPDSolver & )

private

Overloaded Assignment Operator.

◆ InexData()

InexactData & Ipopt::InexactPDSolver::InexData ( )

inlineprivate

Method to easily access Inexact data.

Definition at line 76 of file IpInexactPDSolver.hpp.

◆ InexCq()

InexactCq & Ipopt::InexactPDSolver::InexCq ( )

inlineprivate

Method to easily access Inexact calculated quantities.

Definition at line 84 of file IpInexactPDSolver.hpp.

◆ ComputeResiduals()

void Ipopt::InexactPDSolver::ComputeResiduals	(	const SymMatrix &	W,
		const Matrix &	J_c,
		const Matrix &	J_d,
		const Matrix &	Pd_L,
		const Matrix &	Pd_U,
		const Vector &	v_L,
		const Vector &	v_U,
		const Vector &	slack_s_L,
		const Vector &	slack_s_U,
		const Vector &	sigma_s,
		const IteratesVector &	rhs,
		const IteratesVector &	res,
		IteratesVector &	resid
	)

private

Internal function for computing the residual (resid) given the right hand side (rhs) and the solution of the system (res).

◆ HessianRequiresChange()

bool Ipopt::InexactPDSolver::HessianRequiresChange ( )

private

Method for checking if the Hessian matrix has to be modified.

All required data is obtained from the Data objects, so those values have to be set before this is called.

Member Data Documentation

◆ augSysSolver_

SmartPtr<AugSystemSolver> Ipopt::InexactPDSolver::augSysSolver_

private

Pointer to the Solver for the augmented system.

Definition at line 94 of file IpInexactPDSolver.hpp.

◆ perturbHandler_

SmartPtr<PDPerturbationHandler> Ipopt::InexactPDSolver::perturbHandler_

private

Pointer to the Perturbation Handler.

Definition at line 96 of file IpInexactPDSolver.hpp.

◆ tcc_psi_

Number Ipopt::InexactPDSolver::tcc_psi_

private

Psi factor in the tangential component condition.

Definition at line 128 of file IpInexactPDSolver.hpp.

◆ tcc_theta_

Number Ipopt::InexactPDSolver::tcc_theta_

private

theta factor in the tangential component condition

Definition at line 130 of file IpInexactPDSolver.hpp.

◆ tcc_theta_mu_exponent_

Number Ipopt::InexactPDSolver::tcc_theta_mu_exponent_

private

mu exponent when multiplied to theta in the tangential component condition

Definition at line 133 of file IpInexactPDSolver.hpp.

◆ modify_hessian_with_slacks_

bool Ipopt::InexactPDSolver::modify_hessian_with_slacks_

private

flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the identity matrix

Definition at line 137 of file IpInexactPDSolver.hpp.

◆ inexact_regularization_ls_count_trigger_

Index Ipopt::InexactPDSolver::inexact_regularization_ls_count_trigger_

private

Threshold on line search evaluation count to trigger Hessian modification.

Definition at line 141 of file IpInexactPDSolver.hpp.

◆ is_pardiso_

bool Ipopt::InexactPDSolver::is_pardiso_

private

flag indicating if we are dealing with the Pardiso solver (temporary)

Definition at line 147 of file IpInexactPDSolver.hpp.

◆ last_info_ls_count_

Index Ipopt::InexactPDSolver::last_info_ls_count_

private

Definition at line 149 of file IpInexactPDSolver.hpp.

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

src/Algorithm/Inexact/IpInexactPDSolver.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ InexactPDSolver() [1/2]

◆ ~InexactPDSolver()

◆ InexactPDSolver() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ Solve()

◆ RegisterOptions()

◆ operator=()

◆ InexData()

◆ InexCq()

◆ ComputeResiduals()

◆ HessianRequiresChange()

Member Data Documentation

◆ augSysSolver_

◆ perturbHandler_

◆ tcc_psi_

◆ tcc_theta_

◆ tcc_theta_mu_exponent_

◆ modify_hessian_with_slacks_

◆ inexact_regularization_ls_count_trigger_

◆ is_pardiso_

◆ last_info_ls_count_