The main ipopt algorithm class. More...

#include <IpIpoptAlg.hpp>

Inheritance diagram for Ipopt::IpoptAlgorithm:

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

SolverReturn	Optimize (bool isResto=false)
	Main solve method.

Constructors/Destructors
	IpoptAlgorithm (const SmartPtr< SearchDirectionCalculator > &search_dir_calculator, const SmartPtr< LineSearch > &line_search, const SmartPtr< MuUpdate > &mu_update, const SmartPtr< ConvergenceCheck > &conv_check, const SmartPtr< IterateInitializer > &iterate_initializer, const SmartPtr< IterationOutput > &iter_output, const SmartPtr< HessianUpdater > &hessian_updater, const SmartPtr< EqMultiplierCalculator > &eq_multiplier_calculator=NULL, const std::string &linear_solver_name="")
	Constructor.

virtual	~IpoptAlgorithm ()
	Destructor.

Access to internal strategy objects
SmartPtr< SearchDirectionCalculator >	SearchDirCalc ()

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	print_copyright_message (const Journalist &jnlst)


static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType.

Private Member Functions
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.
	IpoptAlgorithm ()
	Default Constructor.

	IpoptAlgorithm (const IpoptAlgorithm &)
	Copy Constructor.

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

Main steps of the algorithm
void	UpdateHessian ()
	Method for updating the current Hessian.

bool	UpdateBarrierParameter ()
	Method to update the barrier parameter.

bool	ComputeSearchDirection ()
	Method to setup the call to the PDSystemSolver.

void	ComputeAcceptableTrialPoint ()
	Method computing the new iterate (usually vialine search).

void	AcceptTrialPoint ()
	Method for accepting the trial point as the new iteration, possibly after adjusting the variable bounds in the NLP.

void	OutputIteration ()
	Do all the output for one iteration.

void	InitializeIterates ()
	Sets up initial values for the iterates.

void	PrintProblemStatistics ()
	Print the problem size statistics.

void	ComputeFeasibilityMultipliers ()
	Tries to compute Lagrangian multipliers for a feasibility problem.

void	ComputeFeasibilityMultipliersPostprocess ()
	Compute the Lagrangian multipliers for a feasibility problem in post processing.

auxiliary functions
void	calc_number_of_bounds (const Vector &x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U, Index &n_tot, Index &n_only_lower, Index &n_both, Index &n_only_upper)

Number	correct_bound_multiplier (const Vector &trial_z, const Vector &trial_slack, const Vector &trial_compl, SmartPtr< const Vector > &new_trial_z)
	Method for ensuring that the trial multipliers are not too far from the primal estime.

Private Attributes
Strategy objects
SmartPtr< SearchDirectionCalculator >	search_dir_calculator_

SmartPtr< LineSearch >	line_search_

SmartPtr< MuUpdate >	mu_update_

SmartPtr< ConvergenceCheck >	conv_check_

SmartPtr< IterateInitializer >	iterate_initializer_

SmartPtr< IterationOutput >	iter_output_

SmartPtr< HessianUpdater >	hessian_updater_

SmartPtr< EqMultiplierCalculator >	eq_multiplier_calculator_
	The multiplier calculator (for y_c and y_d) has to be set only if option recalc_y is set to true.

internal flags
bool	skip_print_problem_stats_
	Flag indicating if the statistic should not be printed.

Algorithmic parameters
Number	kappa_sigma_
	safeguard factor for bound multipliers.

bool	recalc_y_
	Flag indicating whether the y multipliers should be recalculated with the eq_mutliplier_calculator object for each new point.

Number	recalc_y_feas_tol_
	Feasibility threshold for recalc_y.

bool	mehrotra_algorithm_
	Flag indicating if we want to do Mehrotras's algorithm.

std::string	linear_solver_name_
	String specifying linear solver.

Number	constr_viol_tol_
	Constraint violation tolerance on unscaled problem.

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

The main ipopt algorithm class.

Main Ipopt algorithm class, contains the main optimize method, handles the execution of the optimization. The constructor initializes the data structures through the nlp, and the Optimize method then assumes that everything is initialized and ready to go. After an optimization is complete, the user can access the solution through the passed in ip_data structure. Multiple calls to the Optimize method are allowed as long as the structure of the problem remains the same (i.e. starting point or nlp parameter changes only).

Definition at line 39 of file IpIpoptAlg.hpp.

Constructor & Destructor Documentation

◆ IpoptAlgorithm() [1/3]

Ipopt::IpoptAlgorithm::IpoptAlgorithm	(	const SmartPtr< SearchDirectionCalculator > &	search_dir_calculator,
		const SmartPtr< LineSearch > &	line_search,
		const SmartPtr< MuUpdate > &	mu_update,
		const SmartPtr< ConvergenceCheck > &	conv_check,
		const SmartPtr< IterateInitializer > &	iterate_initializer,
		const SmartPtr< IterationOutput > &	iter_output,
		const SmartPtr< HessianUpdater > &	hessian_updater,
		const SmartPtr< EqMultiplierCalculator > &	eq_multiplier_calculator = `NULL`,
		const std::string &	linear_solver_name = `""`
	)

Constructor.

The IpoptAlgorithm uses smart pointers for these passed-in pieces to make sure that a user of IpoptAlgoroithm cannot pass in an object created on the stack!

The optional linear_solver_name is used for printing.

Parameters

search_dir_calculator	search direction calculator
line_search	line search
mu_update	mu updater
conv_check	convergence check
iterate_initializer	iterate initializer
iter_output	iteration output
hessian_updater	hessian updater
eq_multiplier_calculator	calculator for multipliers
linear_solver_name	name of linear solver

Since: 3.14.0

◆ ~IpoptAlgorithm()

virtual Ipopt::IpoptAlgorithm::~IpoptAlgorithm ( )

virtual

Destructor.

◆ IpoptAlgorithm() [2/3]

Ipopt::IpoptAlgorithm::IpoptAlgorithm ( )

private

Default Constructor.

◆ IpoptAlgorithm() [3/3]

Ipopt::IpoptAlgorithm::IpoptAlgorithm ( const IpoptAlgorithm & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::AlgorithmStrategyObject.

◆ Optimize()

SolverReturn Ipopt::IpoptAlgorithm::Optimize ( bool isResto = false )

Main solve method.

◆ RegisterOptions()

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

static

Methods for IpoptType.

◆ SearchDirCalc()

SmartPtr< SearchDirectionCalculator > Ipopt::IpoptAlgorithm::SearchDirCalc ( )

inline

Definition at line 89 of file IpIpoptAlg.hpp.

◆ print_copyright_message()

static void Ipopt::IpoptAlgorithm::print_copyright_message ( const Journalist & jnlst )

static

◆ operator=()

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

private

Default Assignment Operator.

◆ UpdateHessian()

void Ipopt::IpoptAlgorithm::UpdateHessian ( )

private

Method for updating the current Hessian.

This can either just evaluate the exact Hessian (based on the current iterate), or perform a quasi-Newton update.

◆ UpdateBarrierParameter()

bool Ipopt::IpoptAlgorithm::UpdateBarrierParameter ( )

private

Method to update the barrier parameter.

Returns: false, if the algorithm can't continue with the regular procedure and needs to revert to a fallback mechanism in the line search (such as restoration phase)

◆ ComputeSearchDirection()

bool Ipopt::IpoptAlgorithm::ComputeSearchDirection ( )

private

Method to setup the call to the PDSystemSolver.

Returns: false, if the algorithm can't continue with the regular procedure and needs to revert to a fallback mechanism in the line search (such as restoration phase)

◆ ComputeAcceptableTrialPoint()

void Ipopt::IpoptAlgorithm::ComputeAcceptableTrialPoint ( )

private

Method computing the new iterate (usually vialine search).

The acceptable point is the one in trial after return.

◆ AcceptTrialPoint()

void Ipopt::IpoptAlgorithm::AcceptTrialPoint ( )

private

Method for accepting the trial point as the new iteration, possibly after adjusting the variable bounds in the NLP.

◆ OutputIteration()

void Ipopt::IpoptAlgorithm::OutputIteration ( )

private

Do all the output for one iteration.

◆ InitializeIterates()

void Ipopt::IpoptAlgorithm::InitializeIterates ( )

private

Sets up initial values for the iterates.

Corrects the initial values for x and s (force in bounds)

◆ PrintProblemStatistics()

void Ipopt::IpoptAlgorithm::PrintProblemStatistics ( )

private

Print the problem size statistics.

◆ ComputeFeasibilityMultipliers()

void Ipopt::IpoptAlgorithm::ComputeFeasibilityMultipliers ( )

private

Tries to compute Lagrangian multipliers for a feasibility problem.

Only computes multipliers if primal feasible but not converged yet. Restores current iterate if multiplier computation fails or new point does not satisfy convergence criteria, too.

◆ ComputeFeasibilityMultipliersPostprocess()

void Ipopt::IpoptAlgorithm::ComputeFeasibilityMultipliersPostprocess ( )

private

Compute the Lagrangian multipliers for a feasibility problem in post processing.

Always tries to compute multipliers and does not restore current iterate if failing.

◆ calc_number_of_bounds()

void Ipopt::IpoptAlgorithm::calc_number_of_bounds	(	const Vector &	x,
		const Vector &	x_L,
		const Vector &	x_U,
		const Matrix &	Px_L,
		const Matrix &	Px_U,
		Index &	n_tot,
		Index &	n_only_lower,
		Index &	n_both,
		Index &	n_only_upper
	)

private

◆ correct_bound_multiplier()

Number Ipopt::IpoptAlgorithm::correct_bound_multiplier	(	const Vector &	trial_z,
		const Vector &	trial_slack,
		const Vector &	trial_compl,
		SmartPtr< const Vector > &	new_trial_z
	)

private

Method for ensuring that the trial multipliers are not too far from the primal estime.

If a correction is made, new_trial_z is a pointer to the corrected multiplier, and the return value of this method give the magnitutde of the largest correction that we done. If no correction was made, new_trial_z is just a pointer to trial_z, and the return value is zero.

Member Data Documentation

◆ search_dir_calculator_

SmartPtr<SearchDirectionCalculator> Ipopt::IpoptAlgorithm::search_dir_calculator_

private

Definition at line 126 of file IpIpoptAlg.hpp.

◆ line_search_

SmartPtr<LineSearch> Ipopt::IpoptAlgorithm::line_search_

private

Definition at line 127 of file IpIpoptAlg.hpp.

◆ mu_update_

SmartPtr<MuUpdate> Ipopt::IpoptAlgorithm::mu_update_

private

Definition at line 128 of file IpIpoptAlg.hpp.

◆ conv_check_

SmartPtr<ConvergenceCheck> Ipopt::IpoptAlgorithm::conv_check_

private

Definition at line 129 of file IpIpoptAlg.hpp.

◆ iterate_initializer_

SmartPtr<IterateInitializer> Ipopt::IpoptAlgorithm::iterate_initializer_

private

Definition at line 130 of file IpIpoptAlg.hpp.

◆ iter_output_

SmartPtr<IterationOutput> Ipopt::IpoptAlgorithm::iter_output_

private

Definition at line 131 of file IpIpoptAlg.hpp.

◆ hessian_updater_

SmartPtr<HessianUpdater> Ipopt::IpoptAlgorithm::hessian_updater_

private

Definition at line 132 of file IpIpoptAlg.hpp.

◆ eq_multiplier_calculator_

SmartPtr<EqMultiplierCalculator> Ipopt::IpoptAlgorithm::eq_multiplier_calculator_

private

The multiplier calculator (for y_c and y_d) has to be set only if option recalc_y is set to true.

If set, then it is also used to compute the dual multipliers for square problems.

Definition at line 138 of file IpIpoptAlg.hpp.

◆ skip_print_problem_stats_

bool Ipopt::IpoptAlgorithm::skip_print_problem_stats_

private

Flag indicating if the statistic should not be printed.

Definition at line 206 of file IpIpoptAlg.hpp.

◆ kappa_sigma_

Number Ipopt::IpoptAlgorithm::kappa_sigma_

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 217 of file IpIpoptAlg.hpp.

◆ recalc_y_

bool Ipopt::IpoptAlgorithm::recalc_y_

private

Flag indicating whether the y multipliers should be recalculated with the eq_mutliplier_calculator object for each new point.

Definition at line 222 of file IpIpoptAlg.hpp.

◆ recalc_y_feas_tol_

Number Ipopt::IpoptAlgorithm::recalc_y_feas_tol_

private

Feasibility threshold for recalc_y.

Definition at line 224 of file IpIpoptAlg.hpp.

◆ mehrotra_algorithm_

bool Ipopt::IpoptAlgorithm::mehrotra_algorithm_

private

Flag indicating if we want to do Mehrotras's algorithm.

This means that a number of options are ignored, or have to be set (or are automatically set) to certain values.

Definition at line 230 of file IpIpoptAlg.hpp.

◆ linear_solver_name_

std::string Ipopt::IpoptAlgorithm::linear_solver_name_

private

String specifying linear solver.

Definition at line 232 of file IpIpoptAlg.hpp.

◆ constr_viol_tol_

Number Ipopt::IpoptAlgorithm::constr_viol_tol_

private

Constraint violation tolerance on unscaled problem.

Definition at line 234 of file IpIpoptAlg.hpp.

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

src/Algorithm/IpIpoptAlg.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ IpoptAlgorithm() [1/3]

◆ ~IpoptAlgorithm()

◆ IpoptAlgorithm() [2/3]

◆ IpoptAlgorithm() [3/3]

Member Function Documentation

◆ InitializeImpl()

◆ Optimize()

◆ RegisterOptions()

◆ SearchDirCalc()

◆ print_copyright_message()

◆ operator=()

◆ UpdateHessian()

◆ UpdateBarrierParameter()

◆ ComputeSearchDirection()

◆ ComputeAcceptableTrialPoint()

◆ AcceptTrialPoint()

◆ OutputIteration()

◆ InitializeIterates()

◆ PrintProblemStatistics()

◆ ComputeFeasibilityMultipliers()

◆ ComputeFeasibilityMultipliersPostprocess()

◆ calc_number_of_bounds()

◆ correct_bound_multiplier()

Member Data Documentation

◆ search_dir_calculator_

◆ line_search_

◆ mu_update_

◆ conv_check_

◆ iterate_initializer_

◆ iter_output_

◆ hessian_updater_

◆ eq_multiplier_calculator_

◆ skip_print_problem_stats_

◆ kappa_sigma_

◆ recalc_y_

◆ recalc_y_feas_tol_

◆ mehrotra_algorithm_

◆ linear_solver_name_

◆ constr_viol_tol_