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Ipopt::LeastSquareMultipliers Class Reference

Class for calculator for the least-square equality constraint multipliers. More...

#include <IpLeastSquareMults.hpp>

+ Inheritance diagram for Ipopt::LeastSquareMultipliers:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
virtual bool CalculateMultipliers (Vector &y_c, Vector &y_d)
 This method computes the least-square estimates for y_c and y_d at the current point.
Constructors / Destructors
 LeastSquareMultipliers (AugSystemSolver &augSysSolver)
virtual ~LeastSquareMultipliers ()
- Public Member Functions inherited from Ipopt::EqMultiplierCalculator
 EqMultiplierCalculator ()
 Default Constructor.
virtual ~EqMultiplierCalculator ()
- 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 ()
- 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

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.

 LeastSquareMultipliers ()
 Default Constructor.
 LeastSquareMultipliers (const LeastSquareMultipliers &)
 Copy Constructor.
void operator= (const LeastSquareMultipliers &)

Private Attributes

SmartPtr< AugSystemSolveraugsyssolver_
 augmented system solver to be used for solving the linear system

Additional Inherited Members

- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
IpoptNLPIpNLP () const
IpoptDataIpData () const
IpoptCalculatedQuantitiesIpCq () const
bool HaveIpData () const

Detailed Description

Class for calculator for the least-square equality constraint multipliers.

The Calculate method of this class computes the least-square estimate for the y_c and y_d multipliers, based on the current values of the gradient of the Lagrangian.

Definition at line 22 of file IpLeastSquareMults.hpp.

Constructor & Destructor Documentation

◆ LeastSquareMultipliers() [1/3]

Ipopt::LeastSquareMultipliers::LeastSquareMultipliers ( AugSystemSolver augSysSolver)


It needs to be given the strategy object for solving the augmented system.

◆ ~LeastSquareMultipliers()

virtual Ipopt::LeastSquareMultipliers::~LeastSquareMultipliers ( )


Definition at line 37 of file IpLeastSquareMults.hpp.

◆ LeastSquareMultipliers() [2/3]

Ipopt::LeastSquareMultipliers::LeastSquareMultipliers ( )

Default Constructor.

◆ LeastSquareMultipliers() [3/3]

Ipopt::LeastSquareMultipliers::LeastSquareMultipliers ( const LeastSquareMultipliers )

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

◆ CalculateMultipliers()

virtual bool Ipopt::LeastSquareMultipliers::CalculateMultipliers ( Vector y_c,
Vector y_d 

This method computes the least-square estimates for y_c and y_d at the current point.

false, if the least square system could not be solved (the linear system is singular)

Implements Ipopt::EqMultiplierCalculator.

◆ operator=()

void Ipopt::LeastSquareMultipliers::operator= ( const LeastSquareMultipliers )

Member Data Documentation

◆ augsyssolver_

SmartPtr<AugSystemSolver> Ipopt::LeastSquareMultipliers::augsyssolver_

augmented system solver to be used for solving the linear system

Definition at line 81 of file IpLeastSquareMults.hpp.

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