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)
	Constructor.
virtual	~LeastSquareMultipliers ()
	Destructor.
Public Member Functions inherited from Ipopt::EqMultiplierCalculator
	EqMultiplierCalculator ()
	Default Constructor.
virtual	~EqMultiplierCalculator ()
	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

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< AugSystemSolver >	augsyssolver_
	augmented system solver to be used for solving the linear system

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

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

)

Constructor.

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

~LeastSquareMultipliers()

virtual Ipopt::LeastSquareMultipliers::~LeastSquareMultipliers ( )

inlinevirtual

Destructor.

Definition at line 37 of file IpLeastSquareMults.hpp.

LeastSquareMultipliers() [2/3]

Ipopt::LeastSquareMultipliers::LeastSquareMultipliers ( )

private

Default Constructor.

LeastSquareMultipliers() [3/3]

Ipopt::LeastSquareMultipliers::LeastSquareMultipliers ( const LeastSquareMultipliers &  )

private

Copy Constructor.

Member Function Documentation

InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::EqMultiplierCalculator.

CalculateMultipliers()

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

virtual

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

Returns

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 &  )

private

Member Data Documentation

augsyssolver_

SmartPtr<AugSystemSolver> Ipopt::LeastSquareMultipliers::augsyssolver_

private

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:

• src/Algorithm/IpLeastSquareMults.hpp