Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More...

#include <IpRestoMinC_1Nrm.hpp>

Inheritance diagram for Ipopt::MinC_1NrmRestorationPhase:

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.

Constructors/Destructors
	MinC_1NrmRestorationPhase (IpoptAlgorithm &resto_alg, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator)
	Constructor, taking strategy objects.

virtual	~MinC_1NrmRestorationPhase ()
	Destructor.

Public Member Functions inherited from Ipopt::RestorationPhase
	RestorationPhase ()
	Default Constructor.

virtual	~RestorationPhase ()
	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)

Protected Member Functions
virtual bool	PerformRestoration ()
	Method called to perform restoration for the filter line search method.

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
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.
	MinC_1NrmRestorationPhase ()
	Default Constructor.

	MinC_1NrmRestorationPhase (const MinC_1NrmRestorationPhase &)
	Copy Constructor.

void	operator= (const MinC_1NrmRestorationPhase &)
	Default Assignment Operator.

Auxiliary methods
void	ComputeBoundMultiplierStep (Vector &delta_z, const Vector &curr_z, const Vector &curr_slack, const Vector &trial_slack)
	Method for computing "primal-dual" step in bound multipliers, given step in slacks.

Private Attributes
SmartPtr< OptionsList >	resto_options_
	Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started.

Index	count_restorations_
	Counter for the number of time that PerformRestoration is called.

Strategy objects
SmartPtr< IpoptAlgorithm >	resto_alg_

SmartPtr< EqMultiplierCalculator >	eq_mult_calculator_

Algorithmic parameters
Number	constr_mult_reset_threshold_

Number	bound_mult_reset_threshold_
	Maximal allowed value of a bound multiplier after restoration phase.

bool	expect_infeasible_problem_
	Indicates whether problem can be expected to be infeasible.

Number	constr_viol_tol_
	Constraint violation tolerance.

Number	max_wall_time_
	Time limits.

Number	max_cpu_time_

Number	resto_failure_feasibility_threshold_
	Primal infeasibility tolerance for declaring failure of restoration phase when the non-regular termination tests are met.

Detailed Description

Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt).

Definition at line 20 of file IpRestoMinC_1Nrm.hpp.

Constructor & Destructor Documentation

◆ MinC_1NrmRestorationPhase() [1/3]

Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase	(	IpoptAlgorithm &	resto_alg,
		const SmartPtr< EqMultiplierCalculator > &	eq_mult_calculator
	)

Constructor, taking strategy objects.

The resto_alg strategy object is the restoration phase Ipopt algorithm. The eq_mult_calculator is used to reinitialize the equality constraint multipliers after the restoration phase algorithm has finished - unless it is NULL, in which case the multipliers are set to 0.

◆ ~MinC_1NrmRestorationPhase()

virtual Ipopt::MinC_1NrmRestorationPhase::~MinC_1NrmRestorationPhase ( )

virtual

Destructor.

◆ MinC_1NrmRestorationPhase() [2/3]

Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase ( )

private

Default Constructor.

◆ MinC_1NrmRestorationPhase() [3/3]

Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase ( const MinC_1NrmRestorationPhase & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::MinC_1NrmRestorationPhase::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::RestorationPhase.

◆ RegisterOptions()

static void Ipopt::MinC_1NrmRestorationPhase::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

◆ PerformRestoration()

virtual bool Ipopt::MinC_1NrmRestorationPhase::PerformRestoration ( )

protectedvirtual

Method called to perform restoration for the filter line search method.

Implements Ipopt::RestorationPhase.

◆ operator=()

void Ipopt::MinC_1NrmRestorationPhase::operator= ( const MinC_1NrmRestorationPhase & )

private

Default Assignment Operator.

◆ ComputeBoundMultiplierStep()

void Ipopt::MinC_1NrmRestorationPhase::ComputeBoundMultiplierStep	(	Vector &	delta_z,
		const Vector &	curr_z,
		const Vector &	curr_slack,
		const Vector &	trial_slack
	)

private

Method for computing "primal-dual" step in bound multipliers, given step in slacks.

Member Data Documentation

◆ resto_alg_

SmartPtr<IpoptAlgorithm> Ipopt::MinC_1NrmRestorationPhase::resto_alg_

private

Definition at line 80 of file IpRestoMinC_1Nrm.hpp.

◆ eq_mult_calculator_

SmartPtr<EqMultiplierCalculator> Ipopt::MinC_1NrmRestorationPhase::eq_mult_calculator_

private

Definition at line 81 of file IpRestoMinC_1Nrm.hpp.

◆ resto_options_

SmartPtr<OptionsList> Ipopt::MinC_1NrmRestorationPhase::resto_options_

private

Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started.

Definition at line 88 of file IpRestoMinC_1Nrm.hpp.

◆ constr_mult_reset_threshold_

Number Ipopt::MinC_1NrmRestorationPhase::constr_mult_reset_threshold_

private

Definition at line 92 of file IpRestoMinC_1Nrm.hpp.

◆ bound_mult_reset_threshold_

Number Ipopt::MinC_1NrmRestorationPhase::bound_mult_reset_threshold_

private

Maximal allowed value of a bound multiplier after restoration phase.

Definition at line 97 of file IpRestoMinC_1Nrm.hpp.

◆ expect_infeasible_problem_

bool Ipopt::MinC_1NrmRestorationPhase::expect_infeasible_problem_

private

Indicates whether problem can be expected to be infeasible.

This will request to set kappa_resto to a small value for the first time the restoration phase is called. (ToDo)

Definition at line 104 of file IpRestoMinC_1Nrm.hpp.

◆ constr_viol_tol_

Number Ipopt::MinC_1NrmRestorationPhase::constr_viol_tol_

private

Constraint violation tolerance.

Definition at line 107 of file IpRestoMinC_1Nrm.hpp.

◆ max_wall_time_

Number Ipopt::MinC_1NrmRestorationPhase::max_wall_time_

private

Time limits.

Definition at line 110 of file IpRestoMinC_1Nrm.hpp.

◆ max_cpu_time_

Number Ipopt::MinC_1NrmRestorationPhase::max_cpu_time_

private

Definition at line 111 of file IpRestoMinC_1Nrm.hpp.

◆ resto_failure_feasibility_threshold_

Number Ipopt::MinC_1NrmRestorationPhase::resto_failure_feasibility_threshold_

private

Primal infeasibility tolerance for declaring failure of restoration phase when the non-regular termination tests are met.

Definition at line 117 of file IpRestoMinC_1Nrm.hpp.

◆ count_restorations_

Index Ipopt::MinC_1NrmRestorationPhase::count_restorations_

private

Counter for the number of time that PerformRestoration is called.

Definition at line 123 of file IpRestoMinC_1Nrm.hpp.

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

src/Algorithm/IpRestoMinC_1Nrm.hpp

Public Member Functions

Static Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ MinC_1NrmRestorationPhase() [1/3]

◆ ~MinC_1NrmRestorationPhase()

◆ MinC_1NrmRestorationPhase() [2/3]

◆ MinC_1NrmRestorationPhase() [3/3]

Member Function Documentation

◆ InitializeImpl()

◆ RegisterOptions()

◆ PerformRestoration()

◆ operator=()

◆ ComputeBoundMultiplierStep()

Member Data Documentation

◆ resto_alg_

◆ eq_mult_calculator_

◆ resto_options_

◆ constr_mult_reset_threshold_

◆ bound_mult_reset_threshold_

◆ expect_infeasible_problem_

◆ constr_viol_tol_

◆ max_wall_time_

◆ max_cpu_time_

◆ resto_failure_feasibility_threshold_

◆ count_restorations_