Monotone Mu Update. More...

#include <IpMonotoneMuUpdate.hpp>

Inheritance diagram for Ipopt::MonotoneMuUpdate:

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.

virtual bool	UpdateBarrierParameter ()
	Method for determining the barrier parameter for the next iteration.

Constructors / Destructor
	MonotoneMuUpdate (const SmartPtr< LineSearch > &linesearch)
	Default Constructor.

virtual	~MonotoneMuUpdate ()
	Destructor.

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

virtual	~MuUpdate ()
	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 (const SmartPtr< RegisteredOptions > &roptions)

Private Member Functions
void	CalcNewMuAndTau (Number &new_mu, Number &new_tau)
	Internal method for computing the new values for mu and tau.

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.
	MonotoneMuUpdate ()

	MonotoneMuUpdate (const MonotoneMuUpdate &)
	Copy Constructor.

void	operator= (const MonotoneMuUpdate &)

Private Attributes
SmartPtr< LineSearch >	linesearch_

bool	initialized_
	Flag indicating whether the method has been called at least once so far.

bool	first_iter_resto_
	If true, no modification of the barrier parameter will be done at the first call of Update (fix for the restoration phase - we should clean that up!)

Algorithmic parameters
Number	mu_init_
	Initial value of the barrier parameter.

Number	barrier_tol_factor_

Number	mu_linear_decrease_factor_

Number	mu_superlinear_decrease_power_

bool	mu_allow_fast_monotone_decrease_

Number	tau_min_
	Tau_min for fraction to boundary rule.

Number	compl_inf_tol_

Number	mu_target_

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

Monotone Mu Update.

This class implements the standard monotone mu update approach.

Definition at line 21 of file IpMonotoneMuUpdate.hpp.

Constructor & Destructor Documentation

◆ MonotoneMuUpdate() [1/3]

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( const SmartPtr< LineSearch > & linesearch )

Default Constructor.

◆ ~MonotoneMuUpdate()

virtual Ipopt::MonotoneMuUpdate::~MonotoneMuUpdate ( )

virtual

Destructor.

◆ MonotoneMuUpdate() [2/3]

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( )

private

◆ MonotoneMuUpdate() [3/3]

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( const MonotoneMuUpdate & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::MonotoneMuUpdate::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::MuUpdate.

◆ UpdateBarrierParameter()

virtual bool Ipopt::MonotoneMuUpdate::UpdateBarrierParameter ( )

virtual

Method for determining the barrier parameter for the next iteration.

When the optimality error for the current barrier parameter is less than a tolerance, the barrier parameter is reduced, and the Reset method of the LineSearch object linesearch is called.

Implements Ipopt::MuUpdate.

◆ RegisterOptions()

static void Ipopt::MonotoneMuUpdate::RegisterOptions ( const SmartPtr< RegisteredOptions > & roptions )

static

◆ operator=()

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

private

◆ CalcNewMuAndTau()

void Ipopt::MonotoneMuUpdate::CalcNewMuAndTau	(	Number &	new_mu,
		Number &	new_tau
	)

private

Internal method for computing the new values for mu and tau.

Member Data Documentation

◆ mu_init_

Number Ipopt::MonotoneMuUpdate::mu_init_

private

Initial value of the barrier parameter.

Definition at line 85 of file IpMonotoneMuUpdate.hpp.

◆ barrier_tol_factor_

Number Ipopt::MonotoneMuUpdate::barrier_tol_factor_

private

Definition at line 86 of file IpMonotoneMuUpdate.hpp.

◆ mu_linear_decrease_factor_

Number Ipopt::MonotoneMuUpdate::mu_linear_decrease_factor_

private

Definition at line 87 of file IpMonotoneMuUpdate.hpp.

◆ mu_superlinear_decrease_power_

Number Ipopt::MonotoneMuUpdate::mu_superlinear_decrease_power_

private

Definition at line 88 of file IpMonotoneMuUpdate.hpp.

◆ mu_allow_fast_monotone_decrease_

bool Ipopt::MonotoneMuUpdate::mu_allow_fast_monotone_decrease_

private

Definition at line 89 of file IpMonotoneMuUpdate.hpp.

◆ tau_min_

Number Ipopt::MonotoneMuUpdate::tau_min_

private

Tau_min for fraction to boundary rule.

Definition at line 91 of file IpMonotoneMuUpdate.hpp.

◆ compl_inf_tol_

Number Ipopt::MonotoneMuUpdate::compl_inf_tol_

private

Definition at line 92 of file IpMonotoneMuUpdate.hpp.

◆ mu_target_

Number Ipopt::MonotoneMuUpdate::mu_target_

private

Definition at line 93 of file IpMonotoneMuUpdate.hpp.

◆ linesearch_

SmartPtr<LineSearch> Ipopt::MonotoneMuUpdate::linesearch_

private

Definition at line 96 of file IpMonotoneMuUpdate.hpp.

◆ initialized_

bool Ipopt::MonotoneMuUpdate::initialized_

private

Flag indicating whether the method has been called at least once so far.

Definition at line 99 of file IpMonotoneMuUpdate.hpp.

◆ first_iter_resto_

bool Ipopt::MonotoneMuUpdate::first_iter_resto_

private

If true, no modification of the barrier parameter will be done at the first call of Update (fix for the restoration phase - we should clean that up!)

Definition at line 105 of file IpMonotoneMuUpdate.hpp.

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

src/Algorithm/IpMonotoneMuUpdate.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MonotoneMuUpdate() [1/3]

◆ ~MonotoneMuUpdate()

◆ MonotoneMuUpdate() [2/3]

◆ MonotoneMuUpdate() [3/3]

Member Function Documentation

◆ InitializeImpl()

◆ UpdateBarrierParameter()

◆ RegisterOptions()

◆ operator=()

◆ CalcNewMuAndTau()

Member Data Documentation

◆ mu_init_

◆ barrier_tol_factor_

◆ mu_linear_decrease_factor_

◆ mu_superlinear_decrease_power_

◆ mu_allow_fast_monotone_decrease_

◆ tau_min_

◆ compl_inf_tol_

◆ mu_target_

◆ linesearch_

◆ initialized_

◆ first_iter_resto_