#include <IpOptErrorConvCheck.hpp>

Inheritance diagram for Ipopt::OptimalityErrorConvergenceCheck:

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

virtual ConvergenceStatus	CheckConvergence (bool call_intermediate_callback=true)
	Pure virtual method for performing the convergence test.

virtual bool	CurrentIsAcceptable ()
	Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.

Constructors / Destructor
	OptimalityErrorConvergenceCheck ()
	Default Constructor.

virtual	~OptimalityErrorConvergenceCheck ()
	Destructor.

Public Member Functions inherited from Ipopt::ConvergenceCheck
	ConvergenceCheck ()
	Constructor.

virtual	~ConvergenceCheck ()
	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 Attributes
Algorithmic parameters
Index	max_iterations_
	Maximal number of iterations.

Number	dual_inf_tol_
	Tolerance on unscaled dual infeasibility.

Number	constr_viol_tol_
	Tolerance on unscaled constraint violation.

Number	compl_inf_tol_
	Tolerance on unscaled complementarity.

Index	acceptable_iter_
	Number of iterations with acceptable level of accuracy, after which the algorithm terminates.

Number	acceptable_tol_
	Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.

Number	acceptable_dual_inf_tol_
	Acceptable tolerance on unscaled dual infeasibility.

Number	acceptable_constr_viol_tol_
	Acceptable tolerance on unscaled constraint violation.

Number	acceptable_compl_inf_tol_
	Acceptable tolerance on unscaled complementarity.

Number	acceptable_obj_change_tol_
	Acceptable tolerance for relative objective function change from iteration to iteration.

Number	diverging_iterates_tol_
	Threshold for primal iterates for divergence test.

Number	mu_target_
	Desired value of the barrier parameter.

Number	max_wall_time_
	Upper bound on wallclock time.

Number	max_cpu_time_
	Upper bound on CPU time.

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.
	OptimalityErrorConvergenceCheck (const OptimalityErrorConvergenceCheck &)
	Copy Constructor.

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

Private Attributes
Index	acceptable_counter_
	Counter for successive iterations in which acceptability criteria are met.

Number	last_obj_val_
	Value of the objective function from last iteration.

Number	curr_obj_val_
	Value of the objective function from current iteration.

Index	last_obj_val_iter_
	Iteration counter for which last_obj_val most recently updated.

Additional Inherited Members
Public Types inherited from Ipopt::ConvergenceCheck
enum	ConvergenceStatus { CONTINUE , CONVERGED , CONVERGED_TO_ACCEPTABLE_POINT , MAXITER_EXCEEDED , CPUTIME_EXCEEDED , WALLTIME_EXCEEDED , DIVERGING , USER_STOP , FAILED }
	Convergence return enum. More...

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

Definition at line 15 of file IpOptErrorConvCheck.hpp.

Constructor & Destructor Documentation

◆ OptimalityErrorConvergenceCheck() [1/2]

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck ( )

Default Constructor.

◆ ~OptimalityErrorConvergenceCheck()

virtual Ipopt::OptimalityErrorConvergenceCheck::~OptimalityErrorConvergenceCheck ( )

virtual

Destructor.

◆ OptimalityErrorConvergenceCheck() [2/2]

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck ( const OptimalityErrorConvergenceCheck & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoConvergenceCheck, Ipopt::RestoFilterConvergenceCheck, and Ipopt::RestoPenaltyConvergenceCheck.

◆ CheckConvergence()

virtual ConvergenceStatus Ipopt::OptimalityErrorConvergenceCheck::CheckConvergence ( bool call_intermediate_callback = true )

virtual

Pure virtual method for performing the convergence test.

If call_intermediate_callback is true, the user callback method in the NLP should be called in order to see if the user requests an early termination.

Implements Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoConvergenceCheck.

◆ CurrentIsAcceptable()

virtual bool Ipopt::OptimalityErrorConvergenceCheck::CurrentIsAcceptable ( )

virtual

Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.

Implements Ipopt::ConvergenceCheck.

◆ RegisterOptions()

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

static

◆ operator=()

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

private

Default Assignment Operator.

Member Data Documentation

◆ max_iterations_

Index Ipopt::OptimalityErrorConvergenceCheck::max_iterations_

protected

Maximal number of iterations.

Definition at line 50 of file IpOptErrorConvCheck.hpp.

◆ dual_inf_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::dual_inf_tol_

protected

Tolerance on unscaled dual infeasibility.

Definition at line 52 of file IpOptErrorConvCheck.hpp.

◆ constr_viol_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::constr_viol_tol_

protected

Tolerance on unscaled constraint violation.

Definition at line 54 of file IpOptErrorConvCheck.hpp.

◆ compl_inf_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::compl_inf_tol_

protected

Tolerance on unscaled complementarity.

Definition at line 56 of file IpOptErrorConvCheck.hpp.

◆ acceptable_iter_

Index Ipopt::OptimalityErrorConvergenceCheck::acceptable_iter_

protected

Number of iterations with acceptable level of accuracy, after which the algorithm terminates.

If 0, this heuristic is disabled.

Definition at line 62 of file IpOptErrorConvCheck.hpp.

◆ acceptable_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_tol_

protected

Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.

Definition at line 65 of file IpOptErrorConvCheck.hpp.

◆ acceptable_dual_inf_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_dual_inf_tol_

protected

Acceptable tolerance on unscaled dual infeasibility.

Definition at line 67 of file IpOptErrorConvCheck.hpp.

◆ acceptable_constr_viol_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_constr_viol_tol_

protected

Acceptable tolerance on unscaled constraint violation.

Definition at line 69 of file IpOptErrorConvCheck.hpp.

◆ acceptable_compl_inf_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_compl_inf_tol_

protected

Acceptable tolerance on unscaled complementarity.

Definition at line 71 of file IpOptErrorConvCheck.hpp.

◆ acceptable_obj_change_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_obj_change_tol_

protected

Acceptable tolerance for relative objective function change from iteration to iteration.

Definition at line 74 of file IpOptErrorConvCheck.hpp.

◆ diverging_iterates_tol_

Number Ipopt::OptimalityErrorConvergenceCheck::diverging_iterates_tol_

protected

Threshold for primal iterates for divergence test.

Definition at line 76 of file IpOptErrorConvCheck.hpp.

◆ mu_target_

Number Ipopt::OptimalityErrorConvergenceCheck::mu_target_

protected

Desired value of the barrier parameter.

Definition at line 78 of file IpOptErrorConvCheck.hpp.

◆ max_wall_time_

Number Ipopt::OptimalityErrorConvergenceCheck::max_wall_time_

protected

Upper bound on wallclock time.

Definition at line 80 of file IpOptErrorConvCheck.hpp.

◆ max_cpu_time_

Number Ipopt::OptimalityErrorConvergenceCheck::max_cpu_time_

protected

Upper bound on CPU time.

Definition at line 82 of file IpOptErrorConvCheck.hpp.

◆ acceptable_counter_

Index Ipopt::OptimalityErrorConvergenceCheck::acceptable_counter_

private

Counter for successive iterations in which acceptability criteria are met.

Definition at line 109 of file IpOptErrorConvCheck.hpp.

◆ last_obj_val_

Number Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_

private

Value of the objective function from last iteration.

This is for accpetable_obj_change_tol.

Definition at line 115 of file IpOptErrorConvCheck.hpp.

◆ curr_obj_val_

Number Ipopt::OptimalityErrorConvergenceCheck::curr_obj_val_

private

Value of the objective function from current iteration.

This is for accpetable_obj_change_tol.

Definition at line 121 of file IpOptErrorConvCheck.hpp.

◆ last_obj_val_iter_

Index Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_iter_

private

Iteration counter for which last_obj_val most recently updated.

Definition at line 124 of file IpOptErrorConvCheck.hpp.

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

src/Algorithm/IpOptErrorConvCheck.hpp

Public Member Functions

Static Public Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ OptimalityErrorConvergenceCheck() [1/2]

◆ ~OptimalityErrorConvergenceCheck()

◆ OptimalityErrorConvergenceCheck() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ CheckConvergence()

◆ CurrentIsAcceptable()

◆ RegisterOptions()

◆ operator=()

Member Data Documentation

◆ max_iterations_

◆ dual_inf_tol_

◆ constr_viol_tol_

◆ compl_inf_tol_

◆ acceptable_iter_

◆ acceptable_tol_

◆ acceptable_dual_inf_tol_

◆ acceptable_constr_viol_tol_

◆ acceptable_compl_inf_tol_

◆ acceptable_obj_change_tol_

◆ diverging_iterates_tol_

◆ mu_target_

◆ max_wall_time_

◆ max_cpu_time_

◆ acceptable_counter_

◆ last_obj_val_

◆ curr_obj_val_

◆ last_obj_val_iter_