Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More...

#include <IpPDPerturbationHandler.hpp>

Inheritance diagram for Ipopt::PDPerturbationHandler:

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	ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method must be called for each new matrix, and before any other method for generating perturbation factors.

virtual bool	PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix.

virtual bool	PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns perturbation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.

virtual void	CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Just return the perturbation values that have been determined most recently.

Constructors/Destructors
	PDPerturbationHandler ()
	Default Constructor.

virtual	~PDPerturbationHandler ()
	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
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.
	PDPerturbationHandler (const PDPerturbationHandler &)
	Copy Constructor.

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

Auxiliary methods
bool	get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.

void	finalize_test ()
	This method is call whenever a matrix had been factorization and is not singular.

Number	delta_cd ()
	Compute perturbation value for constraints.

Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const Journalist &	Jnlst () const

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () const

bool	HaveIpData () const

Protected Attributes
bool	get_deltas_for_wrong_inertia_called_
	Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.

Size of the most recent non-zero perturbation.
Number	delta_x_last_
	The last nonzero value for delta_x.

Number	delta_s_last_
	The last nonzero value for delta_s.

Number	delta_c_last_
	The last nonzero value for delta_c.

Number	delta_d_last_
	The last nonzero value for delta_d.

Size of the most recently suggested perturbation for the
current matrix.
Number	delta_x_curr_
	The current value for delta_x.

Number	delta_s_curr_
	The current value for delta_s.

Number	delta_c_curr_
	The current value for delta_c.

Number	delta_d_curr_
	The current value for delta_d.

Algorithmic parameters.
Number	delta_xs_max_
	Maximal perturbation for x and s.

Number	delta_xs_min_
	Smallest possible perturbation for x and s.

Number	delta_xs_first_inc_fact_
	Increase factor for delta_xs for first required perturbation.

Number	delta_xs_inc_fact_
	Increase factor for delta_xs for later perturbations.

Number	delta_xs_dec_fact_
	Decrease factor for delta_xs for later perturbations.

Number	delta_xs_init_
	Very first trial value for delta_xs perturbation.

Number	delta_cd_val_
	Size of perturbation for c and d blocks.

Number	delta_cd_exp_
	Exponent on mu in formula for of perturbation for c and d blocks.

bool	reset_last_
	Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.

Index	degen_iters_max_
	Required number of iterations for degeneracy conclusions.

bool	perturb_always_cd_
	Flag indicating that the delta_c, delta_d perturbation should always be used.

Handling structural degeneracy
enum	DegenType { NOT_YET_DETERMINED , NOT_DEGENERATE , DEGENERATE }
	Type for degeneracy flags. More...

enum	TrialStatus { NO_TEST , TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 , TEST_DELTA_C_GT_0_DELTA_X_EQ_0 , TEST_DELTA_C_EQ_0_DELTA_X_GT_0 , TEST_DELTA_C_GT_0_DELTA_X_GT_0 }
	Status of current trial configuration. More...

DegenType	hess_degenerate_
	Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.

DegenType	jac_degenerate_
	Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.

Index	degen_iters_
	Flag counting matrices in which degeneracy was observed in the first successive iterations.

TrialStatus	test_status_
	Current status.

Detailed Description

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system.

This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.

Definition at line 23 of file IpPDPerturbationHandler.hpp.

Member Enumeration Documentation

◆ DegenType

enum Ipopt::PDPerturbationHandler::DegenType

protected

Type for degeneracy flags.

Enumerator
NOT_YET_DETERMINED
NOT_DEGENERATE
DEGENERATE

Definition at line 152 of file IpPDPerturbationHandler.hpp.

◆ TrialStatus

enum Ipopt::PDPerturbationHandler::TrialStatus

protected

Status of current trial configuration.

Enumerator
NO_TEST
TEST_DELTA_C_EQ_0_DELTA_X_EQ_0
TEST_DELTA_C_GT_0_DELTA_X_EQ_0
TEST_DELTA_C_EQ_0_DELTA_X_GT_0
TEST_DELTA_C_GT_0_DELTA_X_GT_0

Definition at line 178 of file IpPDPerturbationHandler.hpp.

Constructor & Destructor Documentation

◆ PDPerturbationHandler() [1/2]

Ipopt::PDPerturbationHandler::PDPerturbationHandler ( )

Default Constructor.

◆ ~PDPerturbationHandler()

virtual Ipopt::PDPerturbationHandler::~PDPerturbationHandler ( )

inlinevirtual

Destructor.

Definition at line 32 of file IpPDPerturbationHandler.hpp.

◆ PDPerturbationHandler() [2/2]

Ipopt::PDPerturbationHandler::PDPerturbationHandler ( const PDPerturbationHandler & )

protected

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::PDPerturbationHandler::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::AlgorithmStrategyObject.

Reimplemented in Ipopt::CGPerturbationHandler.

◆ ConsiderNewSystem()

virtual bool Ipopt::PDPerturbationHandler::ConsiderNewSystem	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

This method must be called for each new matrix, and before any other method for generating perturbation factors.

Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive.

Returns: false, no suitable perturbation could be found.

Reimplemented in Ipopt::CGPerturbationHandler.

◆ PerturbForSingularity()

virtual bool Ipopt::PDPerturbationHandler::PerturbForSingularity	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix.

Returns: false, if no suitable perturbation could be found.

Reimplemented in Ipopt::CGPerturbationHandler.

◆ PerturbForWrongInertia()

virtual bool Ipopt::PDPerturbationHandler::PerturbForWrongInertia	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

This method returns perturbation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.

Returns: false, if no suitable perturbation could be found.

◆ CurrentPerturbation()

virtual void Ipopt::PDPerturbationHandler::CurrentPerturbation	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

virtual

Just return the perturbation values that have been determined most recently.

◆ RegisterOptions()

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

static

◆ operator=()

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

protected

Default Assignment Operator.

◆ get_deltas_for_wrong_inertia()

bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)

protected

Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.

Returns: false, if the delta_x and delta_s parameters become too large.

◆ finalize_test()

void Ipopt::PDPerturbationHandler::finalize_test ( )

protected

This method is call whenever a matrix had been factorization and is not singular.

In here, we can evaluate the outcome of the deneracy test heuristics.

◆ delta_cd()

Number Ipopt::PDPerturbationHandler::delta_cd ( )

protected

Compute perturbation value for constraints.

Member Data Documentation

◆ delta_x_last_

Number Ipopt::PDPerturbationHandler::delta_x_last_

protected

The last nonzero value for delta_x.

Definition at line 121 of file IpPDPerturbationHandler.hpp.

◆ delta_s_last_

Number Ipopt::PDPerturbationHandler::delta_s_last_

protected

The last nonzero value for delta_s.

Definition at line 123 of file IpPDPerturbationHandler.hpp.

◆ delta_c_last_

Number Ipopt::PDPerturbationHandler::delta_c_last_

protected

The last nonzero value for delta_c.

Definition at line 125 of file IpPDPerturbationHandler.hpp.

◆ delta_d_last_

Number Ipopt::PDPerturbationHandler::delta_d_last_

protected

The last nonzero value for delta_d.

Definition at line 127 of file IpPDPerturbationHandler.hpp.

◆ delta_x_curr_

Number Ipopt::PDPerturbationHandler::delta_x_curr_

protected

The current value for delta_x.

Definition at line 135 of file IpPDPerturbationHandler.hpp.

◆ delta_s_curr_

Number Ipopt::PDPerturbationHandler::delta_s_curr_

protected

The current value for delta_s.

Definition at line 137 of file IpPDPerturbationHandler.hpp.

◆ delta_c_curr_

Number Ipopt::PDPerturbationHandler::delta_c_curr_

protected

The current value for delta_c.

Definition at line 139 of file IpPDPerturbationHandler.hpp.

◆ delta_d_curr_

Number Ipopt::PDPerturbationHandler::delta_d_curr_

protected

The current value for delta_d.

Definition at line 141 of file IpPDPerturbationHandler.hpp.

◆ get_deltas_for_wrong_inertia_called_

bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia_called_

protected

Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.

Definition at line 147 of file IpPDPerturbationHandler.hpp.

◆ hess_degenerate_

DegenType Ipopt::PDPerturbationHandler::hess_degenerate_

protected

Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.

Definition at line 162 of file IpPDPerturbationHandler.hpp.

◆ jac_degenerate_

DegenType Ipopt::PDPerturbationHandler::jac_degenerate_

protected

Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.

Definition at line 167 of file IpPDPerturbationHandler.hpp.

◆ degen_iters_

Index Ipopt::PDPerturbationHandler::degen_iters_

protected

Flag counting matrices in which degeneracy was observed in the first successive iterations.

-1 means that there was a non-degenerate (unperturbed) matrix at some point.

Definition at line 175 of file IpPDPerturbationHandler.hpp.

◆ test_status_

TrialStatus Ipopt::PDPerturbationHandler::test_status_

protected

Current status.

Definition at line 188 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_max_

Number Ipopt::PDPerturbationHandler::delta_xs_max_

protected

Maximal perturbation for x and s.

Definition at line 194 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_min_

Number Ipopt::PDPerturbationHandler::delta_xs_min_

protected

Smallest possible perturbation for x and s.

Definition at line 196 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_first_inc_fact_

Number Ipopt::PDPerturbationHandler::delta_xs_first_inc_fact_

protected

Increase factor for delta_xs for first required perturbation.

Definition at line 198 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_inc_fact_

Number Ipopt::PDPerturbationHandler::delta_xs_inc_fact_

protected

Increase factor for delta_xs for later perturbations.

Definition at line 200 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_dec_fact_

Number Ipopt::PDPerturbationHandler::delta_xs_dec_fact_

protected

Decrease factor for delta_xs for later perturbations.

Definition at line 202 of file IpPDPerturbationHandler.hpp.

◆ delta_xs_init_

Number Ipopt::PDPerturbationHandler::delta_xs_init_

protected

Very first trial value for delta_xs perturbation.

Definition at line 204 of file IpPDPerturbationHandler.hpp.

◆ delta_cd_val_

Number Ipopt::PDPerturbationHandler::delta_cd_val_

protected

Size of perturbation for c and d blocks.

Definition at line 206 of file IpPDPerturbationHandler.hpp.

◆ delta_cd_exp_

Number Ipopt::PDPerturbationHandler::delta_cd_exp_

protected

Exponent on mu in formula for of perturbation for c and d blocks.

Definition at line 208 of file IpPDPerturbationHandler.hpp.

◆ reset_last_

bool Ipopt::PDPerturbationHandler::reset_last_

protected

Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.

Definition at line 213 of file IpPDPerturbationHandler.hpp.

◆ degen_iters_max_

Index Ipopt::PDPerturbationHandler::degen_iters_max_

protected

Required number of iterations for degeneracy conclusions.

Definition at line 215 of file IpPDPerturbationHandler.hpp.

◆ perturb_always_cd_

bool Ipopt::PDPerturbationHandler::perturb_always_cd_

protected

Flag indicating that the delta_c, delta_d perturbation should always be used.

Definition at line 219 of file IpPDPerturbationHandler.hpp.

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

src/Algorithm/IpPDPerturbationHandler.hpp

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Handling structural degeneracy

Detailed Description

Member Enumeration Documentation

◆ DegenType

◆ TrialStatus

Constructor & Destructor Documentation

◆ PDPerturbationHandler() [1/2]

◆ ~PDPerturbationHandler()

◆ PDPerturbationHandler() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ ConsiderNewSystem()

◆ PerturbForSingularity()

◆ PerturbForWrongInertia()

◆ CurrentPerturbation()

◆ RegisterOptions()

◆ operator=()

◆ get_deltas_for_wrong_inertia()

◆ finalize_test()

◆ delta_cd()

Member Data Documentation

◆ delta_x_last_

◆ delta_s_last_

◆ delta_c_last_

◆ delta_d_last_

◆ delta_x_curr_

◆ delta_s_curr_

◆ delta_c_curr_

◆ delta_d_curr_

◆ get_deltas_for_wrong_inertia_called_

◆ hess_degenerate_

◆ jac_degenerate_

◆ degen_iters_

◆ test_status_

◆ delta_xs_max_

◆ delta_xs_min_

◆ delta_xs_first_inc_fact_

◆ delta_xs_inc_fact_

◆ delta_xs_dec_fact_

◆ delta_xs_init_

◆ delta_cd_val_

◆ delta_cd_exp_

◆ reset_last_

◆ degen_iters_max_

◆ perturb_always_cd_