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Ipopt::ProbingMuOracle Class Reference

Implementation of the probing strategy for computing the barrier parameter. More...

#include <IpProbingMuOracle.hpp>

+ Inheritance diagram for Ipopt::ProbingMuOracle:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
 
virtual bool CalculateMu (Number mu_min, Number mu_max, Number &new_mu)
 Method for computing the value of the barrier parameter that could be used in the current iteration (using Mehrotra's probing heuristic).
 
Constructors/Destructors
 ProbingMuOracle (const SmartPtr< PDSystemSolver > &pd_solver)
 Constructor.
 
virtual ~ProbingMuOracle ()
 Destructor.
 
- Public Member Functions inherited from Ipopt::MuOracle
 MuOracle ()
 Default Constructor.
 
virtual ~MuOracle ()
 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)
 

Private Member Functions

Number CalculateAffineMu (Number alpha_primal, Number alpha_dual, const IteratesVector &step)
 Auxiliary function for computing the average complementarity at a point, given step sizes and step.
 
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.

 ProbingMuOracle ()
 Default Constructor.
 
 ProbingMuOracle (const ProbingMuOracle &)
 Copy Constructor.
 
void operator= (const ProbingMuOracle &)
 Default Assignment Operator.
 

Private Attributes

SmartPtr< PDSystemSolverpd_solver_
 Pointer to the object that should be used to solve the primal-dual system.
 
Algorithmic parameters
Number sigma_max_
 safeguarding upper bound on centering parameter sigma
 

Additional Inherited Members

- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Implementation of the probing strategy for computing the barrier parameter.

Definition at line 19 of file IpProbingMuOracle.hpp.

Constructor & Destructor Documentation

◆ ProbingMuOracle() [1/3]

Ipopt::ProbingMuOracle::ProbingMuOracle ( const SmartPtr< PDSystemSolver > &  pd_solver)

Constructor.

◆ ~ProbingMuOracle()

virtual Ipopt::ProbingMuOracle::~ProbingMuOracle ( )
virtual

Destructor.

◆ ProbingMuOracle() [2/3]

Ipopt::ProbingMuOracle::ProbingMuOracle ( )
private

Default Constructor.

◆ ProbingMuOracle() [3/3]

Ipopt::ProbingMuOracle::ProbingMuOracle ( const ProbingMuOracle )
private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

overloaded from AlgorithmStrategyObject

Implements Ipopt::MuOracle.

◆ CalculateMu()

virtual bool Ipopt::ProbingMuOracle::CalculateMu ( Number  mu_min,
Number  mu_max,
Number new_mu 
)
virtual

Method for computing the value of the barrier parameter that could be used in the current iteration (using Mehrotra's probing heuristic).

Implements Ipopt::MuOracle.

◆ RegisterOptions()

static void Ipopt::ProbingMuOracle::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

◆ operator=()

void Ipopt::ProbingMuOracle::operator= ( const ProbingMuOracle )
private

Default Assignment Operator.

◆ CalculateAffineMu()

Number Ipopt::ProbingMuOracle::CalculateAffineMu ( Number  alpha_primal,
Number  alpha_dual,
const IteratesVector step 
)
private

Auxiliary function for computing the average complementarity at a point, given step sizes and step.

Member Data Documentation

◆ pd_solver_

SmartPtr<PDSystemSolver> Ipopt::ProbingMuOracle::pd_solver_
private

Pointer to the object that should be used to solve the primal-dual system.

Definition at line 81 of file IpProbingMuOracle.hpp.

◆ sigma_max_

Number Ipopt::ProbingMuOracle::sigma_max_
private

safeguarding upper bound on centering parameter sigma

Definition at line 95 of file IpProbingMuOracle.hpp.


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