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< PDSystemSolver >	pd_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 Journalist &	Jnlst () const
IpoptNLP &	IpNLP () const
IpoptData &	IpData () const
IpoptCalculatedQuantities &	IpCq () 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.

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

• src/Algorithm/IpProbingMuOracle.hpp