Convergence check for the restoration phase. More...

#include <IpRestoConvCheck.hpp>

Inheritance diagram for Ipopt::RestoConvergenceCheck:

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 void	SetOrigLSAcceptor (const BacktrackingLSAcceptor &orig_ls_acceptor)=0
	Method for setting the LS acceptor from the main algorithm.

Constructors/Destructors
	RestoConvergenceCheck ()
	Default Constructor.

virtual	~RestoConvergenceCheck ()
	Destructor.

Public Member Functions inherited from Ipopt::OptimalityErrorConvergenceCheck
virtual bool	CurrentIsAcceptable ()
	Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.

	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)

Static Public Member Functions inherited from Ipopt::OptimalityErrorConvergenceCheck
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)

Private Member Functions
virtual ConvergenceStatus	TestOrigProgress (Number orig_trial_barr, Number orig_trial_theta)=0
	Method for checking progress with original globalization mechanism.

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.
	RestoConvergenceCheck (const RestoConvergenceCheck &)
	Copy Constructor.

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

Private Attributes
bool	first_resto_iter_
	Flag indicating that this is the first call.

Index	successive_resto_iter_
	Counter for successive iterations in restoration phase.

Algorithmic parameters
Number	kappa_resto_
	Fraction of required reduction in infeasibility before problem is considered to be solved.

Index	maximum_iters_
	Maximum number of iterations in restoration phase.

Index	maximum_resto_iters_
	Maximum number of successive iterations in restoration phase.

Number	orig_constr_viol_tol_
	Constraint violation tolerance for original algorithm.

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

Protected Attributes inherited from Ipopt::OptimalityErrorConvergenceCheck
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.

Detailed Description

Convergence check for the restoration phase.

This inherits from the OptimalityErrorConvergenceCheck so that the method for the regular optimality error convergence criterion can be checked as well. In addition, this convergence check returns the CONVERGED message, if the current iteration is acceptable to the original globalization scheme.

Definition at line 27 of file IpRestoConvCheck.hpp.

Constructor & Destructor Documentation

◆ RestoConvergenceCheck() [1/2]

Ipopt::RestoConvergenceCheck::RestoConvergenceCheck ( )

Default Constructor.

◆ ~RestoConvergenceCheck()

virtual Ipopt::RestoConvergenceCheck::~RestoConvergenceCheck ( )

virtual

Destructor.

◆ RestoConvergenceCheck() [2/2]

Ipopt::RestoConvergenceCheck::RestoConvergenceCheck ( const RestoConvergenceCheck & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Reimplemented from Ipopt::OptimalityErrorConvergenceCheck.

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

◆ CheckConvergence()

virtual ConvergenceStatus Ipopt::RestoConvergenceCheck::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.

Reimplemented from Ipopt::OptimalityErrorConvergenceCheck.

◆ SetOrigLSAcceptor()

virtual void Ipopt::RestoConvergenceCheck::SetOrigLSAcceptor ( const BacktrackingLSAcceptor & orig_ls_acceptor )

pure virtual

Method for setting the LS acceptor from the main algorithm.

Implemented in Ipopt::RestoFilterConvergenceCheck, and Ipopt::RestoPenaltyConvergenceCheck.

◆ RegisterOptions()

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

static

◆ operator=()

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

private

Default Assignment Operator.

◆ TestOrigProgress()

virtual ConvergenceStatus Ipopt::RestoConvergenceCheck::TestOrigProgress	(	Number	orig_trial_barr,
		Number	orig_trial_theta
	)

privatepure virtual

Method for checking progress with original globalization mechanism.

Implemented in Ipopt::RestoFilterConvergenceCheck, and Ipopt::RestoPenaltyConvergenceCheck.

Member Data Documentation

◆ kappa_resto_

Number Ipopt::RestoConvergenceCheck::kappa_resto_

private

Fraction of required reduction in infeasibility before problem is considered to be solved.

Definition at line 87 of file IpRestoConvCheck.hpp.

◆ maximum_iters_

Index Ipopt::RestoConvergenceCheck::maximum_iters_

private

Maximum number of iterations in restoration phase.

Definition at line 90 of file IpRestoConvCheck.hpp.

◆ maximum_resto_iters_

Index Ipopt::RestoConvergenceCheck::maximum_resto_iters_

private

Maximum number of successive iterations in restoration phase.

Definition at line 93 of file IpRestoConvCheck.hpp.

◆ orig_constr_viol_tol_

Number Ipopt::RestoConvergenceCheck::orig_constr_viol_tol_

private

Constraint violation tolerance for original algorithm.

Definition at line 96 of file IpRestoConvCheck.hpp.

◆ first_resto_iter_

bool Ipopt::RestoConvergenceCheck::first_resto_iter_

private

Flag indicating that this is the first call.

We don't want to leave the restoration phase without taking at least one step, so this flag is used to ensure this.

Definition at line 104 of file IpRestoConvCheck.hpp.

◆ successive_resto_iter_

Index Ipopt::RestoConvergenceCheck::successive_resto_iter_

private

Counter for successive iterations in restoration phase.

Definition at line 107 of file IpRestoConvCheck.hpp.

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

src/Algorithm/IpRestoConvCheck.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ RestoConvergenceCheck() [1/2]

◆ ~RestoConvergenceCheck()

◆ RestoConvergenceCheck() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ CheckConvergence()

◆ SetOrigLSAcceptor()

◆ RegisterOptions()

◆ operator=()

◆ TestOrigProgress()

Member Data Documentation

◆ kappa_resto_

◆ maximum_iters_

◆ maximum_resto_iters_

◆ orig_constr_viol_tol_

◆ first_resto_iter_

◆ successive_resto_iter_