Ipopt::RestoFilterConvergenceCheck Class Reference

This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More...

#include <IpRestoFilterConvCheck.hpp>

Inheritance diagram for Ipopt::RestoFilterConvergenceCheck:

Public Member Functions
void	SetOrigLSAcceptor (const BacktrackingLSAcceptor &orig_ls_acceptor)
	Set the object for the original filter line search.
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject
Constructors/Destructors
	RestoFilterConvergenceCheck ()
	Default Constructor.
virtual	~RestoFilterConvergenceCheck ()
	Destructor.
Public Member Functions inherited from Ipopt::RestoConvergenceCheck
virtual ConvergenceStatus	CheckConvergence (bool call_intermediate_callback=true)
	Pure virtual method for performing the convergence test.
	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::RestoConvergenceCheck
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)
	Method for checking progress with original filter 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.
	RestoFilterConvergenceCheck (const RestoFilterConvergenceCheck &)
	Copy Constructor.
void	operator= (const RestoFilterConvergenceCheck &)
	Default Assignment Operator.

Private Attributes
const FilterLSAcceptor *	orig_filter_ls_acceptor_
	Strategy object for the filter line search method for the original NLP.

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

This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism.

Definition at line 22 of file IpRestoFilterConvCheck.hpp.

Constructor & Destructor Documentation

RestoFilterConvergenceCheck() [1/2]

Ipopt::RestoFilterConvergenceCheck::RestoFilterConvergenceCheck

(

)

Default Constructor.

~RestoFilterConvergenceCheck()

virtual Ipopt::RestoFilterConvergenceCheck::~RestoFilterConvergenceCheck ( )

virtual

Destructor.

RestoFilterConvergenceCheck() [2/2]

Ipopt::RestoFilterConvergenceCheck::RestoFilterConvergenceCheck ( const RestoFilterConvergenceCheck &  )

private

Copy Constructor.

Member Function Documentation

SetOrigLSAcceptor()

void Ipopt::RestoFilterConvergenceCheck::SetOrigLSAcceptor ( const BacktrackingLSAcceptor &  orig_ls_acceptor )

virtual

Set the object for the original filter line search.

Here, orig_filter_ls_acceptor must be the same strategy object to which the restoration phase object with this object is given. This method must be called to finish the definition of the algorithm, before Initialize is called.

Implements Ipopt::RestoConvergenceCheck.

InitializeImpl()

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

virtual

overloaded from AlgorithmStrategyObject

Reimplemented from Ipopt::RestoConvergenceCheck.

RegisterOptions()

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

static

operator=()

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

private

Default Assignment Operator.

TestOrigProgress()

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

privatevirtual

Method for checking progress with original filter globalization mechanism.

Implements Ipopt::RestoConvergenceCheck.

Member Data Documentation

orig_filter_ls_acceptor_

const FilterLSAcceptor* Ipopt::RestoFilterConvergenceCheck::orig_filter_ls_acceptor_

private

Strategy object for the filter line search method for the original NLP.

Attention

We must not hold on to this object with a SmartPtr, because have otherwise circular references that prevent the destructor of the line search object to be called!

Definition at line 90 of file IpRestoFilterConvCheck.hpp.

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

• src/Algorithm/IpRestoFilterConvCheck.hpp