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Ipopt::UserScaling Class Reference

This class does problem scaling by getting scaling parameters from the user (through the NLP interface). More...

#include <IpUserScaling.hpp>

+ Inheritance diagram for Ipopt::UserScaling:

Public Member Functions

Constructors/Destructors
 UserScaling (const SmartPtr< const NLP > &nlp)
 
virtual ~UserScaling ()
 Destructor.
 
- Public Member Functions inherited from Ipopt::StandardScalingBase
virtual void DetermineScaling (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, SmartPtr< const MatrixSpace > &new_jac_c_space, SmartPtr< const MatrixSpace > &new_jac_d_space, SmartPtr< const SymMatrixSpace > &new_h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U)
 This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.
 
 StandardScalingBase ()
 
virtual ~StandardScalingBase ()
 Destructor.
 
virtual Number apply_obj_scaling (const Number &f)
 Methods to map scaled and unscaled matrices.
 
virtual Number unapply_obj_scaling (const Number &f)
 Returns an obj-unscaled version of the given scalar.
 
virtual SmartPtr< Vectorapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
 Returns an x-scaled version of the given vector.
 
virtual SmartPtr< const Vectorapply_vector_scaling_x (const SmartPtr< const Vector > &v)
 Returns an x-scaled version of the given vector.
 
virtual SmartPtr< Vectorunapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
 Returns an x-unscaled version of the given vector.
 
virtual SmartPtr< const Vectorunapply_vector_scaling_x (const SmartPtr< const Vector > &v)
 Returns an x-unscaled version of the given vector.
 
virtual SmartPtr< const Vectorapply_vector_scaling_c (const SmartPtr< const Vector > &v)
 Returns an c-scaled version of the given vector.
 
virtual SmartPtr< const Vectorunapply_vector_scaling_c (const SmartPtr< const Vector > &v)
 Returns an c-unscaled version of the given vector.
 
virtual SmartPtr< Vectorapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
 Returns an c-scaled version of the given vector.
 
virtual SmartPtr< Vectorunapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
 Returns an c-unscaled version of the given vector.
 
virtual SmartPtr< const Vectorapply_vector_scaling_d (const SmartPtr< const Vector > &v)
 Returns an d-scaled version of the given vector.
 
virtual SmartPtr< const Vectorunapply_vector_scaling_d (const SmartPtr< const Vector > &v)
 Returns an d-unscaled version of the given vector.
 
virtual SmartPtr< Vectorapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
 Returns an d-scaled version of the given vector.
 
virtual SmartPtr< Vectorunapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
 Returns an d-unscaled version of the given vector.
 
virtual SmartPtr< const Matrixapply_jac_c_scaling (SmartPtr< const Matrix > matrix)
 Returns a scaled version of the Jacobian for c.
 
virtual SmartPtr< const Matrixapply_jac_d_scaling (SmartPtr< const Matrix > matrix)
 Returns a scaled version of the Jacobian for d.
 
virtual SmartPtr< const SymMatrixapply_hessian_scaling (SmartPtr< const SymMatrix > matrix)
 Returns a scaled version of the Hessian of the Lagrangian.
 
virtual bool have_x_scaling ()
 Returns true if the primal x variables are scaled.
 
virtual bool have_c_scaling ()
 Returns true if the equality constraints are scaled.
 
virtual bool have_d_scaling ()
 Returns true if the inequality constraints are scaled.
 
- Public Member Functions inherited from Ipopt::NLPScalingObject
bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Method to initialize the options.
 
 NLPScalingObject ()
 
virtual ~NLPScalingObject ()
 Destructor.
 
SmartPtr< Vectorapply_vector_scaling_x_LU_NonConst (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space)
 Methods for scaling bounds - these wrap those above.
 
SmartPtr< const Vectorapply_vector_scaling_x_LU (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space)
 Returns an x-scaled vector in the x_L or x_U space.
 
SmartPtr< Vectorapply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
 Returns an d-scaled vector in the d_L or d_U space.
 
SmartPtr< const Vectorapply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
 Returns an d-scaled vector in the d_L or d_U space.
 
SmartPtr< Vectorunapply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
 Returns an d-unscaled vector in the d_L or d_U space.
 
SmartPtr< const Vectorunapply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
 Returns an d-unscaled vector in the d_L or d_U space.
 
virtual SmartPtr< Vectorapply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v)
 Methods for scaling the gradient of the objective - wraps the virtual methods above.
 
virtual SmartPtr< const Vectorapply_grad_obj_scaling (const SmartPtr< const Vector > &v)
 Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector.
 
virtual SmartPtr< Vectorunapply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v)
 Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
 
virtual SmartPtr< const Vectorunapply_grad_obj_scaling (const SmartPtr< const Vector > &v)
 Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
 
- 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
 

Protected Member Functions

virtual void DetermineScalingParametersImpl (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)
 This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.
 
- Protected Member Functions inherited from Ipopt::StandardScalingBase
virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 Initialization method that has to be overloaded by for each derived class.
 
- Protected Member Functions inherited from Ipopt::NLPScalingObject
const JournalistJnlst () const
 Accessor method for the journalist.
 

Private 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.

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

Private Attributes

SmartPtr< const NLPnlp_
 pointer to the NLP to get scaling parameters
 

Additional Inherited Members

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

Detailed Description

This class does problem scaling by getting scaling parameters from the user (through the NLP interface).

Definition at line 18 of file IpUserScaling.hpp.

Constructor & Destructor Documentation

◆ UserScaling() [1/2]

Ipopt::UserScaling::UserScaling ( const SmartPtr< const NLP > &  nlp)
inline

Definition at line 23 of file IpUserScaling.hpp.

◆ ~UserScaling()

virtual Ipopt::UserScaling::~UserScaling ( )
inlinevirtual

Destructor.

Definition at line 30 of file IpUserScaling.hpp.

◆ UserScaling() [2/2]

Ipopt::UserScaling::UserScaling ( const UserScaling )
private

Copy Constructor.

Member Function Documentation

◆ DetermineScalingParametersImpl()

virtual void Ipopt::UserScaling::DetermineScalingParametersImpl ( const SmartPtr< const VectorSpace x_space,
const SmartPtr< const VectorSpace c_space,
const SmartPtr< const VectorSpace d_space,
const SmartPtr< const MatrixSpace jac_c_space,
const SmartPtr< const MatrixSpace jac_d_space,
const SmartPtr< const SymMatrixSpace h_space,
const Matrix Px_L,
const Vector x_L,
const Matrix Px_U,
const Vector x_U,
Number df,
SmartPtr< Vector > &  dx,
SmartPtr< Vector > &  dc,
SmartPtr< Vector > &  dd 
)
protectedvirtual

This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.

The pointers to those vectors can be NULL, in which case no scaling for that item will be done later.

Implements Ipopt::StandardScalingBase.

◆ operator=()

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

Default Assignment Operator.

Member Data Documentation

◆ nlp_

SmartPtr<const NLP> Ipopt::UserScaling::nlp_
private

pointer to the NLP to get scaling parameters

Definition at line 76 of file IpUserScaling.hpp.


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