#include <IpDefaultIterateInitializer.hpp>
Inheritance diagram for Ipopt::DefaultIterateInitializer:
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
overloaded from AlgorithmStrategyObject | |
virtual bool | SetInitialIterates () |
Compute the initial iterates and set the into the curr field of the ip_data object. | |
Constructors/Destructors | |
DefaultIterateInitializer (const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, const SmartPtr< IterateInitializer > &warm_start_initializer) | |
Constructor. | |
virtual | ~DefaultIterateInitializer () |
Default destructor. | |
Static Public Member Functions | |
static void | push_variables (const Journalist &jnlst, Number bound_push, Number bound_frac, std::string name, const Vector &orig_x, SmartPtr< const Vector > &new_x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U) |
Auxilliary function for moving the initial point. | |
static void | least_square_mults (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, Number constr_mult_init_max) |
Auxilliary function for computing least_square multipliers. | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > reg_options) |
Methods for IpoptType. | |
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. | |
DefaultIterateInitializer () | |
Default Constructor. | |
DefaultIterateInitializer (const DefaultIterateInitializer &) | |
Copy Constructor. | |
void | operator= (const DefaultIterateInitializer &) |
Overloaded Equals Operator. | |
Private Attributes | |
SmartPtr< EqMultiplierCalculator > | eq_mult_calculator_ |
object to be used for the initialization of the equality constraint multipliers. | |
SmartPtr< IterateInitializer > | warm_start_initializer_ |
object to be used for a warm start initialization | |
Algorithmic Parameters | |
Number | bound_push_ |
Parameters for bumping x0. | |
Number | bound_frac_ |
Parameters for bumping x0. | |
Number | constr_mult_init_max_ |
If max-norm of the initial equality constraint multiplier estimate is larger than this, the initial y_* variables are set to zero. | |
Number | bound_mult_init_val_ |
Initial value for all bound mulitpliers. | |
bool | warm_start_init_point_ |
Flag indicating whether warm_start_initializer should be used instead of the default initialization. |
It is used at the very beginning of the optimization for determine the starting point for all variables.
Definition at line 23 of file IpDefaultIterateInitializer.hpp.
Ipopt::DefaultIterateInitializer::DefaultIterateInitializer | ( | const SmartPtr< EqMultiplierCalculator > & | eq_mult_calculator, | |
const SmartPtr< IterateInitializer > & | warm_start_initializer | |||
) |
Constructor.
If eq_mult_calculator is not NULL, it will be used to compute the initial values for equality constraint multipliers. If warm_start_initializer is not NULL, it will be used to compute the initial values if the option warm_start_init_point is chosen.
virtual Ipopt::DefaultIterateInitializer::~DefaultIterateInitializer | ( | ) | [inline, virtual] |
Ipopt::DefaultIterateInitializer::DefaultIterateInitializer | ( | ) | [private] |
Default Constructor.
Ipopt::DefaultIterateInitializer::DefaultIterateInitializer | ( | const DefaultIterateInitializer & | ) | [private] |
Copy Constructor.
virtual bool Ipopt::DefaultIterateInitializer::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
virtual bool Ipopt::DefaultIterateInitializer::SetInitialIterates | ( | ) | [virtual] |
Compute the initial iterates and set the into the curr field of the ip_data object.
Implements Ipopt::IterateInitializer.
static void Ipopt::DefaultIterateInitializer::push_variables | ( | const Journalist & | jnlst, | |
Number | bound_push, | |||
Number | bound_frac, | |||
std::string | name, | |||
const Vector & | orig_x, | |||
SmartPtr< const Vector > & | new_x, | |||
const Vector & | x_L, | |||
const Vector & | x_U, | |||
const Matrix & | Px_L, | |||
const Matrix & | Px_U | |||
) | [static] |
Auxilliary function for moving the initial point.
This is declared static so that it can also be used from WarmStartIterateInitializer.
static void Ipopt::DefaultIterateInitializer::least_square_mults | ( | const Journalist & | jnlst, | |
IpoptNLP & | ip_nlp, | |||
IpoptData & | ip_data, | |||
IpoptCalculatedQuantities & | ip_cq, | |||
const SmartPtr< EqMultiplierCalculator > & | eq_mult_calculator, | |||
Number | constr_mult_init_max | |||
) | [static] |
Auxilliary function for computing least_square multipliers.
The multipliers are computed based on the values in the trial fields (current is overwritten). On return, the multipliers are in the trial fields as well. The value of constr_mult_init_max determines if the computed least square estimate should be used, or if the initial multipliers are set to zero.
static void Ipopt::DefaultIterateInitializer::RegisterOptions | ( | SmartPtr< RegisteredOptions > | reg_options | ) | [static] |
Methods for IpoptType.
void Ipopt::DefaultIterateInitializer::operator= | ( | const DefaultIterateInitializer & | ) | [private] |
Overloaded Equals Operator.
If max-norm of the initial equality constraint multiplier estimate is larger than this, the initial y_* variables are set to zero.
Definition at line 113 of file IpDefaultIterateInitializer.hpp.
Initial value for all bound mulitpliers.
Definition at line 115 of file IpDefaultIterateInitializer.hpp.
bool Ipopt::DefaultIterateInitializer::warm_start_init_point_ [private] |
Flag indicating whether warm_start_initializer should be used instead of the default initialization.
Definition at line 118 of file IpDefaultIterateInitializer.hpp.
object to be used for the initialization of the equality constraint multipliers.
Definition at line 123 of file IpDefaultIterateInitializer.hpp.
object to be used for a warm start initialization
Definition at line 126 of file IpDefaultIterateInitializer.hpp.