Bonmin::IpoptInteriorWarmStarter Class Reference

#include <BonIpoptInteriorWarmStarter.hpp>

List of all members.

Public Member Functions

bool UpdateStoredIterates (AlgorithmMode mode, const IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq)
 Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem.
bool Finalize ()
 Method for doing whatever needs to be done after the parent NLP has been solved.
bool WarmStartIterate (Index n, const Number *x_l_new, const Number *x_u_new, IteratesVector &warm_start_iterate)
 Method for computing the initial point based on the stored information.
Constructors/Destructors
 IpoptInteriorWarmStarter (Index n, const Number *x_L, const Number *x_u, Number nlp_lower_bound_inf, Number nlp_upper_bound_inf, bool store_several_iterates)
 Constructor.
 ~IpoptInteriorWarmStarter ()
 Default destructor.

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.

 IpoptInteriorWarmStarter ()
 Default constructor.
 IpoptInteriorWarmStarter (const IpoptInteriorWarmStarter &)
 Copy Constructor.
void operator= (const IpoptInteriorWarmStarter &)
 Overloaded Equals Operator.

Private Attributes

Number nlp_lower_bound_inf_
 Value for a lower bound that denotes -infinity.
Number nlp_upper_bound_inf_
 Value for a upper bound that denotes infinity.
bool store_several_iterates_
 Flag indicating whether more than one iterate is to be stored.
Copy of the bounds for the previously solved NLP. This is
required to find out the remapping for fixed variables, and it might also help to see how large the perturbation of the new problem is.

Index n_
Number * x_l_prev_
Number * x_u_prev_
Selected Iterates and quantities from the previous
optimization

Index n_stored_iterates_
std::vector< Index > stored_iter_
std::vector< SmartPtr< const
IteratesVector > > 
stored_iterates_
std::vector< Number > stored_mu_
std::vector< Number > stored_nlp_error_
std::vector< Number > stored_primal_inf_
std::vector< Number > stored_dual_inf_
std::vector< Number > stored_compl_


Detailed Description

Definition at line 19 of file BonIpoptInteriorWarmStarter.hpp.


Constructor & Destructor Documentation

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter ( Index  n,
const Number *  x_L,
const Number *  x_u,
Number  nlp_lower_bound_inf,
Number  nlp_upper_bound_inf,
bool  store_several_iterates 
)

Constructor.

We give it the values of the current bounds so that it can figure out which variables are fixed for this NLP.

Definition at line 17 of file BonIpoptInteriorWarmStarter.cpp.

References x_l_prev_, and x_u_prev_.

Bonmin::IpoptInteriorWarmStarter::~IpoptInteriorWarmStarter (  ) 

Default destructor.

Definition at line 39 of file BonIpoptInteriorWarmStarter.cpp.

References x_l_prev_, and x_u_prev_.

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter (  )  [private]

Default constructor.

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter ( const IpoptInteriorWarmStarter  )  [private]

Copy Constructor.


Member Function Documentation

bool Bonmin::IpoptInteriorWarmStarter::UpdateStoredIterates ( AlgorithmMode  mode,
const IpoptData &  ip_data,
IpoptCalculatedQuantities &  ip_cq 
)

Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem.

Definition at line 46 of file BonIpoptInteriorWarmStarter.cpp.

References n_stored_iterates_, store_several_iterates_, stored_compl_, stored_dual_inf_, stored_iter_, stored_iterates_, stored_mu_, stored_nlp_error_, and stored_primal_inf_.

bool Bonmin::IpoptInteriorWarmStarter::Finalize (  ) 

Method for doing whatever needs to be done after the parent NLP has been solved.

Definition at line 86 of file BonIpoptInteriorWarmStarter.cpp.

bool Bonmin::IpoptInteriorWarmStarter::WarmStartIterate ( Index  n,
const Number *  x_l_new,
const Number *  x_u_new,
IteratesVector &  warm_start_iterate 
)

Method for computing the initial point based on the stored information.

Definition at line 93 of file BonIpoptInteriorWarmStarter.cpp.

References n_, n_stored_iterates_, nlp_lower_bound_inf_, nlp_upper_bound_inf_, stored_iterates_, x_l_prev_, and x_u_prev_.

void Bonmin::IpoptInteriorWarmStarter::operator= ( const IpoptInteriorWarmStarter  )  [private]

Overloaded Equals Operator.


Member Data Documentation

Number Bonmin::IpoptInteriorWarmStarter::nlp_lower_bound_inf_ [private]

Value for a lower bound that denotes -infinity.

Definition at line 72 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by WarmStartIterate().

Number Bonmin::IpoptInteriorWarmStarter::nlp_upper_bound_inf_ [private]

Value for a upper bound that denotes infinity.

Definition at line 74 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by WarmStartIterate().

bool Bonmin::IpoptInteriorWarmStarter::store_several_iterates_ [private]

Flag indicating whether more than one iterate is to be stored.

Definition at line 77 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

Index Bonmin::IpoptInteriorWarmStarter::n_ [private]

Definition at line 85 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by WarmStartIterate().

Number* Bonmin::IpoptInteriorWarmStarter::x_l_prev_ [private]

Definition at line 86 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by IpoptInteriorWarmStarter(), WarmStartIterate(), and ~IpoptInteriorWarmStarter().

Number* Bonmin::IpoptInteriorWarmStarter::x_u_prev_ [private]

Definition at line 87 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by IpoptInteriorWarmStarter(), WarmStartIterate(), and ~IpoptInteriorWarmStarter().

Index Bonmin::IpoptInteriorWarmStarter::n_stored_iterates_ [private]

Definition at line 93 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates(), and WarmStartIterate().

std::vector<Index> Bonmin::IpoptInteriorWarmStarter::stored_iter_ [private]

Definition at line 94 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

std::vector<SmartPtr<const IteratesVector> > Bonmin::IpoptInteriorWarmStarter::stored_iterates_ [private]

Definition at line 95 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates(), and WarmStartIterate().

std::vector<Number> Bonmin::IpoptInteriorWarmStarter::stored_mu_ [private]

Definition at line 96 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

std::vector<Number> Bonmin::IpoptInteriorWarmStarter::stored_nlp_error_ [private]

Definition at line 97 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

std::vector<Number> Bonmin::IpoptInteriorWarmStarter::stored_primal_inf_ [private]

Definition at line 98 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

std::vector<Number> Bonmin::IpoptInteriorWarmStarter::stored_dual_inf_ [private]

Definition at line 99 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().

std::vector<Number> Bonmin::IpoptInteriorWarmStarter::stored_compl_ [private]

Definition at line 100 of file BonIpoptInteriorWarmStarter.hpp.

Referenced by UpdateStoredIterates().


The documentation for this class was generated from the following files:
Generated on Thu Aug 5 03:12:30 2010 by  doxygen 1.4.7