#include <IpCGPenaltyData.hpp>
Inheritance diagram for Ipopt::CGPenaltyData:
Public Member Functions | |
| bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
| This method must be called to initialize the global algorithmic parameters. | |
| bool | InitializeDataStructures () |
| Initialize Data Structures. | |
| SmartPtr< const IteratesVector > | delta_cgpen () const |
| Delta for the Chen-Goldfarb search direction. | |
| void | set_delta_cgpen (SmartPtr< IteratesVector > &delta_pen) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| void | set_delta_cgpen (SmartPtr< const IteratesVector > &delta_pen) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| SmartPtr< const IteratesVector > | delta_cgfast () const |
| Delta for the fast Chen-Goldfarb search direction. | |
| void | set_delta_cgfast (SmartPtr< IteratesVector > &delta_fast) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| Number | CurrPenaltyPert () |
| void | SetCurrPenaltyPert (Number curr_penalty_pert) |
| void | SetNeverTryPureNewton (bool never_try_pure_Newton) |
| Index | NeverTryPureNewton () |
| Index | restor_iter () |
| void | SetRestorIter (Index restor_iter) |
| Number | restor_counter () |
| void | SetRestorCounter (Number restor_counter) |
| void | SetPrimalStepSize (Number max_alpha_x) |
| Number | PrimalStepSize () |
| Number | curr_penalty () const |
| void | Set_penalty (Number penalty) |
| void | SetPenaltyUninitialized () |
| bool | PenaltyInitialized () const |
| Number | curr_kkt_penalty () const |
| void | Set_kkt_penalty (Number kkt_penalty) |
| void | SetKKTPenaltyUninitialized () |
| bool | KKTPenaltyInitialized () const |
Constructors/Destructors | |
| CGPenaltyData () | |
| Constructor. | |
| ~CGPenaltyData () | |
| Default destructor. | |
Chen-Goldfarb step2. Those fields can be used to store | |
directions related to the Chen-Goldfarb algorithm | |
| bool | HaveCgPenDeltas () const |
| void | SetHaveCgPenDeltas (bool have_cgpen_deltas) |
| bool | HaveCgFastDeltas () const |
| void | SetHaveCgFastDeltas (bool have_cgfast_deltas) |
Public Methods for updating iterates | |
| void | AcceptTrialPoint () |
| Set the current iterate values from the trial values. | |
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. | |
| CGPenaltyData (const CGPenaltyData &) | |
| Copy Constructor. | |
| void | operator= (const CGPenaltyData &) |
| Overloaded Equals Operator. | |
Private Attributes | |
| bool | initialize_called_ |
| flag indicating if Initialize method has been called (for debugging) | |
Pure Chen-Goldfarb step for the penatly function. This | |
used to transfer the information about the step from the computation of the overall search direction to the line search. | |
| SmartPtr< const IteratesVector > | delta_cgpen_ |
| bool | have_cgpen_deltas_ |
| The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step. | |
Fast Chen-Goldfarb step for the penatly function. This | |
used to transfer the information about the step from the computation of the overall search direction to the line search. | |
| SmartPtr< const IteratesVector > | delta_cgfast_ |
| bool | have_cgfast_deltas_ |
| The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step. | |
penalty method | |
| bool | never_try_pure_Newton_ |
| Flag indicating whether the pure Newton method is used. | |
| Index | restor_iter_ |
| The iteration at which pure Newton method is given up. | |
| Number | restor_counter_ |
| Flag indicating whether the pure Newton method is used. | |
penalty parameters | |
| Number | curr_penalty_ |
| bool | penalty_initialized_ |
| Number | curr_kkt_penalty_ |
| bool | kkt_penalty_initialized_ |
| Number | curr_penalty_pert_ |
| Number | max_alpha_x_ |
Definition at line 21 of file IpCGPenaltyData.hpp.
| Ipopt::CGPenaltyData::CGPenaltyData | ( | ) |
Constructor.
| Ipopt::CGPenaltyData::~CGPenaltyData | ( | ) |
Default destructor.
| Ipopt::CGPenaltyData::CGPenaltyData | ( | const CGPenaltyData & | ) | [private] |
Copy Constructor.
| bool Ipopt::CGPenaltyData::Initialize | ( | const Journalist & | jnlst, | |
| const OptionsList & | options, | |||
| const std::string & | prefix | |||
| ) |
This method must be called to initialize the global algorithmic parameters.
The parameters are taken from the OptionsList object.
| bool Ipopt::CGPenaltyData::InitializeDataStructures | ( | ) |
Initialize Data Structures.
| SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgpen | ( | ) | const [inline] |
Delta for the Chen-Goldfarb search direction.
Definition at line 263 of file IpCGPenaltyData.hpp.
References DBG_ASSERT, delta_cgpen_, and Ipopt::IsNull().
Referenced by set_delta_cgpen().
| void Ipopt::CGPenaltyData::set_delta_cgpen | ( | SmartPtr< IteratesVector > & | delta_pen | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 279 of file IpCGPenaltyData.hpp.
References Ipopt::ConstPtr(), delta_cgpen(), delta_cgpen_, and Ipopt::IsValid().
| void Ipopt::CGPenaltyData::set_delta_cgpen | ( | SmartPtr< const IteratesVector > & | delta_pen | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
This is the version that is happy with a pointer to const IteratesVector.
Definition at line 298 of file IpCGPenaltyData.hpp.
References delta_cgpen(), delta_cgpen_, and Ipopt::IsValid().
| SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgfast | ( | ) | const [inline] |
Delta for the fast Chen-Goldfarb search direction.
Definition at line 271 of file IpCGPenaltyData.hpp.
References DBG_ASSERT, delta_cgfast_, and Ipopt::IsNull().
Referenced by set_delta_cgfast().
| void Ipopt::CGPenaltyData::set_delta_cgfast | ( | SmartPtr< IteratesVector > & | delta_fast | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 317 of file IpCGPenaltyData.hpp.
References Ipopt::ConstPtr(), delta_cgfast(), delta_cgfast_, and Ipopt::IsValid().
| bool Ipopt::CGPenaltyData::HaveCgPenDeltas | ( | ) | const [inline] |
| void Ipopt::CGPenaltyData::SetHaveCgPenDeltas | ( | bool | have_cgpen_deltas | ) | [inline] |
| bool Ipopt::CGPenaltyData::HaveCgFastDeltas | ( | ) | const [inline] |
| void Ipopt::CGPenaltyData::SetHaveCgFastDeltas | ( | bool | have_cgfast_deltas | ) | [inline] |
| void Ipopt::CGPenaltyData::AcceptTrialPoint | ( | ) |
Set the current iterate values from the trial values.
| Number Ipopt::CGPenaltyData::CurrPenaltyPert | ( | ) | [inline] |
| void Ipopt::CGPenaltyData::SetCurrPenaltyPert | ( | Number | curr_penalty_pert | ) | [inline] |
| void Ipopt::CGPenaltyData::SetNeverTryPureNewton | ( | bool | never_try_pure_Newton | ) | [inline] |
| Index Ipopt::CGPenaltyData::NeverTryPureNewton | ( | ) | [inline] |
| Index Ipopt::CGPenaltyData::restor_iter | ( | ) | [inline] |
| void Ipopt::CGPenaltyData::SetRestorIter | ( | Index | restor_iter | ) | [inline] |
| Number Ipopt::CGPenaltyData::restor_counter | ( | ) | [inline] |
| void Ipopt::CGPenaltyData::SetRestorCounter | ( | Number | restor_counter | ) | [inline] |
| void Ipopt::CGPenaltyData::SetPrimalStepSize | ( | Number | max_alpha_x | ) | [inline] |
| Number Ipopt::CGPenaltyData::PrimalStepSize | ( | ) | [inline] |
| Number Ipopt::CGPenaltyData::curr_penalty | ( | ) | const [inline] |
Definition at line 143 of file IpCGPenaltyData.hpp.
References curr_penalty_, DBG_ASSERT, and penalty_initialized_.
| void Ipopt::CGPenaltyData::Set_penalty | ( | Number | penalty | ) | [inline] |
Definition at line 148 of file IpCGPenaltyData.hpp.
References curr_penalty_, and penalty_initialized_.
| void Ipopt::CGPenaltyData::SetPenaltyUninitialized | ( | ) | [inline] |
| bool Ipopt::CGPenaltyData::PenaltyInitialized | ( | ) | const [inline] |
| Number Ipopt::CGPenaltyData::curr_kkt_penalty | ( | ) | const [inline] |
Definition at line 161 of file IpCGPenaltyData.hpp.
References curr_kkt_penalty_, DBG_ASSERT, and kkt_penalty_initialized_.
| void Ipopt::CGPenaltyData::Set_kkt_penalty | ( | Number | kkt_penalty | ) | [inline] |
Definition at line 166 of file IpCGPenaltyData.hpp.
References curr_kkt_penalty_, and kkt_penalty_initialized_.
| void Ipopt::CGPenaltyData::SetKKTPenaltyUninitialized | ( | ) | [inline] |
| bool Ipopt::CGPenaltyData::KKTPenaltyInitialized | ( | ) | const [inline] |
| void Ipopt::CGPenaltyData::operator= | ( | const CGPenaltyData & | ) | [private] |
Overloaded Equals Operator.
SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgpen_ [private] |
Definition at line 188 of file IpCGPenaltyData.hpp.
Referenced by delta_cgpen(), and set_delta_cgpen().
bool Ipopt::CGPenaltyData::have_cgpen_deltas_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_cgpen_;
Definition at line 194 of file IpCGPenaltyData.hpp.
Referenced by HaveCgPenDeltas(), and SetHaveCgPenDeltas().
SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgfast_ [private] |
Definition at line 202 of file IpCGPenaltyData.hpp.
Referenced by delta_cgfast(), and set_delta_cgfast().
bool Ipopt::CGPenaltyData::have_cgfast_deltas_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. * ToDo: we could cue off of a null delta_cgfast_;
Definition at line 208 of file IpCGPenaltyData.hpp.
Referenced by HaveCgFastDeltas(), and SetHaveCgFastDeltas().
bool Ipopt::CGPenaltyData::never_try_pure_Newton_ [private] |
Flag indicating whether the pure Newton method is used.
Definition at line 214 of file IpCGPenaltyData.hpp.
Referenced by NeverTryPureNewton(), and SetNeverTryPureNewton().
Index Ipopt::CGPenaltyData::restor_iter_ [private] |
The iteration at which pure Newton method is given up.
Definition at line 217 of file IpCGPenaltyData.hpp.
Referenced by restor_iter(), and SetRestorIter().
Number Ipopt::CGPenaltyData::restor_counter_ [private] |
Flag indicating whether the pure Newton method is used.
Definition at line 218 of file IpCGPenaltyData.hpp.
Referenced by restor_counter(), and SetRestorCounter().
Number Ipopt::CGPenaltyData::curr_penalty_ [private] |
Definition at line 221 of file IpCGPenaltyData.hpp.
Referenced by curr_penalty(), and Set_penalty().
bool Ipopt::CGPenaltyData::penalty_initialized_ [private] |
Definition at line 222 of file IpCGPenaltyData.hpp.
Referenced by curr_penalty(), PenaltyInitialized(), Set_penalty(), and SetPenaltyUninitialized().
Definition at line 223 of file IpCGPenaltyData.hpp.
Referenced by curr_kkt_penalty(), and Set_kkt_penalty().
bool Ipopt::CGPenaltyData::kkt_penalty_initialized_ [private] |
Definition at line 224 of file IpCGPenaltyData.hpp.
Referenced by curr_kkt_penalty(), KKTPenaltyInitialized(), Set_kkt_penalty(), and SetKKTPenaltyUninitialized().
Definition at line 225 of file IpCGPenaltyData.hpp.
Referenced by CurrPenaltyPert(), and SetCurrPenaltyPert().
Number Ipopt::CGPenaltyData::max_alpha_x_ [private] |
Definition at line 226 of file IpCGPenaltyData.hpp.
Referenced by PrimalStepSize(), and SetPrimalStepSize().
bool Ipopt::CGPenaltyData::initialize_called_ [private] |
flag indicating if Initialize method has been called (for debugging)
Definition at line 231 of file IpCGPenaltyData.hpp.
1.4.7