#include <IpNLPScaling.hpp>
Inheritance diagram for Ipopt::NLPScalingObject:
Public Member Functions | |
bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
Method to initialize the options. | |
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)=0 |
This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors. | |
Constructors/Destructors | |
NLPScalingObject () | |
virtual | ~NLPScalingObject () |
Default destructor. | |
virtual Number | apply_obj_scaling (const Number &f)=0 |
Returns an obj-scaled version of the given scalar. | |
virtual Number | unapply_obj_scaling (const Number &f)=0 |
Returns an obj-unscaled version of the given scalar. | |
virtual SmartPtr< Vector > | apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an x-scaled version of the given vector. | |
virtual SmartPtr< const Vector > | apply_vector_scaling_x (const SmartPtr< const Vector > &v)=0 |
Returns an x-scaled version of the given vector. | |
virtual SmartPtr< Vector > | unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an x-unscaled version of the given vector. | |
virtual SmartPtr< const Vector > | unapply_vector_scaling_x (const SmartPtr< const Vector > &v)=0 |
Returns an x-unscaled version of the given vector. | |
virtual SmartPtr< const Vector > | apply_vector_scaling_c (const SmartPtr< const Vector > &v)=0 |
Returns an c-scaled version of the given vector. | |
virtual SmartPtr< const Vector > | unapply_vector_scaling_c (const SmartPtr< const Vector > &v)=0 |
Returns an c-unscaled version of the given vector. | |
virtual SmartPtr< Vector > | apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an c-scaled version of the given vector. | |
virtual SmartPtr< Vector > | unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an c-unscaled version of the given vector. | |
virtual SmartPtr< const Vector > | apply_vector_scaling_d (const SmartPtr< const Vector > &v)=0 |
Returns an d-scaled version of the given vector. | |
virtual SmartPtr< const Vector > | unapply_vector_scaling_d (const SmartPtr< const Vector > &v)=0 |
Returns an d-unscaled version of the given vector. | |
virtual SmartPtr< Vector > | apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an d-scaled version of the given vector. | |
virtual SmartPtr< Vector > | unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)=0 |
Returns an d-unscaled version of the given vector. | |
virtual SmartPtr< const Matrix > | apply_jac_c_scaling (SmartPtr< const Matrix > matrix)=0 |
Returns a scaled version of the jacobian for c. | |
virtual SmartPtr< const Matrix > | apply_jac_d_scaling (SmartPtr< const Matrix > matrix)=0 |
Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. | |
virtual SmartPtr< const SymMatrix > | apply_hessian_scaling (SmartPtr< const SymMatrix > matrix)=0 |
Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. | |
SmartPtr< Vector > | apply_vector_scaling_x_LU_NonConst (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< const Vector > | apply_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< Vector > | apply_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 Vector > | apply_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< Vector > | unapply_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 Vector > | unapply_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< Vector > | apply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v) |
Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector. | |
virtual SmartPtr< const Vector > | apply_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< Vector > | unapply_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 Vector > | unapply_grad_obj_scaling (const SmartPtr< const Vector > &v) |
Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. | |
Methods for determining whether scaling for entities is | |
done | |
virtual bool | have_x_scaling ()=0 |
Returns true if the primal x variables are scaled. | |
virtual bool | have_c_scaling ()=0 |
Returns true if the equality constraints are scaled. | |
virtual bool | have_d_scaling ()=0 |
Returns true if the inequality constraints are scaled. | |
Protected Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)=0 |
Implementation of the initialization method that has to be overloaded by for each derived class. | |
const Journalist & | Jnlst () 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. | |
NLPScalingObject (const NLPScalingObject &) | |
Copy Constructor. | |
void | operator= (const NLPScalingObject &) |
Overloaded Equals Operator. | |
Private Attributes | |
SmartPtr< const Journalist > | jnlst_ |
It is repsonsible for determining the scaling factors and mapping quantities in and out of scaled and unscaled versions
Definition at line 25 of file IpNLPScaling.hpp.
Ipopt::NLPScalingObject::NLPScalingObject | ( | ) | [inline] |
Definition at line 30 of file IpNLPScaling.hpp.
virtual Ipopt::NLPScalingObject::~NLPScalingObject | ( | ) | [inline, virtual] |
Ipopt::NLPScalingObject::NLPScalingObject | ( | const NLPScalingObject & | ) | [private] |
Copy Constructor.
bool Ipopt::NLPScalingObject::Initialize | ( | const Journalist & | jnlst, | |
const OptionsList & | options, | |||
const std::string & | prefix | |||
) | [inline] |
Method to initialize the options.
Definition at line 39 of file IpNLPScaling.hpp.
References InitializeImpl(), and jnlst_.
virtual SmartPtr<const Matrix> Ipopt::NLPScalingObject::apply_jac_c_scaling | ( | SmartPtr< const Matrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the jacobian for c.
If the overloaded method does not make a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in Ipopt::StandardScalingBase.
virtual SmartPtr<const Matrix> Ipopt::NLPScalingObject::apply_jac_d_scaling | ( | SmartPtr< const Matrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in Ipopt::StandardScalingBase.
virtual SmartPtr<const SymMatrix> Ipopt::NLPScalingObject::apply_hessian_scaling | ( | SmartPtr< const SymMatrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in Ipopt::StandardScalingBase.
SmartPtr<Vector> Ipopt::NLPScalingObject::apply_vector_scaling_x_LU_NonConst | ( | 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<const Vector> Ipopt::NLPScalingObject::apply_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<Vector> Ipopt::NLPScalingObject::apply_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 Vector> Ipopt::NLPScalingObject::apply_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<Vector> Ipopt::NLPScalingObject::unapply_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 Vector> Ipopt::NLPScalingObject::unapply_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<Vector> Ipopt::NLPScalingObject::apply_grad_obj_scaling_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [virtual] |
Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector.
virtual SmartPtr<const Vector> Ipopt::NLPScalingObject::apply_grad_obj_scaling | ( | const SmartPtr< const Vector > & | v | ) | [virtual] |
Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector.
virtual SmartPtr<Vector> Ipopt::NLPScalingObject::unapply_grad_obj_scaling_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [virtual] |
Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
virtual SmartPtr<const Vector> Ipopt::NLPScalingObject::unapply_grad_obj_scaling | ( | const SmartPtr< const Vector > & | v | ) | [virtual] |
Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
virtual bool Ipopt::NLPScalingObject::have_x_scaling | ( | ) | [pure virtual] |
virtual bool Ipopt::NLPScalingObject::have_c_scaling | ( | ) | [pure virtual] |
virtual bool Ipopt::NLPScalingObject::have_d_scaling | ( | ) | [pure virtual] |
virtual void Ipopt::NLPScalingObject::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 | |||
) | [pure virtual] |
This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.
Implemented in Ipopt::StandardScalingBase.
virtual bool Ipopt::NLPScalingObject::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [protected, pure virtual] |
Implementation of the initialization method that has to be overloaded by for each derived class.
Implemented in Ipopt::EquilibrationScaling, Ipopt::GradientScaling, and Ipopt::StandardScalingBase.
Referenced by Initialize().
const Journalist& Ipopt::NLPScalingObject::Jnlst | ( | ) | const [inline, protected] |
Accessor method for the journalist.
Definition at line 195 of file IpNLPScaling.hpp.
References jnlst_.
void Ipopt::NLPScalingObject::operator= | ( | const NLPScalingObject & | ) | [private] |
Overloaded Equals Operator.
SmartPtr<const Journalist> Ipopt::NLPScalingObject::jnlst_ [private] |