IpAdaptiveMuUpdate.hpp

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// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpAdaptiveMuUpdate.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPADAPTIVEMUUPDATE_HPP__
#define __IPADAPTIVEMUUPDATE_HPP__

#include "IpMuUpdate.hpp"
#include "IpLineSearch.hpp"
#include "IpMuOracle.hpp"
#include "IpFilter.hpp"
#include "IpQualityFunctionMuOracle.hpp"

namespace Ipopt
{

  class AdaptiveMuUpdate : public MuUpdate
  {
  public:
    AdaptiveMuUpdate(const SmartPtr<LineSearch>& linesearch,
                     const SmartPtr<MuOracle>& free_mu_oracle,
                     const SmartPtr<MuOracle>& fix_mu_oracle=NULL);
    virtual ~AdaptiveMuUpdate();

    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    virtual bool UpdateBarrierParameter();

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:

    AdaptiveMuUpdate();

    AdaptiveMuUpdate(const AdaptiveMuUpdate&);

    void operator=(const AdaptiveMuUpdate&);

    Number mu_max_fact_;
    Number mu_max_;
    Number mu_min_;
    Number mu_target_;
    bool mu_min_default_;
    Number tau_min_;
    Number adaptive_mu_safeguard_factor_; //ToDo don't need that?
    Number adaptive_mu_monotone_init_factor_;
    Number barrier_tol_factor_;
    Number mu_linear_decrease_factor_;
    Number mu_superlinear_decrease_power_;
    QualityFunctionMuOracle::NormEnum adaptive_mu_kkt_norm_;
    QualityFunctionMuOracle::CentralityEnum adaptive_mu_kkt_centrality_;
    QualityFunctionMuOracle::BalancingTermEnum adaptive_mu_kkt_balancing_term_;
    enum AdaptiveMuGlobalizationEnum
    {
      KKT_ERROR=0,
      FILTER_OBJ_CONSTR,
      NEVER_MONOTONE_MODE
    };
    AdaptiveMuGlobalizationEnum adaptive_mu_globalization_;
    Number filter_max_margin_;
    Number filter_margin_fact_;
    Number compl_inf_tol_;

    SmartPtr<LineSearch> linesearch_;
    SmartPtr<MuOracle> free_mu_oracle_;
    SmartPtr<MuOracle> fix_mu_oracle_;

    Number init_dual_inf_;
    Number init_primal_inf_;

    void InitializeFixedMuGlobalization();
    bool CheckSufficientProgress();
    void RememberCurrentPointAsAccepted();
    Number NewFixedMu();
    Number Compute_tau_monotone(Number mu);

    Number quality_function_pd_system();

    Number lower_mu_safeguard();

    Number max_ref_val();

    Number min_ref_val();

    Index num_refs_max_;
    std::list<Number> refs_vals_;
    Number refs_red_fact_;

    Filter filter_;
    bool restore_accepted_iterate_;

    bool no_bounds_;
    bool check_if_no_bounds_;

    SmartPtr<const IteratesVector> accepted_point_;

  };

} // namespace Ipopt

#endif