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IpBacktrackingLSAcceptor.hpp
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1 // Copyright (C) 2004, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpBacktrackingLSAcceptor.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 // Andreas Waechter IBM 2005-10-13
9 // derived file from IpFilterLineSearch.hpp
10 
11 #ifndef __IPBACKTRACKINGLSACCEPTOR_HPP__
12 #define __IPBACKTRACKINGLSACCEPTOR_HPP__
13 
14 #include "IpAlgStrategy.hpp"
15 
16 namespace Ipopt
17 {
18 
22  {
23  public:
28  {}
29 
32  {}
34 
36  virtual bool InitializeImpl(const OptionsList& options,
37  const std::string& prefix)=0;
38 
45  virtual void Reset()=0;
46 
50  virtual void InitThisLineSearch(bool in_watchdog)=0;
51 
56  virtual void PrepareRestoPhaseStart()=0;
57 
62  virtual Number CalculateAlphaMin()=0;
63 
71  virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)=0;
72 
84  virtual bool TrySecondOrderCorrection(Number alpha_primal_test,
85  Number& alpha_primal,
86  SmartPtr<IteratesVector>& actual_delta)=0;
87 
94  virtual bool TryCorrector(Number alpha_primal_test,
95  Number& alpha_primal,
96  SmartPtr<IteratesVector>& actual_delta)=0;
97 
103  virtual char UpdateForNextIteration(Number alpha_primal_test)=0;
104 
107  virtual void StartWatchDog()=0;
108 
111  virtual void StopWatchDog()=0;
112 
115  virtual bool RestoredIterate()
116  {
117  return false;
118  }
119 
122  virtual bool NeverRestorationPhase()
123  {
124  return false;
125  }
126 
131  virtual bool DoFallback()
132  {
133  return false;
134  }
135 
139  virtual Number ComputeAlphaForY(Number alpha_primal,
140  Number alpha_dual,
142  {
143  THROW_EXCEPTION(OPTION_INVALID,
144  "Value \"acceptor\" for option \"alpha_for_y\" not valid for this line search.");
145  return -1.;
146  }
147 
150  virtual bool HasComputeAlphaForY() const
151  {
152  return false;
153  }
154 
157  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
159 
160  private:
171 
173  void operator=(const BacktrackingLSAcceptor&);
175  };
176 
177 } // namespace Ipopt
178 
179 #endif
virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)=0
Method for checking if current trial point is acceptable.
This is the base class for all algorithm strategy objects.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for OptionsList.
Base class for backtracking line search acceptors.
virtual char UpdateForNextIteration(Number alpha_primal_test)=0
Method for ending the current line search.
virtual void StopWatchDog()=0
Method for setting internal data if the watchdog procedure is stopped.
virtual bool TrySecondOrderCorrection(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
Try a second order correction for the constraints.
virtual void PrepareRestoPhaseStart()=0
Method that is called before the restoration phase is called.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This class stores a list of user set options.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)=0
InitializeImpl - overloaded from AlgorithmStrategyObject.
virtual void InitThisLineSearch(bool in_watchdog)=0
Initialization for the next line search.
void operator=(const BacktrackingLSAcceptor &)
Overloaded Equals Operator.
virtual bool HasComputeAlphaForY() const
Method returning true of ComputeAlphaForY is implemented for this acceptor.
virtual Number ComputeAlphaForY(Number alpha_primal, Number alpha_dual, SmartPtr< IteratesVector > &delta)
Method for computing the step for the constraint multipliers in the line search acceptor method...
virtual void StartWatchDog()=0
Method for setting internal data if the watchdog procedure is started.
virtual ~BacktrackingLSAcceptor()
Default destructor.
virtual Number CalculateAlphaMin()=0
Method returning the lower bound on the trial step sizes.
virtual bool NeverRestorationPhase()
Method called by BacktrackingLineSearch object to determine whether the restoration phase should neve...
virtual bool TryCorrector(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
Try higher order corrector (for fast local convergence).
virtual void Reset()=0
Reset the acceptor.
#define THROW_EXCEPTION(__except_type, __msg)
virtual bool DoFallback()
Method for doing a fallback approach in case no search direction could be computed.
virtual bool RestoredIterate()
Method for telling the BacktrackingLineSearch object that a previous iterate has been restored...