10 #ifndef __IPCGPENALTYCQ_HPP__
11 #define __IPCGPENALTYCQ_HPP__
42 const std::string& prefix);
Number curr_added_y_nrm2()
Compute the 2-norm of y plus delta y.
Number curr_jac_cd_norm(Index nrm_type)
Compute ||delta_c, delta_d||_infty.
Class for all IPOPT specific calculated quantities.
virtual ~CGPenaltyCq()
Default destructor.
Number compute_curr_cg_penalty(const Number)
Method for choose line search penalty parameter.
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
Number curr_fast_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current "fast" st...
double Number
Type of all numbers.
Number compute_curr_cg_penalty_scale()
Method for choose penalty parameters for scaling the KKT system.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
CachedResults< Number > curr_scaled_y_Amax_cache_
Number curr_scaled_y_Amax()
Compute gradient scaling based y->Amax.
Template class for Smart Pointers.
This class stores a list of user set options.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm...
CachedResults< Number > curr_cg_pert_fact_cache_
Cache for Chen-Goldfarb perturbation factor.
CachedResults< Number > curr_jac_cd_norm_cache_
CachedResults< Number > curr_fast_direct_deriv_penalty_function_cache_
Number reference_infeasibility_
Parameters for penalty method.
Class for all Chen-Goldfarb penalty method specific calculated quantities.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Class to organize all the data required by the algorithm.
int Index
Type of all indices of vectors, matrices etc.
CachedResults< Number > curr_direct_deriv_penalty_function_cache_
Cache for the directional derivative of the penalty function at current point with step in delta...
CGPenaltyCq()
Default Constructor.
void operator=(const CGPenaltyCq &)
Overloaded Equals Operator.
CachedResults< Number > trial_penalty_function_cache_
Cache for the penalty function at trial point.
Number trial_penalty_function()
Method for the penalty function at trial point.
Class responsible for all message output.
Number curr_cg_pert_fact()
Method for the current value for the perturbation factor for the Chen-Goldfarb method.
IpoptCalculatedQuantities * ip_cq_
Number dT_times_barH_times_d()
Quality of d^T Aug(H) d.
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
CachedResults< Number > curr_penalty_function_cache_
Cache for the penalty function at current point.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Number curr_penalty_function()
Method for the penalty function at current point.
Base class for additional calculated quantities that is special to a particular type of algorithm...
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Number curr_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current step in d...
CachedResults< Number > curr_added_y_nrm2_cache_