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IpCGSearchDirCalc.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpCGSearchDirCalc.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-13
8 //
9 // Lifeng Chen/Zaiwen Wen Columbia Univ
10 
11 #ifndef __IPCGSEARCHDIRCALC_HPP__
12 #define __IPCGSEARCHDIRCALC_HPP__
13 
15 #include "IpPDSystemSolver.hpp"
16 #include "IpCGPenaltyCq.hpp"
17 
18 namespace Ipopt
19 {
20 
26  {
27  public:
32 
34  virtual ~CGSearchDirCalculator();
36 
38  virtual bool InitializeImpl(const OptionsList& options,
39  const std::string& prefix);
40 
44  virtual bool ComputeSearchDirection();
45 
48  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
50 
51  private:
62 
65 
67  void operator=(const CGSearchDirCalculator&);
69 
72  {
73  CGPenaltyData& cg_pen_data =
74  static_cast<CGPenaltyData&>(IpData().AdditionalData());
75  DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
76  return cg_pen_data;
77  }
78 
81  {
82  CGPenaltyCq& cg_pen_cq =
83  static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
84  DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
85  return cg_pen_cq;
86  }
87 
99 
100 
101 
105 
108 
117 
121 
125 
130  };
131 
132 } // namespace Ipopt
133 
134 #endif
Number pen_des_fact_
parameters used in computation of line search penalty parameter and KKT perturbation parameters ...
virtual ~CGSearchDirCalculator()
Default destructor.
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the curren...
Number penalty_init_max_
Maximal value for initial penalty parameter.
CGSearchDirCalculator()
Default Constructor.
Number kappa_x_dis_
parameters used to check if the fast direction can be used as the line search direction ...
virtual bool ComputeSearchDirection()
Method for computing the search direction.
Index nonmonotone_pen_update_counter_
Counter for how many times the pen para is updated nonmonotonically.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Base class for computing the search direction for the line search.
Number penalty_init_min_
safeguard factor for bound multipliers.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This class stores a list of user set options.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm...
void operator=(const CGSearchDirCalculator &)
Overloaded Equals Operator.
Class for all Chen-Goldfarb penalty method specific calculated quantities.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
bool penalty_backward_
Algorithm type.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
IpoptCalculatedQuantities & IpCq() const
CGPenaltyCq & CGPenCq()
Method to easily access CGPenalty calculated quantities.
bool never_use_fact_cgpen_direction_
Flag indicating whether the fast Chen-Goldfarb direction should never be used.
SmartPtr< PDSystemSolver > pd_solver_
Number penalty_max_
Maximal value for penalty parameters.