11 #ifndef __IPCGSEARCHDIRCALC_HPP__
12 #define __IPCGSEARCHDIRCALC_HPP__
39 const std::string& prefix);
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.
Base class for computing the search direction for the line search.
Number penalty_init_min_
safeguard factor for bound multipliers.
IpoptAdditionalCq & AdditionalCq()
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
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...
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.
IpoptData & IpData() const
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.