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IpFilterLSAcceptor.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpFilterLSAcceptor.hpp 2613 2015-11-04 14:42:02Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-13
8 // derived file from IpFilterLineSearch.hpp
9 
10 #ifndef __IPFILTERLSACCEPTOR_HPP__
11 #define __IPFILTERLSACCEPTOR_HPP__
12 
13 #include "IpFilter.hpp"
15 #include "IpPDSystemSolver.hpp"
16 
17 namespace Ipopt
18 {
19 
24  {
25  public:
32 
34  virtual ~FilterLSAcceptor();
36 
38  virtual bool InitializeImpl(const OptionsList& options,
39  const std::string& prefix);
40 
47  virtual void Reset();
48 
52  virtual void InitThisLineSearch(bool in_watchdog);
53 
58  virtual void PrepareRestoPhaseStart();
59 
61  virtual Number CalculateAlphaMin();
62 
68  virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal);
69 
81  virtual bool TrySecondOrderCorrection(Number alpha_primal_test,
82  Number& alpha_primal,
83  SmartPtr<IteratesVector>& actual_delta);
84 
91  virtual bool TryCorrector(Number alpha_primal_test,
92  Number& alpha_primal,
93  SmartPtr<IteratesVector>& actual_delta);
94 
99  virtual char UpdateForNextIteration(Number alpha_primal_test);
100 
103  virtual void StartWatchDog();
104 
107  virtual void StopWatchDog();
108 
115  bool IsAcceptableToCurrentIterate(Number trial_barr, Number trial_theta,
116  bool called_from_restoration=false) const;
117 
119  bool IsAcceptableToCurrentFilter(Number trial_barr, Number trial_theta) const;
121 
124  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
126 
127  private:
138 
140  void operator=(const FilterLSAcceptor&);
142 
148 
153 
158  bool IsFtype(Number alpha_primal_test);
159 
164  bool ArmijoHolds(Number alpha_primal_test);
165 
168  void AugmentFilter();
169 
199 
202  {
206  };
226 
245 
248 
259 
264  };
265 
266 } // namespace Ipopt
267 
268 #endif
bool IsAcceptableToCurrentFilter(Number trial_barr, Number trial_theta) const
Checks if a trial point is acceptable to the current filter.
Number watchdog_theta_
Constraint violation at reference point.
Number kappa_soc_
Required reduction in constraint violation before trying multiple second order correction steps ...
Number reference_gradBarrTDelta_
Barrier gradient transpose search direction at the point with respect to which progress is to be made...
virtual char UpdateForNextIteration(Number alpha_primal_test)
Method for ending the current line search.
Number reference_theta_
Constraint violation at the point with respect to which progress is to be made.
FilterLSAcceptor(const SmartPtr< PDSystemSolver > &pd_solver)
Constructor.
virtual void Reset()
Reset the acceptor.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
void AugmentFilter()
Augment the filter used on the current values of the barrier objective function and the contraint vio...
Filter line search.
bool IsFtype(Number alpha_primal_test)
Method for checking if the current step size satisfies the f-type switching condition.
bool ArmijoHolds(Number alpha_primal_test)
Method for checking the Armijo condition, given a trial step size.
Index max_filter_resets_
maximal allowed number of filter resets.
Base class for backtracking line search acceptors.
Number theta_min_
Infeasibility switching bound.
Index soc_method_
Second method correction method.
virtual void StopWatchDog()
Method for setting internal data if the watchdog procedure is stopped.
bool skip_corr_if_neg_curv_
Flag indicating whether the corrector should be skipped in an iteration in which negative curvature i...
Number last_rejection_due_to_filter_
True, if last rejected was due to the filter.
Number theta_max_
Upper bound on infeasibility.
Index max_soc_
Maximal number of second order correction steps.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This class stores a list of user set options.
CorrectorTypeEnum corrector_type_
Type of corrector steps that should be tried.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
InitializeImpl - overloaded from AlgorithmStrategyObject.
Filter filter_
Filter with entries.
virtual bool TrySecondOrderCorrection(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try a second order correction for the constraints.
CorrectorTypeEnum
enumeration for the corrector type
virtual Number CalculateAlphaMin()
Method returning the lower bound on the trial step sizes.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Index count_successive_filter_rejections_
Counter of successive iterations in which filter was reason for last rejection.
virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)
Method for checking if current trial point is acceptable.
Number reference_barr_
Barrier objective function at the point with respect to which progress is to be made.
virtual void StartWatchDog()
Method for setting internal data if the watchdog procedure is started.
virtual void InitThisLineSearch(bool in_watchdog)
Initialization for the next line search.
Number watchdog_gradBarrTDelta_
Barrier gradient transpose search direction at reference point.
Class for the filter.
Definition: IpFilter.hpp:111
Number watchdog_barr_
Barrier objective function at reference point.
Index n_filter_resets_
Counter for the filter resets done so far.
bool skip_corr_in_monotone_mode_
Flag indicating whether the corrector should be skipped during the monotone mu mode.
Index filter_reset_trigger_
interation counter trigger for filter reset.
virtual void PrepareRestoPhaseStart()
Method that is called before the restoration phase is called.
Number obj_max_inc_
Maximal increase in objective function in orders of magnitute (log10).
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for OptionsList.
Number corrector_compl_avrg_red_fact_
parameter in heurstic that determines whether corrector step should be tried.
void operator=(const FilterLSAcceptor &)
Overloaded Equals Operator.
bool IsAcceptableToCurrentIterate(Number trial_barr, Number trial_theta, bool called_from_restoration=false) const
Checks if a trial point is acceptable to the current iterate.
SmartPtr< PDSystemSolver > pd_solver_
virtual bool TryCorrector(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try higher order corrector (for fast local convergence).
virtual ~FilterLSAcceptor()
Default destructor.