IpGradientScaling.hpp

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// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpGradientScaling.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2005-07-13

#ifndef __IPGRADIENTSCALING_HPP__
#define __IPGRADIENTSCALING_HPP__

#include "IpNLPScaling.hpp"
#include "IpNLP.hpp"

namespace Ipopt
{
  class GradientScaling : public StandardScalingBase
  {
  public:
    GradientScaling(const SmartPtr<NLP>& nlp)
        :
        StandardScalingBase(),
        nlp_(nlp)
    {}

    virtual ~GradientScaling()
    {}

    static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);

  protected:
    bool InitializeImpl(const OptionsList& options,
                        const std::string& prefix);

    virtual void DetermineScalingParametersImpl(
      const SmartPtr<const VectorSpace> x_space,
      const SmartPtr<const VectorSpace> c_space,
      const SmartPtr<const VectorSpace> d_space,
      const SmartPtr<const MatrixSpace> jac_c_space,
      const SmartPtr<const MatrixSpace> jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      const Matrix& Px_L, const Vector& x_L,
      const Matrix& Px_U, const Vector& x_U,
      Number& df,
      SmartPtr<Vector>& dx,
      SmartPtr<Vector>& dc,
      SmartPtr<Vector>& dd);

  private:


    GradientScaling(const GradientScaling&);

    void operator=(const GradientScaling&);

    SmartPtr<NLP> nlp_;

    Number scaling_max_gradient_;

    Number scaling_obj_target_gradient_;

    Number scaling_constr_target_gradient_;

    Number scaling_min_value_;
  };
} // namespace Ipopt
#endif