Ipopt  3.12.11
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IpInexactCq.hpp
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1 // Copyright (C) 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpInexactCq.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2008-08-31
8 // derived from IpIpoptCalculatedQuantities.hpp
9 
10 #ifndef __IPINEXACTCQ_HPP__
11 #define __IPINEXACTCQ_HPP__
12 
14 #include "IpInexactData.hpp"
15 
16 namespace Ipopt
17 {
18 
23  {
24  public:
25 
29  InexactCq(IpoptNLP* ip_nlp,
30  IpoptData* ip_data,
32 
34  virtual ~InexactCq();
36 
40  bool Initialize(const Journalist& jnlst,
41  const OptionsList& options,
42  const std::string& prefix);
43 
46  static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
48 
54 
57 
60 
63 
66 
69  Number slack_scaled_norm(const Vector& x, const Vector &s);
70 
74 
78 
82 
86 
89  Number curr_uWu();
90 
94 
98 
99  private:
109  InexactCq();
110 
112  InexactCq(const InexactCq&);
113 
115  void operator=(const InexactCq&);
117 
126 
129  {
130  InexactData& inexact_data =
131  static_cast<InexactData&>(ip_data_->AdditionalData());
132  DBG_ASSERT(dynamic_cast<InexactData*>(&ip_data_->AdditionalData()));
133  return inexact_data;
134  }
135 
151 
154  };
155 
156 } // namespace Ipopt
157 
158 #endif
Number * x
Input: Starting point Output: Optimal solution.
Number curr_scaled_A_norm2()
Scaled, squared norm of A.
SmartPtr< const Vector > curr_jac_cdT_times_curr_cdminuss()
Gradient of infeasibility w.r.t.
SmartPtr< const Vector > curr_Wu_s()
Compute s component of the W*u product for the current values.
CachedResults< SmartPtr< const Vector > > curr_jac_times_normal_d_cache_
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Class for all IPOPT specific calculated quantities.
SmartPtr< const Vector > curr_W_times_vec_s(const Vector &vec_s)
Compute s component of the W*vec product for the current Hessian and a vector.
CachedResults< SmartPtr< const Vector > > curr_scaling_slacks_cache_
SmartPtr< const Vector > curr_slack_scaled_d_minus_s()
Vector with the slack-scaled d minus s inequalities.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Vector Base Class.
Definition: IpVector.hpp:47
Number curr_scaled_Ac_norm()
Scaled norm of Ac.
CachedResults< Number > curr_uWu_cache_
CachedResults< SmartPtr< const Vector > > curr_jac_cdT_times_curr_cdminuss_cache_
virtual ~InexactCq()
Default destructor.
InexactData & InexData()
Method to easily access Inexact data.
InexactCq()
Default Constructor.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
CachedResults< SmartPtr< const Vector > > curr_slack_scaled_d_minus_s_cache_
This class stores a list of user set options.
IpoptCalculatedQuantities * ip_cq_
SmartPtr< const Vector > curr_W_times_vec_x(const Vector &vec_x)
Compute x component of the W*vec product for the current Hessian and a vector.
SmartPtr< const Vector > curr_Wu_x()
Compute x component of the W*u product for the current values.
Cache Priority Enum.
IpoptNLP * ip_nlp_
SmartPtr< const Vector > curr_jac_times_normal_c()
Compute the c-component of the product of the current constraint Jacobian with the current normal ste...
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
void operator=(const InexactCq &)
Overloaded Equals Operator.
CachedResults< Number > slack_scaled_norm_cache_
Number curr_uWu()
Compute the u^T*W*u product for the current values.
Number slack_scale_max_
Upper bound on slack-based scaling factors.
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
CachedResults< Number > curr_scaled_Ac_norm_cache_
IpoptData * ip_data_
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpInexactCq.hpp:22
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm...
SmartPtr< const Vector > curr_scaling_slacks()
Vector of all inequality slacks for doing the slack-based scaling.
Class responsible for all message output.
SmartPtr< const Vector > curr_jac_times_normal_d()
Compute the d-component of the product of the current constraint Jacobian with the current normal ste...
CachedResults< SmartPtr< const Vector > > curr_jac_times_normal_c_cache_
CachedResults< SmartPtr< const Vector > > curr_Wu_s_cache_
CachedResults< SmartPtr< const Vector > > curr_Wu_x_cache_
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Number slack_scaled_norm(const Vector &x, const Vector &s)
Compute the 2-norm of a slack-scaled vector with x and s component.
CachedResults< SmartPtr< const Vector > > curr_W_times_vec_x_cache_
Base class for additional calculated quantities that is special to a particular type of algorithm...
CachedResults< SmartPtr< const Vector > > curr_W_times_vec_s_cache_