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IpIpoptAlg.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpIpoptAlg.hpp 2167 2013-03-08 11:15:38Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPIPOPTALG_HPP__
10 #define __IPIPOPTALG_HPP__
11 
12 #include "IpIpoptNLP.hpp"
13 #include "IpAlgStrategy.hpp"
15 #include "IpLineSearch.hpp"
16 #include "IpMuUpdate.hpp"
17 #include "IpConvCheck.hpp"
18 #include "IpOptionsList.hpp"
19 #include "IpIterateInitializer.hpp"
20 #include "IpIterationOutput.hpp"
21 #include "IpAlgTypes.hpp"
22 #include "IpHessianUpdater.hpp"
23 #include "IpEqMultCalculator.hpp"
24 
25 namespace Ipopt
26 {
27 
30  DECLARE_STD_EXCEPTION(STEP_COMPUTATION_FAILED);
32 
46  {
47  public:
48 
55  IpoptAlgorithm(const SmartPtr<SearchDirectionCalculator>& search_dir_calculator,
56  const SmartPtr<LineSearch>& line_search,
57  const SmartPtr<MuUpdate>& mu_update,
58  const SmartPtr<ConvergenceCheck>& conv_check,
59  const SmartPtr<IterateInitializer>& iterate_initializer,
60  const SmartPtr<IterationOutput>& iter_output,
61  const SmartPtr<HessianUpdater>& hessian_updater,
62  const SmartPtr<EqMultiplierCalculator>& eq_multiplier_calculator = NULL);
63 
65  virtual ~IpoptAlgorithm();
67 
68 
70  virtual bool InitializeImpl(const OptionsList& options,
71  const std::string& prefix);
72 
74  SolverReturn Optimize(bool isResto = false);
75 
78  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
80 
84  {
86  }
88 
89  static void print_copyright_message(const Journalist& jnlst);
90 
91  private:
101  IpoptAlgorithm();
102 
105 
107  void operator=(const IpoptAlgorithm&);
109 
123 
130  void UpdateHessian();
131 
136  bool UpdateBarrierParameter();
137 
142  bool ComputeSearchDirection();
143 
148 
151  void AcceptTrialPoint();
152 
154  void OutputIteration();
155 
159  void InitializeIterates();
160 
162  void PrintProblemStatistics();
163 
167 
173 
184  bool recalc_y_;
192  std::string linear_solver_;
194 
198  const Vector& x,
199  const Vector& x_L,
200  const Vector& x_U,
201  const Matrix& Px_L,
202  const Matrix& Px_U,
203  Index& n_tot,
204  Index& n_only_lower,
205  Index& n_both,
206  Index& n_only_upper);
207 
215  Number correct_bound_multiplier(const Vector& trial_z,
216  const Vector& trial_slack,
217  const Vector& trial_compl,
218  SmartPtr<const Vector>& new_trial_z);
220  };
221 
222 } // namespace Ipopt
223 
224 #endif
Number * x
Input: Starting point Output: Optimal solution.
void ComputeAcceptableTrialPoint()
Method computing the new iterate (usually vialine search).
This is the base class for all algorithm strategy objects.
SmartPtr< MuUpdate > mu_update_
Definition: IpIpoptAlg.hpp:114
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number correct_bound_multiplier(const Vector &trial_z, const Vector &trial_slack, const Vector &trial_compl, SmartPtr< const Vector > &new_trial_z)
Method for ensuring that the trial multipliers are not too far from the primal estime.
SmartPtr< EqMultiplierCalculator > eq_multiplier_calculator_
The multipler calculator (for y_c and y_d) has to be set only if option recalc_y is set to true...
Definition: IpIpoptAlg.hpp:121
SmartPtr< SearchDirectionCalculator > SearchDirCalc()
Definition: IpIpoptAlg.hpp:83
void PrintProblemStatistics()
Print the problem size statistics.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Vector Base Class.
Definition: IpVector.hpp:47
SmartPtr< IterationOutput > iter_output_
Definition: IpIpoptAlg.hpp:117
void InitializeIterates()
Sets up initial values for the iterates, Corrects the initial values for x and s (force in bounds) ...
void operator=(const IpoptAlgorithm &)
Overloaded Equals Operator.
bool ComputeSearchDirection()
Method to setup the call to the PDSystemSolver.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This class stores a list of user set options.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Matrix Base Class.
Definition: IpMatrix.hpp:27
SolverReturn Optimize(bool isResto=false)
Main solve method.
SmartPtr< IterateInitializer > iterate_initializer_
Definition: IpIpoptAlg.hpp:116
Number * x_L
Lower bounds on variables.
void ComputeFeasibilityMultipliers()
Compute the Lagrangian multipliers for a feasibility problem.
Number recalc_y_feas_tol_
Feasibility threshold for recalc_y.
Definition: IpIpoptAlg.hpp:186
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number Number * x_U
Upper bounds on variables.
void UpdateHessian()
Method for updating the current Hessian.
SmartPtr< ConvergenceCheck > conv_check_
Definition: IpIpoptAlg.hpp:115
bool mehrotra_algorithm_
Flag indicating if we want to do Mehrotras&#39;s algorithm.
Definition: IpIpoptAlg.hpp:190
DECLARE_STD_EXCEPTION(SUFFIX_EMPTY)
void AcceptTrialPoint()
Method for accepting the trial point as the new iteration, possibly after adjusting the variable boun...
Number kappa_sigma_
safeguard factor for bound multipliers.
Definition: IpIpoptAlg.hpp:180
bool UpdateBarrierParameter()
Method to update the barrier parameter.
std::string linear_solver_
String specifying linear solver.
Definition: IpIpoptAlg.hpp:192
SmartPtr< SearchDirectionCalculator > search_dir_calculator_
Definition: IpIpoptAlg.hpp:112
Class responsible for all message output.
IpoptAlgorithm()
Default Constructor.
SmartPtr< HessianUpdater > hessian_updater_
Definition: IpIpoptAlg.hpp:118
The main ipopt algorithm class.
Definition: IpIpoptAlg.hpp:45
SmartPtr< LineSearch > line_search_
Definition: IpIpoptAlg.hpp:113
void OutputIteration()
Do all the output for one iteration.
virtual ~IpoptAlgorithm()
Default destructor.
void calc_number_of_bounds(const Vector &x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U, Index &n_tot, Index &n_only_lower, Index &n_both, Index &n_only_upper)
bool skip_print_problem_stats_
Flag indicating if the statistic should not be printed.
Definition: IpIpoptAlg.hpp:171
bool recalc_y_
Flag indicating whether the y multipliers should be recalculated with the eq_mutliplier_calculator ob...
Definition: IpIpoptAlg.hpp:184
static void print_copyright_message(const Journalist &jnlst)