Ipopt  3.12.9
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IpOptErrorConvCheck.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: IpOptErrorConvCheck.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPOPTERRORCONVCHECK_HPP__
10 #define __IPOPTERRORCONVCHECK_HPP__
11 
12 #include "IpConvCheck.hpp"
13 
14 namespace Ipopt
15 {
16 
21  {
22  public:
27 
31 
33  virtual bool InitializeImpl(const OptionsList& options,
34  const std::string& prefix);
35 
37  virtual ConvergenceStatus
38  CheckConvergence(bool call_intermediate_callback = true);
39 
42  virtual bool CurrentIsAcceptable();
43 
46  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
48 
49  protected:
83 
84  private:
93 
97 
101 
105 
109 
112  };
113 
114 } // namespace Ipopt
115 
116 #endif
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
OptimalityErrorConvergenceCheck()
Default Constructor.
virtual ~OptimalityErrorConvergenceCheck()
Default destructor.
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteratoin to iteration.
Number last_obj_val_
Value of the objective function from last iteration.
void operator=(const OptimalityErrorConvergenceCheck &)
Overloaded Equals Operator.
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Number mu_target_
Desired value of the barrier parameter.
Base class for checking the algorithm termination criteria.
Definition: IpConvCheck.hpp:20
Number max_cpu_time_
Upper bound on CPU time.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling...
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Overloaded convergence check.
This class stores a list of user set options.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number curr_obj_val_
Value of the objective function from current iteration.
ConvergenceStatus
Convergence return enum.
Definition: IpConvCheck.hpp:35
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Number compl_inf_tol_
Tolerance on unscaled complementarity.
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates...
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
virtual bool CurrentIsAcceptable()
Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality...
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
Index max_iterations_
Maximal number of iterations.
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.