IpWarmStartIterateInitializer.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpWarmStartIterateInitializer.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter              IBM    2005-04-01

#ifndef __IPWARMSTARTITERATEINITIALIZER_HPP__
#define __IPWARMSTARTITERATEINITIALIZER_HPP__

#include "IpIterateInitializer.hpp"
#include "IpEqMultCalculator.hpp"

namespace Ipopt
{

  class WarmStartIterateInitializer: public IterateInitializer
  {
  public:
    WarmStartIterateInitializer();

    virtual ~WarmStartIterateInitializer()
    {}

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

    virtual bool SetInitialIterates();

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

    void operator=(const WarmStartIterateInitializer&);

    Number warm_start_bound_push_;
    Number warm_start_bound_frac_;
    Number warm_start_slack_bound_push_;
    Number warm_start_slack_bound_frac_;
    Number warm_start_mult_bound_push_;
    Number warm_start_mult_init_max_;
    Number warm_start_target_mu_;
    bool warm_start_entire_iterate_;

    void process_target_mu(Number factor,
                           const Vector& curr_vars,
                           const Vector& curr_slacks,
                           const Vector& curr_mults,
                           const Matrix& P,
                           SmartPtr<const Vector>& ret_vars,
                           SmartPtr<const Vector>& ret_mults);

    void adapt_to_target_mu(Vector& new_s,
                            Vector& new_z,
                            Number target_mu);
  };

} // namespace Ipopt

#endif