Builder for creating a complete IpoptAlg object. More...

#include <IpAlgBuilder.hpp>

Inheritance diagram for Ipopt::AlgorithmBuilder:

Public Member Functions
Constructors/Destructors
	AlgorithmBuilder (SmartPtr< AugSystemSolver > custom_solver=NULL)
	Constructor. More...

virtual	~AlgorithmBuilder ()
	Destructor. More...

Convenience methods for building solvers without having
to duplicate the significant amount of preprocessor flag and option checking that takes place. These solvers are used to create a number of core algorithm components across the different Build* methods, but depending on what options are chosen, the first method requiring the solver to be used can vary. Therefore, each of the Factory methods below is paired with a Getter method, which is called by all parts of this algorithm builder to ensure the Factory is only called once.
virtual SmartPtr< SymLinearSolver >	SymLinearSolverFactory (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Create a solver that can be used to solve a symmetric linear system. More...

SmartPtr< SymLinearSolver >	GetSymLinearSolver (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Get the symmetric linear system solver for this algorithm. More...

virtual SmartPtr< AugSystemSolver >	AugSystemSolverFactory (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Create a solver that can be used to solve an augmented system. More...

SmartPtr< AugSystemSolver >	GetAugSystemSolver (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Get the augmented system solver for this algorithm. More...

virtual SmartPtr< PDSystemSolver >	PDSystemSolverFactory (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Create a solver that can be used to solve a primal-dual system. More...

SmartPtr< PDSystemSolver >	GetPDSystemSolver (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Get the primal-dual system solver for this algorithm. More...

Methods to build parts of the algorithm
virtual void	BuildIpoptObjects (const Journalist &jnlst, const OptionsList &options, const std::string &prefix, const SmartPtr< NLP > &nlp, SmartPtr< IpoptNLP > &ip_nlp, SmartPtr< IpoptData > &ip_data, SmartPtr< IpoptCalculatedQuantities > &ip_cq)
	Allocates memory for the IpoptNLP, IpoptData, and IpoptCalculatedQuanties arguments. More...

virtual SmartPtr< IpoptAlgorithm >	BuildBasicAlgorithm (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the IpoptAlgorithm class by building each of its required constructor arguments piece-by-piece. More...

virtual SmartPtr< IterationOutput >	BuildIterationOutput (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the IterationOutput class. More...

virtual SmartPtr< HessianUpdater >	BuildHessianUpdater (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the HessianUpdater class. More...

virtual SmartPtr < ConvergenceCheck >	BuildConvergenceCheck (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the ConvergenceCheck class. More...

virtual SmartPtr < SearchDirectionCalculator >	BuildSearchDirectionCalculator (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the SearchDirectionCalculator class. More...

virtual SmartPtr < EqMultiplierCalculator >	BuildEqMultiplierCalculator (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the EqMultiplierCalculator class. More...

virtual SmartPtr < IterateInitializer >	BuildIterateInitializer (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the IterateInitializer class. More...

virtual SmartPtr< LineSearch >	BuildLineSearch (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the LineSearch class. More...

virtual SmartPtr< MuUpdate >	BuildMuUpdate (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Creates an instance of the MuUpdate class. More...

Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()

virtual	~ReferencedObject ()

Index	ReferenceCount () const

void	AddRef (const Referencer *referencer) const

void	ReleaseRef (const Referencer *referencer) const

Static Public Member Functions

static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptTypeInfo. More...

Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	AlgorithmBuilder (const AlgorithmBuilder &)
	Default Constructor. More...

void	operator= (const AlgorithmBuilder &)
	Overloaded Equals Operator. More...

Private Attributes
SmartPtr< AugSystemSolver >	custom_solver_
	Optional pointer to AugSystemSolver. More...

IpoptAlgorithm constructor arguments.
These components are built in separate Build methods in the order defined by BuildBasicAlgorithm. A single core component may require one or more other core components in its constructor, so the this class holds pointers to each component for use between the separate Build methods.
SmartPtr< IterationOutput >	IterOutput_

SmartPtr< HessianUpdater >	HessUpdater_

SmartPtr< ConvergenceCheck >	ConvCheck_

SmartPtr < SearchDirectionCalculator >	SearchDirCalc_

SmartPtr< EqMultiplierCalculator >	EqMultCalculator_

SmartPtr< IterateInitializer >	IterInitializer_

SmartPtr< LineSearch >	LineSearch_

SmartPtr< MuUpdate >	MuUpdate_

Commonly used solver components
for building core algorithm components. Each of these members is paired with a Factory/Getter method.
SmartPtr< SymLinearSolver >	SymSolver_

SmartPtr< AugSystemSolver >	AugSolver_

SmartPtr< PDSystemSolver >	PDSolver_

Detailed Description

Builder for creating a complete IpoptAlg object.

This object contains all subelements (such as line search objects etc). How the resulting IpoptAlg object is built can be influenced by the options.

More advanced customization can be achieved by subclassing this class and overloading the virtual methods that build the individual parts. The advantage of doing this is that it allows one to reuse the extensive amount of options processing that takes place, for instance, when generating the symmetric linear system solver. Another method for customizing the algorithm is using the optional custom_solver argument, which allows the expert user to provide a specialized linear solver for the augmented system (e.g., type GenAugSystemSolver), possibly for user-defined matrix objects. The optional custom_solver constructor argument is likely obsolete, however, as more control over this this process can be achieved by implementing a subclass of this AlgBuilder (e.g., by overloading the AugSystemSolverFactory method).

Definition at line 49 of file IpAlgBuilder.hpp.

Constructor & Destructor Documentation

Ipopt::AlgorithmBuilder::AlgorithmBuilder ( SmartPtr< AugSystemSolver > custom_solver = NULL )

Constructor.

virtual Ipopt::AlgorithmBuilder::~AlgorithmBuilder ( )

inlinevirtual

Destructor.

Definition at line 58 of file IpAlgBuilder.hpp.

Ipopt::AlgorithmBuilder::AlgorithmBuilder ( const AlgorithmBuilder & )

private

Default Constructor.

Copy Constructor

Member Function Documentation

static void Ipopt::AlgorithmBuilder::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

Methods for IpoptTypeInfo.

register the options used by the algorithm builder

virtual SmartPtr<SymLinearSolver> Ipopt::AlgorithmBuilder::SymLinearSolverFactory	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Create a solver that can be used to solve a symmetric linear system.

Dependencies: None

SmartPtr<SymLinearSolver> Ipopt::AlgorithmBuilder::GetSymLinearSolver	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

Get the symmetric linear system solver for this algorithm.

This method will call the SymLinearSolverFactory exactly once (the first time it is used), and store its instance on SymSolver_ for use in subsequent calls.

virtual SmartPtr<AugSystemSolver> Ipopt::AlgorithmBuilder::AugSystemSolverFactory	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Create a solver that can be used to solve an augmented system.

Dependencies: -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

SmartPtr<AugSystemSolver> Ipopt::AlgorithmBuilder::GetAugSystemSolver	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

Get the augmented system solver for this algorithm.

This method will call the AugSystemSolverFactory exactly once (the first time it is used), and store its instance on AugSolver_ for use in subsequent calls.

virtual SmartPtr<PDSystemSolver> Ipopt::AlgorithmBuilder::PDSystemSolverFactory	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Create a solver that can be used to solve a primal-dual system.

Dependencies: -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

SmartPtr<PDSystemSolver> Ipopt::AlgorithmBuilder::GetPDSystemSolver	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

Get the primal-dual system solver for this algorithm.

This method will call the PDSystemSolverFactory exactly once (the first time it is used), and store its instance on PDSolver_ for use in subsequent calls.

virtual void Ipopt::AlgorithmBuilder::BuildIpoptObjects	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix,
		const SmartPtr< NLP > &	nlp,
		SmartPtr< IpoptNLP > &	ip_nlp,
		SmartPtr< IpoptData > &	ip_data,
		SmartPtr< IpoptCalculatedQuantities > &	ip_cq
	)

virtual

Allocates memory for the IpoptNLP, IpoptData, and IpoptCalculatedQuanties arguments.

Dependencies: None

Reimplemented in Ipopt::InexactAlgorithmBuilder.

virtual SmartPtr<IpoptAlgorithm> Ipopt::AlgorithmBuilder::BuildBasicAlgorithm	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the IpoptAlgorithm class by building each of its required constructor arguments piece-by-piece.

The default algorithm can be customized by overloading this method or by overloading one or more of the Build* methods called in this method's default implementation. Additional control can be achieved by overloading any of the *SolverFactory methods. This method will call (in this order): -> BuildIterationOutput() -> BuildHessianUpdater() -> BuildConvergenceCheck() -> BuildSearchDirectionCalculator() -> BuildEqMultiplierCalculator() -> BuildIterateInitializer() -> BuildLineSearch() -> BuildMuUpdate()

Reimplemented in Ipopt::InexactAlgorithmBuilder.

virtual SmartPtr<IterationOutput> Ipopt::AlgorithmBuilder::BuildIterationOutput	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the IterationOutput class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: None

virtual SmartPtr<HessianUpdater> Ipopt::AlgorithmBuilder::BuildHessianUpdater	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the HessianUpdater class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: None

virtual SmartPtr<ConvergenceCheck> Ipopt::AlgorithmBuilder::BuildConvergenceCheck	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the ConvergenceCheck class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: None

virtual SmartPtr<SearchDirectionCalculator> Ipopt::AlgorithmBuilder::BuildSearchDirectionCalculator	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the SearchDirectionCalculator class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: -> GetPDSystemSolver() -> PDSystemSolverFactory() -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

virtual SmartPtr<EqMultiplierCalculator> Ipopt::AlgorithmBuilder::BuildEqMultiplierCalculator	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the EqMultiplierCalculator class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

virtual SmartPtr<IterateInitializer> Ipopt::AlgorithmBuilder::BuildIterateInitializer	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the IterateInitializer class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: -> EqMultCalculator_ -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

virtual SmartPtr<LineSearch> Ipopt::AlgorithmBuilder::BuildLineSearch	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the LineSearch class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: -> EqMultCalculator_ -> ConvCheck_ -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_ -> GetPDSystemSolver() -> PDSystemSolverFactory() -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

virtual SmartPtr<MuUpdate> Ipopt::AlgorithmBuilder::BuildMuUpdate	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)

virtual

Creates an instance of the MuUpdate class.

This method is called in the default implementation of BuildBasicAlgorithm. It can be overloaded to customize that portion the default algorithm. Dependencies: -> LineSearch_ -> EqMultCalculator_ -> ConvCheck_ -> GetPDSystemSolver() -> PDSystemSolverFactory() -> GetAugSystemSolver() -> AugSystemSolverFactory() -> GetSymLinearSolver() -> SymLinearSolverFactory() -> custom_solver_

void Ipopt::AlgorithmBuilder::operator= ( const AlgorithmBuilder & )

private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<IterationOutput> Ipopt::AlgorithmBuilder::IterOutput_

private

Definition at line 333 of file IpAlgBuilder.hpp.

SmartPtr<HessianUpdater> Ipopt::AlgorithmBuilder::HessUpdater_

private

Definition at line 334 of file IpAlgBuilder.hpp.

SmartPtr<ConvergenceCheck> Ipopt::AlgorithmBuilder::ConvCheck_

private

Definition at line 335 of file IpAlgBuilder.hpp.

SmartPtr<SearchDirectionCalculator> Ipopt::AlgorithmBuilder::SearchDirCalc_

private

Definition at line 336 of file IpAlgBuilder.hpp.

SmartPtr<EqMultiplierCalculator> Ipopt::AlgorithmBuilder::EqMultCalculator_

private

Definition at line 337 of file IpAlgBuilder.hpp.

SmartPtr<IterateInitializer> Ipopt::AlgorithmBuilder::IterInitializer_

private

Definition at line 338 of file IpAlgBuilder.hpp.

SmartPtr<LineSearch> Ipopt::AlgorithmBuilder::LineSearch_

private

Definition at line 339 of file IpAlgBuilder.hpp.

SmartPtr<MuUpdate> Ipopt::AlgorithmBuilder::MuUpdate_

private

Definition at line 340 of file IpAlgBuilder.hpp.

SmartPtr<SymLinearSolver> Ipopt::AlgorithmBuilder::SymSolver_

private

Definition at line 348 of file IpAlgBuilder.hpp.

SmartPtr<AugSystemSolver> Ipopt::AlgorithmBuilder::AugSolver_

private

Definition at line 349 of file IpAlgBuilder.hpp.

SmartPtr<PDSystemSolver> Ipopt::AlgorithmBuilder::PDSolver_

private

Definition at line 350 of file IpAlgBuilder.hpp.

SmartPtr<AugSystemSolver> Ipopt::AlgorithmBuilder::custom_solver_

private

Optional pointer to AugSystemSolver.

If this is set in the contructor, we will use this to solve the linear systems.

Definition at line 355 of file IpAlgBuilder.hpp.

The documentation for this class was generated from the following file:

src/Algorithm/IpAlgBuilder.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation