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Ipopt::CGPenaltyCq Class Reference

Class for all Chen-Goldfarb penalty method specific calculated quantities. More...

#include <IpCGPenaltyCq.hpp>

+ Inheritance diagram for Ipopt::CGPenaltyCq:

Public Member Functions

bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 This method must be called to initialize the global algorithmic parameters. More...
 
Constructors/Destructors
 CGPenaltyCq (IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cg)
 Constructor. More...
 
virtual ~CGPenaltyCq ()
 Default destructor. More...
 
Methods for the Chen-Goldfarb line search
Number curr_jac_cd_norm (Index nrm_type)
 Compute ||delta_c, delta_d||_infty. More...
 
Number curr_scaled_y_Amax ()
 Compute gradient scaling based y->Amax. More...
 
Number curr_added_y_nrm2 ()
 Compute the 2-norm of y plus delta y. More...
 
Number curr_penalty_function ()
 Method for the penalty function at current point. More...
 
Number trial_penalty_function ()
 Method for the penalty function at trial point. More...
 
Number curr_direct_deriv_penalty_function ()
 Method for the directional derivative of the penalty function at current point with current step in delta. More...
 
Number curr_fast_direct_deriv_penalty_function ()
 Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen. More...
 
Number dT_times_barH_times_d ()
 Quality of d^T Aug(H) d. More...
 
Number curr_cg_pert_fact ()
 Method for the current value for the perturbation factor for the Chen-Goldfarb method. More...
 
Number compute_curr_cg_penalty (const Number)
 Method for choose line search penalty parameter. More...
 
Number compute_curr_cg_penalty_scale ()
 Method for choose penalty parameters for scaling the KKT system. More...
 
- Public Member Functions inherited from Ipopt::IpoptAdditionalCq
 IpoptAdditionalCq ()
 Default Constructor. More...
 
virtual ~IpoptAdditionalCq ()
 Default destructor. 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 (const SmartPtr< RegisteredOptions > &roptions)
 Methods for IpoptType. More...
 

Private Member Functions

CGPenaltyDataCGPenData ()
 Method to easily access CGPenalty data. More...
 
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.

 CGPenaltyCq ()
 Default Constructor. More...
 
 CGPenaltyCq (const CGPenaltyCq &)
 Copy Constructor. More...
 
void operator= (const CGPenaltyCq &)
 Overloaded Equals Operator. More...
 

Private Attributes

bool initialize_called_
 flag indicating if Initialize method has been called (for debugging) More...
 
Pointers for easy access to data and NLP information. To

avoid circular references of Smart Pointers, we use a regular pointer here.

IpoptNLPip_nlp_
 
IpoptDataip_data_
 
IpoptCalculatedQuantitiesip_cq_
 
Caches for the Chen-Goldfarb line search
CachedResults< Numbercurr_fast_direct_deriv_penalty_function_cache_
 
CachedResults< Numbercurr_jac_cd_norm_cache_
 
CachedResults< Numbercurr_scaled_y_Amax_cache_
 
CachedResults< Numbercurr_added_y_nrm2_cache_
 
CachedResults< Numbercurr_penalty_function_cache_
 Cache for the penalty function at current point. More...
 
CachedResults< Numbertrial_penalty_function_cache_
 Cache for the penalty function at trial point. More...
 
CachedResults< Numbercurr_direct_deriv_penalty_function_cache_
 Cache for the directional derivative of the penalty function at current point with step in delta. More...
 
CachedResults< Numbercurr_cg_pert_fact_cache_
 Cache for Chen-Goldfarb perturbation factor. More...
 
Number reference_infeasibility_
 Parameters for penalty method. More...
 

Detailed Description

Class for all Chen-Goldfarb penalty method specific calculated quantities.

Definition at line 22 of file IpCGPenaltyCq.hpp.

Constructor & Destructor Documentation

Ipopt::CGPenaltyCq::CGPenaltyCq ( IpoptNLP ip_nlp,
IpoptData ip_data,
IpoptCalculatedQuantities ip_cg 
)

Constructor.

virtual Ipopt::CGPenaltyCq::~CGPenaltyCq ( )
virtual

Default destructor.

Ipopt::CGPenaltyCq::CGPenaltyCq ( )
private

Default Constructor.

Ipopt::CGPenaltyCq::CGPenaltyCq ( const CGPenaltyCq )
private

Copy Constructor.

Member Function Documentation

bool Ipopt::CGPenaltyCq::Initialize ( const Journalist jnlst,
const OptionsList options,
const std::string &  prefix 
)
virtual

This method must be called to initialize the global algorithmic parameters.

The parameters are taken from the OptionsList object.

Implements Ipopt::IpoptAdditionalCq.

Number Ipopt::CGPenaltyCq::curr_jac_cd_norm ( Index  nrm_type)

Compute ||delta_c, delta_d||_infty.

Number Ipopt::CGPenaltyCq::curr_scaled_y_Amax ( )

Compute gradient scaling based y->Amax.

Number Ipopt::CGPenaltyCq::curr_added_y_nrm2 ( )

Compute the 2-norm of y plus delta y.

Number Ipopt::CGPenaltyCq::curr_penalty_function ( )

Method for the penalty function at current point.

Number Ipopt::CGPenaltyCq::trial_penalty_function ( )

Method for the penalty function at trial point.

Number Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function ( )

Method for the directional derivative of the penalty function at current point with current step in delta.

Number Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function ( )

Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen.

Number Ipopt::CGPenaltyCq::dT_times_barH_times_d ( )

Quality of d^T Aug(H) d.

Number Ipopt::CGPenaltyCq::curr_cg_pert_fact ( )

Method for the current value for the perturbation factor for the Chen-Goldfarb method.

The factor is computed as 2-norm of the constraints devided by the current penbalty parameter

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty ( const Number  )

Method for choose line search penalty parameter.

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty_scale ( )

Method for choose penalty parameters for scaling the KKT system.

static void Ipopt::CGPenaltyCq::RegisterOptions ( const SmartPtr< RegisteredOptions > &  roptions)
static

Methods for IpoptType.

void Ipopt::CGPenaltyCq::operator= ( const CGPenaltyCq )
private

Overloaded Equals Operator.

CGPenaltyData& Ipopt::CGPenaltyCq::CGPenData ( )
inlineprivate

Method to easily access CGPenalty data.

Definition at line 115 of file IpCGPenaltyCq.hpp.

Member Data Documentation

IpoptNLP* Ipopt::CGPenaltyCq::ip_nlp_
private

Definition at line 109 of file IpCGPenaltyCq.hpp.

IpoptData* Ipopt::CGPenaltyCq::ip_data_
private

Definition at line 110 of file IpCGPenaltyCq.hpp.

IpoptCalculatedQuantities* Ipopt::CGPenaltyCq::ip_cq_
private

Definition at line 111 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function_cache_
private

Definition at line 125 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_jac_cd_norm_cache_
private

Definition at line 126 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_scaled_y_Amax_cache_
private

Definition at line 127 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_added_y_nrm2_cache_
private

Definition at line 128 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_penalty_function_cache_
private

Cache for the penalty function at current point.

Definition at line 130 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::trial_penalty_function_cache_
private

Cache for the penalty function at trial point.

Definition at line 132 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function_cache_
private

Cache for the directional derivative of the penalty function at current point with step in delta.

Definition at line 135 of file IpCGPenaltyCq.hpp.

CachedResults<Number> Ipopt::CGPenaltyCq::curr_cg_pert_fact_cache_
private

Cache for Chen-Goldfarb perturbation factor.

Definition at line 137 of file IpCGPenaltyCq.hpp.

Number Ipopt::CGPenaltyCq::reference_infeasibility_
private

Parameters for penalty method.

Definition at line 142 of file IpCGPenaltyCq.hpp.

bool Ipopt::CGPenaltyCq::initialize_called_
private

flag indicating if Initialize method has been called (for debugging)

Definition at line 147 of file IpCGPenaltyCq.hpp.


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