Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More...

#include <IpCGPenaltyData.hpp>

Inheritance diagram for Ipopt::CGPenaltyData:

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...

bool	InitializeDataStructures ()
	Initialize Data Structures. More...

SmartPtr< const IteratesVector >	delta_cgpen () const
	Delta for the Chen-Goldfarb search direction. More...

void	set_delta_cgpen (SmartPtr< IteratesVector > &delta_pen)
	Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. More...

void	set_delta_cgpen (SmartPtr< const IteratesVector > &delta_pen)
	Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. More...

SmartPtr< const IteratesVector >	delta_cgfast () const
	Delta for the fast Chen-Goldfarb search direction. More...

void	set_delta_cgfast (SmartPtr< IteratesVector > &delta_fast)
	Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. More...

Number	CurrPenaltyPert ()

void	SetCurrPenaltyPert (Number curr_penalty_pert)

void	SetNeverTryPureNewton (bool never_try_pure_Newton)

Index	NeverTryPureNewton ()

Index	restor_iter ()

void	SetRestorIter (Index restor_iter)

Number	restor_counter ()

void	SetRestorCounter (Number restor_counter)

void	SetPrimalStepSize (Number max_alpha_x)

Number	PrimalStepSize ()

Number	curr_penalty () const

void	Set_penalty (Number penalty)

void	SetPenaltyUninitialized ()

bool	PenaltyInitialized () const

Number	curr_kkt_penalty () const

void	Set_kkt_penalty (Number kkt_penalty)

void	SetKKTPenaltyUninitialized ()

bool	KKTPenaltyInitialized () const

Constructors/Destructors
	CGPenaltyData ()
	Constructor. More...

	~CGPenaltyData ()
	Default destructor. More...

Chen-Goldfarb step2. Those fields can be used to store
directions related to the Chen-Goldfarb algorithm
bool	HaveCgPenDeltas () const

void	SetHaveCgPenDeltas (bool have_cgpen_deltas)

bool	HaveCgFastDeltas () const

void	SetHaveCgFastDeltas (bool have_cgfast_deltas)

Public Methods for updating iterates
void	AcceptTrialPoint ()
	Set the current iterate values from the trial values. More...

Public Member Functions inherited from Ipopt::IpoptAdditionalData
	IpoptAdditionalData ()
	Default Constructor. More...

virtual	~IpoptAdditionalData ()
	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

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.
	CGPenaltyData (const CGPenaltyData &)
	Copy Constructor. More...

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

Private Attributes
bool	initialize_called_
	flag indicating if Initialize method has been called (for debugging) More...

Pure Chen-Goldfarb step for the penatly function. This
used to transfer the information about the step from the computation of the overall search direction to the line search.
SmartPtr< const IteratesVector >	delta_cgpen_

bool	have_cgpen_deltas_
	The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step. More...

Fast Chen-Goldfarb step for the penatly function. This
used to transfer the information about the step from the computation of the overall search direction to the line search.
SmartPtr< const IteratesVector >	delta_cgfast_

bool	have_cgfast_deltas_
	The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step. More...

penalty method
bool	never_try_pure_Newton_
	Flag indicating whether the pure Newton method is used. More...

Index	restor_iter_
	The iteration at which pure Newton method is given up. More...

Number	restor_counter_

penalty parameters
Number	curr_penalty_

bool	penalty_initialized_

Number	curr_kkt_penalty_

bool	kkt_penalty_initialized_

Number	curr_penalty_pert_

Number	max_alpha_x_

Detailed Description

Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.

Definition at line 22 of file IpCGPenaltyData.hpp.

Constructor & Destructor Documentation

Ipopt::CGPenaltyData::CGPenaltyData ( )

Constructor.

Ipopt::CGPenaltyData::~CGPenaltyData ( )

Default destructor.

Ipopt::CGPenaltyData::CGPenaltyData ( const CGPenaltyData & )

private

Copy Constructor.

Member Function Documentation

bool Ipopt::CGPenaltyData::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::IpoptAdditionalData.

bool Ipopt::CGPenaltyData::InitializeDataStructures ( )

virtual

Initialize Data Structures.

Implements Ipopt::IpoptAdditionalData.

SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgpen ( ) const

inline

Delta for the Chen-Goldfarb search direction.

Definition at line 264 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::set_delta_cgpen ( SmartPtr< IteratesVector > & delta_pen )

inline

Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.

Definition at line 280 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::set_delta_cgpen ( SmartPtr< const IteratesVector > & delta_pen )

inline

Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.

This is the version that is happy with a pointer to const IteratesVector.

Definition at line 299 of file IpCGPenaltyData.hpp.

SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgfast ( ) const

inline

Delta for the fast Chen-Goldfarb search direction.

Definition at line 272 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::set_delta_cgfast ( SmartPtr< IteratesVector > & delta_fast )

inline

Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.

Definition at line 318 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::HaveCgPenDeltas ( ) const

inline

Definition at line 73 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetHaveCgPenDeltas ( bool have_cgpen_deltas )

inline

Definition at line 77 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::HaveCgFastDeltas ( ) const

inline

Definition at line 82 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetHaveCgFastDeltas ( bool have_cgfast_deltas )

inline

Definition at line 86 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::AcceptTrialPoint ( )

virtual

Set the current iterate values from the trial values.

Implements Ipopt::IpoptAdditionalData.

Number Ipopt::CGPenaltyData::CurrPenaltyPert ( )

inline

Definition at line 99 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetCurrPenaltyPert ( Number curr_penalty_pert )

inline

Definition at line 103 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetNeverTryPureNewton ( bool never_try_pure_Newton )

inline

Definition at line 108 of file IpCGPenaltyData.hpp.

Index Ipopt::CGPenaltyData::NeverTryPureNewton ( )

inline

Definition at line 112 of file IpCGPenaltyData.hpp.

Index Ipopt::CGPenaltyData::restor_iter ( )

inline

Definition at line 117 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetRestorIter ( Index restor_iter )

inline

Definition at line 122 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::restor_counter ( )

inline

Definition at line 126 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetRestorCounter ( Number restor_counter )

inline

Definition at line 130 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetPrimalStepSize ( Number max_alpha_x )

inline

Definition at line 135 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::PrimalStepSize ( )

inline

Definition at line 139 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::curr_penalty ( ) const

inline

Definition at line 144 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::Set_penalty ( Number penalty )

inline

Definition at line 149 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetPenaltyUninitialized ( )

inline

Definition at line 154 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::PenaltyInitialized ( ) const

inline

Definition at line 158 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::curr_kkt_penalty ( ) const

inline

Definition at line 162 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::Set_kkt_penalty ( Number kkt_penalty )

inline

Definition at line 167 of file IpCGPenaltyData.hpp.

void Ipopt::CGPenaltyData::SetKKTPenaltyUninitialized ( )

inline

Definition at line 172 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::KKTPenaltyInitialized ( ) const

inline

Definition at line 176 of file IpCGPenaltyData.hpp.

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

private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgpen_

private

Definition at line 189 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::have_cgpen_deltas_

private

The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.

This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_cgpen_;

Definition at line 195 of file IpCGPenaltyData.hpp.

SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgfast_

private

Definition at line 203 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::have_cgfast_deltas_

private

The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.

This flag is reset when the AcceptTrialPoint method is called.

ToDo: we could cue off of a null delta_cgfast_;

Definition at line 209 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::never_try_pure_Newton_

private

Flag indicating whether the pure Newton method is used.

Definition at line 215 of file IpCGPenaltyData.hpp.

Index Ipopt::CGPenaltyData::restor_iter_

private

The iteration at which pure Newton method is given up.

Definition at line 218 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::restor_counter_

private

Definition at line 219 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::curr_penalty_

private

Definition at line 222 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::penalty_initialized_

private

Definition at line 223 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::curr_kkt_penalty_

private

Definition at line 224 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::kkt_penalty_initialized_

private

Definition at line 225 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::curr_penalty_pert_

private

Definition at line 226 of file IpCGPenaltyData.hpp.

Number Ipopt::CGPenaltyData::max_alpha_x_

private

Definition at line 227 of file IpCGPenaltyData.hpp.

bool Ipopt::CGPenaltyData::initialize_called_

private

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

Definition at line 232 of file IpCGPenaltyData.hpp.

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

src/contrib/CGPenalty/IpCGPenaltyData.hpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation