Class for all IPOPT specific calculated quantities. More...

#include <IpIpoptCalculatedQuantities.hpp>

Inheritance diagram for Ipopt::IpoptCalculatedQuantities:

Public Member Functions
void	SetAddCq (SmartPtr< IpoptAdditionalCq > add_cq)
	Method for setting pointer for additional calculated quantities. More...

bool	HaveAddCq ()
	Method detecting if additional object for calculated quantities has already been set. More...

bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	This method must be called to initialize the global algorithmic parameters. More...

Number	curr_avrg_compl ()
	average of current values of the complementarities More...

Number	trial_avrg_compl ()
	average of trial values of the complementarities More...

Number	curr_gradBarrTDelta ()
	inner_product of current barrier obj. More...

Number	CalcNormOfType (ENormType NormType, std::vector< SmartPtr< const Vector > > vecs)
	Compute the norm of a specific type of a set of vectors (uncached) More...

Number	CalcNormOfType (ENormType NormType, const Vector &vec1, const Vector &vec2)
	Compute the norm of a specific type of two vectors (uncached) More...

ENormType	constr_viol_normtype () const
	Norm type used for calculating constraint violation. More...

bool	IsSquareProblem () const
	Method returning true if this is a square problem. More...

SmartPtr< IpoptNLP > &	GetIpoptNLP ()
	Method returning the IpoptNLP object. More...

IpoptAdditionalCq &	AdditionalCq ()

Constructors/Destructors
	IpoptCalculatedQuantities (const SmartPtr< IpoptNLP > &ip_nlp, const SmartPtr< IpoptData > &ip_data)
	Constructor. More...

virtual	~IpoptCalculatedQuantities ()
	Default destructor. More...

Slacks
SmartPtr< const Vector >	curr_slack_x_L ()
	Slacks for x_L (at current iterate) More...

SmartPtr< const Vector >	curr_slack_x_U ()
	Slacks for x_U (at current iterate) More...

SmartPtr< const Vector >	curr_slack_s_L ()
	Slacks for s_L (at current iterate) More...

SmartPtr< const Vector >	curr_slack_s_U ()
	Slacks for s_U (at current iterate) More...

SmartPtr< const Vector >	trial_slack_x_L ()
	Slacks for x_L (at trial point) More...

SmartPtr< const Vector >	trial_slack_x_U ()
	Slacks for x_U (at trial point) More...

SmartPtr< const Vector >	trial_slack_s_L ()
	Slacks for s_L (at trial point) More...

SmartPtr< const Vector >	trial_slack_s_U ()
	Slacks for s_U (at trial point) More...

Index	AdjustedTrialSlacks ()
	Indicating whether or not we "fudged" the slacks. More...

void	ResetAdjustedTrialSlacks ()
	Reset the flags for "fudged" slacks. More...

Objective function
virtual Number	curr_f ()
	Value of objective function (at current point) More...

virtual Number	unscaled_curr_f ()
	Unscaled value of the objective function (at the current point) More...

virtual Number	trial_f ()
	Value of objective function (at trial point) More...

virtual Number	unscaled_trial_f ()
	Unscaled value of the objective function (at the trial point) More...

SmartPtr< const Vector >	curr_grad_f ()
	Gradient of objective function (at current point) More...

SmartPtr< const Vector >	trial_grad_f ()
	Gradient of objective function (at trial point) More...

Barrier Objective Function
virtual Number	curr_barrier_obj ()
	Barrier Objective Function Value (at current iterate with current mu) More...

virtual Number	trial_barrier_obj ()
	Barrier Objective Function Value (at trial point with current mu) More...

SmartPtr< const Vector >	curr_grad_barrier_obj_x ()
	Gradient of barrier objective function with respect to x (at current point with current mu) More...

SmartPtr< const Vector >	curr_grad_barrier_obj_s ()
	Gradient of barrier objective function with respect to s (at current point with current mu) More...

SmartPtr< const Vector >	grad_kappa_times_damping_x ()
	Gradient of the damping term with respect to x (times kappa_d) More...

SmartPtr< const Vector >	grad_kappa_times_damping_s ()
	Gradient of the damping term with respect to s (times kappa_d) More...

Constraints
SmartPtr< const Vector >	curr_c ()
	c(x) (at current point) More...

SmartPtr< const Vector >	unscaled_curr_c ()
	unscaled c(x) (at current point) More...

SmartPtr< const Vector >	trial_c ()
	c(x) (at trial point) More...

SmartPtr< const Vector >	unscaled_trial_c ()
	unscaled c(x) (at trial point) More...

SmartPtr< const Vector >	curr_d ()
	d(x) (at current point) More...

SmartPtr< const Vector >	unscaled_curr_d ()
	unscaled d(x) (at current point) More...

SmartPtr< const Vector >	trial_d ()
	d(x) (at trial point) More...

SmartPtr< const Vector >	curr_d_minus_s ()
	d(x) - s (at current point) More...

SmartPtr< const Vector >	trial_d_minus_s ()
	d(x) - s (at trial point) More...

SmartPtr< const Matrix >	curr_jac_c ()
	Jacobian of c (at current point) More...

SmartPtr< const Matrix >	trial_jac_c ()
	Jacobian of c (at trial point) More...

SmartPtr< const Matrix >	curr_jac_d ()
	Jacobian of d (at current point) More...

SmartPtr< const Matrix >	trial_jac_d ()
	Jacobian of d (at trial point) More...

SmartPtr< const Vector >	curr_jac_cT_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at current point) of C transpose with general vector. More...

SmartPtr< const Vector >	trial_jac_cT_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at trial point) of C transpose with general vector. More...

SmartPtr< const Vector >	curr_jac_dT_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at current point) of D transpose with general vector. More...

SmartPtr< const Vector >	trial_jac_dT_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at trial point) of D transpose with general vector. More...

SmartPtr< const Vector >	curr_jac_cT_times_curr_y_c ()
	Product of Jacobian (evaluated at current point) of C transpose with current y_c. More...

SmartPtr< const Vector >	trial_jac_cT_times_trial_y_c ()
	Product of Jacobian (evaluated at trial point) of C transpose with trial y_c. More...

SmartPtr< const Vector >	curr_jac_dT_times_curr_y_d ()
	Product of Jacobian (evaluated at current point) of D transpose with current y_d. More...

SmartPtr< const Vector >	trial_jac_dT_times_trial_y_d ()
	Product of Jacobian (evaluated at trial point) of D transpose with trial y_d. More...

SmartPtr< const Vector >	curr_jac_c_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at current point) of C with general vector. More...

SmartPtr< const Vector >	curr_jac_d_times_vec (const Vector &vec)
	Product of Jacobian (evaluated at current point) of D with general vector. More...

virtual Number	curr_constraint_violation ()
	Constraint Violation (at current iterate). More...

virtual Number	trial_constraint_violation ()
	Constraint Violation (at trial point). More...

virtual Number	curr_nlp_constraint_violation (ENormType NormType)
	Real constraint violation in a given norm (at current iterate). More...

virtual Number	unscaled_curr_nlp_constraint_violation (ENormType NormType)
	Unscaled real constraint violation in a given norm (at current iterate). More...

virtual Number	unscaled_trial_nlp_constraint_violation (ENormType NormType)
	Unscaled real constraint violation in a given norm (at trial iterate). More...

Hessian matrices
SmartPtr< const SymMatrix >	curr_exact_hessian ()
	exact Hessian at current iterate (uncached) More...

primal-dual error and its components
SmartPtr< const Vector >	curr_grad_lag_x ()
	x-part of gradient of Lagrangian function (at current point) More...

SmartPtr< const Vector >	trial_grad_lag_x ()
	x-part of gradient of Lagrangian function (at trial point) More...

SmartPtr< const Vector >	curr_grad_lag_s ()
	s-part of gradient of Lagrangian function (at current point) More...

SmartPtr< const Vector >	trial_grad_lag_s ()
	s-part of gradient of Lagrangian function (at trial point) More...

SmartPtr< const Vector >	curr_grad_lag_with_damping_x ()
	x-part of gradient of Lagrangian function (at current point) including linear damping term More...

SmartPtr< const Vector >	curr_grad_lag_with_damping_s ()
	s-part of gradient of Lagrangian function (at current point) including linear damping term More...

SmartPtr< const Vector >	curr_compl_x_L ()
	Complementarity for x_L (for current iterate) More...

SmartPtr< const Vector >	curr_compl_x_U ()
	Complementarity for x_U (for current iterate) More...

SmartPtr< const Vector >	curr_compl_s_L ()
	Complementarity for s_L (for current iterate) More...

SmartPtr< const Vector >	curr_compl_s_U ()
	Complementarity for s_U (for current iterate) More...

SmartPtr< const Vector >	trial_compl_x_L ()
	Complementarity for x_L (for trial iterate) More...

SmartPtr< const Vector >	trial_compl_x_U ()
	Complementarity for x_U (for trial iterate) More...

SmartPtr< const Vector >	trial_compl_s_L ()
	Complementarity for s_L (for trial iterate) More...

SmartPtr< const Vector >	trial_compl_s_U ()
	Complementarity for s_U (for trial iterate) More...

SmartPtr< const Vector >	curr_relaxed_compl_x_L ()
	Relaxed complementarity for x_L (for current iterate and current mu) More...

SmartPtr< const Vector >	curr_relaxed_compl_x_U ()
	Relaxed complementarity for x_U (for current iterate and current mu) More...

SmartPtr< const Vector >	curr_relaxed_compl_s_L ()
	Relaxed complementarity for s_L (for current iterate and current mu) More...

SmartPtr< const Vector >	curr_relaxed_compl_s_U ()
	Relaxed complementarity for s_U (for current iterate and current mu) More...

virtual Number	curr_primal_infeasibility (ENormType NormType)
	Primal infeasibility in a given norm (at current iterate). More...

virtual Number	trial_primal_infeasibility (ENormType NormType)
	Primal infeasibility in a given norm (at trial point) More...

virtual Number	curr_dual_infeasibility (ENormType NormType)
	Dual infeasibility in a given norm (at current iterate) More...

virtual Number	trial_dual_infeasibility (ENormType NormType)
	Dual infeasibility in a given norm (at trial iterate) More...

virtual Number	unscaled_curr_dual_infeasibility (ENormType NormType)
	Unscaled dual infeasibility in a given norm (at current iterate) More...

virtual Number	curr_complementarity (Number mu, ENormType NormType)
	Complementarity (for all complementarity conditions together) in a given norm (at current iterate) More...

virtual Number	trial_complementarity (Number mu, ENormType NormType)
	Complementarity (for all complementarity conditions together) in a given norm (at trial iterate) More...

virtual Number	unscaled_curr_complementarity (Number mu, ENormType NormType)
	Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling. More...

Number	CalcCentralityMeasure (const Vector &compl_x_L, const Vector &compl_x_U, const Vector &compl_s_L, const Vector &compl_s_U)
	Centrality measure (in spirit of the -infinity-neighborhood. More...

virtual Number	curr_centrality_measure ()
	Centrality measure at current point. More...

virtual Number	curr_nlp_error ()
	Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers. More...

virtual Number	unscaled_curr_nlp_error ()
	Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP. More...

virtual Number	curr_barrier_error ()
	Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers. More...

virtual Number	curr_primal_dual_system_error (Number mu)
	Norm of the primal-dual system for a given mu (at current iterate). More...

virtual Number	trial_primal_dual_system_error (Number mu)
	Norm of the primal-dual system for a given mu (at trial iterate). More...

Computing fraction-to-the-boundary step sizes
Number	primal_frac_to_the_bound (Number tau, const Vector &delta_x, const Vector &delta_s)
	Fraction to the boundary from (current) primal variables x and s for a given step. More...

Number	curr_primal_frac_to_the_bound (Number tau)
	Fraction to the boundary from (current) primal variables x and s for internal (current) step. More...

Number	dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
	Fraction to the boundary from (current) dual variables z and v for a given step. More...

Number	uncached_dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
	Fraction to the boundary from (current) dual variables z and v for a given step, without caching. More...

Number	curr_dual_frac_to_the_bound (Number tau)
	Fraction to the boundary from (current) dual variables z and v for internal (current) step. More...

Number	uncached_slack_frac_to_the_bound (Number tau, const Vector &delta_x_L, const Vector &delta_x_U, const Vector &delta_s_L, const Vector &delta_s_U)
	Fraction to the boundary from (current) slacks for a given step in the slacks. More...

Sigma matrices
SmartPtr< const Vector >	curr_sigma_x ()

SmartPtr< const Vector >	curr_sigma_s ()

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 IpoptType. 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.
	IpoptCalculatedQuantities ()
	Default Constructor. More...

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

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

Auxiliary functions
SmartPtr< Vector >	CalcSlack_L (const Matrix &P, const Vector &x, const Vector &x_bound)
	Compute new vector containing the slack to a lower bound (uncached) More...

SmartPtr< Vector >	CalcSlack_U (const Matrix &P, const Vector &x, const Vector &x_bound)
	Compute new vector containing the slack to a upper bound (uncached) More...

Number	CalcBarrierTerm (Number mu, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U)
	Compute barrier term at given point (uncached) More...

SmartPtr< const Vector >	CalcCompl (const Vector &slack, const Vector &mult)
	Compute complementarity for slack / multiplier pair. More...

Number	CalcFracToBound (const Vector &slack_L, Vector &tmp_L, const Matrix &P_L, const Vector &slack_U, Vector &tmp_U, const Matrix &P_U, const Vector &delta, Number tau)
	Compute fraction to the boundary parameter for lower and upper bounds. More...

void	ComputeOptimalityErrorScaling (const Vector &y_c, const Vector &y_d, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, Number s_max, Number &s_d, Number &s_c)
	Compute the scaling factors for the optimality error. More...

Index	CalculateSafeSlack (SmartPtr< Vector > &slack, const SmartPtr< const Vector > &bound, const SmartPtr< const Vector > &curr_point, const SmartPtr< const Vector > &multiplier)
	Check if slacks are becoming too small. More...

void	ComputeDampingIndicators (SmartPtr< const Vector > &dampind_x_L, SmartPtr< const Vector > &dampind_x_U, SmartPtr< const Vector > &dampind_s_L, SmartPtr< const Vector > &dampind_s_U)
	Computes the indicator vectors that can be used to filter out those entries in the slack_... More...

bool	in_restoration_phase ()
	Check if we are in the restoration phase. More...

Private Attributes
CachedResults< SmartPtr< const SymMatrix > >	curr_exact_hessian_cache_
	Cache for the exact Hessian. More...

CachedResults< Number >	curr_avrg_compl_cache_
	Cache for average of current complementarity. More...

CachedResults< Number >	trial_avrg_compl_cache_
	Cache for average of trial complementarity. More...

CachedResults< Number >	curr_gradBarrTDelta_cache_
	Cache for grad barrier obj. More...

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

Pointers for easy access to data and NLP information
SmartPtr< IpoptNLP >	ip_nlp_
	Ipopt NLP object. More...

SmartPtr< IpoptData >	ip_data_
	Ipopt Data object. More...

SmartPtr< IpoptAdditionalCq >	add_cq_
	Chen-Goldfarb specific calculated quantities. More...

Algorithmic Parameters that can be set throught the
options list. Those parameters are initialize by calling the Initialize method.
Number	s_max_
	Parameter in formula for computing overall primal-dual optimality error. More...

Number	kappa_d_
	Weighting factor for the linear damping term added to the barrier objective funciton. More...

Number	slack_move_
	fractional movement allowed in bounds More...

ENormType	constr_viol_normtype_
	Norm type to be used when calculating the constraint violation. More...

bool	warm_start_same_structure_
	Flag indicating whether the TNLP with identical structure has already been solved before. More...

Number	mu_target_
	Desired value of the barrier parameter. More...

Caches for slacks
CachedResults< SmartPtr< Vector > >	curr_slack_x_L_cache_

CachedResults< SmartPtr< Vector > >	curr_slack_x_U_cache_

CachedResults< SmartPtr< Vector > >	curr_slack_s_L_cache_

CachedResults< SmartPtr< Vector > >	curr_slack_s_U_cache_

CachedResults< SmartPtr< Vector > >	trial_slack_x_L_cache_

CachedResults< SmartPtr< Vector > >	trial_slack_x_U_cache_

CachedResults< SmartPtr< Vector > >	trial_slack_s_L_cache_

CachedResults< SmartPtr< Vector > >	trial_slack_s_U_cache_

Index	num_adjusted_slack_x_L_

Index	num_adjusted_slack_x_U_

Index	num_adjusted_slack_s_L_

Index	num_adjusted_slack_s_U_

Cached for objective function stuff
CachedResults< Number >	curr_f_cache_

CachedResults< Number >	trial_f_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_f_cache_

CachedResults< SmartPtr< const Vector > >	trial_grad_f_cache_

Caches for barrier function stuff
CachedResults< Number >	curr_barrier_obj_cache_

CachedResults< Number >	trial_barrier_obj_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_barrier_obj_x_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_barrier_obj_s_cache_

CachedResults< SmartPtr< const Vector > >	grad_kappa_times_damping_x_cache_

CachedResults< SmartPtr< const Vector > >	grad_kappa_times_damping_s_cache_

Caches for constraint stuff
CachedResults< SmartPtr< const Vector > >	curr_c_cache_

CachedResults< SmartPtr< const Vector > >	trial_c_cache_

CachedResults< SmartPtr< const Vector > >	curr_d_cache_

CachedResults< SmartPtr< const Vector > >	trial_d_cache_

CachedResults< SmartPtr< const Vector > >	curr_d_minus_s_cache_

CachedResults< SmartPtr< const Vector > >	trial_d_minus_s_cache_

CachedResults< SmartPtr< const Matrix > >	curr_jac_c_cache_

CachedResults< SmartPtr< const Matrix > >	trial_jac_c_cache_

CachedResults< SmartPtr< const Matrix > >	curr_jac_d_cache_

CachedResults< SmartPtr< const Matrix > >	trial_jac_d_cache_

CachedResults< SmartPtr< const Vector > >	curr_jac_cT_times_vec_cache_

CachedResults< SmartPtr< const Vector > >	trial_jac_cT_times_vec_cache_

CachedResults< SmartPtr< const Vector > >	curr_jac_dT_times_vec_cache_

CachedResults< SmartPtr< const Vector > >	trial_jac_dT_times_vec_cache_

CachedResults< SmartPtr< const Vector > >	curr_jac_c_times_vec_cache_

CachedResults< SmartPtr< const Vector > >	curr_jac_d_times_vec_cache_

CachedResults< Number >	curr_constraint_violation_cache_

CachedResults< Number >	trial_constraint_violation_cache_

CachedResults< Number >	curr_nlp_constraint_violation_cache_

CachedResults< Number >	unscaled_curr_nlp_constraint_violation_cache_

CachedResults< Number >	unscaled_trial_nlp_constraint_violation_cache_

Components of primal-dual error
CachedResults< SmartPtr< const Vector > >	curr_grad_lag_x_cache_

CachedResults< SmartPtr< const Vector > >	trial_grad_lag_x_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_lag_s_cache_

CachedResults< SmartPtr< const Vector > >	trial_grad_lag_s_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_lag_with_damping_x_cache_

CachedResults< SmartPtr< const Vector > >	curr_grad_lag_with_damping_s_cache_

CachedResults< SmartPtr< const Vector > >	curr_compl_x_L_cache_

CachedResults< SmartPtr< const Vector > >	curr_compl_x_U_cache_

CachedResults< SmartPtr< const Vector > >	curr_compl_s_L_cache_

CachedResults< SmartPtr< const Vector > >	curr_compl_s_U_cache_

CachedResults< SmartPtr< const Vector > >	trial_compl_x_L_cache_

CachedResults< SmartPtr< const Vector > >	trial_compl_x_U_cache_

CachedResults< SmartPtr< const Vector > >	trial_compl_s_L_cache_

CachedResults< SmartPtr< const Vector > >	trial_compl_s_U_cache_

CachedResults< SmartPtr< const Vector > >	curr_relaxed_compl_x_L_cache_

CachedResults< SmartPtr< const Vector > >	curr_relaxed_compl_x_U_cache_

CachedResults< SmartPtr< const Vector > >	curr_relaxed_compl_s_L_cache_

CachedResults< SmartPtr< const Vector > >	curr_relaxed_compl_s_U_cache_

CachedResults< Number >	curr_primal_infeasibility_cache_

CachedResults< Number >	trial_primal_infeasibility_cache_

CachedResults< Number >	curr_dual_infeasibility_cache_

CachedResults< Number >	trial_dual_infeasibility_cache_

CachedResults< Number >	unscaled_curr_dual_infeasibility_cache_

CachedResults< Number >	curr_complementarity_cache_

CachedResults< Number >	trial_complementarity_cache_

CachedResults< Number >	curr_centrality_measure_cache_

CachedResults< Number >	curr_nlp_error_cache_

CachedResults< Number >	unscaled_curr_nlp_error_cache_

CachedResults< Number >	curr_barrier_error_cache_

CachedResults< Number >	curr_primal_dual_system_error_cache_

CachedResults< Number >	trial_primal_dual_system_error_cache_

Caches for fraction to the boundary step sizes
CachedResults< Number >	primal_frac_to_the_bound_cache_

CachedResults< Number >	dual_frac_to_the_bound_cache_

Caches for sigma matrices
CachedResults< SmartPtr< const Vector > >	curr_sigma_x_cache_

CachedResults< SmartPtr< const Vector > >	curr_sigma_s_cache_

Indicator vectors required for the linear damping terms
to handle unbounded solution sets.
SmartPtr< Vector >	dampind_x_L_
	Indicator vector for selecting the elements in x that have only lower bounds. More...

SmartPtr< Vector >	dampind_x_U_
	Indicator vector for selecting the elements in x that have only upper bounds. More...

SmartPtr< Vector >	dampind_s_L_
	Indicator vector for selecting the elements in s that have only lower bounds. More...

SmartPtr< Vector >	dampind_s_U_
	Indicator vector for selecting the elements in s that have only upper bounds. More...

Temporary vectors for intermediate calcuations. We keep
these around to avoid unnecessarily many new allocations of Vectors.
SmartPtr< Vector >	tmp_x_

SmartPtr< Vector >	tmp_s_

SmartPtr< Vector >	tmp_c_

SmartPtr< Vector >	tmp_d_

SmartPtr< Vector >	tmp_x_L_

SmartPtr< Vector >	tmp_x_U_

SmartPtr< Vector >	tmp_s_L_

SmartPtr< Vector >	tmp_s_U_

Vector &	Tmp_x ()
	Accessor methods for the temporary vectors. More...

Vector &	Tmp_s ()

Vector &	Tmp_c ()

Vector &	Tmp_d ()

Vector &	Tmp_x_L ()

Vector &	Tmp_x_U ()

Vector &	Tmp_s_L ()

Vector &	Tmp_s_U ()

Detailed Description

Class for all IPOPT specific calculated quantities.

Definition at line 81 of file IpIpoptCalculatedQuantities.hpp.

Constructor & Destructor Documentation

Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities	(	const SmartPtr< IpoptNLP > &	ip_nlp,
		const SmartPtr< IpoptData > &	ip_data
	)

Constructor.

virtual Ipopt::IpoptCalculatedQuantities::~IpoptCalculatedQuantities ( )

virtual

Default destructor.

Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities ( )

private

Default Constructor.

Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities ( const IpoptCalculatedQuantities & )

private

Copy Constructor.

Member Function Documentation

void Ipopt::IpoptCalculatedQuantities::SetAddCq ( SmartPtr< IpoptAdditionalCq > add_cq )

inline

Method for setting pointer for additional calculated quantities.

This needs to be called before Initialized.

Definition at line 96 of file IpIpoptCalculatedQuantities.hpp.

bool Ipopt::IpoptCalculatedQuantities::HaveAddCq ( )

inline

Method detecting if additional object for calculated quantities has already been set.

Definition at line 104 of file IpIpoptCalculatedQuantities.hpp.

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

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

The parameters are taken from the OptionsList object.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_x_L ( )

Slacks for x_L (at current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_x_U ( )

Slacks for x_U (at current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_s_L ( )

Slacks for s_L (at current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_s_U ( )

Slacks for s_U (at current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_x_L ( )

Slacks for x_L (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_x_U ( )

Slacks for x_U (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_s_L ( )

Slacks for s_L (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_s_U ( )

Slacks for s_U (at trial point)

Index Ipopt::IpoptCalculatedQuantities::AdjustedTrialSlacks ( )

Indicating whether or not we "fudged" the slacks.

void Ipopt::IpoptCalculatedQuantities::ResetAdjustedTrialSlacks ( )

Reset the flags for "fudged" slacks.

virtual Number Ipopt::IpoptCalculatedQuantities::curr_f ( )

virtual

Value of objective function (at current point)

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_f ( )

virtual

Unscaled value of the objective function (at the current point)

virtual Number Ipopt::IpoptCalculatedQuantities::trial_f ( )

virtual

Value of objective function (at trial point)

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_trial_f ( )

virtual

Unscaled value of the objective function (at the trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_f ( )

Gradient of objective function (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_f ( )

Gradient of objective function (at trial point)

virtual Number Ipopt::IpoptCalculatedQuantities::curr_barrier_obj ( )

virtual

Barrier Objective Function Value (at current iterate with current mu)

virtual Number Ipopt::IpoptCalculatedQuantities::trial_barrier_obj ( )

virtual

Barrier Objective Function Value (at trial point with current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x ( )

Gradient of barrier objective function with respect to x (at current point with current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s ( )

Gradient of barrier objective function with respect to s (at current point with current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x ( )

Gradient of the damping term with respect to x (times kappa_d)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s ( )

Gradient of the damping term with respect to s (times kappa_d)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_c ( )

c(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::unscaled_curr_c ( )

unscaled c(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_c ( )

c(x) (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::unscaled_trial_c ( )

unscaled c(x) (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_d ( )

d(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::unscaled_curr_d ( )

unscaled d(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_d ( )

d(x) (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_d_minus_s ( )

d(x) - s (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_d_minus_s ( )

d(x) - s (at trial point)

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::curr_jac_c ( )

Jacobian of c (at current point)

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::trial_jac_c ( )

Jacobian of c (at trial point)

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::curr_jac_d ( )

Jacobian of d (at current point)

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::trial_jac_d ( )

Jacobian of d (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at current point) of C transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at trial point) of C transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at current point) of D transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at trial point) of D transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_curr_y_c ( )

Product of Jacobian (evaluated at current point) of C transpose with current y_c.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_trial_y_c ( )

Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_curr_y_d ( )

Product of Jacobian (evaluated at current point) of D transpose with current y_d.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_trial_y_d ( )

Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at current point) of C with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec ( const Vector & vec )

Product of Jacobian (evaluated at current point) of D with general vector.

virtual Number Ipopt::IpoptCalculatedQuantities::curr_constraint_violation ( )

virtual

Constraint Violation (at current iterate).

This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype

virtual Number Ipopt::IpoptCalculatedQuantities::trial_constraint_violation ( )

virtual

Constraint Violation (at trial point).

This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype

virtual Number Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation ( ENormType NormType )

virtual

Real constraint violation in a given norm (at current iterate).

This considers the inequality constraints without slacks.

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation ( ENormType NormType )

virtual

Unscaled real constraint violation in a given norm (at current iterate).

This considers the inequality constraints without slacks.

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_trial_nlp_constraint_violation ( ENormType NormType )

virtual

Unscaled real constraint violation in a given norm (at trial iterate).

This considers the inequality constraints without slacks.

SmartPtr<const SymMatrix> Ipopt::IpoptCalculatedQuantities::curr_exact_hessian ( )

exact Hessian at current iterate (uncached)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x ( )

x-part of gradient of Lagrangian function (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x ( )

x-part of gradient of Lagrangian function (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s ( )

s-part of gradient of Lagrangian function (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s ( )

s-part of gradient of Lagrangian function (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x ( )

x-part of gradient of Lagrangian function (at current point)

including linear damping term

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s ( )

s-part of gradient of Lagrangian function (at current point)

including linear damping term

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_x_L ( )

Complementarity for x_L (for current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_x_U ( )

Complementarity for x_U (for current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_s_L ( )

Complementarity for s_L (for current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_s_U ( )

Complementarity for s_U (for current iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_x_L ( )

Complementarity for x_L (for trial iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_x_U ( )

Complementarity for x_U (for trial iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_s_L ( )

Complementarity for s_L (for trial iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_s_U ( )

Complementarity for s_U (for trial iterate)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L ( )

Relaxed complementarity for x_L (for current iterate and current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U ( )

Relaxed complementarity for x_U (for current iterate and current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L ( )

Relaxed complementarity for s_L (for current iterate and current mu)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U ( )

Relaxed complementarity for s_U (for current iterate and current mu)

virtual Number Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility ( ENormType NormType )

virtual

Primal infeasibility in a given norm (at current iterate).

virtual Number Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility ( ENormType NormType )

virtual

Primal infeasibility in a given norm (at trial point)

virtual Number Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility ( ENormType NormType )

virtual

Dual infeasibility in a given norm (at current iterate)

virtual Number Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility ( ENormType NormType )

virtual

Dual infeasibility in a given norm (at trial iterate)

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility ( ENormType NormType )

virtual

Unscaled dual infeasibility in a given norm (at current iterate)

virtual Number Ipopt::IpoptCalculatedQuantities::curr_complementarity	(	Number	mu,
		ENormType	NormType
	)

virtual

Complementarity (for all complementarity conditions together) in a given norm (at current iterate)

virtual Number Ipopt::IpoptCalculatedQuantities::trial_complementarity	(	Number	mu,
		ENormType	NormType
	)

virtual

Complementarity (for all complementarity conditions together) in a given norm (at trial iterate)

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_complementarity	(	Number	mu,
		ENormType	NormType
	)

virtual

Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling.

Number Ipopt::IpoptCalculatedQuantities::CalcCentralityMeasure	(	const Vector &	compl_x_L,
		const Vector &	compl_x_U,
		const Vector &	compl_s_L,
		const Vector &	compl_s_U
	)

Centrality measure (in spirit of the -infinity-neighborhood.

virtual Number Ipopt::IpoptCalculatedQuantities::curr_centrality_measure ( )

virtual

Centrality measure at current point.

virtual Number Ipopt::IpoptCalculatedQuantities::curr_nlp_error ( )

virtual

Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers.

Note that here the constraint violation is measured without slacks (nlp_constraint_violation)

virtual Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error ( )

virtual

Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP.

Note that here the constraint violation is measured without slacks (nlp_constraint_violation)

virtual Number Ipopt::IpoptCalculatedQuantities::curr_barrier_error ( )

virtual

Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers.

virtual Number Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error ( Number mu )

virtual

Norm of the primal-dual system for a given mu (at current iterate).

The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.

virtual Number Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error ( Number mu )

virtual

Norm of the primal-dual system for a given mu (at trial iterate).

The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.

Number Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound	(	Number	tau,
		const Vector &	delta_x,
		const Vector &	delta_s
	)

Fraction to the boundary from (current) primal variables x and s for a given step.

Number Ipopt::IpoptCalculatedQuantities::curr_primal_frac_to_the_bound ( Number tau )

Fraction to the boundary from (current) primal variables x and s for internal (current) step.

Number Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound	(	Number	tau,
		const Vector &	delta_z_L,
		const Vector &	delta_z_U,
		const Vector &	delta_v_L,
		const Vector &	delta_v_U
	)

Fraction to the boundary from (current) dual variables z and v for a given step.

Number Ipopt::IpoptCalculatedQuantities::uncached_dual_frac_to_the_bound	(	Number	tau,
		const Vector &	delta_z_L,
		const Vector &	delta_z_U,
		const Vector &	delta_v_L,
		const Vector &	delta_v_U
	)

Fraction to the boundary from (current) dual variables z and v for a given step, without caching.

Number Ipopt::IpoptCalculatedQuantities::curr_dual_frac_to_the_bound ( Number tau )

Fraction to the boundary from (current) dual variables z and v for internal (current) step.

Number Ipopt::IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound	(	Number	tau,
		const Vector &	delta_x_L,
		const Vector &	delta_x_U,
		const Vector &	delta_s_L,
		const Vector &	delta_s_U
	)

Fraction to the boundary from (current) slacks for a given step in the slacks.

Usually, one will use the primal_frac_to_the_bound method to compute the primal fraction to the boundary step size, but if it is cheaper to provide the steps in the slacks directly (e.g. when the primal step sizes are only temporary), the this method is more efficient. This method does not cache computations.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_sigma_x ( )

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_sigma_s ( )

Number Ipopt::IpoptCalculatedQuantities::curr_avrg_compl ( )

average of current values of the complementarities

Number Ipopt::IpoptCalculatedQuantities::trial_avrg_compl ( )

average of trial values of the complementarities

Number Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta ( )

inner_product of current barrier obj.

fn. gradient with current search direction

Number Ipopt::IpoptCalculatedQuantities::CalcNormOfType	(	ENormType	NormType,
		std::vector< SmartPtr< const Vector > >	vecs
	)

Compute the norm of a specific type of a set of vectors (uncached)

Number Ipopt::IpoptCalculatedQuantities::CalcNormOfType	(	ENormType	NormType,
		const Vector &	vec1,
		const Vector &	vec2
	)

Compute the norm of a specific type of two vectors (uncached)

ENormType Ipopt::IpoptCalculatedQuantities::constr_viol_normtype ( ) const

inline

Norm type used for calculating constraint violation.

Definition at line 437 of file IpIpoptCalculatedQuantities.hpp.

bool Ipopt::IpoptCalculatedQuantities::IsSquareProblem ( ) const

Method returning true if this is a square problem.

SmartPtr<IpoptNLP>& Ipopt::IpoptCalculatedQuantities::GetIpoptNLP ( )

inline

Method returning the IpoptNLP object.

This should only be used with care!

Definition at line 447 of file IpIpoptCalculatedQuantities.hpp.

IpoptAdditionalCq& Ipopt::IpoptCalculatedQuantities::AdditionalCq ( )

inline

Definition at line 452 of file IpIpoptCalculatedQuantities.hpp.

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

static

Methods for IpoptType.

Called by IpoptType to register the options

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

private

Overloaded Equals Operator.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x ( )

private

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_c ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_d ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x_L ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x_U ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s_L ( )

private

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s_U ( )

private

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::CalcSlack_L	(	const Matrix &	P,
		const Vector &	x,
		const Vector &	x_bound
	)

private

Compute new vector containing the slack to a lower bound (uncached)

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::CalcSlack_U	(	const Matrix &	P,
		const Vector &	x,
		const Vector &	x_bound
	)

private

Compute new vector containing the slack to a upper bound (uncached)

Number Ipopt::IpoptCalculatedQuantities::CalcBarrierTerm	(	Number	mu,
		const Vector &	slack_x_L,
		const Vector &	slack_x_U,
		const Vector &	slack_s_L,
		const Vector &	slack_s_U
	)

private

Compute barrier term at given point (uncached)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::CalcCompl	(	const Vector &	slack,
		const Vector &	mult
	)

private

Compute complementarity for slack / multiplier pair.

Number Ipopt::IpoptCalculatedQuantities::CalcFracToBound	(	const Vector &	slack_L,
		Vector &	tmp_L,
		const Matrix &	P_L,
		const Vector &	slack_U,
		Vector &	tmp_U,
		const Matrix &	P_U,
		const Vector &	delta,
		Number	tau
	)

private

Compute fraction to the boundary parameter for lower and upper bounds.

void Ipopt::IpoptCalculatedQuantities::ComputeOptimalityErrorScaling	(	const Vector &	y_c,
		const Vector &	y_d,
		const Vector &	z_L,
		const Vector &	z_U,
		const Vector &	v_L,
		const Vector &	v_U,
		Number	s_max,
		Number &	s_d,
		Number &	s_c
	)

private

Compute the scaling factors for the optimality error.

Index Ipopt::IpoptCalculatedQuantities::CalculateSafeSlack	(	SmartPtr< Vector > &	slack,
		const SmartPtr< const Vector > &	bound,
		const SmartPtr< const Vector > &	curr_point,
		const SmartPtr< const Vector > &	multiplier
	)

private

Check if slacks are becoming too small.

If slacks are becoming too small, they are change. The return value is the number of corrected slacks.

void Ipopt::IpoptCalculatedQuantities::ComputeDampingIndicators	(	SmartPtr< const Vector > &	dampind_x_L,
		SmartPtr< const Vector > &	dampind_x_U,
		SmartPtr< const Vector > &	dampind_s_L,
		SmartPtr< const Vector > &	dampind_s_U
	)

private

Computes the indicator vectors that can be used to filter out those entries in the slack_...

variables, that correspond to variables with only lower and upper bounds. This is required for the linear damping term in the barrier objective function to handle unbounded solution sets.

bool Ipopt::IpoptCalculatedQuantities::in_restoration_phase ( )

private

Check if we are in the restoration phase.

Returns true, if the ip_nlp is of the type RestoIpoptNLP. ToDo: We probably want to handle this more elegant and don't have an explicit dependency here. Now I added this because otherwise the caching doesn't work properly since the restoration phase objective function depends on the current barrier parameter.

Member Data Documentation

SmartPtr<IpoptNLP> Ipopt::IpoptCalculatedQuantities::ip_nlp_

private

Ipopt NLP object.

Definition at line 486 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<IpoptData> Ipopt::IpoptCalculatedQuantities::ip_data_

private

Ipopt Data object.

Definition at line 488 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<IpoptAdditionalCq> Ipopt::IpoptCalculatedQuantities::add_cq_

private

Chen-Goldfarb specific calculated quantities.

Definition at line 490 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::s_max_

private

Parameter in formula for computing overall primal-dual optimality error.

Definition at line 499 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::kappa_d_

private

Weighting factor for the linear damping term added to the barrier objective funciton.

Definition at line 502 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::slack_move_

private

fractional movement allowed in bounds

Definition at line 504 of file IpIpoptCalculatedQuantities.hpp.

ENormType Ipopt::IpoptCalculatedQuantities::constr_viol_normtype_

private

Norm type to be used when calculating the constraint violation.

Definition at line 506 of file IpIpoptCalculatedQuantities.hpp.

bool Ipopt::IpoptCalculatedQuantities::warm_start_same_structure_

private

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 509 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::mu_target_

private

Desired value of the barrier parameter.

Definition at line 511 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_x_L_cache_

private

Definition at line 516 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_x_U_cache_

private

Definition at line 517 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_s_L_cache_

private

Definition at line 518 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_s_U_cache_

private

Definition at line 519 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_x_L_cache_

private

Definition at line 520 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_x_U_cache_

private

Definition at line 521 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_s_L_cache_

private

Definition at line 522 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_s_U_cache_

private

Definition at line 523 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_L_

private

Definition at line 524 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_U_

private

Definition at line 525 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_L_

private

Definition at line 526 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_U_

private

Definition at line 527 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_f_cache_

private

Definition at line 532 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_f_cache_

private

Definition at line 533 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_f_cache_

private

Definition at line 534 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_f_cache_

private

Definition at line 535 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_barrier_obj_cache_

private

Definition at line 540 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_barrier_obj_cache_

private

Definition at line 541 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x_cache_

private

Definition at line 542 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s_cache_

private

Definition at line 543 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x_cache_

private

Definition at line 544 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s_cache_

private

Definition at line 545 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_c_cache_

private

Definition at line 550 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_c_cache_

private

Definition at line 551 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_d_cache_

private

Definition at line 552 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_d_cache_

private

Definition at line 553 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_d_minus_s_cache_

private

Definition at line 554 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_d_minus_s_cache_

private

Definition at line 555 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::curr_jac_c_cache_

private

Definition at line 556 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::trial_jac_c_cache_

private

Definition at line 557 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::curr_jac_d_cache_

private

Definition at line 558 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::trial_jac_d_cache_

private

Definition at line 559 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec_cache_

private

Definition at line 560 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec_cache_

private

Definition at line 561 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec_cache_

private

Definition at line 562 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec_cache_

private

Definition at line 563 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec_cache_

private

Definition at line 564 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec_cache_

private

Definition at line 565 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_constraint_violation_cache_

private

Definition at line 566 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_constraint_violation_cache_

private

Definition at line 567 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation_cache_

private

Definition at line 568 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation_cache_

private

Definition at line 569 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_trial_nlp_constraint_violation_cache_

private

Definition at line 570 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const SymMatrix> > Ipopt::IpoptCalculatedQuantities::curr_exact_hessian_cache_

private

Cache for the exact Hessian.

Definition at line 574 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x_cache_

private

Definition at line 578 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x_cache_

private

Definition at line 579 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s_cache_

private

Definition at line 580 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s_cache_

private

Definition at line 581 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x_cache_

private

Definition at line 582 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s_cache_

private

Definition at line 583 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_x_L_cache_

private

Definition at line 584 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_x_U_cache_

private

Definition at line 585 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_s_L_cache_

private

Definition at line 586 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_s_U_cache_

private

Definition at line 587 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_x_L_cache_

private

Definition at line 588 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_x_U_cache_

private

Definition at line 589 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_s_L_cache_

private

Definition at line 590 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_s_U_cache_

private

Definition at line 591 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L_cache_

private

Definition at line 592 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U_cache_

private

Definition at line 593 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L_cache_

private

Definition at line 594 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U_cache_

private

Definition at line 595 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility_cache_

private

Definition at line 596 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility_cache_

private

Definition at line 597 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility_cache_

private

Definition at line 598 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility_cache_

private

Definition at line 599 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility_cache_

private

Definition at line 600 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_complementarity_cache_

private

Definition at line 601 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_complementarity_cache_

private

Definition at line 602 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_centrality_measure_cache_

private

Definition at line 603 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_nlp_error_cache_

private

Definition at line 604 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error_cache_

private

Definition at line 605 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_barrier_error_cache_

private

Definition at line 606 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error_cache_

private

Definition at line 607 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error_cache_

private

Definition at line 608 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound_cache_

private

Definition at line 613 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound_cache_

private

Definition at line 614 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_sigma_x_cache_

private

Definition at line 619 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_sigma_s_cache_

private

Definition at line 620 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_avrg_compl_cache_

private

Cache for average of current complementarity.

Definition at line 624 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_avrg_compl_cache_

private

Cache for average of trial complementarity.

Definition at line 626 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta_cache_

private

Cache for grad barrier obj.

fn inner product with step

Definition at line 629 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_x_L_

private

Indicator vector for selecting the elements in x that have only lower bounds.

Definition at line 636 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_x_U_

private

Indicator vector for selecting the elements in x that have only upper bounds.

Definition at line 639 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_s_L_

private

Indicator vector for selecting the elements in s that have only lower bounds.

Definition at line 642 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_s_U_

private

Indicator vector for selecting the elements in s that have only upper bounds.

Definition at line 645 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_

private

Definition at line 652 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_

private

Definition at line 653 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_c_

private

Definition at line 654 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_d_

private

Definition at line 655 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_L_

private

Definition at line 656 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_U_

private

Definition at line 657 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_L_

private

Definition at line 658 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_U_

private

Definition at line 659 of file IpIpoptCalculatedQuantities.hpp.

bool Ipopt::IpoptCalculatedQuantities::initialize_called_

private

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

Definition at line 674 of file IpIpoptCalculatedQuantities.hpp.

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

src/Algorithm/IpIpoptCalculatedQuantities.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Temporary vectors for intermediate calcuations. We keep

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation