Ipopt::IpoptData Class Reference

Class to organize all the data required by the algorithm. More...

#include <IpIpoptData.hpp>

Inheritance diagram for Ipopt::IpoptData:

Public Member Functions
bool	InitializeDataStructures (IpoptNLP &ip_nlp, bool want_x, bool want_y_c, bool want_y_d, bool want_z_L, bool want_z_U)
	Initialize Data Structures. 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	cpu_time_start () const
	Cpu time counter at the beginning of the optimization. More...
TimingStatistics &	TimingStats ()
	Return Timing Statistics Object. More...
void	ResetCpuStartTime ()
	Resetting CPU Start Time. More...
bool	HaveAddData ()
	Check if additional data has been set. More...
IpoptAdditionalData &	AdditionalData ()
	Get access to additional data object. More...
void	SetAddData (SmartPtr< IpoptAdditionalData > add_data)
	Set a new pointer for additional Ipopt data. More...
void	setPDPert (Number pd_pert_x, Number pd_pert_s, Number pd_pert_c, Number pd_pert_d)
	Set the perturbation of the primal-dual system. More...
void	getPDPert (Number &pd_pert_x, Number &pd_pert_s, Number &pd_pert_c, Number &pd_pert_d)
	Get the current perturbation of the primal-dual system. More...
Constructors/Destructors
	IpoptData (SmartPtr< IpoptAdditionalData > add_data=NULL, Number cpu_time_start=-1.)
	Constructor. More...
virtual	~IpoptData ()
	Default destructor. More...
Get Methods for Iterates
SmartPtr< const IteratesVector >	curr () const
	Current point. More...
SmartPtr< const IteratesVector >	trial () const
	Get the current point in a copied container that is non-const. More...
void	set_trial (SmartPtr< IteratesVector > &trial)
	Get Trial point in a copied container that is non-const. More...
void	SetTrialPrimalVariablesFromStep (Number alpha, const Vector &delta_x, const Vector &delta_s)
	Set the values of the primal trial variables (x and s) from provided Step with step length alpha. More...
void	SetTrialEqMultipliersFromStep (Number alpha, const Vector &delta_y_c, const Vector &delta_y_d)
	Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha. More...
void	SetTrialBoundMultipliersFromStep (Number alpha, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
	Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha. More...
SmartPtr< const IteratesVector >	delta () const
	ToDo: I may need to add versions of set_trial like the following, but I am not sure. More...
void	set_delta (SmartPtr< IteratesVector > &delta)
	Set the current delta - 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 (SmartPtr< const IteratesVector > &delta)
	Set the current delta - 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_aff () const
	Affine Delta. More...
void	set_delta_aff (SmartPtr< IteratesVector > &delta_aff)
	Set the affine delta - 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 SymMatrix >	W ()
	Hessian or Hessian approximation (do not hold on to it, it might be changed) More...
void	Set_W (SmartPtr< const SymMatrix > W)
	Set Hessian approximation. More...
("Main") Primal-dual search direction. Those fields are
used to store the search directions computed from solving the primal-dual system, and can be used in the line search. They are overwritten in every iteration, so do not hold on to the pointers (make copies instead)
bool	HaveDeltas () const
	Returns true, if the primal-dual step have been already computed for the current iteration. More...
void	SetHaveDeltas (bool have_deltas)
	Method for setting the HaveDeltas flag. More...
Affine-scaling step. Those fields can be used to store
the affine scaling step. For example, if the method for computing the current barrier parameter computes the affine scaling steps, then the corrector step in the line search does not have to recompute those solutions of the linear system.
bool	HaveAffineDeltas () const
	Returns true, if the affine-scaling step have been already computed for the current iteration. More...
void	SetHaveAffineDeltas (bool have_affine_deltas)
	Method for setting the HaveDeltas flag. More...
Public Methods for updating iterates
void	CopyTrialToCurrent ()
	Copy the trial values to the current values. More...
void	AcceptTrialPoint ()
	Set the current iterate values from the trial values. More...
General algorithmic data
Index	iter_count () const
void	Set_iter_count (Index iter_count)
Number	curr_mu () const
void	Set_mu (Number mu)
bool	MuInitialized () const
Number	curr_tau () const
void	Set_tau (Number tau)
bool	TauInitialized () const
void	SetFreeMuMode (bool free_mu_mode)
bool	FreeMuMode () const
void	Set_tiny_step_flag (bool flag)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected. More...
bool	tiny_step_flag ()
Number	tol () const
	Overall convergence tolerance. More...
void	Set_tol (Number tol)
	Set a new value for the tolerance. More...
Information gathered for iteration output
Number	info_regu_x () const
void	Set_info_regu_x (Number regu_x)
Number	info_alpha_primal () const
void	Set_info_alpha_primal (Number alpha_primal)
char	info_alpha_primal_char () const
void	Set_info_alpha_primal_char (char info_alpha_primal_char)
Number	info_alpha_dual () const
void	Set_info_alpha_dual (Number alpha_dual)
Index	info_ls_count () const
void	Set_info_ls_count (Index ls_count)
bool	info_skip_output () const
void	Append_info_string (const std::string &add_str)
const std::string &	info_string () const
void	Set_info_skip_output (bool info_skip_output)
	Set this to true, if the next time when output is written, the summary line should not be printed. More...
Number	info_last_output ()
	gives time when the last summary output line was printed More...
void	Set_info_last_output (Number info_last_output)
	sets time when the last summary output line was printed More...
int	info_iters_since_header ()
	gives number of iteration summaries actually printed since last summary header was printed More...
void	Inc_info_iters_since_header ()
	increases number of iteration summaries actually printed since last summary header was printed More...
void	Set_info_iters_since_header (int info_iters_since_header)
	sets number of iteration summaries actually printed since last summary header was printed More...
void	ResetInfo ()
	Reset all info fields. 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
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.
	IpoptData (const IpoptData &)
	Copy Constructor. More...
void	operator= (const IpoptData &)
	Overloaded Equals Operator. More...

Private Attributes
Index	iter_count_
	iteration count More...
Number	curr_mu_
	current barrier parameter More...
bool	mu_initialized_
Number	curr_tau_
	current fraction to the boundary parameter More...
bool	tau_initialized_
bool	initialize_called_
	flag indicating if Initialize method has been called (for debugging) More...
bool	have_prototypes_
	flag for debugging whether we have already curr_ values available (from which new Vectors can be generated More...
SmartPtr< IteratesVectorSpace >	iterates_space_
	VectorSpace for all the iterates. More...
TimingStatistics	timing_statistics_
	TimingStatistics object collecting all Ipopt timing statistics. More...
Number	cpu_time_start_
	CPU time counter at begin of optimization. More...
SmartPtr< IpoptAdditionalData >	add_data_
	Object for the data specific for the Chen-Goldfarb penalty method algorithm. More...
Iterates
SmartPtr< const IteratesVector >	curr_
	Main iteration variables (current iteration) More...
SmartPtr< const IteratesVector >	trial_
	Main iteration variables (trial calculations) More...
SmartPtr< const SymMatrix >	W_
	Hessian (approximation) - might be changed elsewhere! More...
Primal-dual Step
SmartPtr< const IteratesVector >	delta_
bool	have_deltas_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction. More...
Affine-scaling step. This used to transfer the
information about the affine-scaling step from the computation of the barrier parameter to the corrector (in the line search).
SmartPtr< const IteratesVector >	delta_aff_
bool	have_affine_deltas_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step. More...
Global algorithm parameters. Those are options that can
be modified by the user and appear at different places in the algorithm. They are set using an OptionsList object in the Initialize method.
Number	tol_
	Overall convergence tolerance. More...
Status data
bool	free_mu_mode_
	flag indicating whether the algorithm is in the free mu mode More...
bool	tiny_step_flag_
	flag indicating if a tiny step has been detected More...
Gathered information for iteration output
Number	info_regu_x_
	Size of regularization for the Hessian. More...
Number	info_alpha_primal_
	Primal step size. More...
char	info_alpha_primal_char_
	Info character for primal step size. More...
Number	info_alpha_dual_
	Dual step size. More...
Index	info_ls_count_
	Number of backtracking trial steps. More...
bool	info_skip_output_
	true, if next summary output line should not be printed (eg after restoration phase. More...
std::string	info_string_
	any string of characters for the end of the output line More...
Number	info_last_output_
	time when the last summary output line was printed More...
int	info_iters_since_header_
	number of iteration summaries actually printed since last summary header was printed More...
Information about the perturbation of the primal-dual
system
Number	pd_pert_x_
Number	pd_pert_s_
Number	pd_pert_c_
Number	pd_pert_d_

Detailed Description

Class to organize all the data required by the algorithm.

Internally, once this Data object has been initialized, all internal curr_ vectors must always be set (so that prototyes are available). The current values can only be set from the trial values. The trial values can be set by copying from a vector or by adding some fraction of a step to the current values. This object also stores steps, which allows to easily communicate the step from the step computation object to the line search object.

Definition at line 83 of file IpIpoptData.hpp.

Constructor & Destructor Documentation

Ipopt::IpoptData::IpoptData	(	SmartPtr< IpoptAdditionalData >	add_data = NULL,
		Number	cpu_time_start = -1.
	)

Constructor.

virtual Ipopt::IpoptData::~IpoptData ( )

virtual

Default destructor.

Ipopt::IpoptData::IpoptData ( const IpoptData &  )

private

Copy Constructor.

Member Function Documentation

bool Ipopt::IpoptData::InitializeDataStructures	(	IpoptNLP &	ip_nlp,
		bool	want_x,
		bool	want_y_c,
		bool	want_y_d,
		bool	want_z_L,
		bool	want_z_U
	)

Initialize Data Structures.

bool Ipopt::IpoptData::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 IteratesVector > Ipopt::IpoptData::curr ( ) const

inline

Current point.

Definition at line 698 of file IpIpoptData.hpp.

SmartPtr< const IteratesVector > Ipopt::IpoptData::trial ( ) const

inline

Get the current point in a copied container that is non-const.

The entries in the container cannot be modified, but the container can be modified to point to new entries.Get Trial point

Definition at line 706 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_trial ( SmartPtr< IteratesVector > &  trial )

inline

Get Trial point in a copied container that is non-const.

The entries in the container can not be modified, but the container can be modified to point to new entries. Set 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 again

Definition at line 748 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetTrialPrimalVariablesFromStep	(	Number	alpha,
		const Vector &	delta_x,
		const Vector &	delta_s
	)

Set the values of the primal trial variables (x and s) from provided Step with step length alpha.

void Ipopt::IpoptData::SetTrialEqMultipliersFromStep	(	Number	alpha,
		const Vector &	delta_y_c,
		const Vector &	delta_y_d
	)

Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha.

void Ipopt::IpoptData::SetTrialBoundMultipliersFromStep	(	Number	alpha,
		const Vector &	delta_z_L,
		const Vector &	delta_z_U,
		const Vector &	delta_v_L,
		const Vector &	delta_v_U
	)

Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha.

SmartPtr< const IteratesVector > Ipopt::IpoptData::delta ( ) const

inline

ToDo: I may need to add versions of set_trial like the following, but I am not sure.

get the current delta

Definition at line 714 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta ( SmartPtr< IteratesVector > &  delta )

inline

Set the current delta - 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 769 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta ( SmartPtr< const IteratesVector > &  delta )

inline

Set the current delta - 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 788 of file IpIpoptData.hpp.

SmartPtr< const IteratesVector > Ipopt::IpoptData::delta_aff ( ) const

inline

Affine Delta.

Definition at line 722 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta_aff ( SmartPtr< IteratesVector > &  delta_aff )

inline

Set the affine delta - 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 807 of file IpIpoptData.hpp.

SmartPtr<const SymMatrix> Ipopt::IpoptData::W ( )

inline

Hessian or Hessian approximation (do not hold on to it, it might be changed)

Definition at line 201 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_W ( SmartPtr< const SymMatrix >  W )

inline

Set Hessian approximation.

Definition at line 208 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::HaveDeltas ( ) const

inline

Returns true, if the primal-dual step have been already computed for the current iteration.

This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the IpoptAlgorithm object that it doesn't need to recompute the primal-dual step.

Definition at line 227 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetHaveDeltas ( bool  have_deltas )

inline

Method for setting the HaveDeltas flag.

This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.

Definition at line 237 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::HaveAffineDeltas ( ) const

inline

Returns true, if the affine-scaling step have been already computed for the current iteration.

This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the line search does not have to recompute them in case it wants to do a corrector step.

Definition at line 257 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetHaveAffineDeltas ( bool  have_affine_deltas )

inline

Method for setting the HaveDeltas flag.

This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.

Definition at line 267 of file IpIpoptData.hpp.

void Ipopt::IpoptData::CopyTrialToCurrent ( )

inline

Copy the trial values to the current values.

Definition at line 730 of file IpIpoptData.hpp.

void Ipopt::IpoptData::AcceptTrialPoint

(

)

Set the current iterate values from the trial values.

Index Ipopt::IpoptData::iter_count ( ) const

inline

Definition at line 286 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_iter_count ( Index  iter_count )

inline

Definition at line 290 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_mu ( ) const

inline

Definition at line 295 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_mu ( Number  mu )

inline

Definition at line 300 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::MuInitialized ( ) const

inline

Definition at line 305 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_tau ( ) const

inline

Definition at line 310 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tau ( Number  tau )

inline

Definition at line 315 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::TauInitialized ( ) const

inline

Definition at line 320 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetFreeMuMode ( bool  free_mu_mode )

inline

Definition at line 325 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::FreeMuMode ( ) const

inline

Definition at line 329 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tiny_step_flag ( bool  flag )

inline

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 336 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::tiny_step_flag ( )

inline

Definition at line 340 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::tol ( ) const

inline

Overall convergence tolerance.

It is used in the convergence test, but also in some other parts of the algorithm that depend on the specified tolerance, such as the minimum value for the barrier parameter. Obtain the tolerance.

Definition at line 352 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tol ( Number  tol )

inline

Set a new value for the tolerance.

One should be very careful when using this, since changing the predefined tolerance might have unexpected consequences. This method is for example used in the restoration convergence checker to tighten the restoration phase convergence tolerance, if the restoration phase converged to a point that has not a large value for the constraint violation.

Definition at line 364 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::cpu_time_start ( ) const

inline

Cpu time counter at the beginning of the optimization.

This is useful to see how much CPU time has been spent in this optimization run. Can only be called after beginning of optimization.

Definition at line 374 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_regu_x ( ) const

inline

Definition at line 382 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_regu_x ( Number  regu_x )

inline

Definition at line 386 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_alpha_primal ( ) const

inline

Definition at line 390 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_alpha_primal ( Number  alpha_primal )

inline

Definition at line 394 of file IpIpoptData.hpp.

char Ipopt::IpoptData::info_alpha_primal_char ( ) const

inline

Definition at line 398 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_alpha_primal_char ( char  info_alpha_primal_char )

inline

Definition at line 402 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_alpha_dual ( ) const

inline

Definition at line 406 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_alpha_dual ( Number  alpha_dual )

inline

Definition at line 410 of file IpIpoptData.hpp.

Index Ipopt::IpoptData::info_ls_count ( ) const

inline

Definition at line 414 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_ls_count ( Index  ls_count )

inline

Definition at line 418 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::info_skip_output ( ) const

inline

Definition at line 422 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Append_info_string ( const std::string &  add_str )

inline

Definition at line 426 of file IpIpoptData.hpp.

const std::string& Ipopt::IpoptData::info_string ( ) const

inline

Definition at line 430 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_skip_output ( bool  info_skip_output )

inline

Set this to true, if the next time when output is written, the summary line should not be printed.

Definition at line 436 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_last_output ( )

inline

gives time when the last summary output line was printed

Definition at line 442 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_last_output ( Number  info_last_output )

inline

sets time when the last summary output line was printed

Definition at line 447 of file IpIpoptData.hpp.

int Ipopt::IpoptData::info_iters_since_header ( )

inline

gives number of iteration summaries actually printed since last summary header was printed

Definition at line 454 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Inc_info_iters_since_header ( )

inline

increases number of iteration summaries actually printed since last summary header was printed

Definition at line 460 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_info_iters_since_header ( int  info_iters_since_header )

inline

sets number of iteration summaries actually printed since last summary header was printed

Definition at line 466 of file IpIpoptData.hpp.

void Ipopt::IpoptData::ResetInfo ( )

inline

Reset all info fields.

Definition at line 472 of file IpIpoptData.hpp.

TimingStatistics& Ipopt::IpoptData::TimingStats ( )

inline

Return Timing Statistics Object.

Definition at line 484 of file IpIpoptData.hpp.

void Ipopt::IpoptData::ResetCpuStartTime ( )

inline

Resetting CPU Start Time.

Definition at line 490 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::HaveAddData ( )

inline

Check if additional data has been set.

Definition at line 496 of file IpIpoptData.hpp.

IpoptAdditionalData& Ipopt::IpoptData::AdditionalData ( )

inline

Get access to additional data object.

Definition at line 502 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetAddData ( SmartPtr< IpoptAdditionalData >  add_data )

inline

Set a new pointer for additional Ipopt data.

Definition at line 508 of file IpIpoptData.hpp.

void Ipopt::IpoptData::setPDPert ( Number  pd_pert_x, Number  pd_pert_s, Number  pd_pert_c, Number  pd_pert_d  )

inline

Set the perturbation of the primal-dual system.

Definition at line 515 of file IpIpoptData.hpp.

void Ipopt::IpoptData::getPDPert ( Number &  pd_pert_x, Number &  pd_pert_s, Number &  pd_pert_c, Number &  pd_pert_d  )

inline

Get the current perturbation of the primal-dual system.

Definition at line 525 of file IpIpoptData.hpp.

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

static

Methods for IpoptType.

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

private

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<const IteratesVector> Ipopt::IpoptData::curr_

private

Main iteration variables (current iteration)

Definition at line 544 of file IpIpoptData.hpp.

SmartPtr<const IteratesVector> Ipopt::IpoptData::trial_

private

Main iteration variables (trial calculations)

Definition at line 548 of file IpIpoptData.hpp.

SmartPtr<const SymMatrix> Ipopt::IpoptData::W_

private

Hessian (approximation) - might be changed elsewhere!

Definition at line 551 of file IpIpoptData.hpp.

SmartPtr<const IteratesVector> Ipopt::IpoptData::delta_

private

Definition at line 555 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::have_deltas_

private

The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction.

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

Definition at line 563 of file IpIpoptData.hpp.

SmartPtr<const IteratesVector> Ipopt::IpoptData::delta_aff_

private

Definition at line 571 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::have_affine_deltas_

private

The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step.

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

Definition at line 578 of file IpIpoptData.hpp.

Index Ipopt::IpoptData::iter_count_

private

iteration count

Definition at line 582 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_mu_

private

current barrier parameter

Definition at line 585 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::mu_initialized_

private

Definition at line 586 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_tau_

private

current fraction to the boundary parameter

Definition at line 589 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::tau_initialized_

private

Definition at line 590 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::initialize_called_

private

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

Definition at line 594 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::have_prototypes_

private

flag for debugging whether we have already curr_ values available (from which new Vectors can be generated

Definition at line 598 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::tol_

private

Overall convergence tolerance.

Definition at line 606 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::free_mu_mode_

private

flag indicating whether the algorithm is in the free mu mode

Definition at line 612 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::tiny_step_flag_

private

flag indicating if a tiny step has been detected

Definition at line 614 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_regu_x_

private

Size of regularization for the Hessian.

Definition at line 620 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_alpha_primal_

private

Primal step size.

Definition at line 622 of file IpIpoptData.hpp.

char Ipopt::IpoptData::info_alpha_primal_char_

private

Info character for primal step size.

Definition at line 624 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_alpha_dual_

private

Dual step size.

Definition at line 626 of file IpIpoptData.hpp.

Index Ipopt::IpoptData::info_ls_count_

private

Number of backtracking trial steps.

Definition at line 628 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::info_skip_output_

private

true, if next summary output line should not be printed (eg after restoration phase.

Definition at line 631 of file IpIpoptData.hpp.

std::string Ipopt::IpoptData::info_string_

private

any string of characters for the end of the output line

Definition at line 633 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_last_output_

private

time when the last summary output line was printed

Definition at line 635 of file IpIpoptData.hpp.

int Ipopt::IpoptData::info_iters_since_header_

private

number of iteration summaries actually printed since last summary header was printed

Definition at line 638 of file IpIpoptData.hpp.

SmartPtr<IteratesVectorSpace> Ipopt::IpoptData::iterates_space_

private

VectorSpace for all the iterates.

Definition at line 642 of file IpIpoptData.hpp.

TimingStatistics Ipopt::IpoptData::timing_statistics_

private

TimingStatistics object collecting all Ipopt timing statistics.

Definition at line 646 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::cpu_time_start_

private

CPU time counter at begin of optimization.

Definition at line 649 of file IpIpoptData.hpp.

SmartPtr<IpoptAdditionalData> Ipopt::IpoptData::add_data_

private

Object for the data specific for the Chen-Goldfarb penalty method algorithm.

Definition at line 653 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::pd_pert_x_

private

Definition at line 658 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::pd_pert_s_

private

Definition at line 659 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::pd_pert_c_

private

Definition at line 660 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::pd_pert_d_

private

Definition at line 661 of file IpIpoptData.hpp.

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

• src/Algorithm/IpIpoptData.hpp