Ipopt  3.12.9
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Ipopt::MonotoneMuUpdate Class Reference

Monotone Mu Update. More...

#include <IpMonotoneMuUpdate.hpp>

+ Inheritance diagram for Ipopt::MonotoneMuUpdate:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 Initialize method - overloaded from AlgorithmStrategyObject. More...
 
virtual bool UpdateBarrierParameter ()
 Method for determining the barrier parameter for the next iteration. More...
 
Constructors/Destructors
 MonotoneMuUpdate (const SmartPtr< LineSearch > &linesearch)
 Default Constructor. More...
 
virtual ~MonotoneMuUpdate ()
 Default destructor. More...
 
- Public Member Functions inherited from Ipopt::MuUpdate
 MuUpdate ()
 Default Constructor. More...
 
virtual ~MuUpdate ()
 Default destructor. More...
 
- Public Member Functions inherited from Ipopt::AlgorithmStrategyObject
bool Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix)
 This method is called every time the algorithm starts again - it is used to reset any internal state. More...
 
bool ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Reduced version of the Initialize method, which does not require special Ipopt information. More...
 
 AlgorithmStrategyObject ()
 Default Constructor. More...
 
virtual ~AlgorithmStrategyObject ()
 Default Destructor. More...
 
- Public Member Functions inherited from Ipopt::ReferencedObject
 ReferencedObject ()
 
virtual ~ReferencedObject ()
 
Index ReferenceCount () const
 
void AddRef (const Referencer *referencer) const
 
void ReleaseRef (const Referencer *referencer) const
 

Static Public Member Functions

static void RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
 Methods for IpoptType. More...
 

Private Member Functions

void CalcNewMuAndTau (Number &new_mu, Number &new_tau)
 Internal method for computing the new values for mu and tau. More...
 
Default Compiler Generated Methods

(Hidden to avoid implicit creation/calling).

These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

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

Private Attributes

SmartPtr< LineSearchlinesearch_
 
bool initialized_
 Flag indicating whether the method has been called at least once so far. More...
 
bool first_iter_resto_
 If true, no modification of the barrier parameter will be done at the first call of Update (fix for the restoration phase - we should clean that up!) More...
 
Algorithmic parameters
Number mu_init_
 Initial value of the barrier parameter. More...
 
Number barrier_tol_factor_
 
Number mu_linear_decrease_factor_
 
Number mu_superlinear_decrease_power_
 
bool mu_allow_fast_monotone_decrease_
 
Number tau_min_
 Tau_min for fraction to boundary rule. More...
 
Number compl_inf_tol_
 
Number mu_target_
 

Additional Inherited Members

- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Monotone Mu Update.

This class implements the standard monotone mu update approach.

Definition at line 22 of file IpMonotoneMuUpdate.hpp.

Constructor & Destructor Documentation

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( const SmartPtr< LineSearch > &  linesearch)

Default Constructor.

virtual Ipopt::MonotoneMuUpdate::~MonotoneMuUpdate ( )
virtual

Default destructor.

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( )
private
Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( const MonotoneMuUpdate )
private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::MonotoneMuUpdate::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
virtual

Initialize method - overloaded from AlgorithmStrategyObject.

Implements Ipopt::MuUpdate.

virtual bool Ipopt::MonotoneMuUpdate::UpdateBarrierParameter ( )
virtual

Method for determining the barrier parameter for the next iteration.

When the optimality error for the current barrier parameter is less than a tolerance, the barrier parameter is reduced, and the Reset method of the LineSearch object linesearch is called.

Implements Ipopt::MuUpdate.

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

Methods for IpoptType.

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

Overloaded Equals Operator.

void Ipopt::MonotoneMuUpdate::CalcNewMuAndTau ( Number new_mu,
Number new_tau 
)
private

Internal method for computing the new values for mu and tau.

Member Data Documentation

Number Ipopt::MonotoneMuUpdate::mu_init_
private

Initial value of the barrier parameter.

Definition at line 75 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::barrier_tol_factor_
private

Definition at line 76 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::mu_linear_decrease_factor_
private

Definition at line 77 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::mu_superlinear_decrease_power_
private

Definition at line 78 of file IpMonotoneMuUpdate.hpp.

bool Ipopt::MonotoneMuUpdate::mu_allow_fast_monotone_decrease_
private

Definition at line 79 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::tau_min_
private

Tau_min for fraction to boundary rule.

Definition at line 81 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::compl_inf_tol_
private

Definition at line 82 of file IpMonotoneMuUpdate.hpp.

Number Ipopt::MonotoneMuUpdate::mu_target_
private

Definition at line 83 of file IpMonotoneMuUpdate.hpp.

SmartPtr<LineSearch> Ipopt::MonotoneMuUpdate::linesearch_
private

Definition at line 86 of file IpMonotoneMuUpdate.hpp.

bool Ipopt::MonotoneMuUpdate::initialized_
private

Flag indicating whether the method has been called at least once so far.

Definition at line 90 of file IpMonotoneMuUpdate.hpp.

bool Ipopt::MonotoneMuUpdate::first_iter_resto_
private

If true, no modification of the barrier parameter will be done at the first call of Update (fix for the restoration phase - we should clean that up!)

Definition at line 95 of file IpMonotoneMuUpdate.hpp.


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