Ipopt  3.12.10
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
Public Member Functions | Private Attributes | List of all members
Ipopt::OptimalityErrorConvergenceCheck Class Reference

Brief Class Description. More...

#include <IpOptErrorConvCheck.hpp>

+ Inheritance diagram for Ipopt::OptimalityErrorConvergenceCheck:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject More...
 
virtual ConvergenceStatus CheckConvergence (bool call_intermediate_callback=true)
 Overloaded convergence check. More...
 
virtual bool CurrentIsAcceptable ()
 Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality. More...
 
Constructors/Destructors
 OptimalityErrorConvergenceCheck ()
 Default Constructor. More...
 
virtual ~OptimalityErrorConvergenceCheck ()
 Default destructor. More...
 
- Public Member Functions inherited from Ipopt::ConvergenceCheck
 ConvergenceCheck ()
 Constructor. More...
 
virtual ~ConvergenceCheck ()
 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 (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType. More...
 

Protected Attributes

Algorithmic parameters
Index max_iterations_
 Maximal number of iterations. More...
 
Number dual_inf_tol_
 Tolerance on unscaled dual infeasibility. More...
 
Number constr_viol_tol_
 Tolerance on unscaled constraint violation. More...
 
Number compl_inf_tol_
 Tolerance on unscaled complementarity. More...
 
Index acceptable_iter_
 Number of iterations with acceptable level of accuracy, after which the algorithm terminates. More...
 
Number acceptable_tol_
 Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling. More...
 
Number acceptable_dual_inf_tol_
 Acceptable tolerance on unscaled dual infeasibility. More...
 
Number acceptable_constr_viol_tol_
 Acceptable tolerance on unscaled constraint violation. More...
 
Number acceptable_compl_inf_tol_
 Acceptable tolerance on unscaled complementarity. More...
 
Number acceptable_obj_change_tol_
 Acceptable tolerance for relative objective function change from iteratoin to iteration. More...
 
Number diverging_iterates_tol_
 Threshold for primal iterates for divergence test. More...
 
Number mu_target_
 Desired value of the barrier parameter. More...
 
Number max_cpu_time_
 Upper bound on CPU time. 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.

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

Private Attributes

Index acceptable_counter_
 Counter for successive iterations in which acceptability criteria are met. More...
 
Number last_obj_val_
 Value of the objective function from last iteration. More...
 
Number curr_obj_val_
 Value of the objective function from current iteration. More...
 
Index last_obj_val_iter_
 Iteration counter for which last_obj_val most recently updated. More...
 

Additional Inherited Members

- Public Types inherited from Ipopt::ConvergenceCheck
enum  ConvergenceStatus {
  CONTINUE, CONVERGED, CONVERGED_TO_ACCEPTABLE_POINT, MAXITER_EXCEEDED,
  CPUTIME_EXCEEDED, DIVERGING, USER_STOP, FAILED
}
 Convergence return enum. More...
 
- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Brief Class Description.

Detailed Class Description.

Definition at line 20 of file IpOptErrorConvCheck.hpp.

Constructor & Destructor Documentation

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck ( )

Default Constructor.

virtual Ipopt::OptimalityErrorConvergenceCheck::~OptimalityErrorConvergenceCheck ( )
virtual

Default destructor.

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck ( const OptimalityErrorConvergenceCheck )
private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::OptimalityErrorConvergenceCheck::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
virtual
virtual ConvergenceStatus Ipopt::OptimalityErrorConvergenceCheck::CheckConvergence ( bool  call_intermediate_callback = true)
virtual

Overloaded convergence check.

Implements Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoConvergenceCheck.

virtual bool Ipopt::OptimalityErrorConvergenceCheck::CurrentIsAcceptable ( )
virtual

Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality.

Implements Ipopt::ConvergenceCheck.

static void Ipopt::OptimalityErrorConvergenceCheck::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

Methods for IpoptType.

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

Overloaded Equals Operator.

Member Data Documentation

Index Ipopt::OptimalityErrorConvergenceCheck::max_iterations_
protected

Maximal number of iterations.

Definition at line 53 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::dual_inf_tol_
protected

Tolerance on unscaled dual infeasibility.

Definition at line 55 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::constr_viol_tol_
protected

Tolerance on unscaled constraint violation.

Definition at line 57 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::compl_inf_tol_
protected

Tolerance on unscaled complementarity.

Definition at line 59 of file IpOptErrorConvCheck.hpp.

Index Ipopt::OptimalityErrorConvergenceCheck::acceptable_iter_
protected

Number of iterations with acceptable level of accuracy, after which the algorithm terminates.

If 0, this heuristic is disabled.

Definition at line 63 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_tol_
protected

Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.

Definition at line 66 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_dual_inf_tol_
protected

Acceptable tolerance on unscaled dual infeasibility.

Definition at line 68 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_constr_viol_tol_
protected

Acceptable tolerance on unscaled constraint violation.

Definition at line 70 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_compl_inf_tol_
protected

Acceptable tolerance on unscaled complementarity.

Definition at line 72 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::acceptable_obj_change_tol_
protected

Acceptable tolerance for relative objective function change from iteratoin to iteration.

Definition at line 75 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::diverging_iterates_tol_
protected

Threshold for primal iterates for divergence test.

Definition at line 77 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::mu_target_
protected

Desired value of the barrier parameter.

Definition at line 79 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::max_cpu_time_
protected

Upper bound on CPU time.

Definition at line 81 of file IpOptErrorConvCheck.hpp.

Index Ipopt::OptimalityErrorConvergenceCheck::acceptable_counter_
private

Counter for successive iterations in which acceptability criteria are met.

Definition at line 100 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_
private

Value of the objective function from last iteration.

This is for accpetable_obj_change_tol.

Definition at line 104 of file IpOptErrorConvCheck.hpp.

Number Ipopt::OptimalityErrorConvergenceCheck::curr_obj_val_
private

Value of the objective function from current iteration.

This is for accpetable_obj_change_tol.

Definition at line 108 of file IpOptErrorConvCheck.hpp.

Index Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_iter_
private

Iteration counter for which last_obj_val most recently updated.

Definition at line 111 of file IpOptErrorConvCheck.hpp.


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