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 Journalist &	Jnlst () const

IpoptNLP &	IpNLP () const

IpoptData &	IpData () const

IpoptCalculatedQuantities &	IpCq () 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

overloaded from AlgorithmStrategyObject

Implements Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoFilterConvergenceCheck, Ipopt::RestoPenaltyConvergenceCheck, and Ipopt::RestoConvergenceCheck.

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:

src/Algorithm/IpOptErrorConvCheck.hpp

Public Member Functions

Static Public Member Functions

Protected Attributes

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation