Ipopt  3.12.9
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Ipopt::PDPerturbationHandler Class Reference

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More...

#include <IpPDPerturbationHandler.hpp>

+ Inheritance diagram for Ipopt::PDPerturbationHandler:

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 Implementation of the initialization method that has to be overloaded by for each derived class. More...
 
virtual bool ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
 This method must be called for each new matrix, and before any other method for generating perturbation factors. More...
 
virtual bool PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
 This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix. More...
 
virtual bool PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
 This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues. More...
 
virtual void CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
 Just return the perturbation values that have been determined most recently. More...
 
Constructors/Destructors
 PDPerturbationHandler ()
 Default Constructor. More...
 
virtual ~PDPerturbationHandler ()
 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 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.

 PDPerturbationHandler (const PDPerturbationHandler &)
 Copy Constructor. More...
 
void operator= (const PDPerturbationHandler &)
 Overloaded Equals Operator. More...
 
Auxilliary methods
bool get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
 Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called. More...
 
void finalize_test ()
 This method is call whenever a matrix had been factorization and is not singular. More...
 
Number delta_cd ()
 Compute perturbation value for constraints. More...
 
- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Protected Attributes

bool get_deltas_for_wrong_inertia_called_
 Flag indicating if for the given matrix the perturb for wrong inertia method has already been called. More...
 
Size of the most recent non-zero perturbation.
Number delta_x_last_
 The last nonzero value for delta_x. More...
 
Number delta_s_last_
 The last nonzero value for delta_s. More...
 
Number delta_c_last_
 The last nonzero value for delta_c. More...
 
Number delta_d_last_
 The last nonzero value for delta_d. More...
 
Size of the most recently suggested perturbation for the

current matrix.

Number delta_x_curr_
 The current value for delta_x. More...
 
Number delta_s_curr_
 The current value for delta_s. More...
 
Number delta_c_curr_
 The current value for delta_c. More...
 
Number delta_d_curr_
 The current value for delta_d. More...
 
Algorithmic parameters.
Number delta_xs_max_
 Maximal perturbation for x and s. More...
 
Number delta_xs_min_
 Smallest possible perturbation for x and s. More...
 
Number delta_xs_first_inc_fact_
 Increase factor for delta_xs for first required perturbation. More...
 
Number delta_xs_inc_fact_
 Increase factor for delta_xs for later perturbations. More...
 
Number delta_xs_dec_fact_
 Decrease factor for delta_xs for later perturbations. More...
 
Number delta_xs_init_
 Very first trial value for delta_xs perturbation. More...
 
Number delta_cd_val_
 Size of perturbation for c and d blocks. More...
 
Number delta_cd_exp_
 Exponent on mu in formula for of perturbation for c and d blocks. More...
 
bool reset_last_
 Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done. More...
 
Index degen_iters_max_
 Required number of iterations for degeneracy conclusions. More...
 
bool perturb_always_cd_
 Flag indicating that the delta_c, delta_d perturbation should always be used. More...
 

Handling structural degeneracy

enum  DegenType { NOT_YET_DETERMINED, NOT_DEGENERATE, DEGENERATE }
 Type for degeneracy flags. More...
 
enum  TrialStatus {
  NO_TEST, TEST_DELTA_C_EQ_0_DELTA_X_EQ_0, TEST_DELTA_C_GT_0_DELTA_X_EQ_0, TEST_DELTA_C_EQ_0_DELTA_X_GT_0,
  TEST_DELTA_C_GT_0_DELTA_X_GT_0
}
 Status of current trial configuration. More...
 
DegenType hess_degenerate_
 Flag indicating whether the reduced Hessian matrix is thought to be structurally singular. More...
 
DegenType jac_degenerate_
 Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient. More...
 
Index degen_iters_
 Flag counting matrices in which degeneracy was observed in the first successive iterations. More...
 
TrialStatus test_status_
 Current status. More...
 

Detailed Description

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system.

This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.

Definition at line 24 of file IpPDPerturbationHandler.hpp.

Member Enumeration Documentation

Type for degeneracy flags.

Enumerator
NOT_YET_DETERMINED 
NOT_DEGENERATE 
DEGENERATE 

Definition at line 121 of file IpPDPerturbationHandler.hpp.

Status of current trial configuration.

Enumerator
NO_TEST 
TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 
TEST_DELTA_C_GT_0_DELTA_X_EQ_0 
TEST_DELTA_C_EQ_0_DELTA_X_GT_0 
TEST_DELTA_C_GT_0_DELTA_X_GT_0 

Definition at line 142 of file IpPDPerturbationHandler.hpp.

Constructor & Destructor Documentation

Ipopt::PDPerturbationHandler::PDPerturbationHandler ( )

Default Constructor.

virtual Ipopt::PDPerturbationHandler::~PDPerturbationHandler ( )
inlinevirtual

Default destructor.

Definition at line 32 of file IpPDPerturbationHandler.hpp.

Ipopt::PDPerturbationHandler::PDPerturbationHandler ( const PDPerturbationHandler )
protected

Copy Constructor.

Member Function Documentation

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

Implementation of the initialization method that has to be overloaded by for each derived class.

Implements Ipopt::AlgorithmStrategyObject.

Reimplemented in Ipopt::CGPerturbationHandler.

virtual bool Ipopt::PDPerturbationHandler::ConsiderNewSystem ( Number delta_x,
Number delta_s,
Number delta_c,
Number delta_d 
)
virtual

This method must be called for each new matrix, and before any other method for generating perturbation factors.

Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive. If the return value is false, no suitable perturbation could be found.

Reimplemented in Ipopt::CGPerturbationHandler.

virtual bool Ipopt::PDPerturbationHandler::PerturbForSingularity ( Number delta_x,
Number delta_s,
Number delta_c,
Number delta_d 
)
virtual

This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix.

If the return value is false, no suitable perturbation could be found.

Reimplemented in Ipopt::CGPerturbationHandler.

virtual bool Ipopt::PDPerturbationHandler::PerturbForWrongInertia ( Number delta_x,
Number delta_s,
Number delta_c,
Number delta_d 
)
virtual

This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.

If the return value is false, no suitable perturbation could be found.

Reimplemented in Ipopt::CGPerturbationHandler.

virtual void Ipopt::PDPerturbationHandler::CurrentPerturbation ( Number delta_x,
Number delta_s,
Number delta_c,
Number delta_d 
)
virtual

Just return the perturbation values that have been determined most recently.

Reimplemented in Ipopt::CGPerturbationHandler.

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

Methods for IpoptType.

void Ipopt::PDPerturbationHandler::operator= ( const PDPerturbationHandler )
protected

Overloaded Equals Operator.

bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia ( Number delta_x,
Number delta_s,
Number delta_c,
Number delta_d 
)
protected

Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.

Returns false if the delta_x and delta_s parameters become too large.

void Ipopt::PDPerturbationHandler::finalize_test ( )
protected

This method is call whenever a matrix had been factorization and is not singular.

In here, we can evaluate the outcome of the deneracy test heuristics.

Number Ipopt::PDPerturbationHandler::delta_cd ( )
protected

Compute perturbation value for constraints.

Member Data Documentation

Number Ipopt::PDPerturbationHandler::delta_x_last_
protected

The last nonzero value for delta_x.

Definition at line 92 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_s_last_
protected

The last nonzero value for delta_s.

Definition at line 94 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_c_last_
protected

The last nonzero value for delta_c.

Definition at line 96 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_d_last_
protected

The last nonzero value for delta_d.

Definition at line 98 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_x_curr_
protected

The current value for delta_x.

Definition at line 105 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_s_curr_
protected

The current value for delta_s.

Definition at line 107 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_c_curr_
protected

The current value for delta_c.

Definition at line 109 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_d_curr_
protected

The current value for delta_d.

Definition at line 111 of file IpPDPerturbationHandler.hpp.

bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia_called_
protected

Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.

Definition at line 116 of file IpPDPerturbationHandler.hpp.

DegenType Ipopt::PDPerturbationHandler::hess_degenerate_
protected

Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.

Definition at line 130 of file IpPDPerturbationHandler.hpp.

DegenType Ipopt::PDPerturbationHandler::jac_degenerate_
protected

Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.

Definition at line 134 of file IpPDPerturbationHandler.hpp.

Index Ipopt::PDPerturbationHandler::degen_iters_
protected

Flag counting matrices in which degeneracy was observed in the first successive iterations.

-1 means that there was a non-degenerate (unperturbed) matrix at some point.

Definition at line 139 of file IpPDPerturbationHandler.hpp.

TrialStatus Ipopt::PDPerturbationHandler::test_status_
protected

Current status.

Definition at line 152 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_max_
protected

Maximal perturbation for x and s.

Definition at line 158 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_min_
protected

Smallest possible perturbation for x and s.

Definition at line 160 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_first_inc_fact_
protected

Increase factor for delta_xs for first required perturbation.

Definition at line 162 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_inc_fact_
protected

Increase factor for delta_xs for later perturbations.

Definition at line 164 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_dec_fact_
protected

Decrease factor for delta_xs for later perturbations.

Definition at line 166 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_xs_init_
protected

Very first trial value for delta_xs perturbation.

Definition at line 168 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_cd_val_
protected

Size of perturbation for c and d blocks.

Definition at line 170 of file IpPDPerturbationHandler.hpp.

Number Ipopt::PDPerturbationHandler::delta_cd_exp_
protected

Exponent on mu in formula for of perturbation for c and d blocks.

Definition at line 172 of file IpPDPerturbationHandler.hpp.

bool Ipopt::PDPerturbationHandler::reset_last_
protected

Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.

Definition at line 176 of file IpPDPerturbationHandler.hpp.

Index Ipopt::PDPerturbationHandler::degen_iters_max_
protected

Required number of iterations for degeneracy conclusions.

Definition at line 178 of file IpPDPerturbationHandler.hpp.

bool Ipopt::PDPerturbationHandler::perturb_always_cd_
protected

Flag indicating that the delta_c, delta_d perturbation should always be used.

Definition at line 181 of file IpPDPerturbationHandler.hpp.


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