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Ipopt::RestoIpoptNLP Class Reference

This class maps the traditional NLP into something that is more useful by Ipopt. More...

#include <IpRestoIpoptNLP.hpp>

+ Inheritance diagram for Ipopt::RestoIpoptNLP:

Public Member Functions

virtual bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Initialize - overloaded from IpoptNLP. More...
 
virtual bool InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
 Initialize (create) structures for the iteration data. More...
 
virtual bool GetWarmStartIterate (IteratesVector &warm_start_iterate)
 Method accessing the GetWarmStartIterate of the NLP. More...
 
virtual void GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
 Accessor method for vector/matrix spaces pointers. More...
 
virtual void AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
 Method for adapting the variable bounds. More...
 
bool IntermediateCallBack (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
 User callback method. More...
 
Number Rho () const
 Accessor Method for obtaining the Rho penalization factor for the ell_1 norm. More...
 
Number Eta (Number mu) const
 Method to calculate eta, the factor for the regularization term. More...
 
SmartPtr< const VectorDR_x () const
 Method returning the scaling factors for the 2-norm penalization term. More...
 
Constructors/Destructors
 RestoIpoptNLP (IpoptNLP &orig_ip_nlp, IpoptData &orig_ip_data, IpoptCalculatedQuantities &orig_ip_cq)
 
 ~RestoIpoptNLP ()
 Default destructor. More...
 
void FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 Solution Routines - overloaded from IpoptNLP. More...
 
virtual bool objective_depends_on_mu () const
 Accessor methods for model data. More...
 
virtual Number f (const Vector &x)
 Objective value (incorrect version for restoration phase) More...
 
virtual Number f (const Vector &x, Number mu)
 Objective value. More...
 
virtual SmartPtr< const Vectorgrad_f (const Vector &x)
 Gradient of the objective (incorrect version for restoration phase) More...
 
virtual SmartPtr< const Vectorgrad_f (const Vector &x, Number mu)
 Gradient of the objective. More...
 
virtual SmartPtr< const Vectorc (const Vector &x)
 Equality constraint residual. More...
 
virtual SmartPtr< const Matrixjac_c (const Vector &x)
 Jacobian Matrix for equality constraints. More...
 
virtual SmartPtr< const Vectord (const Vector &x)
 Inequality constraint residual (reformulated as equalities with slacks. More...
 
virtual SmartPtr< const Matrixjac_d (const Vector &x)
 Jacobian Matrix for inequality constraints. More...
 
virtual SmartPtr< const SymMatrixh (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
 Hessian of the Lagrangian (incorrect version for restoration phase) More...
 
virtual SmartPtr< const SymMatrixh (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
 Hessian of the Lagrangian. More...
 
virtual SmartPtr< const SymMatrixuninitialized_h ()
 Provides a Hessian matrix from the correct matrix space with uninitialized values. More...
 
virtual SmartPtr< const Vectorx_L () const
 Lower bounds on x. More...
 
virtual SmartPtr< const MatrixPx_L () const
 Permutation matrix (x_L_ -> x) More...
 
virtual SmartPtr< const Vectorx_U () const
 Upper bounds on x. More...
 
virtual SmartPtr< const MatrixPx_U () const
 Permutation matrix (x_U_ -> x. More...
 
virtual SmartPtr< const Vectord_L () const
 Lower bounds on d. More...
 
virtual SmartPtr< const MatrixPd_L () const
 Permutation matrix (d_L_ -> d) More...
 
virtual SmartPtr< const Vectord_U () const
 Upper bounds on d. More...
 
virtual SmartPtr< const MatrixPd_U () const
 Permutation matrix (d_U_ -> d. More...
 
virtual SmartPtr< const
SymMatrixSpace
HessianMatrixSpace () const
 Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) More...
 
virtual SmartPtr< const
VectorSpace
x_space () const
 x_space More...
 
Accessor method for the information of the original NLP.

These methods are not overloaded from IpoptNLP

IpoptNLPOrigIpNLP () const
 
IpoptDataOrigIpData () const
 
IpoptCalculatedQuantitiesOrigIpCq () const
 
Counters for the number of function evaluations.
virtual Index f_evals () const
 
virtual Index grad_f_evals () const
 
virtual Index c_evals () const
 
virtual Index jac_c_evals () const
 
virtual Index d_evals () const
 
virtual Index jac_d_evals () const
 
virtual Index h_evals () const
 
- Public Member Functions inherited from Ipopt::IpoptNLP
SmartPtr< NLPScalingObjectNLP_scaling () const
 Returns the scaling strategy object. More...
 
 IpoptNLP (const SmartPtr< NLPScalingObject > nlp_scaling)
 
virtual ~IpoptNLP ()
 Default destructor. More...
 
 DECLARE_STD_EXCEPTION (Eval_Error)
 thrown if there is any error evaluating values from the nlp 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...
 

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.

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

Private Attributes

bool initialized_
 Flag indicating if initialization method has been called. More...
 
Pointers for the original NLP information.
SmartPtr< IpoptNLPorig_ip_nlp_
 Pointer to the original IpoptNLP. More...
 
SmartPtr< IpoptDataorig_ip_data_
 Pointer to the original IpoptData. More...
 
SmartPtr
< IpoptCalculatedQuantities
orig_ip_cq_
 Pointer to the original IpoptCalculatedQuantities. More...
 
SmartPtr< CompoundVectorSpacex_space_
 Necessary Vector/Matrix spaces. More...
 
SmartPtr< CompoundVectorSpacec_space_
 
SmartPtr< CompoundVectorSpaced_space_
 
SmartPtr< CompoundVectorSpacex_l_space_
 
SmartPtr< CompoundMatrixSpacepx_l_space_
 
SmartPtr< CompoundVectorSpacex_u_space_
 
SmartPtr< CompoundMatrixSpacepx_u_space_
 
SmartPtr< CompoundVectorSpaced_l_space_
 
SmartPtr< CompoundMatrixSpacepd_l_space_
 
SmartPtr< CompoundVectorSpaced_u_space_
 
SmartPtr< CompoundMatrixSpacepd_u_space_
 
SmartPtr< CompoundMatrixSpacejac_c_space_
 
SmartPtr< CompoundMatrixSpacejac_d_space_
 
SmartPtr< CompoundSymMatrixSpaceh_space_
 
Storage for Model Quantities
SmartPtr< CompoundVectorx_L_
 Lower bounds on x. More...
 
SmartPtr< CompoundMatrixPx_L_
 Permutation matrix (x_L_ -> x) More...
 
SmartPtr< CompoundVectorx_U_
 Upper bounds on x. More...
 
SmartPtr< CompoundMatrixPx_U_
 Permutation matrix (x_U_ -> x) More...
 
SmartPtr< CompoundVectord_L_
 Lower bounds on d. More...
 
SmartPtr< CompoundMatrixPd_L_
 Permutation matrix (d_L_ -> d) More...
 
SmartPtr< CompoundVectord_U_
 Upper bounds on d. More...
 
SmartPtr< CompoundMatrixPd_U_
 Permutation matrix (d_U_ -> d. More...
 
Values particular to the restoration phase problem statement
Number rho_
 Penalty parameter for the $l_1$ norm. More...
 
Number eta_factor_
 scaling factor for eta calculation More...
 
Number eta_mu_exponent_
 exponent for mu in eta calculation More...
 
SmartPtr< Vectordr_x_
 Scaling factors for the $x$ part of the regularization term. More...
 
SmartPtr< DiagMatrixDR_x_
 
SmartPtr< Vectorx_ref_
 $x$ part of the reference point in the regularization term More...
 
Algorithmic parameter
bool evaluate_orig_obj_at_resto_trial_
 Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation. More...
 
HessianApproximationType hessian_approximation_
 Flag indicating how hessian information is obtained. More...
 
Counters for the function evaluations
Index f_evals_
 
Index grad_f_evals_
 
Index c_evals_
 
Index jac_c_evals_
 
Index d_evals_
 
Index jac_d_evals_
 
Index h_evals_
 

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.

Definition at line 32 of file IpRestoIpoptNLP.hpp.

Constructor & Destructor Documentation

Ipopt::RestoIpoptNLP::RestoIpoptNLP ( IpoptNLP orig_ip_nlp,
IpoptData orig_ip_data,
IpoptCalculatedQuantities orig_ip_cq 
)
Ipopt::RestoIpoptNLP::~RestoIpoptNLP ( )

Default destructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP ( )
private

Default Constructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP ( const RestoIpoptNLP )
private

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::RestoIpoptNLP::Initialize ( const Journalist jnlst,
const OptionsList options,
const std::string &  prefix 
)
virtual

Initialize - overloaded from IpoptNLP.

Reimplemented from Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::InitializeStructures ( SmartPtr< Vector > &  x,
bool  init_x,
SmartPtr< Vector > &  y_c,
bool  init_y_c,
SmartPtr< Vector > &  y_d,
bool  init_y_d,
SmartPtr< Vector > &  z_L,
bool  init_z_L,
SmartPtr< Vector > &  z_U,
bool  init_z_U,
SmartPtr< Vector > &  v_L,
SmartPtr< Vector > &  v_U 
)
virtual

Initialize (create) structures for the iteration data.

Implements Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::GetWarmStartIterate ( IteratesVector warm_start_iterate)
inlinevirtual

Method accessing the GetWarmStartIterate of the NLP.

Implements Ipopt::IpoptNLP.

Definition at line 67 of file IpRestoIpoptNLP.hpp.

void Ipopt::RestoIpoptNLP::FinalizeSolution ( SolverReturn  status,
const Vector x,
const Vector z_L,
const Vector z_U,
const Vector c,
const Vector d,
const Vector y_c,
const Vector y_d,
Number  obj_value,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
)
inlinevirtual

Solution Routines - overloaded from IpoptNLP.

Implements Ipopt::IpoptNLP.

Definition at line 74 of file IpRestoIpoptNLP.hpp.

virtual bool Ipopt::RestoIpoptNLP::objective_depends_on_mu ( ) const
inlinevirtual

Accessor methods for model data.

Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter

Reimplemented from Ipopt::IpoptNLP.

Definition at line 89 of file IpRestoIpoptNLP.hpp.

virtual Number Ipopt::RestoIpoptNLP::f ( const Vector x)
virtual

Objective value (incorrect version for restoration phase)

Implements Ipopt::IpoptNLP.

virtual Number Ipopt::RestoIpoptNLP::f ( const Vector x,
Number  mu 
)
virtual

Objective value.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f ( const Vector x)
virtual

Gradient of the objective (incorrect version for restoration phase)

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f ( const Vector x,
Number  mu 
)
virtual

Gradient of the objective.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::c ( const Vector x)
virtual

Equality constraint residual.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_c ( const Vector x)
virtual

Jacobian Matrix for equality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d ( const Vector x)
virtual

Inequality constraint residual (reformulated as equalities with slacks.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_d ( const Vector x)
virtual

Jacobian Matrix for inequality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h ( const Vector x,
Number  obj_factor,
const Vector yc,
const Vector yd 
)
virtual

Hessian of the Lagrangian (incorrect version for restoration phase)

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h ( const Vector x,
Number  obj_factor,
const Vector yc,
const Vector yd,
Number  mu 
)
virtual

Hessian of the Lagrangian.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::uninitialized_h ( )
virtual

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_L ( ) const
inlinevirtual

Lower bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 140 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_L ( ) const
inlinevirtual

Permutation matrix (x_L_ -> x)

Implements Ipopt::IpoptNLP.

Definition at line 146 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_U ( ) const
inlinevirtual

Upper bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 152 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_U ( ) const
inlinevirtual

Permutation matrix (x_U_ -> x.

Implements Ipopt::IpoptNLP.

Definition at line 158 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_L ( ) const
inlinevirtual

Lower bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 164 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_L ( ) const
inlinevirtual

Permutation matrix (d_L_ -> d)

Implements Ipopt::IpoptNLP.

Definition at line 170 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_U ( ) const
inlinevirtual

Upper bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 176 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_U ( ) const
inlinevirtual

Permutation matrix (d_U_ -> d.

Implements Ipopt::IpoptNLP.

Definition at line 182 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const SymMatrixSpace> Ipopt::RestoIpoptNLP::HessianMatrixSpace ( ) const
inlinevirtual

Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation)

Implements Ipopt::IpoptNLP.

Definition at line 187 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::x_space ( ) const
inlinevirtual

x_space

Implements Ipopt::IpoptNLP.

Definition at line 192 of file IpRestoIpoptNLP.hpp.

virtual void Ipopt::RestoIpoptNLP::GetSpaces ( SmartPtr< const VectorSpace > &  x_space,
SmartPtr< const VectorSpace > &  c_space,
SmartPtr< const VectorSpace > &  d_space,
SmartPtr< const VectorSpace > &  x_l_space,
SmartPtr< const MatrixSpace > &  px_l_space,
SmartPtr< const VectorSpace > &  x_u_space,
SmartPtr< const MatrixSpace > &  px_u_space,
SmartPtr< const VectorSpace > &  d_l_space,
SmartPtr< const MatrixSpace > &  pd_l_space,
SmartPtr< const VectorSpace > &  d_u_space,
SmartPtr< const MatrixSpace > &  pd_u_space,
SmartPtr< const MatrixSpace > &  Jac_c_space,
SmartPtr< const MatrixSpace > &  Jac_d_space,
SmartPtr< const SymMatrixSpace > &  Hess_lagrangian_space 
)
virtual

Accessor method for vector/matrix spaces pointers.

Implements Ipopt::IpoptNLP.

virtual void Ipopt::RestoIpoptNLP::AdjustVariableBounds ( const Vector new_x_L,
const Vector new_x_U,
const Vector new_d_L,
const Vector new_d_U 
)
virtual

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements Ipopt::IpoptNLP.

bool Ipopt::RestoIpoptNLP::IntermediateCallBack ( AlgorithmMode  mode,
Index  iter,
Number  obj_value,
Number  inf_pr,
Number  inf_du,
Number  mu,
Number  d_norm,
Number  regularization_size,
Number  alpha_du,
Number  alpha_pr,
Index  ls_trials,
SmartPtr< const IpoptData ip_data,
SmartPtr< IpoptCalculatedQuantities ip_cq 
)
virtual

User callback method.

Implements Ipopt::IpoptNLP.

IpoptNLP& Ipopt::RestoIpoptNLP::OrigIpNLP ( ) const
inline

Definition at line 234 of file IpRestoIpoptNLP.hpp.

IpoptData& Ipopt::RestoIpoptNLP::OrigIpData ( ) const
inline

Definition at line 238 of file IpRestoIpoptNLP.hpp.

IpoptCalculatedQuantities& Ipopt::RestoIpoptNLP::OrigIpCq ( ) const
inline

Definition at line 242 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Rho ( ) const
inline

Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.

Definition at line 250 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::f_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 257 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::grad_f_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 261 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::c_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 265 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_c_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 269 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::d_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 273 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_d_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 277 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::h_evals ( ) const
inlinevirtual

Implements Ipopt::IpoptNLP.

Definition at line 281 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Eta ( Number  mu) const

Method to calculate eta, the factor for the regularization term.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::DR_x ( ) const
inline

Method returning the scaling factors for the 2-norm penalization term.

Definition at line 292 of file IpRestoIpoptNLP.hpp.

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

Methods for IpoptType.

Called by IpoptType to register the options

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

Overloaded Equals Operator.

Member Data Documentation

SmartPtr<IpoptNLP> Ipopt::RestoIpoptNLP::orig_ip_nlp_
private

Pointer to the original IpoptNLP.

Definition at line 307 of file IpRestoIpoptNLP.hpp.

SmartPtr<IpoptData> Ipopt::RestoIpoptNLP::orig_ip_data_
private

Pointer to the original IpoptData.

Definition at line 310 of file IpRestoIpoptNLP.hpp.

SmartPtr<IpoptCalculatedQuantities> Ipopt::RestoIpoptNLP::orig_ip_cq_
private

Pointer to the original IpoptCalculatedQuantities.

Definition at line 313 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::x_space_
private

Necessary Vector/Matrix spaces.

Definition at line 318 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::c_space_
private

Definition at line 320 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::d_space_
private

Definition at line 322 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::x_l_space_
private

Definition at line 324 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::px_l_space_
private

Definition at line 326 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::x_u_space_
private

Definition at line 328 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::px_u_space_
private

Definition at line 330 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::d_l_space_
private

Definition at line 332 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::pd_l_space_
private

Definition at line 334 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::d_u_space_
private

Definition at line 336 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::pd_u_space_
private

Definition at line 338 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::jac_c_space_
private

Definition at line 340 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::jac_d_space_
private

Definition at line 342 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundSymMatrixSpace> Ipopt::RestoIpoptNLP::h_space_
private

Definition at line 344 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::x_L_
private

Lower bounds on x.

Definition at line 350 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_L_
private

Permutation matrix (x_L_ -> x)

Definition at line 353 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::x_U_
private

Upper bounds on x.

Definition at line 356 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_U_
private

Permutation matrix (x_U_ -> x)

Definition at line 359 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::d_L_
private

Lower bounds on d.

Definition at line 362 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Pd_L_
private

Permutation matrix (d_L_ -> d)

Definition at line 365 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::d_U_
private

Upper bounds on d.

Definition at line 368 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Pd_U_
private

Permutation matrix (d_U_ -> d.

Definition at line 371 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::rho_
private

Penalty parameter for the $l_1$ norm.

Definition at line 378 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::eta_factor_
private

scaling factor for eta calculation

Definition at line 380 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::eta_mu_exponent_
private

exponent for mu in eta calculation

Definition at line 382 of file IpRestoIpoptNLP.hpp.

SmartPtr<Vector> Ipopt::RestoIpoptNLP::dr_x_
private

Scaling factors for the $x$ part of the regularization term.

Definition at line 385 of file IpRestoIpoptNLP.hpp.

SmartPtr<DiagMatrix> Ipopt::RestoIpoptNLP::DR_x_
private

Definition at line 386 of file IpRestoIpoptNLP.hpp.

SmartPtr<Vector> Ipopt::RestoIpoptNLP::x_ref_
private

$x$ part of the reference point in the regularization term

Definition at line 388 of file IpRestoIpoptNLP.hpp.

bool Ipopt::RestoIpoptNLP::evaluate_orig_obj_at_resto_trial_
private

Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.

Definition at line 414 of file IpRestoIpoptNLP.hpp.

HessianApproximationType Ipopt::RestoIpoptNLP::hessian_approximation_
private

Flag indicating how hessian information is obtained.

Definition at line 416 of file IpRestoIpoptNLP.hpp.

bool Ipopt::RestoIpoptNLP::initialized_
private

Flag indicating if initialization method has been called.

Definition at line 420 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::f_evals_
private

Definition at line 424 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::grad_f_evals_
private

Definition at line 425 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::c_evals_
private

Definition at line 426 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::jac_c_evals_
private

Definition at line 427 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::d_evals_
private

Definition at line 428 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::jac_d_evals_
private

Definition at line 429 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::h_evals_
private

Definition at line 430 of file IpRestoIpoptNLP.hpp.


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