This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism. More...

#include <IpRestoPenaltyConvCheck.hpp>

Inheritance diagram for Ipopt::RestoPenaltyConvergenceCheck:

Public Member Functions
void	SetOrigLSAcceptor (const BacktrackingLSAcceptor &orig_ls_acceptor)
	Set the object for the original penalty line search. More...

virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject More...

Constructors/Destructors
	RestoPenaltyConvergenceCheck ()
	Default Constructor. More...

virtual	~RestoPenaltyConvergenceCheck ()
	Default destructor. More...

Public Member Functions inherited from Ipopt::RestoConvergenceCheck
virtual ConvergenceStatus	CheckConvergence (bool call_intermediate_callback=true)
	overloaded from ConvergenceCheck More...

	RestoConvergenceCheck ()
	Default Constructor. More...

virtual	~RestoConvergenceCheck ()
	Default destructor. More...

Public Member Functions inherited from Ipopt::OptimalityErrorConvergenceCheck
virtual bool	CurrentIsAcceptable ()
	Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality. More...

	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 used by IpoptType. More...

Static Public Member Functions inherited from Ipopt::RestoConvergenceCheck
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods used by IpoptType. More...

Static Public Member Functions inherited from Ipopt::OptimalityErrorConvergenceCheck
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType. More...

Private Member Functions
virtual ConvergenceStatus	TestOrigProgress (Number orig_trial_barr, Number orig_trial_theta)
	Method for checking progress with original filter globalization mechanism. 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.
	RestoPenaltyConvergenceCheck (const RestoPenaltyConvergenceCheck &)
	Copy Constructor. More...

void	operator= (const RestoPenaltyConvergenceCheck &)
	Overloaded Equals Operator. More...

Private Attributes
const PenaltyLSAcceptor *	orig_penalty_ls_acceptor_
	Strategy object for the filter line search method for the original NLP. 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

Protected Attributes inherited from Ipopt::OptimalityErrorConvergenceCheck
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...

Detailed Description

This is the implementation of the restoration convergence check is the original algorithm used the filter globalization mechanism.

Definition at line 23 of file IpRestoPenaltyConvCheck.hpp.

Constructor & Destructor Documentation

Ipopt::RestoPenaltyConvergenceCheck::RestoPenaltyConvergenceCheck ( )

Default Constructor.

virtual Ipopt::RestoPenaltyConvergenceCheck::~RestoPenaltyConvergenceCheck ( )

virtual

Default destructor.

Ipopt::RestoPenaltyConvergenceCheck::RestoPenaltyConvergenceCheck ( const RestoPenaltyConvergenceCheck & )

private

Copy Constructor.

Member Function Documentation

void Ipopt::RestoPenaltyConvergenceCheck::SetOrigLSAcceptor ( const BacktrackingLSAcceptor & orig_ls_acceptor )

virtual

Set the object for the original penalty line search.

Here, orig_penalty_ls_acceptor must be the same strategy object to which the restoration phase object with this object is given. This method must be called to finish the definition of the algorithm, before Initialize is called.

Implements Ipopt::RestoConvergenceCheck.

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

virtual

overloaded from AlgorithmStrategyObject

Reimplemented from Ipopt::RestoConvergenceCheck.

static void Ipopt::RestoPenaltyConvergenceCheck::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

Methods used by IpoptType.

void Ipopt::RestoPenaltyConvergenceCheck::operator= ( const RestoPenaltyConvergenceCheck & )

private

Overloaded Equals Operator.

virtual ConvergenceStatus Ipopt::RestoPenaltyConvergenceCheck::TestOrigProgress	(	Number	orig_trial_barr,
		Number	orig_trial_theta
	)

privatevirtual

Method for checking progress with original filter globalization mechanism.

Overloaded from RestoConvergenceCheck.

Implements Ipopt::RestoConvergenceCheck.

Member Data Documentation

const PenaltyLSAcceptor* Ipopt::RestoPenaltyConvergenceCheck::orig_penalty_ls_acceptor_

private

Strategy object for the filter line search method for the original NLP.

CAREFUL: We must not hold on to this object with a SmartPtr, because have otherwise circular references that prevent the destructor of the line search object to be called!

Definition at line 76 of file IpRestoPenaltyConvCheck.hpp.

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

src/Algorithm/IpRestoPenaltyConvCheck.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation