This is a base class for many standard scaling techniques. More...

#include <IpNLPScaling.hpp>

Inheritance diagram for Ipopt::StandardScalingBase:

Public Member Functions
virtual void	DetermineScaling (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, SmartPtr< const MatrixSpace > &new_jac_c_space, SmartPtr< const MatrixSpace > &new_jac_d_space, SmartPtr< const SymMatrixSpace > &new_h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U)
	This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors. More...

Constructors/Destructors
	StandardScalingBase ()

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


virtual Number	apply_obj_scaling (const Number &f)
	Methods to map scaled and unscaled matrices. More...

virtual Number	unapply_obj_scaling (const Number &f)
	Returns an obj-unscaled version of the given scalar. More...

virtual SmartPtr< Vector >	apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector. More...

virtual SmartPtr< const Vector >	apply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector. More...

virtual SmartPtr< Vector >	unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector. More...

virtual SmartPtr< const Vector >	unapply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector. More...

virtual SmartPtr< const Vector >	apply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector. More...

virtual SmartPtr< const Vector >	unapply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector. More...

virtual SmartPtr< Vector >	apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector. More...

virtual SmartPtr< Vector >	unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector. More...

virtual SmartPtr< const Vector >	apply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector. More...

virtual SmartPtr< const Vector >	unapply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector. More...

virtual SmartPtr< Vector >	apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector. More...

virtual SmartPtr< Vector >	unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector. More...

virtual SmartPtr< const Matrix >	apply_jac_c_scaling (SmartPtr< const Matrix > matrix)
	Returns a scaled version of the jacobian for c. More...

virtual SmartPtr< const Matrix >	apply_jac_d_scaling (SmartPtr< const Matrix > matrix)
	Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. More...

virtual SmartPtr< const SymMatrix >	apply_hessian_scaling (SmartPtr< const SymMatrix > matrix)
	Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. More...

Methods for determining whether scaling for entities is
done
virtual bool	have_x_scaling ()
	Returns true if the primal x variables are scaled. More...

virtual bool	have_c_scaling ()
	Returns true if the equality constraints are scaled. More...

virtual bool	have_d_scaling ()
	Returns true if the inequality constraints are scaled. More...

Public Member Functions inherited from Ipopt::NLPScalingObject
bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Method to initialize the options. More...

	NLPScalingObject ()

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

SmartPtr< Vector >	apply_vector_scaling_x_LU_NonConst (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space)
	Methods for scaling bounds - these wrap those above. More...

SmartPtr< const Vector >	apply_vector_scaling_x_LU (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space)
	Returns an x-scaled vector in the x_L or x_U space. More...

SmartPtr< Vector >	apply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
	Returns an d-scaled vector in the d_L or d_U space. More...

SmartPtr< const Vector >	apply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
	Returns an d-scaled vector in the d_L or d_U space. More...

SmartPtr< Vector >	unapply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
	Returns an d-unscaled vector in the d_L or d_U space. More...

SmartPtr< const Vector >	unapply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space)
	Returns an d-unscaled vector in the d_L or d_U space. More...

virtual SmartPtr< Vector >	apply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v)
	Methods for scaling the gradient of the objective - wraps the virtual methods above. More...

virtual SmartPtr< const Vector >	apply_grad_obj_scaling (const SmartPtr< const Vector > &v)
	Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector. More...

virtual SmartPtr< Vector >	unapply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v)
	Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. More...

virtual SmartPtr< const Vector >	unapply_grad_obj_scaling (const SmartPtr< const Vector > &v)
	Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. 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
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Overloaded initialization method. More...

virtual void	DetermineScalingParametersImpl (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)=0
	This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd. More...

Protected Member Functions inherited from Ipopt::NLPScalingObject
const Journalist &	Jnlst () const
	Accessor method for the journalist. 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.
	StandardScalingBase (const StandardScalingBase &)
	Copy Constructor. More...

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

Private Attributes

Number	df_
	Scaling parameters - we only need to keep copies of the objective scaling and the x scaling - the others we can get from the scaled matrix spaces. More...

SmartPtr< Vector >	dx_
	x scaling More...


SmartPtr< ScaledMatrixSpace >	scaled_jac_c_space_
	Scaled Matrix Spaces. More...

SmartPtr< ScaledMatrixSpace >	scaled_jac_d_space_
	Scaled jacobian of d space. More...

SmartPtr< SymScaledMatrixSpace >	scaled_h_space_
	Scaled hessian of lagrangian spacea. More...

Algorithmic parameters
Number	obj_scaling_factor_
	Additional scaling value for the objective function. More...

Detailed Description

This is a base class for many standard scaling techniques.

The overloaded classes only need to provide the scaling parameters

Definition at line 229 of file IpNLPScaling.hpp.

Constructor & Destructor Documentation

Ipopt::StandardScalingBase::StandardScalingBase ( )

virtual Ipopt::StandardScalingBase::~StandardScalingBase ( )

virtual

Default destructor.

Ipopt::StandardScalingBase::StandardScalingBase ( const StandardScalingBase & )

private

Copy Constructor.

Member Function Documentation

virtual Number Ipopt::StandardScalingBase::apply_obj_scaling ( const Number & f )

virtual

Methods to map scaled and unscaled matrices.

Returns an obj-scaled version of the given scalar

Implements Ipopt::NLPScalingObject.

virtual Number Ipopt::StandardScalingBase::unapply_obj_scaling ( const Number & f )

virtual

Returns an obj-unscaled version of the given scalar.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_x_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an x-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_x ( const SmartPtr< const Vector > & v )

virtual

Returns an x-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_x_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an x-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_x ( const SmartPtr< const Vector > & v )

virtual

Returns an x-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_c ( const SmartPtr< const Vector > & v )

virtual

Returns an c-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_c ( const SmartPtr< const Vector > & v )

virtual

Returns an c-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_c_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an c-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_c_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an c-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_d ( const SmartPtr< const Vector > & v )

virtual

Returns an d-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_d ( const SmartPtr< const Vector > & v )

virtual

Returns an d-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_d_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an d-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_d_NonConst ( const SmartPtr< const Vector > & v )

virtual

Returns an d-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Matrix> Ipopt::StandardScalingBase::apply_jac_c_scaling ( SmartPtr< const Matrix > matrix )

virtual

Returns a scaled version of the jacobian for c.

If the overloaded method does not make a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Matrix> Ipopt::StandardScalingBase::apply_jac_d_scaling ( SmartPtr< const Matrix > matrix )

virtual

Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const SymMatrix> Ipopt::StandardScalingBase::apply_hessian_scaling ( SmartPtr< const SymMatrix > matrix )

virtual

Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_x_scaling ( )

virtual

Returns true if the primal x variables are scaled.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_c_scaling ( )

virtual

Returns true if the equality constraints are scaled.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_d_scaling ( )

virtual

Returns true if the inequality constraints are scaled.

Implements Ipopt::NLPScalingObject.

virtual void Ipopt::StandardScalingBase::DetermineScaling	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		const SmartPtr< const MatrixSpace >	jac_c_space,
		const SmartPtr< const MatrixSpace >	jac_d_space,
		const SmartPtr< const SymMatrixSpace >	h_space,
		SmartPtr< const MatrixSpace > &	new_jac_c_space,
		SmartPtr< const MatrixSpace > &	new_jac_d_space,
		SmartPtr< const SymMatrixSpace > &	new_h_space,
		const Matrix &	Px_L,
		const Vector &	x_L,
		const Matrix &	Px_U,
		const Vector &	x_U
	)

virtual

This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.

Implements Ipopt::NLPScalingObject.

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

static

Methods for IpoptType.

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

protectedvirtual

Overloaded initialization method.

Implements Ipopt::NLPScalingObject.

Reimplemented in Ipopt::EquilibrationScaling, and Ipopt::GradientScaling.

virtual void Ipopt::StandardScalingBase::DetermineScalingParametersImpl	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		const SmartPtr< const MatrixSpace >	jac_c_space,
		const SmartPtr< const MatrixSpace >	jac_d_space,
		const SmartPtr< const SymMatrixSpace >	h_space,
		const Matrix &	Px_L,
		const Vector &	x_L,
		const Matrix &	Px_U,
		const Vector &	x_U,
		Number &	df,
		SmartPtr< Vector > &	dx,
		SmartPtr< Vector > &	dc,
		SmartPtr< Vector > &	dd
	)

protectedpure virtual

This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.

The pointers to those vectors can be NULL, in which case no scaling for that item will be done later.

Implemented in Ipopt::NoNLPScalingObject, Ipopt::EquilibrationScaling, Ipopt::GradientScaling, and Ipopt::UserScaling.

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

private

Overloaded Equals Operator.

Member Data Documentation

Number Ipopt::StandardScalingBase::df_

private

Scaling parameters - we only need to keep copies of the objective scaling and the x scaling - the others we can get from the scaled matrix spaces.

objective scaling parameter

Definition at line 377 of file IpNLPScaling.hpp.

SmartPtr<Vector> Ipopt::StandardScalingBase::dx_

private

x scaling

Definition at line 379 of file IpNLPScaling.hpp.

SmartPtr<ScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_jac_c_space_

private

Scaled Matrix Spaces.

Scaled jacobian of c space

Definition at line 385 of file IpNLPScaling.hpp.

SmartPtr<ScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_jac_d_space_

private

Scaled jacobian of d space.

Definition at line 387 of file IpNLPScaling.hpp.

SmartPtr<SymScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_h_space_

private

Scaled hessian of lagrangian spacea.

Definition at line 389 of file IpNLPScaling.hpp.

Number Ipopt::StandardScalingBase::obj_scaling_factor_

private

Additional scaling value for the objective function.

Definition at line 395 of file IpNLPScaling.hpp.

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

src/Algorithm/IpNLPScaling.hpp

Public Member Functions

Static Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation