Class implementing an initialization procedure for warm starts. More...

#include <IpWarmStartIterateInitializer.hpp>

Inheritance diagram for Ipopt::WarmStartIterateInitializer:

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

virtual bool	SetInitialIterates ()
	Compute the initial iterates and set the into the curr field of the ip_data object. More...

Constructors/Destructors
	WarmStartIterateInitializer ()
	Constructor. More...

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

Public Member Functions inherited from Ipopt::IterateInitializer
	IterateInitializer ()
	Default Constructor. More...

virtual	~IterateInitializer ()
	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...

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.
	WarmStartIterateInitializer (const WarmStartIterateInitializer &)
	Copy Constructor. More...

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

Auxilliary functions
void	process_target_mu (Number factor, const Vector &curr_vars, const Vector &curr_slacks, const Vector &curr_mults, const Matrix &P, SmartPtr< const Vector > &ret_vars, SmartPtr< const Vector > &ret_mults)

void	adapt_to_target_mu (Vector &new_s, Vector &new_z, Number target_mu)

Private Attributes
Algorithmic Parameters
Number	warm_start_bound_push_
	Abolsute parameters for bumping x0 in warm start mode. More...

Number	warm_start_bound_frac_
	Relateive parameters for bumping x0 in warm start mode. More...

Number	warm_start_slack_bound_push_
	Abolsute parameters for bumping s0 in warm start mode. More...

Number	warm_start_slack_bound_frac_
	Relateive parameters for bumping s0 in warm start mode. More...

Number	warm_start_mult_bound_push_
	Parameters for bumping initial bound multipliers. More...

Number	warm_start_mult_init_max_
	Maximal size of entries in bound and equality constraint multipliers in magnitute. More...

Number	warm_start_target_mu_
	Target values for the barrier parameter in warm start option. More...

bool	warm_start_entire_iterate_
	Indicator for which method in the NLP should be used to get the warm start. More...

Additional Inherited Members
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

Class implementing an initialization procedure for warm starts.

Definition at line 20 of file IpWarmStartIterateInitializer.hpp.

Constructor & Destructor Documentation

Ipopt::WarmStartIterateInitializer::WarmStartIterateInitializer ( )

Constructor.

virtual Ipopt::WarmStartIterateInitializer::~WarmStartIterateInitializer ( )

inlinevirtual

Default destructor.

Definition at line 29 of file IpWarmStartIterateInitializer.hpp.

Ipopt::WarmStartIterateInitializer::WarmStartIterateInitializer ( const WarmStartIterateInitializer & )

private

Copy Constructor.

Member Function Documentation

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

virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::IterateInitializer.

virtual bool Ipopt::WarmStartIterateInitializer::SetInitialIterates ( )

virtual

Compute the initial iterates and set the into the curr field of the ip_data object.

Implements Ipopt::IterateInitializer.

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

static

Methods used by IpoptType.

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

private

Overloaded Equals Operator.

void Ipopt::WarmStartIterateInitializer::process_target_mu	(	Number	factor,
		const Vector &	curr_vars,
		const Vector &	curr_slacks,
		const Vector &	curr_mults,
		const Matrix &	P,
		SmartPtr< const Vector > &	ret_vars,
		SmartPtr< const Vector > &	ret_mults
	)

private

void Ipopt::WarmStartIterateInitializer::adapt_to_target_mu	(	Vector &	new_s,
		Vector &	new_z,
		Number	target_mu
	)

private

Member Data Documentation

Number Ipopt::WarmStartIterateInitializer::warm_start_bound_push_

private

Abolsute parameters for bumping x0 in warm start mode.

Definition at line 64 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_bound_frac_

private

Relateive parameters for bumping x0 in warm start mode.

Definition at line 66 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_slack_bound_push_

private

Abolsute parameters for bumping s0 in warm start mode.

Definition at line 68 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_slack_bound_frac_

private

Relateive parameters for bumping s0 in warm start mode.

Definition at line 70 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_mult_bound_push_

private

Parameters for bumping initial bound multipliers.

Definition at line 72 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_mult_init_max_

private

Maximal size of entries in bound and equality constraint multipliers in magnitute.

If chosen less of equal to zero, no upper limit is imposed. Otherwise, the entries exceeding the given limit are set to the value closest to the limit.

Definition at line 77 of file IpWarmStartIterateInitializer.hpp.

Number Ipopt::WarmStartIterateInitializer::warm_start_target_mu_

private

Target values for the barrier parameter in warm start option.

Definition at line 80 of file IpWarmStartIterateInitializer.hpp.

bool Ipopt::WarmStartIterateInitializer::warm_start_entire_iterate_

private

Indicator for which method in the NLP should be used to get the warm start.

Definition at line 83 of file IpWarmStartIterateInitializer.hpp.

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