Inheritance diagram for Bonmin::IpoptInteriorWarmStarter:

Collaboration diagram for Bonmin::IpoptInteriorWarmStarter:

Public Member Functions
bool	UpdateStoredIterates (Ipopt::AlgorithmMode mode, const Ipopt::IpoptData &ip_data, Ipopt::IpoptCalculatedQuantities &ip_cq)
	Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem. More...

bool	Finalize ()
	Method for doing whatever needs to be done after the parent NLP has been solved. More...

bool	WarmStartIterate (Ipopt::Index n, const Ipopt::Number x_l_new, const Ipopt::Number x_u_new, Ipopt::IteratesVector &warm_start_iterate)
	Method for computing the initial point based on the stored information. More...

Constructors/Destructors
	IpoptInteriorWarmStarter (Ipopt::Index n, const Ipopt::Number x_L, const Ipopt::Number x_u, Ipopt::Number nlp_lower_bound_inf, Ipopt::Number nlp_upper_bound_inf, bool store_several_iterates)
	Constructor. More...

	~IpoptInteriorWarmStarter ()
	Default destructor. 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.
	IpoptInteriorWarmStarter ()
	Default constructor. More...

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

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

Private Attributes

Ipopt::Number	nlp_lower_bound_inf_
	Value for a lower bound that denotes -infinity. More...

Ipopt::Number	nlp_upper_bound_inf_
	Value for a upper bound that denotes infinity. More...

bool	store_several_iterates_
	Flag indicating whether more than one iterate is to be stored. More...

Copy of the bounds for the previously solved NLP. This is
required to find out the remapping for fixed variables, and it might also help to see how large the perturbation of the new problem is.
Ipopt::Index	n_

Ipopt::Number *	x_l_prev_

Ipopt::Number *	x_u_prev_

Selected Iterates and quantities from the previous
optimization
Ipopt::Index	n_stored_iterates_

std::vector< Ipopt::Index >	stored_iter_

std::vector< Ipopt::SmartPtr < const Ipopt::IteratesVector > >	stored_iterates_

std::vector< Ipopt::Number >	stored_mu_

std::vector< Ipopt::Number >	stored_nlp_error_

std::vector< Ipopt::Number >	stored_primal_inf_

std::vector< Ipopt::Number >	stored_dual_inf_

std::vector< Ipopt::Number >	stored_compl_

Detailed Description

Constructor & Destructor Documentation

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter	(	Ipopt::Index	n,
		const Ipopt::Number *	x_L,
		const Ipopt::Number *	x_u,
		Ipopt::Number	nlp_lower_bound_inf,
		Ipopt::Number	nlp_upper_bound_inf,
		bool	store_several_iterates
	)

Constructor.

We give it the values of the current bounds so that it can figure out which variables are fixed for this NLP.

Bonmin::IpoptInteriorWarmStarter::~IpoptInteriorWarmStarter ( )

Default destructor.

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter ( )

private

Default constructor.

Bonmin::IpoptInteriorWarmStarter::IpoptInteriorWarmStarter ( const IpoptInteriorWarmStarter & )

private

Copy Constructor.

bool Bonmin::IpoptInteriorWarmStarter::UpdateStoredIterates	(	Ipopt::AlgorithmMode	mode,
		const Ipopt::IpoptData &	ip_data,
		Ipopt::IpoptCalculatedQuantities &	ip_cq
	)

Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem.

bool Bonmin::IpoptInteriorWarmStarter::Finalize ( )

Method for doing whatever needs to be done after the parent NLP has been solved.

bool Bonmin::IpoptInteriorWarmStarter::WarmStartIterate	(	Ipopt::Index	n,
		const Ipopt::Number *	x_l_new,
		const Ipopt::Number *	x_u_new,
		Ipopt::IteratesVector &	warm_start_iterate
	)