Ipopt::AdaptiveMuUpdate Class Reference
Non-monotone mu update. More...
#include <IpAdaptiveMuUpdate.hpp>
Public Member Functions | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
| Initialize method - overloaded from AlgorithmStrategyObject. | |
| virtual bool | UpdateBarrierParameter () |
| Method for determining the barrier parameter for the next iteration. | |
Constructors/Destructors | |
| AdaptiveMuUpdate (const SmartPtr< LineSearch > &linesearch, const SmartPtr< MuOracle > &free_mu_oracle, const SmartPtr< MuOracle > &fix_mu_oracle=NULL) | |
| Constructor. | |
| virtual | ~AdaptiveMuUpdate () |
| Default destructor. | |
Static Public Member Functions | |
| static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
| Methods for IpoptType. | |
Private Member Functions | |
Default Compiler Generated Methods | |
| AdaptiveMuUpdate () | |
| Default Constructor. | |
| AdaptiveMuUpdate (const AdaptiveMuUpdate &) | |
| Copy Constructor. | |
| void | operator= (const AdaptiveMuUpdate &) |
| Overloaded Equals Operator. | |
Private Attributes | |
| Number | init_dual_inf_ |
| Dual infeasibility at initial point. | |
| Number | init_primal_inf_ |
| Primal infeasibility at initial point. | |
| bool | no_bounds_ |
| Flag indicating whether the problem has any inequality constraints. | |
| bool | check_if_no_bounds_ |
| Flag indicating whether no_bounds_ has been initialized. | |
Strategy objects | |
| SmartPtr< LineSearch > | linesearch_ |
| Line search object of the Ipopt algorithm. | |
| SmartPtr< MuOracle > | free_mu_oracle_ |
| Pointer to strategy object that is to be used for computing a suggested value of the barrier parameter in the free mu mode. | |
| SmartPtr< MuOracle > | fix_mu_oracle_ |
| Pointer to strategy object that is to be used for computing a suggested value for the fixed mu mode. | |
Most recent accepted point in free mode, from which | |
| SmartPtr< const IteratesVector > | accepted_point_ |
Algorithmic parameters | |
|
| |
| enum | AdaptiveMuGlobalizationEnum { KKT_ERROR = 0, FILTER_OBJ_CONSTR, NEVER_MONOTONE_MODE } |
enumeration for adaptive globalization More... | |
| Number | mu_max_fact_ |
| enumeration for adaptive globalization | |
| Number | mu_max_ |
| enumeration for adaptive globalization | |
| Number | mu_min_ |
| enumeration for adaptive globalization | |
| bool | mu_min_default_ |
| enumeration for adaptive globalization | |
| Number | tau_min_ |
| enumeration for adaptive globalization | |
| Number | adaptive_mu_safeguard_factor_ |
| enumeration for adaptive globalization | |
| Number | adaptive_mu_monotone_init_factor_ |
| enumeration for adaptive globalization | |
| Number | barrier_tol_factor_ |
| enumeration for adaptive globalization | |
| Number | mu_linear_decrease_factor_ |
| enumeration for adaptive globalization | |
| Number | mu_superlinear_decrease_power_ |
| enumeration for adaptive globalization | |
| QualityFunctionMuOracle::NormEnum | adaptive_mu_kkt_norm_ |
| enumeration for adaptive globalization | |
| QualityFunctionMuOracle::CentralityEnum | adaptive_mu_kkt_centrality_ |
| enumeration for adaptive globalization | |
| QualityFunctionMuOracle::BalancingTermEnum | adaptive_mu_kkt_balancing_term_ |
| enumeration for adaptive globalization | |
| AdaptiveMuGlobalizationEnum | adaptive_mu_globalization_ |
| Flag indicating which globalization strategy should be used. | |
| Number | filter_max_margin_ |
| Maximal margin in filter. | |
| Number | filter_margin_fact_ |
| Factor for filter margin. | |
| Number | compl_inf_tol_ |
| Unscaled tolerance for complementarity. | |
Methods and data defining the outer globalization | |
strategy (might be a strategy object later). | |
| Index | num_refs_max_ |
| Maximal number of reference values (algorithmic parameter). | |
| std::list< Number > | refs_vals_ |
| Values of the currently stored reference values (norm of pd equations). | |
| Number | refs_red_fact_ |
| Factor requested to reduce the reference values. | |
| Filter | filter_ |
| Alternatively, we might also want to use a filter. | |
| bool | restore_accepted_iterate_ |
| Flag indicating whether the most recent accepted step should be restored, when switching to the fixed mode. | |
| void | InitializeFixedMuGlobalization () |
| Maximal number of reference values (algorithmic parameter). | |
| bool | CheckSufficientProgress () |
| Check whether the point in the "current" fields offers sufficient reduction in order to remain in or switch to the free mu mode. | |
| void | RememberCurrentPointAsAccepted () |
| Include the current point in internal memory to as accepted point. | |
| Number | NewFixedMu () |
| Compute the value of the fixed mu that should be used in a new fixed mu phase. | |
| Number | Compute_tau_monotone (Number mu) |
| Compute value for the fraction-to-the-boundary parameter given mu in the monotone phase. | |
| Number | quality_function_pd_system () |
| Method for computing the norm of the primal dual system at the current point. | |
| Number | lower_mu_safeguard () |
| Method for computing a lower safeguard bound for the barrier parameter. | |
| Number | max_ref_val () |
| Computer the currently largest reference value. | |
| Number | min_ref_val () |
| Computer the currently smallest reference value. | |
Detailed Description
Non-monotone mu update.
Definition at line 23 of file IpAdaptiveMuUpdate.hpp.
Member Enumeration Documentation
enum Ipopt::AdaptiveMuUpdate::AdaptiveMuGlobalizationEnum [private] |
enumeration for adaptive globalization
Definition at line 88 of file IpAdaptiveMuUpdate.hpp.
Constructor & Destructor Documentation
| Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate | ( | const SmartPtr< LineSearch > & | linesearch, | |
| const SmartPtr< MuOracle > & | free_mu_oracle, | |||
| const SmartPtr< MuOracle > & | fix_mu_oracle = NULL | |||
| ) |
Constructor.
| virtual Ipopt::AdaptiveMuUpdate::~AdaptiveMuUpdate | ( | ) | [virtual] |
Default destructor.
| Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate | ( | ) | [private] |
Default Constructor.
| Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate | ( | const AdaptiveMuUpdate & | ) | [private] |
Copy Constructor.
Member Function Documentation
| virtual bool Ipopt::AdaptiveMuUpdate::InitializeImpl | ( | const OptionsList & | options, | |
| const std::string & | prefix | |||
| ) | [virtual] |
Initialize method - overloaded from AlgorithmStrategyObject.
Implements Ipopt::MuUpdate.
| virtual bool Ipopt::AdaptiveMuUpdate::UpdateBarrierParameter | ( | ) | [virtual] |
Method for determining the barrier parameter for the next iteration.
When the optimality error for the current barrier parameter is less than a tolerance, the barrier parameter is reduced, and the Reset method of the LineSearch object linesearch is called.
Implements Ipopt::MuUpdate.
| static void Ipopt::AdaptiveMuUpdate::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
| void Ipopt::AdaptiveMuUpdate::operator= | ( | const AdaptiveMuUpdate & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::MuUpdate.
| void Ipopt::AdaptiveMuUpdate::InitializeFixedMuGlobalization | ( | ) | [private] |
Maximal number of reference values (algorithmic parameter).
| bool Ipopt::AdaptiveMuUpdate::CheckSufficientProgress | ( | ) | [private] |
Check whether the point in the "current" fields offers sufficient reduction in order to remain in or switch to the free mu mode.
| void Ipopt::AdaptiveMuUpdate::RememberCurrentPointAsAccepted | ( | ) | [private] |
Include the current point in internal memory to as accepted point.
| Number Ipopt::AdaptiveMuUpdate::NewFixedMu | ( | ) | [private] |
Compute the value of the fixed mu that should be used in a new fixed mu phase.
This method is called at the beginning of a new fixed mu phase.
Compute value for the fraction-to-the-boundary parameter given mu in the monotone phase.
| Number Ipopt::AdaptiveMuUpdate::quality_function_pd_system | ( | ) | [private] |
Method for computing the norm of the primal dual system at the current point.
For consistency, this is computed in the same way as the quality function is computed. This is the quantities used in the nonmonontone KKT reduction globalization.
| Number Ipopt::AdaptiveMuUpdate::lower_mu_safeguard | ( | ) | [private] |
Method for computing a lower safeguard bound for the barrier parameter.
For now, this is related to primal and dual infeasibility.
| Number Ipopt::AdaptiveMuUpdate::max_ref_val | ( | ) | [private] |
Computer the currently largest reference value.
| Number Ipopt::AdaptiveMuUpdate::min_ref_val | ( | ) | [private] |
Computer the currently smallest reference value.
Member Data Documentation
Number Ipopt::AdaptiveMuUpdate::mu_max_fact_ [private] |
enumeration for adaptive globalization
Definition at line 74 of file IpAdaptiveMuUpdate.hpp.
Number Ipopt::AdaptiveMuUpdate::mu_max_ [private] |
enumeration for adaptive globalization
Definition at line 75 of file IpAdaptiveMuUpdate.hpp.
Number Ipopt::AdaptiveMuUpdate::mu_min_ [private] |
enumeration for adaptive globalization
Definition at line 76 of file IpAdaptiveMuUpdate.hpp.
bool Ipopt::AdaptiveMuUpdate::mu_min_default_ [private] |
enumeration for adaptive globalization
Definition at line 77 of file IpAdaptiveMuUpdate.hpp.
Number Ipopt::AdaptiveMuUpdate::tau_min_ [private] |
enumeration for adaptive globalization
Definition at line 78 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 79 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 80 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 81 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 82 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 83 of file IpAdaptiveMuUpdate.hpp.
enumeration for adaptive globalization
Definition at line 84 of file IpAdaptiveMuUpdate.hpp.
QualityFunctionMuOracle::CentralityEnum Ipopt::AdaptiveMuUpdate::adaptive_mu_kkt_centrality_ [private] |
enumeration for adaptive globalization
Definition at line 85 of file IpAdaptiveMuUpdate.hpp.
QualityFunctionMuOracle::BalancingTermEnum Ipopt::AdaptiveMuUpdate::adaptive_mu_kkt_balancing_term_ [private] |
enumeration for adaptive globalization
Definition at line 86 of file IpAdaptiveMuUpdate.hpp.
Flag indicating which globalization strategy should be used.
Definition at line 95 of file IpAdaptiveMuUpdate.hpp.
Maximal margin in filter.
Definition at line 97 of file IpAdaptiveMuUpdate.hpp.
Factor for filter margin.
Definition at line 99 of file IpAdaptiveMuUpdate.hpp.
Unscaled tolerance for complementarity.
Definition at line 101 of file IpAdaptiveMuUpdate.hpp.
Line search object of the Ipopt algorithm.
Definition at line 107 of file IpAdaptiveMuUpdate.hpp.
Pointer to strategy object that is to be used for computing a suggested value of the barrier parameter in the free mu mode.
Definition at line 111 of file IpAdaptiveMuUpdate.hpp.
Pointer to strategy object that is to be used for computing a suggested value for the fixed mu mode.
If NULL, the current average complementarity is used.
Definition at line 116 of file IpAdaptiveMuUpdate.hpp.
Dual infeasibility at initial point.
A negative value means that this quantity has not yet been initialized.
Definition at line 121 of file IpAdaptiveMuUpdate.hpp.
Primal infeasibility at initial point.
A negative value means that this quantity has not yet been initialized.
Definition at line 124 of file IpAdaptiveMuUpdate.hpp.
Index Ipopt::AdaptiveMuUpdate::num_refs_max_ [private] |
Maximal number of reference values (algorithmic parameter).
Definition at line 164 of file IpAdaptiveMuUpdate.hpp.
std::list<Number> Ipopt::AdaptiveMuUpdate::refs_vals_ [private] |
Values of the currently stored reference values (norm of pd equations).
Definition at line 167 of file IpAdaptiveMuUpdate.hpp.
Factor requested to reduce the reference values.
Definition at line 169 of file IpAdaptiveMuUpdate.hpp.
Filter Ipopt::AdaptiveMuUpdate::filter_ [private] |
Alternatively, we might also want to use a filter.
Definition at line 172 of file IpAdaptiveMuUpdate.hpp.
bool Ipopt::AdaptiveMuUpdate::restore_accepted_iterate_ [private] |
Flag indicating whether the most recent accepted step should be restored, when switching to the fixed mode.
Definition at line 175 of file IpAdaptiveMuUpdate.hpp.
bool Ipopt::AdaptiveMuUpdate::no_bounds_ [private] |
Flag indicating whether the problem has any inequality constraints.
Definition at line 179 of file IpAdaptiveMuUpdate.hpp.
bool Ipopt::AdaptiveMuUpdate::check_if_no_bounds_ [private] |
Flag indicating whether no_bounds_ has been initialized.
Definition at line 181 of file IpAdaptiveMuUpdate.hpp.
SmartPtr<const IteratesVector> Ipopt::AdaptiveMuUpdate::accepted_point_ [private] |
Definition at line 187 of file IpAdaptiveMuUpdate.hpp.
The documentation for this class was generated from the following file:
- /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/Algorithm/IpAdaptiveMuUpdate.hpp
