Ipopt::BacktrackingLSAcceptor Class Reference
Base class for backtracking line search acceptors. More...
#include <IpBacktrackingLSAcceptor.hpp>
Public Member Functions | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)=0 |
| InitializeImpl - overloaded from AlgorithmStrategyObject. | |
| virtual void | Reset ()=0 |
| Reset the acceptor. | |
| virtual void | InitThisLineSearch (bool in_watchdog)=0 |
| Initialization for the next line search. | |
| virtual void | PrepareRestoPhaseStart ()=0 |
| Method that is called before the restoration phase is called. | |
| virtual Number | CalculateAlphaMin ()=0 |
| Method returning the lower bound on the trial step sizes. | |
| virtual bool | CheckAcceptabilityOfTrialPoint (Number alpha_primal)=0 |
| Method for checking if current trial point is acceptable. | |
| virtual bool | TrySecondOrderCorrection (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0 |
| Try a second order correction for the constraints. | |
| virtual bool | TryCorrector (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0 |
| Try higher order corrector (for fast local convergence). | |
| virtual char | UpdateForNextIteration (Number alpha_primal_test)=0 |
| Method for ending the current line search. | |
| virtual void | StartWatchDog ()=0 |
| Method for setting internal data if the watchdog procedure is started. | |
| virtual void | StopWatchDog ()=0 |
| Method for setting internal data if the watchdog procedure is stopped. | |
| virtual bool | RestoredIterate () |
| Method for telling the BacktrackingLineSearch object that a previous iterate has been restored. | |
| virtual bool | NeverRestorationPhase () |
| Method called by BacktrackingLineSearch object to determine whether the restoration phase should never be called. | |
| virtual bool | DoFallback () |
| Method for doing a fallback approach in case no search direction could be computed. | |
| virtual Number | ComputeAlphaForY (Number alpha_primal, Number alpha_dual, SmartPtr< IteratesVector > &delta) |
| Method for computing the step for the constraint multipliers in the line search acceptor method. | |
Constructors/Destructors | |
| BacktrackingLSAcceptor () | |
| Constructor. | |
| virtual | ~BacktrackingLSAcceptor () |
| Default destructor. | |
Static Public Member Functions | |
| static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
| Methods for OptionsList. | |
Private Member Functions | |
Default Compiler Generated Methods | |
| BacktrackingLSAcceptor (const BacktrackingLSAcceptor &) | |
| Copy Constructor. | |
| void | operator= (const BacktrackingLSAcceptor &) |
| Overloaded Equals Operator. | |
Detailed Description
Base class for backtracking line search acceptors.
Definition at line 21 of file IpBacktrackingLSAcceptor.hpp.
Constructor & Destructor Documentation
| Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor | ( | ) | [inline] |
Constructor.
Definition at line 27 of file IpBacktrackingLSAcceptor.hpp.
| virtual Ipopt::BacktrackingLSAcceptor::~BacktrackingLSAcceptor | ( | ) | [inline, virtual] |
Default destructor.
Definition at line 31 of file IpBacktrackingLSAcceptor.hpp.
| Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor | ( | const BacktrackingLSAcceptor & | ) | [private] |
Copy Constructor.
Member Function Documentation
| virtual bool Ipopt::BacktrackingLSAcceptor::InitializeImpl | ( | const OptionsList & | options, | |
| const std::string & | prefix | |||
| ) | [pure virtual] |
InitializeImpl - overloaded from AlgorithmStrategyObject.
Implements Ipopt::AlgorithmStrategyObject.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual void Ipopt::BacktrackingLSAcceptor::Reset | ( | ) | [pure virtual] |
Reset the acceptor.
This function should be called if all previous information should be discarded when the line search is performed the next time. For example, this method should be called if the barrier parameter is changed.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual void Ipopt::BacktrackingLSAcceptor::InitThisLineSearch | ( | bool | in_watchdog | ) | [pure virtual] |
Initialization for the next line search.
The flag in_watchdog indicates if we are currently in an active watchdog procedure.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual void Ipopt::BacktrackingLSAcceptor::PrepareRestoPhaseStart | ( | ) | [pure virtual] |
Method that is called before the restoration phase is called.
Here, we can set up things that are required in the termination test for the restoration phase, such as augmenting a filter.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual Number Ipopt::BacktrackingLSAcceptor::CalculateAlphaMin | ( | ) | [pure virtual] |
Method returning the lower bound on the trial step sizes.
If the backtracking procedure encounters a trial step size below this value after the first trial set, it swtiches to the (soft) restoration phase.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual bool Ipopt::BacktrackingLSAcceptor::CheckAcceptabilityOfTrialPoint | ( | Number | alpha_primal | ) | [pure virtual] |
Method for checking if current trial point is acceptable.
It is assumed that the delta information in ip_data is the search direction used in criteria. The primal trial point has to be set before the call. alpha_primal is the step size which is to be used for the test; if it is zero, then this method is called during the soft restoration phase.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual bool Ipopt::BacktrackingLSAcceptor::TrySecondOrderCorrection | ( | Number | alpha_primal_test, | |
| Number & | alpha_primal, | |||
| SmartPtr< IteratesVector > & | actual_delta | |||
| ) | [pure virtual] |
Try a second order correction for the constraints.
If the first trial step (with incoming alpha_primal) has been reject, this tries second order corrections, e.g., for the constraints. Here, alpha_primal_test is the step size that has to be used in the filter acceptance tests. On output actual_delta_ has been set to the step including the second order correction if it has been accepted, otherwise it is unchanged. If the SOC step has been accepted, alpha_primal has the fraction-to-the-boundary value for the SOC step on output. The return value is true, if a SOC step has been accepted.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual bool Ipopt::BacktrackingLSAcceptor::TryCorrector | ( | Number | alpha_primal_test, | |
| Number & | alpha_primal, | |||
| SmartPtr< IteratesVector > & | actual_delta | |||
| ) | [pure virtual] |
Try higher order corrector (for fast local convergence).
In contrast to a second order correction step, which tries to make an unacceptable point acceptable by improving constraint violation, this corrector step is tried even if the regular primal-dual step is acceptable.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual char Ipopt::BacktrackingLSAcceptor::UpdateForNextIteration | ( | Number | alpha_primal_test | ) | [pure virtual] |
Method for ending the current line search.
When it is called, the internal data should be updates, e.g., the filter might be augmented. alpha_primal_test is the value of alpha that has been used for in the acceptence test ealier. Return value is a character for the info_alpha_primal_char field in IpData.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual void Ipopt::BacktrackingLSAcceptor::StartWatchDog | ( | ) | [pure virtual] |
Method for setting internal data if the watchdog procedure is started.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual void Ipopt::BacktrackingLSAcceptor::StopWatchDog | ( | ) | [pure virtual] |
Method for setting internal data if the watchdog procedure is stopped.
Implemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| virtual bool Ipopt::BacktrackingLSAcceptor::RestoredIterate | ( | ) | [inline, virtual] |
Method for telling the BacktrackingLineSearch object that a previous iterate has been restored.
Reimplemented in Ipopt::CGPenaltyLSAcceptor.
Definition at line 115 of file IpBacktrackingLSAcceptor.hpp.
| virtual bool Ipopt::BacktrackingLSAcceptor::NeverRestorationPhase | ( | ) | [inline, virtual] |
Method called by BacktrackingLineSearch object to determine whether the restoration phase should never be called.
Reimplemented in Ipopt::CGPenaltyLSAcceptor.
Definition at line 122 of file IpBacktrackingLSAcceptor.hpp.
| virtual bool Ipopt::BacktrackingLSAcceptor::DoFallback | ( | ) | [inline, virtual] |
Method for doing a fallback approach in case no search direction could be computed.
If no such fall back option is available, return false. If possible, the new point is assumed to be in the trial fields of IpData now.
Reimplemented in Ipopt::CGPenaltyLSAcceptor.
Definition at line 131 of file IpBacktrackingLSAcceptor.hpp.
| virtual Number Ipopt::BacktrackingLSAcceptor::ComputeAlphaForY | ( | Number | alpha_primal, | |
| Number | alpha_dual, | |||
| SmartPtr< IteratesVector > & | delta | |||
| ) | [inline, virtual] |
Method for computing the step for the constraint multipliers in the line search acceptor method.
This is activated with choosing the option alpha_for_y=acceptor
Definition at line 139 of file IpBacktrackingLSAcceptor.hpp.
| static void Ipopt::BacktrackingLSAcceptor::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for OptionsList.
Reimplemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
| void Ipopt::BacktrackingLSAcceptor::operator= | ( | const BacktrackingLSAcceptor & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::AlgorithmStrategyObject.
Reimplemented in Ipopt::FilterLSAcceptor, Ipopt::PenaltyLSAcceptor, and Ipopt::CGPenaltyLSAcceptor.
The documentation for this class was generated from the following file:
- /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/Algorithm/IpBacktrackingLSAcceptor.hpp
