Ipopt::CGPenaltyData Class Reference
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm. More...
#include <IpCGPenaltyData.hpp>
Public Member Functions | |
| bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
| This method must be called to initialize the global algorithmic parameters. | |
| bool | InitializeDataStructures () |
| Initialize Data Structures. | |
| SmartPtr< const IteratesVector > | delta_cgpen () const |
| Delta for the Chen-Goldfarb search direction. | |
| void | set_delta_cgpen (SmartPtr< IteratesVector > &delta_pen) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| void | set_delta_cgpen (SmartPtr< const IteratesVector > &delta_pen) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| SmartPtr< const IteratesVector > | delta_cgfast () const |
| Delta for the fast Chen-Goldfarb search direction. | |
| void | set_delta_cgfast (SmartPtr< IteratesVector > &delta_fast) |
| Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
| Number | CurrPenaltyPert () |
| void | SetCurrPenaltyPert (Number curr_penalty_pert) |
| void | SetNeverTryPureNewton (bool never_try_pure_Newton) |
| Index | NeverTryPureNewton () |
| Index | restor_iter () |
| void | SetRestorIter (Index restor_iter) |
| Number | restor_counter () |
| void | SetRestorCounter (Number restor_counter) |
| void | SetPrimalStepSize (Number max_alpha_x) |
| Number | PrimalStepSize () |
| Number | curr_penalty () const |
| void | Set_penalty (Number penalty) |
| void | SetPenaltyUninitialized () |
| bool | PenaltyInitialized () const |
| Number | curr_kkt_penalty () const |
| void | Set_kkt_penalty (Number kkt_penalty) |
| void | SetKKTPenaltyUninitialized () |
| bool | KKTPenaltyInitialized () const |
Constructors/Destructors | |
| CGPenaltyData () | |
| Constructor. | |
| ~CGPenaltyData () | |
| Default destructor. | |
Chen-Goldfarb step2. Those fields can be used to store | |
| bool | HaveCgPenDeltas () const |
| void | SetHaveCgPenDeltas (bool have_cgpen_deltas) |
| bool | HaveCgFastDeltas () const |
| void | SetHaveCgFastDeltas (bool have_cgfast_deltas) |
Public Methods for updating iterates | |
| void | AcceptTrialPoint () |
| Set the current iterate values from the trial values. | |
Private Member Functions | |
Default Compiler Generated Methods | |
| CGPenaltyData (const CGPenaltyData &) | |
| Copy Constructor. | |
| void | operator= (const CGPenaltyData &) |
| Overloaded Equals Operator. | |
Private Attributes | |
| bool | initialize_called_ |
| flag indicating if Initialize method has been called (for debugging) | |
Pure Chen-Goldfarb step for the penatly function. This | |
| SmartPtr< const IteratesVector > | delta_cgpen_ |
| The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step. | |
| bool | have_cgpen_deltas_ |
| The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step. | |
Fast Chen-Goldfarb step for the penatly function. This | |
| SmartPtr< const IteratesVector > | delta_cgfast_ |
| The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step. | |
| bool | have_cgfast_deltas_ |
| The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step. | |
penalty method | |
| bool | never_try_pure_Newton_ |
| Flag indicating whether the pure Newton method is used. | |
| Index | restor_iter_ |
| The iteration at which pure Newton method is given up. | |
| Number | restor_counter_ |
| Flag indicating whether the pure Newton method is used. | |
penalty parameters | |
| Number | curr_penalty_ |
| bool | penalty_initialized_ |
| Number | curr_kkt_penalty_ |
| bool | kkt_penalty_initialized_ |
| Number | curr_penalty_pert_ |
| Number | max_alpha_x_ |
Detailed Description
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Definition at line 21 of file IpCGPenaltyData.hpp.
Constructor & Destructor Documentation
| Ipopt::CGPenaltyData::CGPenaltyData | ( | ) |
Constructor.
| Ipopt::CGPenaltyData::~CGPenaltyData | ( | ) |
Default destructor.
| Ipopt::CGPenaltyData::CGPenaltyData | ( | const CGPenaltyData & | ) | [private] |
Copy Constructor.
Member Function Documentation
| bool Ipopt::CGPenaltyData::Initialize | ( | const Journalist & | jnlst, | |
| const OptionsList & | options, | |||
| const std::string & | prefix | |||
| ) |
This method must be called to initialize the global algorithmic parameters.
The parameters are taken from the OptionsList object.
| bool Ipopt::CGPenaltyData::InitializeDataStructures | ( | ) |
Initialize Data Structures.
| SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgpen | ( | ) | const [inline] |
Delta for the Chen-Goldfarb search direction.
Definition at line 263 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::set_delta_cgpen | ( | SmartPtr< IteratesVector > & | delta_pen | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 279 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::set_delta_cgpen | ( | SmartPtr< const IteratesVector > & | delta_pen | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
This is the version that is happy with a pointer to const IteratesVector.
Definition at line 298 of file IpCGPenaltyData.hpp.
| SmartPtr< const IteratesVector > Ipopt::CGPenaltyData::delta_cgfast | ( | ) | const [inline] |
Delta for the fast Chen-Goldfarb search direction.
Definition at line 271 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::set_delta_cgfast | ( | SmartPtr< IteratesVector > & | delta_fast | ) | [inline] |
Set the delta_cgpen - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 317 of file IpCGPenaltyData.hpp.
| bool Ipopt::CGPenaltyData::HaveCgPenDeltas | ( | ) | const [inline] |
Definition at line 72 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetHaveCgPenDeltas | ( | bool | have_cgpen_deltas | ) | [inline] |
Definition at line 76 of file IpCGPenaltyData.hpp.
| bool Ipopt::CGPenaltyData::HaveCgFastDeltas | ( | ) | const [inline] |
Definition at line 81 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetHaveCgFastDeltas | ( | bool | have_cgfast_deltas | ) | [inline] |
Definition at line 85 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::AcceptTrialPoint | ( | ) |
Set the current iterate values from the trial values.
| Number Ipopt::CGPenaltyData::CurrPenaltyPert | ( | ) | [inline] |
Definition at line 98 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetCurrPenaltyPert | ( | Number | curr_penalty_pert | ) | [inline] |
Definition at line 102 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetNeverTryPureNewton | ( | bool | never_try_pure_Newton | ) | [inline] |
Definition at line 107 of file IpCGPenaltyData.hpp.
| Index Ipopt::CGPenaltyData::NeverTryPureNewton | ( | ) | [inline] |
Definition at line 111 of file IpCGPenaltyData.hpp.
| Index Ipopt::CGPenaltyData::restor_iter | ( | ) | [inline] |
Definition at line 116 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetRestorIter | ( | Index | restor_iter | ) | [inline] |
Definition at line 121 of file IpCGPenaltyData.hpp.
| Number Ipopt::CGPenaltyData::restor_counter | ( | ) | [inline] |
Definition at line 125 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetRestorCounter | ( | Number | restor_counter | ) | [inline] |
Definition at line 129 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetPrimalStepSize | ( | Number | max_alpha_x | ) | [inline] |
Definition at line 134 of file IpCGPenaltyData.hpp.
| Number Ipopt::CGPenaltyData::PrimalStepSize | ( | ) | [inline] |
Definition at line 138 of file IpCGPenaltyData.hpp.
| Number Ipopt::CGPenaltyData::curr_penalty | ( | ) | const [inline] |
Definition at line 143 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::Set_penalty | ( | Number | penalty | ) | [inline] |
Definition at line 148 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetPenaltyUninitialized | ( | ) | [inline] |
Definition at line 153 of file IpCGPenaltyData.hpp.
| bool Ipopt::CGPenaltyData::PenaltyInitialized | ( | ) | const [inline] |
Definition at line 157 of file IpCGPenaltyData.hpp.
| Number Ipopt::CGPenaltyData::curr_kkt_penalty | ( | ) | const [inline] |
Definition at line 161 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::Set_kkt_penalty | ( | Number | kkt_penalty | ) | [inline] |
Definition at line 166 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::SetKKTPenaltyUninitialized | ( | ) | [inline] |
Definition at line 171 of file IpCGPenaltyData.hpp.
| bool Ipopt::CGPenaltyData::KKTPenaltyInitialized | ( | ) | const [inline] |
Definition at line 175 of file IpCGPenaltyData.hpp.
| void Ipopt::CGPenaltyData::operator= | ( | const CGPenaltyData & | ) | [private] |
Overloaded Equals Operator.
Member Data Documentation
SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgpen_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_cgpen_;
Definition at line 188 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::have_cgpen_deltas_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_cgpen_;
Definition at line 194 of file IpCGPenaltyData.hpp.
SmartPtr<const IteratesVector> Ipopt::CGPenaltyData::delta_cgfast_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. * ToDo: we could cue off of a null delta_cgfast_;
Definition at line 202 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::have_cgfast_deltas_ [private] |
The following flag is set to true, if some other part of the algorithm has already computed the fast Chen-Goldfarb step.
This flag is reset when the AcceptTrialPoint method is called. * ToDo: we could cue off of a null delta_cgfast_;
Definition at line 208 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::never_try_pure_Newton_ [private] |
Flag indicating whether the pure Newton method is used.
Definition at line 214 of file IpCGPenaltyData.hpp.
Index Ipopt::CGPenaltyData::restor_iter_ [private] |
The iteration at which pure Newton method is given up.
Definition at line 217 of file IpCGPenaltyData.hpp.
Number Ipopt::CGPenaltyData::restor_counter_ [private] |
Flag indicating whether the pure Newton method is used.
Definition at line 218 of file IpCGPenaltyData.hpp.
Number Ipopt::CGPenaltyData::curr_penalty_ [private] |
Definition at line 221 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::penalty_initialized_ [private] |
Definition at line 222 of file IpCGPenaltyData.hpp.
Definition at line 223 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::kkt_penalty_initialized_ [private] |
Definition at line 224 of file IpCGPenaltyData.hpp.
Definition at line 225 of file IpCGPenaltyData.hpp.
Number Ipopt::CGPenaltyData::max_alpha_x_ [private] |
Definition at line 226 of file IpCGPenaltyData.hpp.
bool Ipopt::CGPenaltyData::initialize_called_ [private] |
flag indicating if Initialize method has been called (for debugging)
Definition at line 231 of file IpCGPenaltyData.hpp.
The documentation for this class was generated from the following file:
- /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/contrib/CGPenalty/IpCGPenaltyData.hpp
