Ipopt::CGPerturbationHandler Class Reference

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More...

#include <IpCGPerturbationHandler.hpp>

Inheritance diagram for Ipopt::CGPerturbationHandler:

[legend]

Collaboration diagram for Ipopt::CGPerturbationHandler:

[legend]

List of all members.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Implementation of the initialization method that has to be overloaded by for each derived class.
bool	ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method must be called for each new matrix, and before any other method for generating perturbation factors.
bool	PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix.
bool	PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.
void	CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Just return the perturbation values that have been determined most recently.
Constructors/Destructors

	CGPerturbationHandler ()
	Default Constructor.
virtual	~CGPerturbationHandler ()
	Default destructor.
Static Public Member Functions


static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType.
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.
	CGPerturbationHandler (const CGPerturbationHandler &)
	Copy Constructor.
void	operator= (const CGPerturbationHandler &)
	Overloaded Equals Operator.
Auxilliary methods

bool	get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
	Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.
void	finalize_test ()
	This method is call whenever a matrix had been factorization and is not singular.
Number	delta_cd ()
	Compute perturbation value for constraints.
Private Attributes
bool	get_deltas_for_wrong_inertia_called_
	Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.
Number	penalty_max_
	The max reference value for scaling the penalty parameter.
Number	mult_diverg_feasibility_tol_
	Feasibility for perturbation in pure Newton method.
Size of the most recent non-zero perturbation.

Number	delta_x_last_
	The last nonzero value for delta_x.
Number	delta_s_last_
	The last nonzero value for delta_s.
Number	delta_c_last_
	The last nonzero value for delta_c.
Number	delta_d_last_
	The last nonzero value for delta_d.
Size of the most recently suggested perturbation for the
current matrix.
Number	delta_x_curr_
	The current value for delta_x.
Number	delta_s_curr_
	The current value for delta_s.
Number	delta_c_curr_
	The current value for delta_c.
Number	delta_d_curr_
	The current value for delta_d.
Algorithmic parameters.

Number	delta_xs_max_
	Maximal perturbation for x and s.
Number	delta_xs_min_
	Smallest possible perturbation for x and s.
Number	delta_xs_first_inc_fact_
	Increase factor for delta_xs for first required perturbation.
Number	delta_xs_inc_fact_
	Increase factor for delta_xs for later perturbations.
Number	delta_xs_dec_fact_
	Decrease factor for delta_xs for later perturbations.
Number	delta_xs_init_
	Very first trial value for delta_xs perturbation.
Number	delta_cd_val_
	Size of perturbation for c and d blocks.
Number	delta_cd_exp_
	Exponent on mu in formula for of perturbation for c and d blocks.
bool	reset_last_
	Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.
Index	degen_iters_max_
	Required number of iterations for degeneracy conclusions.
bool	perturb_always_cd_
	Flag indicating that the delta_c, delta_d perturbation should always be used.
Handling structural degeneracy

enum	DegenType { NOT_YET_DETERMINED, NOT_DEGENERATE, DEGENERATE }
	Type for degeneracy flags. More...
enum	TrialStatus { NO_TEST, TEST_DELTA_C_EQ_0_DELTA_X_EQ_0, TEST_DELTA_C_GT_0_DELTA_X_EQ_0, TEST_DELTA_C_EQ_0_DELTA_X_GT_0, TEST_DELTA_C_GT_0_DELTA_X_GT_0 }
	Status of current trial configuration. More...
DegenType	hess_degenerate_
	Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
DegenType	jac_degenerate_
	Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.
Index	degen_iters_
	Flag counting matrices in which degeneracy was observed in the first successive iterations.
TrialStatus	test_status_
	Current status.

Detailed Description

Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system.

This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.

Definition at line 24 of file IpCGPerturbationHandler.hpp.

Member Enumeration Documentation

enum Ipopt::CGPerturbationHandler::DegenType [private]

Type for degeneracy flags.

Enumerator:

NOT_YET_DETERMINED
NOT_DEGENERATE
DEGENERATE

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 121 of file IpCGPerturbationHandler.hpp.

enum Ipopt::CGPerturbationHandler::TrialStatus [private]

Status of current trial configuration.

Enumerator:

NO_TEST
TEST_DELTA_C_EQ_0_DELTA_X_EQ_0
TEST_DELTA_C_GT_0_DELTA_X_EQ_0
TEST_DELTA_C_EQ_0_DELTA_X_GT_0
TEST_DELTA_C_GT_0_DELTA_X_GT_0

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 142 of file IpCGPerturbationHandler.hpp.

Constructor & Destructor Documentation

Ipopt::CGPerturbationHandler::CGPerturbationHandler ( )

Default Constructor.

virtual Ipopt::CGPerturbationHandler::~CGPerturbationHandler ( ) [inline, virtual]

Default destructor.

Definition at line 32 of file IpCGPerturbationHandler.hpp.

Ipopt::CGPerturbationHandler::CGPerturbationHandler ( const CGPerturbationHandler & ) [private]

Copy Constructor.

Member Function Documentation

virtual bool Ipopt::CGPerturbationHandler::InitializeImpl	(	const OptionsList &	options,
		const std::string &	prefix
	)			`[virtual]`

Implementation of the initialization method that has to be overloaded by for each derived class.

Reimplemented from Ipopt::PDPerturbationHandler.

bool Ipopt::CGPerturbationHandler::ConsiderNewSystem	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)			`[virtual]`

This method must be called for each new matrix, and before any other method for generating perturbation factors.

Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive. If the return value is false, no suitable perturbation could be found.

Reimplemented from Ipopt::PDPerturbationHandler.

bool Ipopt::CGPerturbationHandler::PerturbForSingularity	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)			`[virtual]`

This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix.

If the return value is false, no suitable perturbation could be found.

Reimplemented from Ipopt::PDPerturbationHandler.

bool Ipopt::CGPerturbationHandler::PerturbForWrongInertia	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)			`[virtual]`

This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.

If the return value is false, no suitable perturbation could be found.

Reimplemented from Ipopt::PDPerturbationHandler.

void Ipopt::CGPerturbationHandler::CurrentPerturbation	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)			`[virtual]`

Just return the perturbation values that have been determined most recently.

Reimplemented from Ipopt::PDPerturbationHandler.

static void Ipopt::CGPerturbationHandler::RegisterOptions ( SmartPtr< RegisteredOptions > roptions ) [static]

Methods for IpoptType.

Reimplemented from Ipopt::PDPerturbationHandler.

void Ipopt::CGPerturbationHandler::operator= ( const CGPerturbationHandler & ) [private]

Overloaded Equals Operator.

Reimplemented from Ipopt::PDPerturbationHandler.

bool Ipopt::CGPerturbationHandler::get_deltas_for_wrong_inertia	(	Number &	delta_x,
		Number &	delta_s,
		Number &	delta_c,
		Number &	delta_d
	)			`[private]`

Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.

Returns false if the delta_x and delta_s parameters become too large.

Reimplemented from Ipopt::PDPerturbationHandler.

void Ipopt::CGPerturbationHandler::finalize_test ( ) [private]

This method is call whenever a matrix had been factorization and is not singular.

In here, we can evaluate the outcome of the deneracy test heuristics.

Reimplemented from Ipopt::PDPerturbationHandler.

Number Ipopt::CGPerturbationHandler::delta_cd ( ) [private]

Compute perturbation value for constraints.

Reimplemented from Ipopt::PDPerturbationHandler.

Member Data Documentation

Number Ipopt::CGPerturbationHandler::delta_x_last_ [private]

The last nonzero value for delta_x.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 92 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_s_last_ [private]

The last nonzero value for delta_s.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 94 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_c_last_ [private]

The last nonzero value for delta_c.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 96 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_d_last_ [private]

The last nonzero value for delta_d.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 98 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_x_curr_ [private]

The current value for delta_x.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 105 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_s_curr_ [private]

The current value for delta_s.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 107 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_c_curr_ [private]

The current value for delta_c.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 109 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_d_curr_ [private]

The current value for delta_d.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 111 of file IpCGPerturbationHandler.hpp.

bool Ipopt::CGPerturbationHandler::get_deltas_for_wrong_inertia_called_ [private]

Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 116 of file IpCGPerturbationHandler.hpp.

DegenType Ipopt::CGPerturbationHandler::hess_degenerate_ [private]

Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 130 of file IpCGPerturbationHandler.hpp.

DegenType Ipopt::CGPerturbationHandler::jac_degenerate_ [private]

Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 134 of file IpCGPerturbationHandler.hpp.

Index Ipopt::CGPerturbationHandler::degen_iters_ [private]

Flag counting matrices in which degeneracy was observed in the first successive iterations.

-1 means that there was a non-degenerate (unperturbed) matrix at some point.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 139 of file IpCGPerturbationHandler.hpp.

TrialStatus Ipopt::CGPerturbationHandler::test_status_ [private]

Current status.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 152 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_max_ [private]

Maximal perturbation for x and s.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 158 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_min_ [private]

Smallest possible perturbation for x and s.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 160 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_first_inc_fact_ [private]

Increase factor for delta_xs for first required perturbation.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 162 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_inc_fact_ [private]

Increase factor for delta_xs for later perturbations.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 164 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_dec_fact_ [private]

Decrease factor for delta_xs for later perturbations.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 166 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_xs_init_ [private]

Very first trial value for delta_xs perturbation.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 168 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_cd_val_ [private]

Size of perturbation for c and d blocks.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 170 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::delta_cd_exp_ [private]

Exponent on mu in formula for of perturbation for c and d blocks.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 172 of file IpCGPerturbationHandler.hpp.

bool Ipopt::CGPerturbationHandler::reset_last_ [private]

Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 176 of file IpCGPerturbationHandler.hpp.

Index Ipopt::CGPerturbationHandler::degen_iters_max_ [private]

Required number of iterations for degeneracy conclusions.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 178 of file IpCGPerturbationHandler.hpp.

bool Ipopt::CGPerturbationHandler::perturb_always_cd_ [private]

Flag indicating that the delta_c, delta_d perturbation should always be used.

Reimplemented from Ipopt::PDPerturbationHandler.

Definition at line 181 of file IpCGPerturbationHandler.hpp.

Number Ipopt::CGPerturbationHandler::penalty_max_ [private]

The max reference value for scaling the penalty parameter.