Ipopt::CGSearchDirCalculator Class Reference

Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter. More...

#include <IpCGSearchDirCalc.hpp>

Inheritance diagram for Ipopt::CGSearchDirCalculator:

[legend]

Collaboration diagram for Ipopt::CGSearchDirCalculator:

[legend]

List of all members.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	overloaded from AlgorithmStrategyObject
virtual bool	ComputeSearchDirection ()
	Method for computing the search direction.
Constructors/Destructors

	CGSearchDirCalculator (const SmartPtr< PDSystemSolver > &pd_solver)
	Constructor.
virtual	~CGSearchDirCalculator ()
	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.
	CGSearchDirCalculator ()
	Default Constructor.
	CGSearchDirCalculator (const CGSearchDirCalculator &)
	Copy Constructor.
void	operator= (const CGSearchDirCalculator &)
	Overloaded Equals Operator.
Private Attributes
Algorithmic parameters

Number	penalty_init_min_
	safeguard factor for bound multipliers.
Number	penalty_init_max_
	Maximal value for initial penalty parameter.
Number	penalty_max_
	Maximal value for penalty parameters.
Number	pen_des_fact_
	parameters used in computation of line search penalty parameter and KKT perturbation parameters
bool	penalty_backward_
	Algorithm type.
Number	kappa_x_dis_
	parameters used to check if the fast direction can be used as the line search direction
Number	kappa_y_dis_
	safeguard factor for bound multipliers.
Number	vartheta_
	safeguard factor for bound multipliers.
Number	delta_y_max_
	safeguard factor for bound multipliers.
Number	fast_des_fact_
	safeguard factor for bound multipliers.
Number	pen_init_fac_
	safeguard factor for bound multipliers.
bool	never_use_fact_cgpen_direction_
	Flag indicating whether the fast Chen-Goldfarb direction should never be used.
Index	nonmonotone_pen_update_counter_
	Counter for how many times the pen para is updated nonmonotonically.
Strategy objects

SmartPtr< PDSystemSolver >	pd_solver_

Detailed Description

Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter.

Definition at line 24 of file IpCGSearchDirCalc.hpp.

Constructor & Destructor Documentation

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( const SmartPtr< PDSystemSolver > & pd_solver )

Constructor.

virtual Ipopt::CGSearchDirCalculator::~CGSearchDirCalculator ( ) [virtual]

Default destructor.

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( ) [private]

Default Constructor.

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

Copy Constructor.

Member Function Documentation

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

overloaded from AlgorithmStrategyObject

Implements Ipopt::SearchDirectionCalculator.

virtual bool Ipopt::CGSearchDirCalculator::ComputeSearchDirection ( ) [virtual]

Method for computing the search direction.

If the penalty paraemeter has not yet been initialized, it is initialized now. The computed direction is stored in IpData().delta().

Implements Ipopt::SearchDirectionCalculator.

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

Methods for IpoptType.

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

Overloaded Equals Operator.

Reimplemented from Ipopt::SearchDirectionCalculator.

Member Data Documentation

Number Ipopt::CGSearchDirCalculator::penalty_init_min_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 75 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::penalty_init_max_ [private]

Maximal value for initial penalty parameter.

Definition at line 77 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::penalty_max_ [private]

Maximal value for penalty parameters.

Definition at line 79 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::pen_des_fact_ [private]

parameters used in computation of line search penalty parameter and KKT perturbation parameters

Definition at line 85 of file IpCGSearchDirCalc.hpp.

bool Ipopt::CGSearchDirCalculator::penalty_backward_ [private]

Algorithm type.

Definition at line 88 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::kappa_x_dis_ [private]

parameters used to check if the fast direction can be used as the line search direction

Definition at line 92 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::kappa_y_dis_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 93 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::vartheta_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 94 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::delta_y_max_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 95 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::fast_des_fact_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 96 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::pen_init_fac_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 97 of file IpCGSearchDirCalc.hpp.

bool Ipopt::CGSearchDirCalculator::never_use_fact_cgpen_direction_ [private]

Flag indicating whether the fast Chen-Goldfarb direction should never be used.

Definition at line 101 of file IpCGSearchDirCalc.hpp.

Index Ipopt::CGSearchDirCalculator::nonmonotone_pen_update_counter_ [private]

Counter for how many times the pen para is updated nonmonotonically.

Definition at line 104 of file IpCGSearchDirCalc.hpp.

SmartPtr<PDSystemSolver> Ipopt::CGSearchDirCalculator::pd_solver_ [private]

Definition at line 109 of file IpCGSearchDirCalc.hpp.

The documentation for this class was generated from the following file:

/home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/contrib/CGPenalty/IpCGSearchDirCalc.hpp

Ipopt::CGSearchDirCalculator Class Reference

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation