Ipopt::GradientScaling Class Reference

This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point. More...

#include <IpGradientScaling.hpp>

Inheritance diagram for Ipopt::GradientScaling:

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Collaboration diagram for Ipopt::GradientScaling:

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List of all members.

Public Member Functions
Constructors/Destructors

	GradientScaling (const SmartPtr< NLP > &nlp)
	Default destructor.
virtual	~GradientScaling ()
	Default destructor.
Static Public Member Functions


static void	RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
	Methods for IpoptType.
Protected Member Functions
bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Initialize the object from the options.
virtual void	DetermineScalingParametersImpl (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)
	This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.
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.
	GradientScaling (const GradientScaling &)
	Copy Constructor.
void	operator= (const GradientScaling &)
	Overloaded Equals Operator.
Private Attributes
SmartPtr< NLP >	nlp_
	pointer to the NLP to get scaling parameters
Number	scaling_max_gradient_
	maximum allowed gradient before scaling is performed
Number	scaling_obj_target_gradient_
	target size of norm for objective gradient
Number	scaling_constr_target_gradient_
	target size of norm for constraint gradients

Detailed Description

This class does problem scaling by setting the scaling parameters based on the maximum of the gradient at the user provided initial point.

Definition at line 21 of file IpGradientScaling.hpp.

Constructor & Destructor Documentation

Ipopt::GradientScaling::GradientScaling ( const SmartPtr< NLP > & nlp ) [inline]

Default destructor.

Definition at line 26 of file IpGradientScaling.hpp.

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

Default destructor.

Definition at line 33 of file IpGradientScaling.hpp.

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

Copy Constructor.

Member Function Documentation

static void Ipopt::GradientScaling::RegisterOptions ( const SmartPtr< RegisteredOptions > & roptions ) [static]

Methods for IpoptType.

Register the options for this class

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

Initialize the object from the options.

Reimplemented from Ipopt::StandardScalingBase.

virtual void Ipopt::GradientScaling::DetermineScalingParametersImpl	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		const SmartPtr< const MatrixSpace >	jac_c_space,
		const SmartPtr< const MatrixSpace >	jac_d_space,
		const SmartPtr< const SymMatrixSpace >	h_space,
		const Matrix &	Px_L,
		const Vector &	x_L,
		const Matrix &	Px_U,
		const Vector &	x_U,
		Number &	df,
		SmartPtr< Vector > &	dx,
		SmartPtr< Vector > &	dc,
		SmartPtr< Vector > &	dd
	)			`[protected, virtual]`