Ipopt::IpoptData Class Reference

Class to organize all the data required by the algorithm. More...

#include <IpIpoptData.hpp>

Inheritance diagram for Ipopt::IpoptData:

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Collaboration diagram for Ipopt::IpoptData:

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List of all members.

Public Member Functions
bool	InitializeDataStructures (IpoptNLP &ip_nlp, bool want_x, bool want_y_c, bool want_y_d, bool want_z_L, bool want_z_U)
	Initialize Data Structures.
bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	This method must be called to initialize the global algorithmic parameters.
TimingStatistics &	TimingStats ()
	Return Timing Statistics Object.
CGPenaltyData &	CGPenData ()
	Get access to the Chen-Goldbarb penalty method specific data.
void	setPDPert (Number pd_pert_x, Number pd_pert_s, Number pd_pert_c, Number pd_pert_d)
	Set the perturbation of the primal-dual system.
void	getPDPert (Number &pd_pert_x, Number &pd_pert_s, Number &pd_pert_c, Number &pd_pert_d)
	Get the current perturbation of the primal-dual system.
Constructors/Destructors

	IpoptData ()
	Constructor.
	~IpoptData ()
	Default destructor.
Get Methods for Iterates

SmartPtr< const IteratesVector >	curr () const
	Current point.
SmartPtr< const IteratesVector >	trial () const
	Get the current point in a copied container that is non-const.
void	set_trial (SmartPtr< IteratesVector > &trial)
	Get Trial point in a copied container that is non-const.
void	SetTrialPrimalVariablesFromStep (Number alpha, const Vector &delta_x, const Vector &delta_s)
	Set the values of the primal trial variables (x and s) from provided Step with step length alpha.
void	SetTrialEqMultipliersFromStep (Number alpha, const Vector &delta_y_c, const Vector &delta_y_d)
	Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha.
void	SetTrialBoundMultipliersFromStep (Number alpha, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
	Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha.
SmartPtr< const IteratesVector >	delta () const
	ToDo: I may need to add versions of set_trial like the following, but I am not sure.
void	set_delta (SmartPtr< IteratesVector > &delta)
	Set the current delta - 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 (SmartPtr< const IteratesVector > &delta)
	Set the current delta - 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_aff () const
	Affine Delta.
void	set_delta_aff (SmartPtr< IteratesVector > &delta_aff)
	Set the affine delta - 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 SymMatrix >	W ()
	Hessian or Hessian approximation (do not hold on to it, it might be changed).
void	Set_W (SmartPtr< const SymMatrix > W)
	Set Hessian approximation.
("Main") Primal-dual search direction. Those fields are
used to store the search directions computed from solving the primal-dual system, and can be used in the line search. They are overwritten in every iteration, so do not hold on to the pointers (make copies instead)
bool	HaveDeltas () const
	Returns true, if the primal-dual step have been already computed for the current iteration.
void	SetHaveDeltas (bool have_deltas)
	Method for setting the HaveDeltas flag.
Affine-scaling step. Those fields can be used to store
the affine scaling step. For example, if the method for computing the current barrier parameter computes the affine scaling steps, then the corrector step in the line search does not have to recompute those solutions of the linear system.
bool	HaveAffineDeltas () const
	Returns true, if the affine-scaling step have been already computed for the current iteration.
void	SetHaveAffineDeltas (bool have_affine_deltas)
	Method for setting the HaveDeltas flag.
Public Methods for updating iterates

void	CopyTrialToCurrent ()
	Copy the trial values to the current values.
void	AcceptTrialPoint ()
	Set the current iterate values from the trial values.
General algorithmic data

Index	iter_count () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
void	Set_iter_count (Index iter_count)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Number	curr_mu () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
void	Set_mu (Number mu)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
bool	MuInitialized () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Number	curr_tau () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
void	Set_tau (Number tau)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
bool	TauInitialized () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
void	SetFreeMuMode (bool free_mu_mode)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
bool	FreeMuMode () const
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
void	Set_tiny_step_flag (bool flag)
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
bool	tiny_step_flag ()
	Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Information gathered for iteration output

Number	info_regu_x () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_regu_x (Number regu_x)
	Set this to true, if the next time when output is written, the summary line should not be printed.
Number	info_alpha_primal () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_alpha_primal (Number alpha_primal)
	Set this to true, if the next time when output is written, the summary line should not be printed.
char	info_alpha_primal_char () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_alpha_primal_char (char info_alpha_primal_char)
	Set this to true, if the next time when output is written, the summary line should not be printed.
Number	info_alpha_dual () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_alpha_dual (Number alpha_dual)
	Set this to true, if the next time when output is written, the summary line should not be printed.
Index	info_ls_count () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_ls_count (Index ls_count)
	Set this to true, if the next time when output is written, the summary line should not be printed.
bool	info_skip_output () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Append_info_string (const std::string &add_str)
	Set this to true, if the next time when output is written, the summary line should not be printed.
const std::string &	info_string () const
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	Set_info_skip_output (bool info_skip_output)
	Set this to true, if the next time when output is written, the summary line should not be printed.
void	ResetInfo ()
	Reset all info fields.
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.
	IpoptData (const IpoptData &)
	Copy Constructor.
void	operator= (const IpoptData &)
	Overloaded Equals Operator.
Private Attributes
Index	iter_count_
	iteration count
Number	curr_mu_
	current barrier parameter
bool	mu_initialized_
Number	curr_tau_
	current fraction to the boundary parameter
bool	tau_initialized_
bool	initialize_called_
	flag indicating if Initialize method has been called (for debugging)
bool	have_prototypes_
	flag for debugging whether we have already curr_ values available (from which new Vectors can be generated
SmartPtr< IteratesVectorSpace >	iterates_space_
	VectorSpace for all the iterates.
TimingStatistics	timing_statistics_
	TimingStatistics object collecting all Ipopt timing statistics.
CGPenaltyData *const	cgpen_data_
	Object for the data specific for the Chen-Goldfarb penalty method algorithm.
Iterates

SmartPtr< const IteratesVector >	curr_
	Main iteration variables (current iteration).
SmartPtr< const IteratesVector >	trial_
	Main iteration variables (trial calculations).
SmartPtr< const SymMatrix >	W_
	Hessian (approximation) - might be changed elsewhere!
Primal-dual Step

SmartPtr< const IteratesVector >	delta_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction.
bool	have_deltas_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction.
Affine-scaling step. This used to transfer the
information about the affine-scaling step from the computation of the barrier parameter to the corrector (in the line search).
SmartPtr< const IteratesVector >	delta_aff_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step.
bool	have_affine_deltas_
	The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step.
Global algorithm parameters. Those are options that can
be modified by the user and appear at different places in the algorithm. They are set using an OptionsList object in the Initialize method.
Number	tol_
	Overall convergence tolerance.
Status data

bool	free_mu_mode_
	flag indicating whether the algorithm is in the free mu mode
bool	tiny_step_flag_
	flag indicating if a tiny step has been detected
Gathered information for iteration output

Number	info_regu_x_
	Size of regularization for the Hessian.
Number	info_alpha_primal_
	Primal step size.
char	info_alpha_primal_char_
	Info character for primal step size.
Number	info_alpha_dual_
	Dual step size.
Index	info_ls_count_
	Number of backtracking trial steps.
bool	info_skip_output_
	true, if next summary output line should not be printed (eg after restoration phase.
std::string	info_string_
	any string of characters for the end of the output line
Information about the perturbation of the primal-dual
system
Number	pd_pert_x_
Number	pd_pert_s_
Number	pd_pert_c_
Number	pd_pert_d_

Number	tol () const
	Overall convergence tolerance.
void	Set_tol (Number tol)
	Set a new value for the tolerance.
static void	RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
	Methods for IpoptType.

Detailed Description

Class to organize all the data required by the algorithm.

Internally, once this Data object has been initialized, all internal curr_ vectors must always be set (so that prototyes are available). The current values can only be set from the trial values. The trial values can be set by copying from a vector or by adding some fraction of a step to the current values. This object also stores steps, which allows to easily communicate the step from the step computation object to the line search object.

Definition at line 34 of file IpIpoptData.hpp.

Constructor & Destructor Documentation

Ipopt::IpoptData::IpoptData ( )

Constructor.

Ipopt::IpoptData::~IpoptData ( )

Default destructor.

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

Copy Constructor.

Member Function Documentation

bool Ipopt::IpoptData::InitializeDataStructures	(	IpoptNLP &	ip_nlp,
		bool	want_x,
		bool	want_y_c,
		bool	want_y_d,
		bool	want_z_L,
		bool	want_z_U
	)

Initialize Data Structures.

bool Ipopt::IpoptData::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.

SmartPtr< const IteratesVector > Ipopt::IpoptData::curr ( ) const [inline]

Current point.

Definition at line 573 of file IpIpoptData.hpp.

SmartPtr< const IteratesVector > Ipopt::IpoptData::trial ( ) const [inline]

Get the current point in a copied container that is non-const.

The entries in the container cannot be modified, but the container can be modified to point to new entries. Get Trial point

Definition at line 581 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_trial ( SmartPtr< IteratesVector > & trial ) [inline]

Get Trial point in a copied container that is non-const.

The entries in the container can not be modified, but the container can be modified to point to new entries. Set 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 again

Definition at line 623 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetTrialPrimalVariablesFromStep	(	Number	alpha,
		const Vector &	delta_x,
		const Vector &	delta_s
	)

Set the values of the primal trial variables (x and s) from provided Step with step length alpha.

void Ipopt::IpoptData::SetTrialEqMultipliersFromStep	(	Number	alpha,
		const Vector &	delta_y_c,
		const Vector &	delta_y_d
	)

Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha.

void Ipopt::IpoptData::SetTrialBoundMultipliersFromStep	(	Number	alpha,
		const Vector &	delta_z_L,
		const Vector &	delta_z_U,
		const Vector &	delta_v_L,
		const Vector &	delta_v_U
	)

Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha.

SmartPtr< const IteratesVector > Ipopt::IpoptData::delta ( ) const [inline]

ToDo: I may need to add versions of set_trial like the following, but I am not sure.

get the current delta

Definition at line 589 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta ( SmartPtr< IteratesVector > & delta ) [inline]

Set the current delta - 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 644 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta ( SmartPtr< const IteratesVector > & delta ) [inline]

Set the current delta - 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 663 of file IpIpoptData.hpp.

SmartPtr< const IteratesVector > Ipopt::IpoptData::delta_aff ( ) const [inline]

Affine Delta.

Definition at line 597 of file IpIpoptData.hpp.

void Ipopt::IpoptData::set_delta_aff ( SmartPtr< IteratesVector > & delta_aff ) [inline]

Set the affine delta - 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 682 of file IpIpoptData.hpp.

SmartPtr<const SymMatrix> Ipopt::IpoptData::W ( ) [inline]

Hessian or Hessian approximation (do not hold on to it, it might be changed).

Definition at line 143 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_W ( SmartPtr< const SymMatrix > W ) [inline]

Set Hessian approximation.

Definition at line 150 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::HaveDeltas ( ) const [inline]

Returns true, if the primal-dual step have been already computed for the current iteration.

This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the IpoptAlgorithm object that it doesn't need to recompute the primal-dual step.

Definition at line 169 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetHaveDeltas ( bool have_deltas ) [inline]

Method for setting the HaveDeltas flag.

This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.

Definition at line 179 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::HaveAffineDeltas ( ) const [inline]

Returns true, if the affine-scaling step have been already computed for the current iteration.

This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the line search does not have to recompute them in case it wants to do a corrector step.

Definition at line 199 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetHaveAffineDeltas ( bool have_affine_deltas ) [inline]

Method for setting the HaveDeltas flag.

This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.

Definition at line 209 of file IpIpoptData.hpp.

void Ipopt::IpoptData::CopyTrialToCurrent ( ) [inline]

Copy the trial values to the current values.

Definition at line 605 of file IpIpoptData.hpp.

void Ipopt::IpoptData::AcceptTrialPoint ( )

Set the current iterate values from the trial values.

Index Ipopt::IpoptData::iter_count ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 227 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_iter_count ( Index iter_count ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 231 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_mu ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 236 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_mu ( Number mu ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 241 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::MuInitialized ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 246 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::curr_tau ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 251 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tau ( Number tau ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 256 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::TauInitialized ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 261 of file IpIpoptData.hpp.

void Ipopt::IpoptData::SetFreeMuMode ( bool free_mu_mode ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 266 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::FreeMuMode ( ) const [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 270 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tiny_step_flag ( bool flag ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 277 of file IpIpoptData.hpp.

bool Ipopt::IpoptData::tiny_step_flag ( ) [inline]

Setting the flag that indicates if a tiny step (below machine precision) has been detected.

Definition at line 281 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::tol ( ) const [inline]

Overall convergence tolerance.

It is used in the convergence test, but also in some other parts of the algorithm that depend on the specified tolerance, such as the minimum value for the barrier parameter. Obtain the tolerance.

Definition at line 293 of file IpIpoptData.hpp.

void Ipopt::IpoptData::Set_tol ( Number tol ) [inline]

Set a new value for the tolerance.

One should be very careful when using this, since changing the predefined tolerance might have unexpected consequences. This method is for example used in the restoration convergence checker to tighten the restoration phase convergence tolerance, if the restoration phase converged to a point that has not a large value for the constraint violation.

Definition at line 305 of file IpIpoptData.hpp.

Number Ipopt::IpoptData::info_regu_x ( ) const [inline]