Class for calculator for the least-square equality constraint multipliers. More...
#include <IpLeastSquareMults.hpp>
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
overloaded from AlgorithmStrategyObject | |
virtual bool | CalculateMultipliers (Vector &y_c, Vector &y_d) |
This method computes the least-square estimates for y_c and y_d at the current point. | |
Constructors/Destructors | |
LeastSquareMultipliers (AugSystemSolver &augSysSolver) | |
Constructor. | |
virtual | ~LeastSquareMultipliers () |
Default destructor. | |
Private Member Functions | |
Default Compiler Generated Methods | |
LeastSquareMultipliers () | |
Default Constructor. | |
LeastSquareMultipliers (const LeastSquareMultipliers &) | |
Copy Constructor. | |
void | operator= (const LeastSquareMultipliers &) |
Overloaded Equals Operator. | |
Private Attributes | |
SmartPtr< AugSystemSolver > | augsyssolver_ |
Pointer for the augmented system solver to be used for solving the linear system. |
Class for calculator for the least-square equality constraint multipliers.
The Calculate method of this class computes the least-square estimate for the y_c and y_d multiplers, based on the current values of the gradient of the Lagrangian.
Definition at line 23 of file IpLeastSquareMults.hpp.
Ipopt::LeastSquareMultipliers::LeastSquareMultipliers | ( | AugSystemSolver & | augSysSolver | ) |
Constructor.
It needs to be given the strategy object for solving the augmented system.
virtual Ipopt::LeastSquareMultipliers::~LeastSquareMultipliers | ( | ) | [inline, virtual] |
Default destructor.
Definition at line 32 of file IpLeastSquareMults.hpp.
Ipopt::LeastSquareMultipliers::LeastSquareMultipliers | ( | ) | [private] |
Default Constructor.
Ipopt::LeastSquareMultipliers::LeastSquareMultipliers | ( | const LeastSquareMultipliers & | ) | [private] |
Copy Constructor.
virtual bool Ipopt::LeastSquareMultipliers::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
overloaded from AlgorithmStrategyObject
Implements Ipopt::EqMultiplierCalculator.
virtual bool Ipopt::LeastSquareMultipliers::CalculateMultipliers | ( | Vector & | y_c, | |
Vector & | y_d | |||
) | [virtual] |
This method computes the least-square estimates for y_c and y_d at the current point.
The return value is false, if the least square system could not be solved (the linear system is singular).
Implements Ipopt::EqMultiplierCalculator.
void Ipopt::LeastSquareMultipliers::operator= | ( | const LeastSquareMultipliers & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::EqMultiplierCalculator.
SmartPtr<AugSystemSolver> Ipopt::LeastSquareMultipliers::augsyssolver_ [private] |
Pointer for the augmented system solver to be used for solving the linear system.
Definition at line 68 of file IpLeastSquareMults.hpp.