Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More...
#include <IpRestoMinC_1Nrm.hpp>
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
Overloaded from AlgorithmStrategy case class. | |
Constructors/Destructors | |
MinC_1NrmRestorationPhase (IpoptAlgorithm &resto_alg, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator) | |
Constructor, taking strategy objects. | |
virtual | ~MinC_1NrmRestorationPhase () |
Default destructor. | |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. | |
Protected Member Functions | |
virtual bool | PerformRestoration () |
Overloaded method from RestorationPhase. | |
Private Member Functions | |
Default Compiler Generated Methods (Hidden to avoid | |
MinC_1NrmRestorationPhase () | |
Default Constructor. | |
MinC_1NrmRestorationPhase (const MinC_1NrmRestorationPhase &) | |
Copy Constructor. | |
void | operator= (const MinC_1NrmRestorationPhase &) |
Overloaded Equals Operator. | |
Auxilliary methods | |
void | ComputeBoundMultiplierStep (Vector &delta_z, const Vector &curr_z, const Vector &curr_slack, const Vector &trial_slack) |
Method for computing "primal-dual" step in bound multipliers, given step in slacks. | |
Private Attributes | |
SmartPtr< OptionsList > | resto_options_ |
Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started. | |
Index | count_restorations_ |
Counter for the number of time that PerformRestoration is called. | |
Strategy objects | |
SmartPtr< IpoptAlgorithm > | resto_alg_ |
SmartPtr< EqMultiplierCalculator > | eq_mult_calculator_ |
Algorithmic parameters | |
Number | constr_mult_reset_threshold_ |
Maximal allowed value of a bound multiplier after restoration phase. | |
Number | bound_mult_reset_threshold_ |
Maximal allowed value of a bound multiplier after restoration phase. | |
bool | expect_infeasible_problem_ |
Indicates whether problem can be expected to be infeasible. | |
Number | constr_viol_tol_ |
Constraint violation tolerance. |
Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt).
Definition at line 22 of file IpRestoMinC_1Nrm.hpp.
Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase | ( | IpoptAlgorithm & | resto_alg, | |
const SmartPtr< EqMultiplierCalculator > & | eq_mult_calculator | |||
) |
Constructor, taking strategy objects.
The resto_alg strategy object is the restoration phase Ipopt algorithm. The eq_mult_calculator is used to reinitialize the equality constraint multipliers after the restoration phase algorithm has finished - unless it is NULL, in which case the multipliers are set to 0.
virtual Ipopt::MinC_1NrmRestorationPhase::~MinC_1NrmRestorationPhase | ( | ) | [virtual] |
Default destructor.
Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase | ( | ) | [private] |
Default Constructor.
Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase | ( | const MinC_1NrmRestorationPhase & | ) | [private] |
Copy Constructor.
virtual bool Ipopt::MinC_1NrmRestorationPhase::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
Overloaded from AlgorithmStrategy case class.
Implements Ipopt::RestorationPhase.
static void Ipopt::MinC_1NrmRestorationPhase::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
virtual bool Ipopt::MinC_1NrmRestorationPhase::PerformRestoration | ( | ) | [protected, virtual] |
Overloaded method from RestorationPhase.
Implements Ipopt::RestorationPhase.
void Ipopt::MinC_1NrmRestorationPhase::operator= | ( | const MinC_1NrmRestorationPhase & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::RestorationPhase.
void Ipopt::MinC_1NrmRestorationPhase::ComputeBoundMultiplierStep | ( | Vector & | delta_z, | |
const Vector & | curr_z, | |||
const Vector & | curr_slack, | |||
const Vector & | trial_slack | |||
) | [private] |
Method for computing "primal-dual" step in bound multipliers, given step in slacks.
Definition at line 72 of file IpRestoMinC_1Nrm.hpp.
Definition at line 73 of file IpRestoMinC_1Nrm.hpp.
Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started.
Definition at line 79 of file IpRestoMinC_1Nrm.hpp.
Maximal allowed value of a bound multiplier after restoration phase.
Definition at line 83 of file IpRestoMinC_1Nrm.hpp.
Maximal allowed value of a bound multiplier after restoration phase.
Definition at line 87 of file IpRestoMinC_1Nrm.hpp.
bool Ipopt::MinC_1NrmRestorationPhase::expect_infeasible_problem_ [private] |
Indicates whether problem can be expected to be infeasible.
This will request the to set kappa_resto to a small value for the first time the restoration phase is called. (ToDo)
Definition at line 91 of file IpRestoMinC_1Nrm.hpp.
Constraint violation tolerance.
Definition at line 93 of file IpRestoMinC_1Nrm.hpp.
Counter for the number of time that PerformRestoration is called.
Definition at line 98 of file IpRestoMinC_1Nrm.hpp.