Ipopt::MinC_1NrmRestorationPhase Class Reference

Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More...

#include <IpRestoMinC_1Nrm.hpp>

Inheritance diagram for Ipopt::MinC_1NrmRestorationPhase:
Inheritance graph
[legend]
Collaboration diagram for Ipopt::MinC_1NrmRestorationPhase:
Collaboration graph
[legend]

List of all members.

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

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.



 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< OptionsListresto_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< IpoptAlgorithmresto_alg_
SmartPtr< EqMultiplierCalculatoreq_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.

Detailed Description

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.


Constructor & Destructor Documentation

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.


Member Function Documentation

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.


Member Data Documentation

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.

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.


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

Generated on 15 Mar 2015 for Coin-All by  doxygen 1.6.1