Ipopt::MonotoneMuUpdate Class Reference

Monotone Mu Update. More...

#include <IpMonotoneMuUpdate.hpp>

Inheritance diagram for Ipopt::MonotoneMuUpdate:

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Collaboration diagram for Ipopt::MonotoneMuUpdate:

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List of all members.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Initialize method - overloaded from AlgorithmStrategyObject.
virtual bool	UpdateBarrierParameter ()
	Method for determining the barrier parameter for the next iteration.
Constructors/Destructors

	MonotoneMuUpdate (const SmartPtr< LineSearch > &linesearch)
	Default Constructor.
virtual	~MonotoneMuUpdate ()
	Default destructor.
Static Public Member Functions


static void	RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
	Methods for IpoptType.
Private Member Functions
void	CalcNewMuAndTau (Number &new_mu, Number &new_tau)
	Internal method for computing the new values for mu and tau.
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.
	MonotoneMuUpdate ()
	Copy Constructor.
	MonotoneMuUpdate (const MonotoneMuUpdate &)
	Copy Constructor.
void	operator= (const MonotoneMuUpdate &)
	Overloaded Equals Operator.
Private Attributes
SmartPtr< LineSearch >	linesearch_
bool	initialized_
	Flag indicating whether the method has been called at least once so far.
bool	first_iter_resto_
	If true, no modification of the barrier parameter will be done at the first call of Update (fix for the restoration phase - we should clean that up!).
Algorithmic parameters

Number	mu_init_
	Initial value of the barrier parameter.
Number	barrier_tol_factor_
	Initial value of the barrier parameter.
Number	mu_linear_decrease_factor_
	Initial value of the barrier parameter.
Number	mu_superlinear_decrease_power_
	Initial value of the barrier parameter.
bool	mu_allow_fast_monotone_decrease_
	Initial value of the barrier parameter.
Number	tau_min_
	Tau_min for fraction to boundary rule.
Number	compl_inf_tol_
	Initial value of the barrier parameter.

Detailed Description

Monotone Mu Update.

This class implements the standard monotone mu update approach.

Definition at line 22 of file IpMonotoneMuUpdate.hpp.

Constructor & Destructor Documentation

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( const SmartPtr< LineSearch > & linesearch )

Default Constructor.

virtual Ipopt::MonotoneMuUpdate::~MonotoneMuUpdate ( ) [virtual]

Default destructor.

Ipopt::MonotoneMuUpdate::MonotoneMuUpdate ( ) [private]

Copy Constructor.

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

Copy Constructor.

Member Function Documentation

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

Initialize method - overloaded from AlgorithmStrategyObject.

Implements Ipopt::MuUpdate.

virtual bool Ipopt::MonotoneMuUpdate::UpdateBarrierParameter ( ) [virtual]

Method for determining the barrier parameter for the next iteration.

When the optimality error for the current barrier parameter is less than a tolerance, the barrier parameter is reduced, and the Reset method of the LineSearch object linesearch is called.

Implements Ipopt::MuUpdate.

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

Methods for IpoptType.

void Ipopt::MonotoneMuUpdate::operator= ( const MonotoneMuUpdate & ) [private]

Overloaded Equals Operator.

Reimplemented from Ipopt::MuUpdate.

void Ipopt::MonotoneMuUpdate::CalcNewMuAndTau	(	Number &	new_mu,
		Number &	new_tau
	)			`[private]`

Internal method for computing the new values for mu and tau.