Ipopt::OptimalityErrorConvergenceCheck Class Reference

Brief Class Description. More...

#include <IpOptErrorConvCheck.hpp>

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

List of all members.

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
virtual ConvergenceStatus CheckConvergence (bool call_intermediate_callback=true)
 Overloaded convergence check.
virtual bool CurrentIsAcceptable ()
 Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality.
Constructors/Destructors



 OptimalityErrorConvergenceCheck ()
 Default Constructor.
virtual ~OptimalityErrorConvergenceCheck ()
 Default destructor.

Static Public Member Functions



static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Protected Attributes

Algorithmic parameters



Index max_iterations_
 Maximal number of iterations.
Number dual_inf_tol_
 Tolerance on unscaled dual infeasibility.
Number constr_viol_tol_
 Tolerance on unscaled constraint violation.
Number compl_inf_tol_
 Tolerance on unscaled complementarity.
Index acceptable_iter_
 Number of iterations with acceptable level of accuracy, after which the algorithm terminates.
Number acceptable_tol_
 Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.
Number acceptable_dual_inf_tol_
 Acceptable tolerance on unscaled dual infeasibility.
Number acceptable_constr_viol_tol_
 Acceptable tolerance on unscaled constraint violation.
Number acceptable_compl_inf_tol_
 Acceptable tolerance on unscaled complementarity.
Number acceptable_obj_change_tol_
 Acceptable tolerance for relative objective function change from iteratoin to iteration.
Number diverging_iterates_tol_
 Threshold for primal iterates for divergence test.

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.



 OptimalityErrorConvergenceCheck (const OptimalityErrorConvergenceCheck &)
 Copy Constructor.
void operator= (const OptimalityErrorConvergenceCheck &)
 Overloaded Equals Operator.

Private Attributes

Index acceptable_counter_
 Counter for successive iterations in which acceptability criteria are met.
Number last_obj_val_
 Value of the objective function from last iteration.

Detailed Description

Brief Class Description.

Detailed Class Description.

Definition at line 20 of file IpOptErrorConvCheck.hpp.


Constructor & Destructor Documentation

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck (  ) 

Default Constructor.

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

Default destructor.

Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck ( const OptimalityErrorConvergenceCheck  )  [private]

Copy Constructor.


Member Function Documentation

virtual bool Ipopt::OptimalityErrorConvergenceCheck::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]
virtual ConvergenceStatus Ipopt::OptimalityErrorConvergenceCheck::CheckConvergence ( bool  call_intermediate_callback = true  )  [virtual]

Overloaded convergence check.

Implements Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoFilterConvergenceCheck.

virtual bool Ipopt::OptimalityErrorConvergenceCheck::CurrentIsAcceptable (  )  [virtual]

Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality.

Implements Ipopt::ConvergenceCheck.

static void Ipopt::OptimalityErrorConvergenceCheck::RegisterOptions ( SmartPtr< RegisteredOptions roptions  )  [static]

Methods for IpoptType.

Reimplemented in Ipopt::RestoFilterConvergenceCheck.

void Ipopt::OptimalityErrorConvergenceCheck::operator= ( const OptimalityErrorConvergenceCheck  )  [private]

Overloaded Equals Operator.

Reimplemented from Ipopt::ConvergenceCheck.

Reimplemented in Ipopt::RestoFilterConvergenceCheck.


Member Data Documentation

Maximal number of iterations.

Definition at line 53 of file IpOptErrorConvCheck.hpp.

Tolerance on unscaled dual infeasibility.

Definition at line 55 of file IpOptErrorConvCheck.hpp.

Tolerance on unscaled constraint violation.

Definition at line 57 of file IpOptErrorConvCheck.hpp.

Tolerance on unscaled complementarity.

Definition at line 59 of file IpOptErrorConvCheck.hpp.

Number of iterations with acceptable level of accuracy, after which the algorithm terminates.

If 0, this heuristic is disabled.

Definition at line 63 of file IpOptErrorConvCheck.hpp.

Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.

Definition at line 66 of file IpOptErrorConvCheck.hpp.

Acceptable tolerance on unscaled dual infeasibility.

Definition at line 68 of file IpOptErrorConvCheck.hpp.

Acceptable tolerance on unscaled constraint violation.

Definition at line 70 of file IpOptErrorConvCheck.hpp.

Acceptable tolerance on unscaled complementarity.

Definition at line 72 of file IpOptErrorConvCheck.hpp.

Acceptable tolerance for relative objective function change from iteratoin to iteration.

Definition at line 75 of file IpOptErrorConvCheck.hpp.

Threshold for primal iterates for divergence test.

Definition at line 77 of file IpOptErrorConvCheck.hpp.

Counter for successive iterations in which acceptability criteria are met.

Definition at line 96 of file IpOptErrorConvCheck.hpp.

Value of the objective function from last iteration.

This is for accpetable_obj_change_tol.

Definition at line 100 of file IpOptErrorConvCheck.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