Ipopt::PenaltyLSAcceptor Class Reference

Filter line search. More...

#include <IpPenaltyLSAcceptor.hpp>

Inheritance diagram for Ipopt::PenaltyLSAcceptor:

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Collaboration diagram for Ipopt::PenaltyLSAcceptor:

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List of all members.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	InitializeImpl - overloaded from AlgorithmStrategyObject.
virtual void	Reset ()
	Reset the acceptor.
virtual void	InitThisLineSearch (bool in_watchdog)
	Initialization for the next line search.
virtual void	PrepareRestoPhaseStart ()
	Method that is called before the restoration phase is called.
virtual Number	CalculateAlphaMin ()
	Method returning the lower bound on the trial step sizes.
virtual bool	CheckAcceptabilityOfTrialPoint (Number alpha_primal)
	Method for checking if current trial point is acceptable.
virtual bool	TrySecondOrderCorrection (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
	Try a second order correction for the constraints.
virtual bool	TryCorrector (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
	Try higher order corrector (for fast local convergence).
virtual char	UpdateForNextIteration (Number alpha_primal_test)
	Method for ending the current line search.
virtual void	StartWatchDog ()
	Method for setting internal data if the watchdog procedure is started.
virtual void	StopWatchDog ()
	Method for setting internal data if the watchdog procedure is stopped.
Constructors/Destructors

	PenaltyLSAcceptor (const SmartPtr< PDSystemSolver > &pd_solver)
	Constructor.
virtual	~PenaltyLSAcceptor ()
	Default destructor.
Trial Point Accepting Methods. Used internally to check certain
acceptability criteria and used externally (by the restoration phase convergence check object, for instance)
bool	IsAcceptableToCurrentIterate (Number trial_barr, Number trial_theta, bool called_from_restoration=false) const
	Checks if a trial point is acceptable to the current iterate.
bool	IsAcceptableToCurrentFilter (Number trial_barr, Number trial_theta) const
	Checks if a trial point is acceptable to the current filter.
Static Public Member Functions


static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for OptionsList.
Private Member Functions
Number	CalcPred (Number alpha)
	Compute predicted reduction for given step size.
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.
	PenaltyLSAcceptor (const PenaltyLSAcceptor &)
	Copy Constructor.
void	operator= (const PenaltyLSAcceptor &)
	Overloaded Equals Operator.
Static Private Member Functions
static bool	Compare_le (Number lhs, Number rhs, Number BasVal)
	Check comparison "lhs <= rhs", using machine precision based on BasVal.
Private Attributes
Parameters for the filter algorithm. Names as in the paper

Number	nu_init_
	Initial value of penalty parameter.
Number	nu_inc_
	Incrememt for penalty parameter.
Number	eta_
	$\eta_{\varphi}$
Number	rho_
	$\rho$
Index	max_soc_
	Maximal number of second order correction steps.
Number	kappa_soc_
	Required reduction in constraint violation before trying multiple second order correction steps $\kappa_{soc}$ .
Information related to watchdog procedure

Number	reference_theta_
	Constraint violation at the point with respect to which progress is to be made.
Number	reference_barr_
	Barrier objective function at the point with respect to which progress is to be made.
Number	reference_gradBarrTDelta_
	Barrier gradient transpose search direction at the point with respect to which progress is to be made.
Number	reference_dWd_
	Two-sided product of search direction with complete Hessian.
SmartPtr< const Vector >	reference_JacC_delta_
	Product of Jacobian of equality constraint with x direction.
SmartPtr< const Vector >	reference_JacD_delta_
	Product of Jacobian of (d-s) constraint with search direction.
Number	reference_pred_
	Reference predicted reduction.
Number	watchdog_theta_
	Constraint violation at reference point.
Number	watchdog_barr_
	Barrier objective function at reference point.
Number	watchdog_pred_
	Predicted reduction to be compared with in watch dog.
Penalty parameter

Number	nu_
	Current value of the penalty parameter.
Number	last_nu_
	Value of penalty parameter at beginning of the iteration.
Strategy objective that are used

SmartPtr< PDSystemSolver >	pd_solver_

Detailed Description

Filter line search.

This class implements the filter line search procedure.

Definition at line 22 of file IpPenaltyLSAcceptor.hpp.

Constructor & Destructor Documentation

Ipopt::PenaltyLSAcceptor::PenaltyLSAcceptor ( const SmartPtr< PDSystemSolver > & pd_solver )

Constructor.

The PDSystemSolver object only needs to be provided (i.e. not NULL) if second order correction or corrector steps are to be used.

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

Default destructor.

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

Copy Constructor.

Member Function Documentation

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

InitializeImpl - overloaded from AlgorithmStrategyObject.

Implements Ipopt::BacktrackingLSAcceptor.

virtual void Ipopt::PenaltyLSAcceptor::Reset ( ) [virtual]

Reset the acceptor.

This function should be called if all previous information should be discarded when the line search is performed the next time. For example, this method should be called if the barrier parameter is changed.

Implements Ipopt::BacktrackingLSAcceptor.

virtual void Ipopt::PenaltyLSAcceptor::InitThisLineSearch ( bool in_watchdog ) [virtual]

Initialization for the next line search.

The flag in_watchdog indicates if we are currently in an active watchdog procedure.

Implements Ipopt::BacktrackingLSAcceptor.

virtual void Ipopt::PenaltyLSAcceptor::PrepareRestoPhaseStart ( ) [virtual]

Method that is called before the restoration phase is called.

Here, we can set up things that are required in the termination test for the restoration phase, such as augmenting a filter.

Implements Ipopt::BacktrackingLSAcceptor.

virtual Number Ipopt::PenaltyLSAcceptor::CalculateAlphaMin ( ) [virtual]

Method returning the lower bound on the trial step sizes.

If the backtracking procedure encounters a trial step size below this value after the first trial set, it swtiches to the (soft) restoration phase.

Implements Ipopt::BacktrackingLSAcceptor.

virtual bool Ipopt::PenaltyLSAcceptor::CheckAcceptabilityOfTrialPoint ( Number alpha_primal ) [virtual]

Method for checking if current trial point is acceptable.

It is assumed that the delta information in ip_data is the search direction used in criteria. The primal trial point has to be set before the call.

Implements Ipopt::BacktrackingLSAcceptor.

virtual bool Ipopt::PenaltyLSAcceptor::TrySecondOrderCorrection	(	Number	alpha_primal_test,
		Number &	alpha_primal,
		SmartPtr< IteratesVector > &	actual_delta
	)			`[virtual]`

Try a second order correction for the constraints.

If the first trial step (with incoming alpha_primal) has been reject, this tries up to max_soc_ second order corrections for the constraints. Here, alpha_primal_test is the step size that has to be used in the filter acceptance tests. On output actual_delta_ has been set to the step including the second order correction if it has been accepted, otherwise it is unchanged. If the SOC step has been accepted, alpha_primal has the fraction-to-the-boundary value for the SOC step on output. The return value is true, if a SOC step has been accepted.

Implements Ipopt::BacktrackingLSAcceptor.

virtual bool Ipopt::PenaltyLSAcceptor::TryCorrector	(	Number	alpha_primal_test,
		Number &	alpha_primal,
		SmartPtr< IteratesVector > &	actual_delta
	)			`[virtual]`

Try higher order corrector (for fast local convergence).

In contrast to a second order correction step, which tries to make an unacceptable point acceptable by improving constraint violation, this corrector step is tried even if the regular primal-dual step is acceptable.

Implements Ipopt::BacktrackingLSAcceptor.

virtual char Ipopt::PenaltyLSAcceptor::UpdateForNextIteration ( Number alpha_primal_test ) [virtual]

Method for ending the current line search.

When it is called, the internal data should be updates, e.g., the filter might be augmented. alpha_primal_test is the value of alpha that has been used for in the acceptence test ealier.

Implements Ipopt::BacktrackingLSAcceptor.

virtual void Ipopt::PenaltyLSAcceptor::StartWatchDog ( ) [virtual]

Method for setting internal data if the watchdog procedure is started.

Implements Ipopt::BacktrackingLSAcceptor.

virtual void Ipopt::PenaltyLSAcceptor::StopWatchDog ( ) [virtual]

Method for setting internal data if the watchdog procedure is stopped.

Implements Ipopt::BacktrackingLSAcceptor.