Implementation of the probing strategy for computing the barrier parameter. More...
#include <IpProbingMuOracle.hpp>


Public Member Functions | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
| overloaded from AlgorithmStrategyObject | |
| virtual bool | CalculateMu (Number mu_min, Number mu_max, Number &new_mu) |
| Method for computing the value of the barrier parameter that could be used in the current iteration (using Mehrotra's probing heuristic). | |
Constructors/Destructors | |
| ProbingMuOracle (const SmartPtr< PDSystemSolver > &pd_solver) | |
| Constructor. | |
| virtual | ~ProbingMuOracle () |
| Default destructor. | |
Static Public Member Functions | |
| static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
| Methods for IpoptType. | |
Private Member Functions | |
| Number | CalculateAffineMu (Number alpha_primal, Number alpha_dual, const IteratesVector &step) |
| Auxilliary function for computing the average complementarity at a point, given step sizes and step. | |
Default Compiler Generated Methods | |
| ProbingMuOracle () | |
| Default Constructor. | |
| ProbingMuOracle (const ProbingMuOracle &) | |
| Copy Constructor. | |
| void | operator= (const ProbingMuOracle &) |
| Overloaded Equals Operator. | |
Private Attributes | |
| SmartPtr< PDSystemSolver > | pd_solver_ |
| Pointer to the object that should be used to solve the primal-dual system. | |
Algorithmic parameters | |
| Number | sigma_max_ |
| safeguarding upper bound on centering parameter sigma | |
Implementation of the probing strategy for computing the barrier parameter.
Definition at line 21 of file IpProbingMuOracle.hpp.
| Ipopt::ProbingMuOracle::ProbingMuOracle | ( | const SmartPtr< PDSystemSolver > & | pd_solver | ) |
Constructor.
| virtual Ipopt::ProbingMuOracle::~ProbingMuOracle | ( | ) | [virtual] |
Default destructor.
| Ipopt::ProbingMuOracle::ProbingMuOracle | ( | ) | [private] |
Default Constructor.
| Ipopt::ProbingMuOracle::ProbingMuOracle | ( | const ProbingMuOracle & | ) | [private] |
Copy Constructor.
| virtual bool Ipopt::ProbingMuOracle::InitializeImpl | ( | const OptionsList & | options, | |
| const std::string & | prefix | |||
| ) | [virtual] |
overloaded from AlgorithmStrategyObject
Implements Ipopt::MuOracle.
| virtual bool Ipopt::ProbingMuOracle::CalculateMu | ( | Number | mu_min, | |
| Number | mu_max, | |||
| Number & | new_mu | |||
| ) | [virtual] |
Method for computing the value of the barrier parameter that could be used in the current iteration (using Mehrotra's probing heuristic).
Implements Ipopt::MuOracle.
| static void Ipopt::ProbingMuOracle::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
| void Ipopt::ProbingMuOracle::operator= | ( | const ProbingMuOracle & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::MuOracle.
| Number Ipopt::ProbingMuOracle::CalculateAffineMu | ( | Number | alpha_primal, | |
| Number | alpha_dual, | |||
| const IteratesVector & | step | |||
| ) | [private] |
Auxilliary function for computing the average complementarity at a point, given step sizes and step.
Pointer to the object that should be used to solve the primal-dual system.
Definition at line 69 of file IpProbingMuOracle.hpp.
Number Ipopt::ProbingMuOracle::sigma_max_ [private] |
safeguarding upper bound on centering parameter sigma
Definition at line 81 of file IpProbingMuOracle.hpp.
1.6.1