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.