Ipopt::RestoIpoptNLP Class Reference

This class maps the traditional NLP into something that is more useful by Ipopt. More...

#include <IpRestoIpoptNLP.hpp>

Inheritance diagram for Ipopt::RestoIpoptNLP:

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Collaboration diagram for Ipopt::RestoIpoptNLP:

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List of all members.

Public Member Functions
virtual bool	Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Initialize - overloaded from IpoptNLP.
virtual bool	InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
	Initialize (create) structures for the iteration data.
virtual bool	GetWarmStartIterate (IteratesVector &warm_start_iterate)
	Method accessing the GetWarmStartIterate of the NLP.
virtual void	GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
	Accessor method for vector/matrix spaces pointers.
virtual void	AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
	Method for adapting the variable bounds.
bool	IntermediateCallBack (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
	User callback method.
Number	Rho () const
	Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
Number	Eta (Number mu) const
	Method to calculate eta, the factor for the regularization term.
SmartPtr< const Vector >	DR_x () const
	Method returning the scaling factors for the 2-norm penalization term.
Constructors/Destructors
	RestoIpoptNLP (IpoptNLP &orig_ip_nlp, IpoptData &orig_ip_data, IpoptCalculatedQuantities &orig_ip_cq)
	Default destructor.
	~RestoIpoptNLP ()
	Default destructor.
Accessor method for the information of the original NLP.
These methods are not overloaded from IpoptNLP
IpoptNLP &	OrigIpNLP () const
IpoptData &	OrigIpData () const
IpoptCalculatedQuantities &	OrigIpCq () const
Counters for the number of function evaluations.
virtual Index	f_evals () const
virtual Index	grad_f_evals () const
virtual Index	c_evals () const
virtual Index	jac_c_evals () const
virtual Index	d_evals () const
virtual Index	jac_d_evals () const
virtual Index	h_evals () const
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.
	RestoIpoptNLP ()
	Default Constructor.
	RestoIpoptNLP (const RestoIpoptNLP &)
	Copy Constructor.
void	operator= (const RestoIpoptNLP &)
	Overloaded Equals Operator.
Private Attributes
bool	initialized_
	Flag indicating if initialization method has been called.
Pointers for the original NLP information.
SmartPtr< IpoptNLP >	orig_ip_nlp_
	Pointer to the original IpoptNLP.
SmartPtr< IpoptData >	orig_ip_data_
	Pointer to the original IpoptData.
SmartPtr < IpoptCalculatedQuantities >	orig_ip_cq_
	Pointer to the original IpoptCalculatedQuantities.
Storage for Model Quantities
SmartPtr< CompoundVector >	x_L_
	Lower bounds on x.
SmartPtr< CompoundMatrix >	Px_L_
	Permutation matrix (x_L_ -> x).
SmartPtr< const Vector >	x_U_
	Upper bounds on x.
SmartPtr< CompoundMatrix >	Px_U_
	Permutation matrix (x_U_ -> x).
SmartPtr< const Vector >	d_L_
	Lower bounds on d.
SmartPtr< const Matrix >	Pd_L_
	Permutation matrix (d_L_ -> d).
SmartPtr< const Vector >	d_U_
	Upper bounds on d.
SmartPtr< const Matrix >	Pd_U_
	Permutation matrix (d_U_ -> d.
Values particular to the restoration phase problem statement
Number	rho_
	Penalty parameter for the $l_1$ norm.
Number	eta_factor_
	scaling factor for eta calculation
Number	eta_mu_exponent_
	exponent for mu in eta calculation
SmartPtr< Vector >	dr_x_
	Scaling factors for the $x$ part of the regularization term.
SmartPtr< DiagMatrix >	DR_x_
	Penalty parameter for the $l_1$ norm.
SmartPtr< Vector >	x_ref_
	$x$ part of the reference point in the regularization term
Algorithmic parameter
bool	evaluate_orig_obj_at_resto_trial_
	Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.
HessianApproximationType	hessian_approximation_
	Flag indicating how hessian information is obtained.
Counters for the function evaluations
Index	f_evals_
Index	grad_f_evals_
Index	c_evals_
Index	jac_c_evals_
Index	d_evals_
Index	jac_d_evals_
Index	h_evals_
SmartPtr< CompoundVectorSpace >	x_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	c_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundVectorSpace >	x_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpace >	px_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	x_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpace >	px_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	pd_l_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpace >	d_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpace >	pd_u_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpace >	jac_c_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpace >	jac_d_space_
	Necessary Vector/Matrix spaces.
SmartPtr< CompoundSymMatrixSpace >	h_space_
	Necessary Vector/Matrix spaces.
void	FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
	Solution Routines - overloaded from IpoptNLP.
virtual bool	objective_depends_on_mu () const
	Accessor methods for model data.
virtual Number	f (const Vector &x)
	Objective value (incorrect version for restoration phase).
virtual Number	f (const Vector &x, Number mu)
	Objective value.
virtual SmartPtr< const Vector >	grad_f (const Vector &x)
	Gradient of the objective (incorrect version for restoration phase).
virtual SmartPtr< const Vector >	grad_f (const Vector &x, Number mu)
	Gradient of the objective.
virtual SmartPtr< const Vector >	c (const Vector &x)
	Equality constraint residual.
virtual SmartPtr< const Matrix >	jac_c (const Vector &x)
	Jacobian Matrix for equality constraints.
virtual SmartPtr< const Vector >	d (const Vector &x)
	Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrix >	jac_d (const Vector &x)
	Jacobian Matrix for inequality constraints.
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
	Hessian of the Lagrangian (incorrect version for restoration phase).
virtual SmartPtr< const SymMatrix >	h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
	Hessian of the Lagrangian.
virtual SmartPtr< const SymMatrix >	uninitialized_h ()
	Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Vector >	x_L () const
	Lower bounds on x.
virtual SmartPtr< const Matrix >	Px_L () const
	Permutation matrix (x_L_ -> x).
virtual SmartPtr< const Vector >	x_U () const
	Upper bounds on x.
virtual SmartPtr< const Matrix >	Px_U () const
	Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Vector >	d_L () const
	Lower bounds on d.
virtual SmartPtr< const Matrix >	Pd_L () const
	Permutation matrix (d_L_ -> d).
virtual SmartPtr< const Vector >	d_U () const
	Upper bounds on d.
virtual SmartPtr< const Matrix >	Pd_U () const
	Permutation matrix (d_U_ -> d.
virtual SmartPtr< const SymMatrixSpace >	HessianMatrixSpace () const
	Necessary Vector/Matrix spaces.
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType.

---

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.

Definition at line 32 of file IpRestoIpoptNLP.hpp.

---

Constructor & Destructor Documentation

Ipopt::RestoIpoptNLP::RestoIpoptNLP	(	IpoptNLP &	orig_ip_nlp,
		IpoptData &	orig_ip_data,
		IpoptCalculatedQuantities &	orig_ip_cq
	)

Default destructor.

Ipopt::RestoIpoptNLP::~RestoIpoptNLP

(

)

Default destructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP

(

)

[private]

Default Constructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP

(

const RestoIpoptNLP &

)

[private]

Copy Constructor.

---

Member Function Documentation

virtual bool Ipopt::RestoIpoptNLP::Initialize	(	const Journalist &	jnlst,
		const OptionsList &	options,
		const std::string &	prefix
	)			[virtual]

Initialize - overloaded from IpoptNLP.

Reimplemented from Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::InitializeStructures	(	SmartPtr< Vector > &	x,
		bool	init_x,
		SmartPtr< Vector > &	y_c,
		bool	init_y_c,
		SmartPtr< Vector > &	y_d,
		bool	init_y_d,
		SmartPtr< Vector > &	z_L,
		bool	init_z_L,
		SmartPtr< Vector > &	z_U,
		bool	init_z_U,
		SmartPtr< Vector > &	v_L,
		SmartPtr< Vector > &	v_U
	)			[virtual]

Initialize (create) structures for the iteration data.

Implements Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::GetWarmStartIterate

(

IteratesVector &

warm_start_iterate

)

[inline, virtual]

Method accessing the GetWarmStartIterate of the NLP.

Implements Ipopt::IpoptNLP.

Definition at line 67 of file IpRestoIpoptNLP.hpp.

void Ipopt::RestoIpoptNLP::FinalizeSolution	(	SolverReturn	status,
		const Vector &	x,
		const Vector &	z_L,
		const Vector &	z_U,
		const Vector &	c,
		const Vector &	d,
		const Vector &	y_c,
		const Vector &	y_d,
		Number	obj_value,
		const IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)			[inline, virtual]

Solution Routines - overloaded from IpoptNLP.

Implements Ipopt::IpoptNLP.

Definition at line 74 of file IpRestoIpoptNLP.hpp.

virtual bool Ipopt::RestoIpoptNLP::objective_depends_on_mu

(

)

const [inline, virtual]

Accessor methods for model data.

Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter

Reimplemented from Ipopt::IpoptNLP.

Definition at line 89 of file IpRestoIpoptNLP.hpp.

virtual Number Ipopt::RestoIpoptNLP::f

(

const Vector &

x

)

[virtual]

Objective value (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual Number Ipopt::RestoIpoptNLP::f	(	const Vector &	x,
		Number	mu
	)			[virtual]

Objective value.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f

(

const Vector &

x

)

[virtual]

Gradient of the objective (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f	(	const Vector &	x,
		Number	mu
	)			[virtual]

Gradient of the objective.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::c

(

const Vector &

x

)

[virtual]

Equality constraint residual.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_c

(

const Vector &

x

)

[virtual]

Jacobian Matrix for equality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d

(

const Vector &

x

)

[virtual]

Inequality constraint residual (reformulated as equalities with slacks.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_d

(

const Vector &

x

)

[virtual]

Jacobian Matrix for inequality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd
	)			[virtual]

Hessian of the Lagrangian (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h	(	const Vector &	x,
		Number	obj_factor,
		const Vector &	yc,
		const Vector &	yd,
		Number	mu
	)			[virtual]

Hessian of the Lagrangian.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::uninitialized_h

(

)

[virtual]

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_L

(

)

const [inline, virtual]

Lower bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 140 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_L

(

)

const [inline, virtual]

Permutation matrix (x_L_ -> x).

Implements Ipopt::IpoptNLP.

Definition at line 146 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_U

(

)

const [inline, virtual]

Upper bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 152 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_U

(

)

const [inline, virtual]

Permutation matrix (x_U_ -> x.

Implements Ipopt::IpoptNLP.

Definition at line 158 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_L

(

)

const [inline, virtual]

Lower bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 164 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_L

(

)

const [inline, virtual]

Permutation matrix (d_L_ -> d).

Implements Ipopt::IpoptNLP.

Definition at line 170 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_U

(

)

const [inline, virtual]

Upper bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 176 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_U

(

)

const [inline, virtual]

Permutation matrix (d_U_ -> d.

Implements Ipopt::IpoptNLP.

Definition at line 182 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const SymMatrixSpace> Ipopt::RestoIpoptNLP::HessianMatrixSpace

(

)

const [inline, virtual]

Necessary Vector/Matrix spaces.

Implements Ipopt::IpoptNLP.

Definition at line 187 of file IpRestoIpoptNLP.hpp.

virtual void Ipopt::RestoIpoptNLP::GetSpaces	(	SmartPtr< const VectorSpace > &	x_space,
		SmartPtr< const VectorSpace > &	c_space,
		SmartPtr< const VectorSpace > &	d_space,
		SmartPtr< const VectorSpace > &	x_l_space,
		SmartPtr< const MatrixSpace > &	px_l_space,
		SmartPtr< const VectorSpace > &	x_u_space,
		SmartPtr< const MatrixSpace > &	px_u_space,
		SmartPtr< const VectorSpace > &	d_l_space,
		SmartPtr< const MatrixSpace > &	pd_l_space,
		SmartPtr< const VectorSpace > &	d_u_space,
		SmartPtr< const MatrixSpace > &	pd_u_space,
		SmartPtr< const MatrixSpace > &	Jac_c_space,
		SmartPtr< const MatrixSpace > &	Jac_d_space,
		SmartPtr< const SymMatrixSpace > &	Hess_lagrangian_space
	)			[virtual]

Accessor method for vector/matrix spaces pointers.

Implements Ipopt::IpoptNLP.

virtual void Ipopt::RestoIpoptNLP::AdjustVariableBounds	(	const Vector &	new_x_L,
		const Vector &	new_x_U,
		const Vector &	new_d_L,
		const Vector &	new_d_U
	)			[virtual]

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements Ipopt::IpoptNLP.

bool Ipopt::RestoIpoptNLP::IntermediateCallBack	(	AlgorithmMode	mode,
		Index	iter,
		Number	obj_value,
		Number	inf_pr,
		Number	inf_du,
		Number	mu,
		Number	d_norm,
		Number	regularization_size,
		Number	alpha_du,
		Number	alpha_pr,
		Index	ls_trials,
		SmartPtr< const IpoptData >	ip_data,
		SmartPtr< IpoptCalculatedQuantities >	ip_cq
	)			[virtual]

User callback method.

Implements Ipopt::IpoptNLP.

IpoptNLP& Ipopt::RestoIpoptNLP::OrigIpNLP

(

)

const [inline]

Definition at line 229 of file IpRestoIpoptNLP.hpp.

IpoptData& Ipopt::RestoIpoptNLP::OrigIpData

(

)

const [inline]

Definition at line 233 of file IpRestoIpoptNLP.hpp.

IpoptCalculatedQuantities& Ipopt::RestoIpoptNLP::OrigIpCq

(

)

const [inline]

Definition at line 237 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Rho

(

)

const [inline]

Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.

Definition at line 245 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::f_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 252 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::grad_f_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 256 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::c_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 260 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_c_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 264 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::d_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 268 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_d_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 272 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::h_evals

(

)

const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 276 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Eta

(

Number

mu

)

const

Method to calculate eta, the factor for the regularization term.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::DR_x

(

)

const [inline]

Method returning the scaling factors for the 2-norm penalization term.

Definition at line 287 of file IpRestoIpoptNLP.hpp.

static void Ipopt::RestoIpoptNLP::RegisterOptions

(

SmartPtr< RegisteredOptions >

roptions

)

[static]

Methods for IpoptType.

Called by IpoptType to register the options

void Ipopt::RestoIpoptNLP::operator=

(

const RestoIpoptNLP &

)

[private]

Overloaded Equals Operator.

Reimplemented from Ipopt::IpoptNLP.

---

Member Data Documentation

SmartPtr<IpoptNLP> Ipopt::RestoIpoptNLP::orig_ip_nlp_ [private]

Pointer to the original IpoptNLP.

Definition at line 302 of file IpRestoIpoptNLP.hpp.

SmartPtr<IpoptData> Ipopt::RestoIpoptNLP::orig_ip_data_ [private]

Pointer to the original IpoptData.

Definition at line 305 of file IpRestoIpoptNLP.hpp.

SmartPtr<IpoptCalculatedQuantities> Ipopt::RestoIpoptNLP::orig_ip_cq_ [private]

Pointer to the original IpoptCalculatedQuantities.

Definition at line 308 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::x_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 313 of file IpRestoIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::c_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 315 of file IpRestoIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 317 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVectorSpace> Ipopt::RestoIpoptNLP::x_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 319 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::px_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 321 of file IpRestoIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::x_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 323 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::px_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 325 of file IpRestoIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 327 of file IpRestoIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::RestoIpoptNLP::pd_l_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 329 of file IpRestoIpoptNLP.hpp.

SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 331 of file IpRestoIpoptNLP.hpp.

SmartPtr<const MatrixSpace> Ipopt::RestoIpoptNLP::pd_u_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 333 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::jac_c_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 335 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrixSpace> Ipopt::RestoIpoptNLP::jac_d_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 337 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundSymMatrixSpace> Ipopt::RestoIpoptNLP::h_space_ [private]

Necessary Vector/Matrix spaces.

Definition at line 339 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::x_L_ [private]

Lower bounds on x.

Definition at line 345 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_L_ [private]

Permutation matrix (x_L_ -> x).

Definition at line 348 of file IpRestoIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_U_ [private]

Upper bounds on x.

Definition at line 351 of file IpRestoIpoptNLP.hpp.

SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_U_ [private]

Permutation matrix (x_U_ -> x).

Definition at line 354 of file IpRestoIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_L_ [private]

Lower bounds on d.

Definition at line 357 of file IpRestoIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_L_ [private]

Permutation matrix (d_L_ -> d).

Definition at line 360 of file IpRestoIpoptNLP.hpp.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_U_ [private]

Upper bounds on d.

Definition at line 363 of file IpRestoIpoptNLP.hpp.

SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_U_ [private]

Permutation matrix (d_U_ -> d.

Definition at line 366 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::rho_ [private]

Penalty parameter for the $l_1$ norm.

Definition at line 373 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::eta_factor_ [private]

scaling factor for eta calculation

Definition at line 375 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::eta_mu_exponent_ [private]

exponent for mu in eta calculation

Definition at line 377 of file IpRestoIpoptNLP.hpp.

SmartPtr<Vector> Ipopt::RestoIpoptNLP::dr_x_ [private]

Scaling factors for the $x$ part of the regularization term.

Definition at line 380 of file IpRestoIpoptNLP.hpp.

SmartPtr<DiagMatrix> Ipopt::RestoIpoptNLP::DR_x_ [private]

Penalty parameter for the $l_1$ norm.

Definition at line 381 of file IpRestoIpoptNLP.hpp.

SmartPtr<Vector> Ipopt::RestoIpoptNLP::x_ref_ [private]

$x$ part of the reference point in the regularization term

Definition at line 383 of file IpRestoIpoptNLP.hpp.

bool Ipopt::RestoIpoptNLP::evaluate_orig_obj_at_resto_trial_ [private]

Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.

Definition at line 409 of file IpRestoIpoptNLP.hpp.

HessianApproximationType Ipopt::RestoIpoptNLP::hessian_approximation_ [private]

Flag indicating how hessian information is obtained.

Definition at line 411 of file IpRestoIpoptNLP.hpp.

bool Ipopt::RestoIpoptNLP::initialized_ [private]

Flag indicating if initialization method has been called.

Definition at line 415 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::f_evals_ [private]

Definition at line 419 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::grad_f_evals_ [private]

Definition at line 420 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::c_evals_ [private]

Definition at line 421 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::jac_c_evals_ [private]

Definition at line 422 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::d_evals_ [private]

Definition at line 423 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::jac_d_evals_ [private]

Definition at line 424 of file IpRestoIpoptNLP.hpp.

Index Ipopt::RestoIpoptNLP::h_evals_ [private]

Definition at line 425 of file IpRestoIpoptNLP.hpp.

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The documentation for this class was generated from the following file:

• /home/coin/svn-release/OptimizationSuite-1.1.0/Ipopt/src/Algorithm/IpRestoIpoptNLP.hpp