Ipopt::StandardScalingBase Class Reference

This is a base class for many standard scaling techniques. More...

#include <IpNLPScaling.hpp>

Inheritance diagram for Ipopt::StandardScalingBase:

[legend]

Collaboration diagram for Ipopt::StandardScalingBase:

[legend]

List of all members.

Public Member Functions
virtual void	DetermineScaling (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, SmartPtr< const MatrixSpace > &new_jac_c_space, SmartPtr< const MatrixSpace > &new_jac_d_space, SmartPtr< const SymMatrixSpace > &new_h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U)
	This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.
Constructors/Destructors
	StandardScalingBase ()
	Default destructor.
virtual	~StandardScalingBase ()
	Default destructor.
Methods for determining whether scaling for entities is
done
virtual bool	have_x_scaling ()
	Returns true if the primal x variables are scaled.
virtual bool	have_c_scaling ()
	Returns true if the equality constraints are scaled.
virtual bool	have_d_scaling ()
	Returns true if the inequality constraints are scaled.
Protected Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Overloaded initialization method.
virtual void	DetermineScalingParametersImpl (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)=0
	This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.
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.
	StandardScalingBase (const StandardScalingBase &)
	Copy Constructor.
void	operator= (const StandardScalingBase &)
	Overloaded Equals Operator.
Private Attributes
Algorithmic parameters
Number	obj_scaling_factor_
	Additional scaling value for the objective function.
Number	df_
	Scaling parameters - we only need to keep copies of the objective scaling and the x scaling - the others we can get from the scaled matrix spaces.
SmartPtr< Vector >	dx_
	x scaling
SmartPtr< ScaledMatrixSpace >	scaled_jac_c_space_
	Scaled Matrix Spaces.
SmartPtr< ScaledMatrixSpace >	scaled_jac_d_space_
	Scaled jacobian of d space.
SmartPtr< SymScaledMatrixSpace >	scaled_h_space_
	Scaled hessian of lagrangian spacea.
virtual Number	apply_obj_scaling (const Number &f)
	Methods to map scaled and unscaled matrices.
virtual Number	unapply_obj_scaling (const Number &f)
	Returns an obj-unscaled version of the given scalar.
virtual SmartPtr< Vector >	apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector.
virtual SmartPtr< Vector >	apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector.
virtual SmartPtr< Vector >	apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector.
virtual SmartPtr< const Matrix >	apply_jac_c_scaling (SmartPtr< const Matrix > matrix)
	Returns a scaled version of the jacobian for c.
virtual SmartPtr< const Matrix >	apply_jac_d_scaling (SmartPtr< const Matrix > matrix)
	Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
virtual SmartPtr< const SymMatrix >	apply_hessian_scaling (SmartPtr< const SymMatrix > matrix)
	Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType.

---

Detailed Description

This is a base class for many standard scaling techniques.

The overloaded classes only need to provide the scaling parameters

Definition at line 224 of file IpNLPScaling.hpp.

---

Constructor & Destructor Documentation

Ipopt::StandardScalingBase::StandardScalingBase

(

)

[inline]

Default destructor.

Definition at line 229 of file IpNLPScaling.hpp.

virtual Ipopt::StandardScalingBase::~StandardScalingBase

(

)

[inline, virtual]

Default destructor.

Definition at line 233 of file IpNLPScaling.hpp.

Ipopt::StandardScalingBase::StandardScalingBase

(

const StandardScalingBase &

)

[private]

Copy Constructor.

---

Member Function Documentation

virtual Number Ipopt::StandardScalingBase::apply_obj_scaling

(

const Number &

f

)

[virtual]

Methods to map scaled and unscaled matrices.

Returns an obj-scaled version of the given scalar

Implements Ipopt::NLPScalingObject.

virtual Number Ipopt::StandardScalingBase::unapply_obj_scaling

(

const Number &

f

)

[virtual]

Returns an obj-unscaled version of the given scalar.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_x_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_x

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_x_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_x

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_c

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_c

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_c_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_c_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::apply_vector_scaling_d

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_d

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::apply_vector_scaling_d_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-scaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<Vector> Ipopt::StandardScalingBase::unapply_vector_scaling_d_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-unscaled version of the given vector.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Matrix> Ipopt::StandardScalingBase::apply_jac_c_scaling

(

SmartPtr< const Matrix >

matrix

)

[virtual]

Returns a scaled version of the jacobian for c.

If the overloaded method does not make a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const Matrix> Ipopt::StandardScalingBase::apply_jac_d_scaling

(

SmartPtr< const Matrix >

matrix

)

[virtual]

Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual SmartPtr<const SymMatrix> Ipopt::StandardScalingBase::apply_hessian_scaling

(

SmartPtr< const SymMatrix >

matrix

)

[virtual]

Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_x_scaling

(

)

[virtual]

Returns true if the primal x variables are scaled.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_c_scaling

(

)

[virtual]

Returns true if the equality constraints are scaled.

Implements Ipopt::NLPScalingObject.

virtual bool Ipopt::StandardScalingBase::have_d_scaling

(

)

[virtual]

Returns true if the inequality constraints are scaled.

Implements Ipopt::NLPScalingObject.

virtual void Ipopt::StandardScalingBase::DetermineScaling	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		const SmartPtr< const MatrixSpace >	jac_c_space,
		const SmartPtr< const MatrixSpace >	jac_d_space,
		const SmartPtr< const SymMatrixSpace >	h_space,
		SmartPtr< const MatrixSpace > &	new_jac_c_space,
		SmartPtr< const MatrixSpace > &	new_jac_d_space,
		SmartPtr< const SymMatrixSpace > &	new_h_space,
		const Matrix &	Px_L,
		const Vector &	x_L,
		const Matrix &	Px_U,
		const Vector &	x_U
	)			[virtual]

This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.

Implements Ipopt::NLPScalingObject.

static void Ipopt::StandardScalingBase::RegisterOptions

(

SmartPtr< RegisteredOptions >

roptions

)

[static]

Methods for IpoptType.

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

Overloaded initialization method.

Implements Ipopt::NLPScalingObject.

Reimplemented in Ipopt::EquilibrationScaling, and Ipopt::GradientScaling.

virtual void Ipopt::StandardScalingBase::DetermineScalingParametersImpl	(	const SmartPtr< const VectorSpace >	x_space,
		const SmartPtr< const VectorSpace >	c_space,
		const SmartPtr< const VectorSpace >	d_space,
		const SmartPtr< const MatrixSpace >	jac_c_space,
		const SmartPtr< const MatrixSpace >	jac_d_space,
		const SmartPtr< const SymMatrixSpace >	h_space,
		const Matrix &	Px_L,
		const Vector &	x_L,
		const Matrix &	Px_U,
		const Vector &	x_U,
		Number &	df,
		SmartPtr< Vector > &	dx,
		SmartPtr< Vector > &	dc,
		SmartPtr< Vector > &	dd
	)			[protected, pure virtual]

This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.

The pointers to those vectors can be NULL, in which case no scaling for that item will be done later.

Implemented in Ipopt::EquilibrationScaling, Ipopt::GradientScaling, Ipopt::NoNLPScalingObject, and Ipopt::UserScaling.

void Ipopt::StandardScalingBase::operator=

(

const StandardScalingBase &

)

[private]

Overloaded Equals Operator.

Reimplemented from Ipopt::NLPScalingObject.

Reimplemented in Ipopt::EquilibrationScaling, Ipopt::GradientScaling, Ipopt::NoNLPScalingObject, and Ipopt::UserScaling.

---

Member Data Documentation

Number Ipopt::StandardScalingBase::df_ [private]

Scaling parameters - we only need to keep copies of the objective scaling and the x scaling - the others we can get from the scaled matrix spaces.

objective scaling parameter

Definition at line 374 of file IpNLPScaling.hpp.

SmartPtr<Vector> Ipopt::StandardScalingBase::dx_ [private]

x scaling

Definition at line 376 of file IpNLPScaling.hpp.

SmartPtr<ScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_jac_c_space_ [private]

Scaled Matrix Spaces.

Scaled jacobian of c space

Definition at line 382 of file IpNLPScaling.hpp.

SmartPtr<ScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_jac_d_space_ [private]

Scaled jacobian of d space.

Definition at line 384 of file IpNLPScaling.hpp.

SmartPtr<SymScaledMatrixSpace> Ipopt::StandardScalingBase::scaled_h_space_ [private]

Scaled hessian of lagrangian spacea.

Definition at line 386 of file IpNLPScaling.hpp.

Number Ipopt::StandardScalingBase::obj_scaling_factor_ [private]

Additional scaling value for the objective function.

Definition at line 392 of file IpNLPScaling.hpp.

---

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

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