#include <IpoptInteriorWarmStarter.hpp>
Inheritance diagram for IpoptInteriorWarmStarter:
Public Member Functions | |
bool | UpdateStoredIterates (AlgorithmMode mode, const IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq) |
Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem. | |
bool | Finalize () |
Method for doing whatever needs to be done after the parent NLP has been solved. | |
bool | WarmStartIterate (Index n, const Number *x_l_new, const Number *x_u_new, IteratesVector &warm_start_iterate) |
Method for computing the initial point based on the stored information. | |
Constructors/Destructors | |
IpoptInteriorWarmStarter (Index n, const Number *x_L, const Number *x_u, Number nlp_lower_bound_inf, Number nlp_upper_bound_inf, bool store_several_iterates) | |
Constructor. | |
~IpoptInteriorWarmStarter () | |
Default destructor. | |
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. | |
IpoptInteriorWarmStarter () | |
Default constructor. | |
IpoptInteriorWarmStarter (const IpoptInteriorWarmStarter &) | |
Copy Constructor. | |
void | operator= (const IpoptInteriorWarmStarter &) |
Overloaded Equals Operator. | |
Private Attributes | |
Number | nlp_lower_bound_inf_ |
Value for a lower bound that denotes -infinity. | |
Number | nlp_upper_bound_inf_ |
Value for a upper bound that denotes infinity. | |
bool | store_several_iterates_ |
Flag indicating whether more than one iterate is to be stored. | |
Copy of the bounds for the previously solved NLP. This is | |
required to find out the remapping for fixed variables, and it might also help to see how large the perturbation of the new problem is. | |
Index | n_ |
Number * | x_l_prev_ |
Number * | x_u_prev_ |
Selected Iterates and quantities from the previous | |
optimization | |
Index | n_stored_iterates_ |
std::vector< Index > | stored_iter_ |
std::vector< SmartPtr< const IteratesVector > > | stored_iterates_ |
std::vector< Number > | stored_mu_ |
std::vector< Number > | stored_nlp_error_ |
std::vector< Number > | stored_primal_inf_ |
std::vector< Number > | stored_dual_inf_ |
std::vector< Number > | stored_compl_ |
Definition at line 18 of file IpoptInteriorWarmStarter.hpp.
IpoptInteriorWarmStarter::IpoptInteriorWarmStarter | ( | Index | n, | |
const Number * | x_L, | |||
const Number * | x_u, | |||
Number | nlp_lower_bound_inf, | |||
Number | nlp_upper_bound_inf, | |||
bool | store_several_iterates | |||
) |
Constructor.
We give it the values of the current bounds so that it can figure out which variables are fixed for this NLP.
IpoptInteriorWarmStarter::~IpoptInteriorWarmStarter | ( | ) |
Default destructor.
IpoptInteriorWarmStarter::IpoptInteriorWarmStarter | ( | ) | [private] |
Default constructor.
IpoptInteriorWarmStarter::IpoptInteriorWarmStarter | ( | const IpoptInteriorWarmStarter & | ) | [private] |
Copy Constructor.
bool IpoptInteriorWarmStarter::UpdateStoredIterates | ( | AlgorithmMode | mode, | |
const IpoptData & | ip_data, | |||
IpoptCalculatedQuantities & | ip_cq | |||
) |
Method for possibly storing another iterate during the current optimizatin for possible use for a warm start for a new problem.
bool IpoptInteriorWarmStarter::Finalize | ( | ) |
Method for doing whatever needs to be done after the parent NLP has been solved.
bool IpoptInteriorWarmStarter::WarmStartIterate | ( | Index | n, | |
const Number * | x_l_new, | |||
const Number * | x_u_new, | |||
IteratesVector & | warm_start_iterate | |||
) |
Method for computing the initial point based on the stored information.
void IpoptInteriorWarmStarter::operator= | ( | const IpoptInteriorWarmStarter & | ) | [private] |
Overloaded Equals Operator.
Value for a lower bound that denotes -infinity.
Definition at line 71 of file IpoptInteriorWarmStarter.hpp.
Value for a upper bound that denotes infinity.
Definition at line 73 of file IpoptInteriorWarmStarter.hpp.
bool IpoptInteriorWarmStarter::store_several_iterates_ [private] |
Flag indicating whether more than one iterate is to be stored.
Definition at line 76 of file IpoptInteriorWarmStarter.hpp.
Index IpoptInteriorWarmStarter::n_ [private] |
Definition at line 84 of file IpoptInteriorWarmStarter.hpp.
Number* IpoptInteriorWarmStarter::x_l_prev_ [private] |
Definition at line 85 of file IpoptInteriorWarmStarter.hpp.
Number* IpoptInteriorWarmStarter::x_u_prev_ [private] |
Definition at line 86 of file IpoptInteriorWarmStarter.hpp.
Definition at line 92 of file IpoptInteriorWarmStarter.hpp.
std::vector<Index> IpoptInteriorWarmStarter::stored_iter_ [private] |
Definition at line 93 of file IpoptInteriorWarmStarter.hpp.
std::vector<SmartPtr<const IteratesVector> > IpoptInteriorWarmStarter::stored_iterates_ [private] |
Definition at line 94 of file IpoptInteriorWarmStarter.hpp.
std::vector<Number> IpoptInteriorWarmStarter::stored_mu_ [private] |
Definition at line 95 of file IpoptInteriorWarmStarter.hpp.
std::vector<Number> IpoptInteriorWarmStarter::stored_nlp_error_ [private] |
Definition at line 96 of file IpoptInteriorWarmStarter.hpp.
std::vector<Number> IpoptInteriorWarmStarter::stored_primal_inf_ [private] |
Definition at line 97 of file IpoptInteriorWarmStarter.hpp.
std::vector<Number> IpoptInteriorWarmStarter::stored_dual_inf_ [private] |
Definition at line 98 of file IpoptInteriorWarmStarter.hpp.
std::vector<Number> IpoptInteriorWarmStarter::stored_compl_ [private] |
Definition at line 99 of file IpoptInteriorWarmStarter.hpp.