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IpGradientScaling.hpp
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1 // Copyright (C) 2005, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpGradientScaling.hpp 2269 2013-05-05 11:32:40Z stefan $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2005-07-13
8
9 #ifndef __IPGRADIENTSCALING_HPP__
10 #define __IPGRADIENTSCALING_HPP__
11
12 #include "IpNLPScaling.hpp"
13 #include "IpNLP.hpp"
14
15 namespace Ipopt
16 {
21 class GradientScaling : public StandardScalingBase
22 {
23 public:
26 GradientScaling(const SmartPtr<NLP>& nlp)
27 :
28 StandardScalingBase(),
29 nlp_(nlp)
30 {}
31
33 virtual ~GradientScaling()
34 {}
36
40 static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
42
43 protected:
45 bool InitializeImpl(const OptionsList& options,
46 const std::string& prefix);
47
48 virtual void DetermineScalingParametersImpl(
49 const SmartPtr<const VectorSpace> x_space,
50 const SmartPtr<const VectorSpace> c_space,
51 const SmartPtr<const VectorSpace> d_space,
52 const SmartPtr<const MatrixSpace> jac_c_space,
53 const SmartPtr<const MatrixSpace> jac_d_space,
54 const SmartPtr<const SymMatrixSpace> h_space,
55 const Matrix& Px_L, const Vector& x_L,
56 const Matrix& Px_U, const Vector& x_U,
57 Number& df,
58 SmartPtr<Vector>& dx,
59 SmartPtr<Vector>& dc,
60 SmartPtr<Vector>& dd);
61
62 private:
63
72
74 GradientScaling(const GradientScaling&);
75
77 void operator=(const GradientScaling&);
79
81 SmartPtr<NLP> nlp_;
82
84 Number scaling_max_gradient_;
85
87 Number scaling_obj_target_gradient_;
88
90 Number scaling_constr_target_gradient_;
91
93 Number scaling_min_value_;
94 };
95 } // namespace Ipopt
96 #endif
Ipopt::GradientScaling::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize the object from the options.
IpNLP.hpp
Ipopt::GradientScaling::~GradientScaling
virtual ~GradientScaling()
Default destructor.
Definition: IpGradientScaling.hpp:33
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::GradientScaling::scaling_constr_target_gradient_
Number scaling_constr_target_gradient_
target size of norm for constraint gradients
Definition: IpGradientScaling.hpp:90
Ipopt::StandardScalingBase
This is a base class for many standard scaling techniques.
Definition: IpNLPScaling.hpp:229
Ipopt::GradientScaling::GradientScaling
GradientScaling(const SmartPtr< NLP > &nlp)
Definition: IpGradientScaling.hpp:26
Ipopt::GradientScaling::DetermineScalingParametersImpl
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)
This is the method that has to be overloaded by a particular scaling method that somehow computes the...
IpNLPScaling.hpp
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::GradientScaling
This class does problem scaling by setting the scaling parameters based on the maximum of the gradien...
Definition: IpGradientScaling.hpp:21
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
x_L
Number * x_L
Lower bounds on variables.
Definition: IpStdCInterface.h:137
Ipopt::GradientScaling::operator=
void operator=(const GradientScaling &)
Overloaded Equals Operator.
x_U
Number Number * x_U
Upper bounds on variables.
Definition: IpStdCInterface.h:137
Ipopt::GradientScaling::RegisterOptions
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Ipopt::GradientScaling::nlp_
SmartPtr< NLP > nlp_
pointer to the NLP to get scaling parameters
Definition: IpGradientScaling.hpp:81
Ipopt::GradientScaling::scaling_obj_target_gradient_
Number scaling_obj_target_gradient_
target size of norm for objective gradient
Definition: IpGradientScaling.hpp:87
Ipopt::GradientScaling::scaling_max_gradient_
Number scaling_max_gradient_
maximum allowed gradient before scaling is performed
Definition: IpGradientScaling.hpp:84
Ipopt::GradientScaling::scaling_min_value_
Number scaling_min_value_
minimum value of a scaling parameter
Definition: IpGradientScaling.hpp:93