Ipopt 3.12.10

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IpLeastSquareMults.hpp
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1 // Copyright (C) 2004, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpLeastSquareMults.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-09-23
8
9 #ifndef __IPLEASTSQUAREMULTS_HPP__
10 #define __IPLEASTSQUAREMULTS_HPP__
11
12 #include "IpAugSystemSolver.hpp"
13 #include "IpEqMultCalculator.hpp"
14
15 namespace Ipopt
16 {
17
23 class LeastSquareMultipliers: public EqMultiplierCalculator
24 {
25 public:
30 LeastSquareMultipliers(AugSystemSolver& augSysSolver);
32 virtual ~LeastSquareMultipliers()
33 {}
35
36 /* overloaded from AlgorithmStrategyObject */
37 virtual bool InitializeImpl(const OptionsList& options,
38 const std::string& prefix);
39
44 virtual bool CalculateMultipliers(Vector& y_c,
45 Vector& y_d);
46
47 private:
57 LeastSquareMultipliers();
58
60 LeastSquareMultipliers(const LeastSquareMultipliers&);
61
63 void operator=(const LeastSquareMultipliers&);
65
68 SmartPtr<AugSystemSolver> augsyssolver_;
69 };
70
71 } // namespace Ipopt
72
73 #endif
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::LeastSquareMultipliers::~LeastSquareMultipliers
virtual ~LeastSquareMultipliers()
Default destructor.
Definition: IpLeastSquareMults.hpp:32
Ipopt::EqMultiplierCalculator
Base Class for objects that compute estimates for the equality constraint multipliers y_c and y_d...
Definition: IpEqMultCalculator.hpp:21
Ipopt::LeastSquareMultipliers
Class for calculator for the least-square equality constraint multipliers.
Definition: IpLeastSquareMults.hpp:23
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::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:37
Ipopt::LeastSquareMultipliers::augsyssolver_
SmartPtr< AugSystemSolver > augsyssolver_
Pointer for the augmented system solver to be used for solving the linear system. ...
Definition: IpLeastSquareMults.hpp:68
Ipopt::LeastSquareMultipliers::operator=
void operator=(const LeastSquareMultipliers &)
Overloaded Equals Operator.
IpAugSystemSolver.hpp
Ipopt::LeastSquareMultipliers::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::LeastSquareMultipliers::LeastSquareMultipliers
LeastSquareMultipliers()
Default Constructor.
IpEqMultCalculator.hpp
Ipopt::LeastSquareMultipliers::CalculateMultipliers
virtual bool CalculateMultipliers(Vector &y_c, Vector &y_d)
This method computes the least-square estimates for y_c and y_d at the current point.