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IpWarmStartIterateInitializer.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: IpWarmStartIterateInitializer.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2005-04-01
8
9 #ifndef __IPWARMSTARTITERATEINITIALIZER_HPP__
10 #define __IPWARMSTARTITERATEINITIALIZER_HPP__
11
12 #include "IpIterateInitializer.hpp"
13 #include "IpEqMultCalculator.hpp"
14
15 namespace Ipopt
16 {
17
20 class WarmStartIterateInitializer: public IterateInitializer
21 {
22 public:
26 WarmStartIterateInitializer();
27
29 virtual ~WarmStartIterateInitializer()
30 {}
32
34 virtual bool InitializeImpl(const OptionsList& options,
35 const std::string& prefix);
36
39 virtual bool SetInitialIterates();
40
43 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
45 private:
55 WarmStartIterateInitializer(const WarmStartIterateInitializer&);
56
58 void operator=(const WarmStartIterateInitializer&);
60
64 Number warm_start_bound_push_;
66 Number warm_start_bound_frac_;
68 Number warm_start_slack_bound_push_;
70 Number warm_start_slack_bound_frac_;
72 Number warm_start_mult_bound_push_;
77 Number warm_start_mult_init_max_;
80 Number warm_start_target_mu_;
83 bool warm_start_entire_iterate_;
85
88 void process_target_mu(Number factor,
89 const Vector& curr_vars,
90 const Vector& curr_slacks,
91 const Vector& curr_mults,
92 const Matrix& P,
93 SmartPtr<const Vector>& ret_vars,
94 SmartPtr<const Vector>& ret_mults);
95
96 void adapt_to_target_mu(Vector& new_s,
97 Vector& new_z,
98 Number target_mu);
100 };
101
102 } // namespace Ipopt
103
104 #endif
Ipopt::WarmStartIterateInitializer::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods used by IpoptType.
Ipopt::WarmStartIterateInitializer::warm_start_slack_bound_frac_
Number warm_start_slack_bound_frac_
Relateive parameters for bumping s0 in warm start mode.
Definition: IpWarmStartIterateInitializer.hpp:70
Ipopt::WarmStartIterateInitializer::warm_start_mult_init_max_
Number warm_start_mult_init_max_
Maximal size of entries in bound and equality constraint multipliers in magnitute.
Definition: IpWarmStartIterateInitializer.hpp:77
Ipopt::WarmStartIterateInitializer::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::WarmStartIterateInitializer::warm_start_mult_bound_push_
Number warm_start_mult_bound_push_
Parameters for bumping initial bound multipliers.
Definition: IpWarmStartIterateInitializer.hpp:72
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::WarmStartIterateInitializer::warm_start_bound_frac_
Number warm_start_bound_frac_
Relateive parameters for bumping x0 in warm start mode.
Definition: IpWarmStartIterateInitializer.hpp:66
Ipopt::IterateInitializer
Base class for all methods for initializing the iterates.
Definition: IpIterateInitializer.hpp:22
Ipopt::WarmStartIterateInitializer::WarmStartIterateInitializer
WarmStartIterateInitializer()
Constructor.
Ipopt::WarmStartIterateInitializer::warm_start_target_mu_
Number warm_start_target_mu_
Target values for the barrier parameter in warm start option.
Definition: IpWarmStartIterateInitializer.hpp:80
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::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
Ipopt::WarmStartIterateInitializer::operator=
void operator=(const WarmStartIterateInitializer &)
Overloaded Equals Operator.
Ipopt::WarmStartIterateInitializer::warm_start_entire_iterate_
bool warm_start_entire_iterate_
Indicator for which method in the NLP should be used to get the warm start.
Definition: IpWarmStartIterateInitializer.hpp:83
Ipopt::WarmStartIterateInitializer
Class implementing an initialization procedure for warm starts.
Definition: IpWarmStartIterateInitializer.hpp:20
IpEqMultCalculator.hpp
Ipopt::WarmStartIterateInitializer::warm_start_slack_bound_push_
Number warm_start_slack_bound_push_
Abolsute parameters for bumping s0 in warm start mode.
Definition: IpWarmStartIterateInitializer.hpp:68
Ipopt::WarmStartIterateInitializer::process_target_mu
void process_target_mu(Number factor, const Vector &curr_vars, const Vector &curr_slacks, const Vector &curr_mults, const Matrix &P, SmartPtr< const Vector > &ret_vars, SmartPtr< const Vector > &ret_mults)
Ipopt::WarmStartIterateInitializer::~WarmStartIterateInitializer
virtual ~WarmStartIterateInitializer()
Default destructor.
Definition: IpWarmStartIterateInitializer.hpp:29
Ipopt::WarmStartIterateInitializer::adapt_to_target_mu
void adapt_to_target_mu(Vector &new_s, Vector &new_z, Number target_mu)
IpIterateInitializer.hpp
Ipopt::WarmStartIterateInitializer::SetInitialIterates
virtual bool SetInitialIterates()
Compute the initial iterates and set the into the curr field of the ip_data object.
Ipopt::WarmStartIterateInitializer::warm_start_bound_push_
Number warm_start_bound_push_
Abolsute parameters for bumping x0 in warm start mode.
Definition: IpWarmStartIterateInitializer.hpp:64