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IpOptErrorConvCheck.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpOptErrorConvCheck.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPOPTERRORCONVCHECK_HPP__
10 #define __IPOPTERRORCONVCHECK_HPP__
11
12 #include "IpConvCheck.hpp"
13
14 namespace Ipopt
15 {
16
20 class OptimalityErrorConvergenceCheck : public ConvergenceCheck
21 {
22 public:
26 OptimalityErrorConvergenceCheck();
27
29 virtual ~OptimalityErrorConvergenceCheck();
31
33 virtual bool InitializeImpl(const OptionsList& options,
34 const std::string& prefix);
35
37 virtual ConvergenceStatus
38 CheckConvergence(bool call_intermediate_callback = true);
39
42 virtual bool CurrentIsAcceptable();
43
46 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
48
49 protected:
53 Index max_iterations_;
55 Number dual_inf_tol_;
57 Number constr_viol_tol_;
59 Number compl_inf_tol_;
63 Index acceptable_iter_;
66 Number acceptable_tol_;
68 Number acceptable_dual_inf_tol_;
70 Number acceptable_constr_viol_tol_;
72 Number acceptable_compl_inf_tol_;
75 Number acceptable_obj_change_tol_;
77 Number diverging_iterates_tol_;
79 Number mu_target_;
81 Number max_cpu_time_;
83
84 private:
92 OptimalityErrorConvergenceCheck(const OptimalityErrorConvergenceCheck&);
93
95 void operator=(const OptimalityErrorConvergenceCheck&);
97
100 Index acceptable_counter_;
101
104 Number last_obj_val_;
105
108 Number curr_obj_val_;
109
111 Index last_obj_val_iter_;
112 };
113
114 } // namespace Ipopt
115
116 #endif
Ipopt::OptimalityErrorConvergenceCheck::constr_viol_tol_
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
Definition: IpOptErrorConvCheck.hpp:57
Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck
OptimalityErrorConvergenceCheck()
Default Constructor.
Ipopt::OptimalityErrorConvergenceCheck::~OptimalityErrorConvergenceCheck
virtual ~OptimalityErrorConvergenceCheck()
Default destructor.
Ipopt::OptimalityErrorConvergenceCheck::acceptable_obj_change_tol_
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteratoin to iteration.
Definition: IpOptErrorConvCheck.hpp:75
Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_
Number last_obj_val_
Value of the objective function from last iteration.
Definition: IpOptErrorConvCheck.hpp:104
Ipopt::OptimalityErrorConvergenceCheck::operator=
void operator=(const OptimalityErrorConvergenceCheck &)
Overloaded Equals Operator.
Ipopt::OptimalityErrorConvergenceCheck::diverging_iterates_tol_
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
Definition: IpOptErrorConvCheck.hpp:77
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::OptimalityErrorConvergenceCheck::acceptable_constr_viol_tol_
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Definition: IpOptErrorConvCheck.hpp:70
IpConvCheck.hpp
Ipopt::OptimalityErrorConvergenceCheck
Brief Class Description.
Definition: IpOptErrorConvCheck.hpp:20
Ipopt::OptimalityErrorConvergenceCheck::mu_target_
Number mu_target_
Desired value of the barrier parameter.
Definition: IpOptErrorConvCheck.hpp:79
Ipopt::ConvergenceCheck
Base class for checking the algorithm termination criteria.
Definition: IpConvCheck.hpp:20
Ipopt::OptimalityErrorConvergenceCheck::max_cpu_time_
Number max_cpu_time_
Upper bound on CPU time.
Definition: IpOptErrorConvCheck.hpp:81
Ipopt::OptimalityErrorConvergenceCheck::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::OptimalityErrorConvergenceCheck::acceptable_tol_
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling...
Definition: IpOptErrorConvCheck.hpp:66
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OptimalityErrorConvergenceCheck::CheckConvergence
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Overloaded convergence check.
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::OptimalityErrorConvergenceCheck::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::OptimalityErrorConvergenceCheck::curr_obj_val_
Number curr_obj_val_
Value of the objective function from current iteration.
Definition: IpOptErrorConvCheck.hpp:108
Ipopt::ConvergenceCheck::ConvergenceStatus
ConvergenceStatus
Convergence return enum.
Definition: IpConvCheck.hpp:35
Ipopt::OptimalityErrorConvergenceCheck::dual_inf_tol_
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Definition: IpOptErrorConvCheck.hpp:55
Ipopt::OptimalityErrorConvergenceCheck::compl_inf_tol_
Number compl_inf_tol_
Tolerance on unscaled complementarity.
Definition: IpOptErrorConvCheck.hpp:59
Ipopt::OptimalityErrorConvergenceCheck::acceptable_iter_
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates...
Definition: IpOptErrorConvCheck.hpp:63
Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_iter_
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
Definition: IpOptErrorConvCheck.hpp:111
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::OptimalityErrorConvergenceCheck::CurrentIsAcceptable
virtual bool CurrentIsAcceptable()
Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality...
Ipopt::OptimalityErrorConvergenceCheck::acceptable_dual_inf_tol_
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
Definition: IpOptErrorConvCheck.hpp:68
Ipopt::OptimalityErrorConvergenceCheck::max_iterations_
Index max_iterations_
Maximal number of iterations.
Definition: IpOptErrorConvCheck.hpp:53
Ipopt::OptimalityErrorConvergenceCheck::acceptable_counter_
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Definition: IpOptErrorConvCheck.hpp:100
Ipopt::OptimalityErrorConvergenceCheck::acceptable_compl_inf_tol_
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.
Definition: IpOptErrorConvCheck.hpp:72