Ipopt 3.12.10

- Main Page
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpRestoMinC_1Nrm.hpp
Go to the documentation of this file.
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: IpRestoMinC_1Nrm.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPRESTOC_1NRM_HPP__
10 #define __IPRESTOC_1NRM_HPP__
11
12 #include "IpRestoPhase.hpp"
13 #include "IpIpoptAlg.hpp"
14 #include "IpEqMultCalculator.hpp"
15
16 namespace Ipopt
17 {
18
22 class MinC_1NrmRestorationPhase : public RestorationPhase
23 {
24 public:
33 MinC_1NrmRestorationPhase(IpoptAlgorithm& resto_alg,
34 const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator);
35
37 virtual ~MinC_1NrmRestorationPhase();
39
41 virtual bool InitializeImpl(const OptionsList& options,
42 const std::string& prefix);
43
46 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
48
49 protected:
51 virtual bool PerformRestoration();
52
53 private:
61 MinC_1NrmRestorationPhase();
62
64 MinC_1NrmRestorationPhase(const MinC_1NrmRestorationPhase&);
65
67 void operator=(const MinC_1NrmRestorationPhase&);
69
72 SmartPtr<IpoptAlgorithm> resto_alg_;
73 SmartPtr<EqMultiplierCalculator> eq_mult_calculator_;
75
79 SmartPtr<OptionsList> resto_options_;
80
83 Number constr_mult_reset_threshold_;
87 Number bound_mult_reset_threshold_;
91 bool expect_infeasible_problem_;
93 Number constr_viol_tol_;
97 Number resto_failure_feasibility_threshold_;
99
102 Index count_restorations_;
103
109 void ComputeBoundMultiplierStep(Vector& delta_z,
110 const Vector& curr_z,
111 const Vector& curr_slack,
112 const Vector& trial_slack);
114 };
115
116 } // namespace Ipopt
117
118 #endif
Ipopt::MinC_1NrmRestorationPhase::expect_infeasible_problem_
bool expect_infeasible_problem_
Indicates whether problem can be expected to be infeasible.
Definition: IpRestoMinC_1Nrm.hpp:91
Ipopt::MinC_1NrmRestorationPhase::eq_mult_calculator_
SmartPtr< EqMultiplierCalculator > eq_mult_calculator_
Definition: IpRestoMinC_1Nrm.hpp:73
IpIpoptAlg.hpp
Ipopt::MinC_1NrmRestorationPhase::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::MinC_1NrmRestorationPhase::ComputeBoundMultiplierStep
void ComputeBoundMultiplierStep(Vector &delta_z, const Vector &curr_z, const Vector &curr_slack, const Vector &trial_slack)
Method for computing &quot;primal-dual&quot; step in bound multipliers, given step in slacks.
Ipopt::MinC_1NrmRestorationPhase::resto_alg_
SmartPtr< IpoptAlgorithm > resto_alg_
Definition: IpRestoMinC_1Nrm.hpp:72
Ipopt::MinC_1NrmRestorationPhase::count_restorations_
Index count_restorations_
Counter for the number of time that PerformRestoration is called.
Definition: IpRestoMinC_1Nrm.hpp:102
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::MinC_1NrmRestorationPhase::resto_options_
SmartPtr< OptionsList > resto_options_
Copy of original options, which is required to initialize the Ipopt algorithm strategy object before ...
Definition: IpRestoMinC_1Nrm.hpp:79
Ipopt::MinC_1NrmRestorationPhase::bound_mult_reset_threshold_
Number bound_mult_reset_threshold_
Maximal allowed value of a bound multiplier after restoration phase.
Definition: IpRestoMinC_1Nrm.hpp:87
Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase
MinC_1NrmRestorationPhase()
Default Constructor.
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::MinC_1NrmRestorationPhase::constr_viol_tol_
Number constr_viol_tol_
Constraint violation tolerance.
Definition: IpRestoMinC_1Nrm.hpp:93
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::MinC_1NrmRestorationPhase
Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point me...
Definition: IpRestoMinC_1Nrm.hpp:22
Ipopt::MinC_1NrmRestorationPhase::~MinC_1NrmRestorationPhase
virtual ~MinC_1NrmRestorationPhase()
Default destructor.
Ipopt::RestorationPhase
Base class for different restoration phases.
Definition: IpRestoPhase.hpp:34
IpRestoPhase.hpp
Ipopt::MinC_1NrmRestorationPhase::PerformRestoration
virtual bool PerformRestoration()
Overloaded method from RestorationPhase.
IpEqMultCalculator.hpp
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::MinC_1NrmRestorationPhase::operator=
void operator=(const MinC_1NrmRestorationPhase &)
Overloaded Equals Operator.
Ipopt::MinC_1NrmRestorationPhase::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Overloaded from AlgorithmStrategy case class.
Ipopt::IpoptAlgorithm
The main ipopt algorithm class.
Definition: IpIpoptAlg.hpp:45
Ipopt::MinC_1NrmRestorationPhase::constr_mult_reset_threshold_
Number constr_mult_reset_threshold_
Definition: IpRestoMinC_1Nrm.hpp:83
Ipopt::MinC_1NrmRestorationPhase::resto_failure_feasibility_threshold_
Number resto_failure_feasibility_threshold_
Primal infeasibility tolerance for declaring failure of restoration phase when the non-regular termin...
Definition: IpRestoMinC_1Nrm.hpp:97