Ipopt 3.12.10

- Main Page
- Classes
- Files

- File List
- File Members

All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros
IpMonotoneMuUpdate.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: IpMonotoneMuUpdate.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPMONOTONEMUUPDATE_HPP__
10 #define __IPMONOTONEMUUPDATE_HPP__
11
12 #include "IpMuUpdate.hpp"
13 #include "IpLineSearch.hpp"
14 #include "IpRegOptions.hpp"
15
16 namespace Ipopt
17 {
18
22 class MonotoneMuUpdate : public MuUpdate
23 {
24 public:
28 MonotoneMuUpdate(const SmartPtr<LineSearch>& linesearch);
29
31 virtual ~MonotoneMuUpdate();
33
35 virtual bool InitializeImpl(const OptionsList& options,
36 const std::string& prefix);
37
43 virtual bool UpdateBarrierParameter();
44
47 static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
49
50 private:
59 MonotoneMuUpdate();
60
62 MonotoneMuUpdate(const MonotoneMuUpdate&);
63
65 void operator=(const MonotoneMuUpdate&);
67
69 void CalcNewMuAndTau(Number &new_mu,
70 Number &new_tau);
71
75 Number mu_init_;
76 Number barrier_tol_factor_;
77 Number mu_linear_decrease_factor_;
78 Number mu_superlinear_decrease_power_;
79 bool mu_allow_fast_monotone_decrease_;
81 Number tau_min_;
82 Number compl_inf_tol_;
83 Number mu_target_;
85
86 SmartPtr<LineSearch> linesearch_;
87
90 bool initialized_;
91
95 bool first_iter_resto_;
96 };
97
98 } // namespace Ipopt
99
100 #endif
Ipopt::MonotoneMuUpdate::linesearch_
SmartPtr< LineSearch > linesearch_
Definition: IpMonotoneMuUpdate.hpp:86
Ipopt::MonotoneMuUpdate::first_iter_resto_
bool first_iter_resto_
If true, no modification of the barrier parameter will be done at the first call of Update (fix for t...
Definition: IpMonotoneMuUpdate.hpp:95
Ipopt::MonotoneMuUpdate::mu_target_
Number mu_target_
Definition: IpMonotoneMuUpdate.hpp:83
Ipopt::MonotoneMuUpdate::mu_linear_decrease_factor_
Number mu_linear_decrease_factor_
Definition: IpMonotoneMuUpdate.hpp:77
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::MonotoneMuUpdate::operator=
void operator=(const MonotoneMuUpdate &)
Overloaded Equals Operator.
Ipopt::MonotoneMuUpdate::MonotoneMuUpdate
MonotoneMuUpdate()
Ipopt::MonotoneMuUpdate::mu_superlinear_decrease_power_
Number mu_superlinear_decrease_power_
Definition: IpMonotoneMuUpdate.hpp:78
Ipopt::MonotoneMuUpdate::RegisterOptions
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Ipopt::MonotoneMuUpdate::tau_min_
Number tau_min_
Tau_min for fraction to boundary rule.
Definition: IpMonotoneMuUpdate.hpp:81
Ipopt::MonotoneMuUpdate::CalcNewMuAndTau
void CalcNewMuAndTau(Number &new_mu, Number &new_tau)
Internal method for computing the new values for mu and tau.
Ipopt::MonotoneMuUpdate::mu_allow_fast_monotone_decrease_
bool mu_allow_fast_monotone_decrease_
Definition: IpMonotoneMuUpdate.hpp:79
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::MonotoneMuUpdate::initialized_
bool initialized_
Flag indicating whether the method has been called at least once so far.
Definition: IpMonotoneMuUpdate.hpp:90
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::MonotoneMuUpdate::UpdateBarrierParameter
virtual bool UpdateBarrierParameter()
Method for determining the barrier parameter for the next iteration.
IpLineSearch.hpp
Ipopt::MonotoneMuUpdate::compl_inf_tol_
Number compl_inf_tol_
Definition: IpMonotoneMuUpdate.hpp:82
Ipopt::MonotoneMuUpdate::mu_init_
Number mu_init_
Initial value of the barrier parameter.
Definition: IpMonotoneMuUpdate.hpp:75
IpMuUpdate.hpp
Ipopt::MonotoneMuUpdate
Monotone Mu Update.
Definition: IpMonotoneMuUpdate.hpp:22
Ipopt::MonotoneMuUpdate::~MonotoneMuUpdate
virtual ~MonotoneMuUpdate()
Default destructor.
Ipopt::MuUpdate
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-...
Definition: IpMuUpdate.hpp:20
Ipopt::MonotoneMuUpdate::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize method - overloaded from AlgorithmStrategyObject.
Ipopt::MonotoneMuUpdate::barrier_tol_factor_
Number barrier_tol_factor_
Definition: IpMonotoneMuUpdate.hpp:76
IpRegOptions.hpp