Ipopt 3.12.10

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IpProbingMuOracle.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: IpProbingMuOracle.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9 #ifndef __IPPROBINGMUORACLE_HPP__
10 #define __IPPROBINGMUORACLE_HPP__
11
12 #include "IpMuOracle.hpp"
13 #include "IpPDSystemSolver.hpp"
14
15 namespace Ipopt
16 {
17
21 class ProbingMuOracle : public MuOracle
22 {
23 public:
27 ProbingMuOracle(const SmartPtr<PDSystemSolver>& pd_solver);
29 virtual ~ProbingMuOracle();
31
33 virtual bool InitializeImpl(const OptionsList& options,
34 const std::string& prefix);
35
40 virtual bool CalculateMu(Number mu_min, Number mu_max, Number& new_mu);
41
44 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
46
47 private:
56
58 ProbingMuOracle();
60 ProbingMuOracle(const ProbingMuOracle&);
61
63 void operator=(const ProbingMuOracle&);
65
69 SmartPtr<PDSystemSolver> pd_solver_;
70
74 Number CalculateAffineMu(Number alpha_primal,
75 Number alpha_dual,
76 const IteratesVector& step);
77
81 Number sigma_max_;
83 };
84
85 } // namespace Ipopt
86
87 #endif
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:27
IpPDSystemSolver.hpp
Ipopt::ProbingMuOracle::sigma_max_
Number sigma_max_
safeguarding upper bound on centering parameter sigma
Definition: IpProbingMuOracle.hpp:81
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::ProbingMuOracle
Implementation of the probing strategy for computing the barrier parameter.
Definition: IpProbingMuOracle.hpp:21
Ipopt::ProbingMuOracle::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::MuOracle
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter t...
Definition: IpMuOracle.hpp:21
Ipopt::ProbingMuOracle::~ProbingMuOracle
virtual ~ProbingMuOracle()
Default destructor.
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::ProbingMuOracle::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::ProbingMuOracle::CalculateMu
virtual bool CalculateMu(Number mu_min, Number mu_max, Number &new_mu)
Method for computing the value of the barrier parameter that could be used in the current iteration (...
IpMuOracle.hpp
Ipopt::ProbingMuOracle::operator=
void operator=(const ProbingMuOracle &)
Overloaded Equals Operator.
Ipopt::ProbingMuOracle::CalculateAffineMu
Number CalculateAffineMu(Number alpha_primal, Number alpha_dual, const IteratesVector &step)
Auxilliary function for computing the average complementarity at a point, given step sizes and step...
Ipopt::ProbingMuOracle::ProbingMuOracle
ProbingMuOracle()
Default Constructor.
Ipopt::ProbingMuOracle::pd_solver_
SmartPtr< PDSystemSolver > pd_solver_
Pointer to the object that should be used to solve the primal-dual system.
Definition: IpProbingMuOracle.hpp:69