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# src/Algorithm/IpGradientScaling.hpp

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    00001 // Copyright (C) 2005, 2009 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: IpGradientScaling.hpp 2269 2013-05-05 11:32:40Z stefan $
    00006 //
    00007 // Authors:  Carl Laird, Andreas Waechter     IBM    2005-07-13
    00008
    00009 #ifndef __IPGRADIENTSCALING_HPP__
    00010 #define __IPGRADIENTSCALING_HPP__
    00011
    00012 #include "IpNLPScaling.hpp"
    00013 #include "IpNLP.hpp"
    00014
    00015 namespace Ipopt
    00016 {
    00021   class GradientScaling : public StandardScalingBase
    00022   {
    00023   public:
    00026     GradientScaling(const SmartPtr<NLP>& nlp)
    00027         :
    00028         StandardScalingBase(),
    00029         nlp_(nlp)
    00030     {}
    00031
    00033     virtual ~GradientScaling()
    00034     {}
    00036
    00040     static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
    00042
    00043   protected:
    00045     bool InitializeImpl(const OptionsList& options,
    00046                         const std::string& prefix);
    00047
    00048     virtual void DetermineScalingParametersImpl(
    00049       const SmartPtr<const VectorSpace> x_space,
    00050       const SmartPtr<const VectorSpace> c_space,
    00051       const SmartPtr<const VectorSpace> d_space,
    00052       const SmartPtr<const MatrixSpace> jac_c_space,
    00053       const SmartPtr<const MatrixSpace> jac_d_space,
    00054       const SmartPtr<const SymMatrixSpace> h_space,
    00055       const Matrix& Px_L, const Vector& x_L,
    00056       const Matrix& Px_U, const Vector& x_U,
    00057       Number& df,
    00058       SmartPtr<Vector>& dx,
    00059       SmartPtr<Vector>& dc,
    00060       SmartPtr<Vector>& dd);
    00061
    00062   private:
    00063
    00072
    00074     GradientScaling(const GradientScaling&);
    00075
    00077     void operator=(const GradientScaling&);
    00079
    00081     SmartPtr<NLP> nlp_;
    00082
    00084     Number scaling_max_gradient_;
    00085
    00087     Number scaling_obj_target_gradient_;
    00088
    00090     Number scaling_constr_target_gradient_;
    00091
    00093     Number scaling_min_value_;
    00094   };
    00095 } // namespace Ipopt
    00096 #endif

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