Ipopt::CGSearchDirCalculator Class Reference

Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter. More...

#include <IpCGSearchDirCalc.hpp>

Inheritance diagram for Ipopt::CGSearchDirCalculator:

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Collaboration diagram for Ipopt::CGSearchDirCalculator:

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List of all members.

Public Member Functions

virtual bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
virtual bool ComputeSearchDirection ()
 Method for computing the search direction.
Constructors/Destructors
 CGSearchDirCalculator (const SmartPtr< PDSystemSolver > &pd_solver)
 Constructor.
virtual ~CGSearchDirCalculator ()
 Default destructor.

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Private Member Functions

Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

 CGSearchDirCalculator ()
 Default Constructor.
 CGSearchDirCalculator (const CGSearchDirCalculator &)
 Copy Constructor.
void operator= (const CGSearchDirCalculator &)
 Overloaded Equals Operator.

Private Attributes

Algorithmic parameters
Number penalty_init_min_
 safeguard factor for bound multipliers.
Number penalty_init_max_
 Maximal value for initial penalty parameter.
bool never_use_fact_cgpen_direction_
 Flag indicating whether the fast Chen-Goldfarb direction should never be used.
Strategy objects
SmartPtr< PDSystemSolverpd_solver_

Detailed Description

Implementation of the search direction calculator that computes the Chen-Goldfarb step for the current barrier and penalty parameter.

Definition at line 22 of file IpCGSearchDirCalc.hpp.


Constructor & Destructor Documentation

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( const SmartPtr< PDSystemSolver > &  pd_solver  ) 

Constructor.

virtual Ipopt::CGSearchDirCalculator::~CGSearchDirCalculator (  )  [virtual]

Default destructor.

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator (  )  [private]

Default Constructor.

Ipopt::CGSearchDirCalculator::CGSearchDirCalculator ( const CGSearchDirCalculator  )  [private]

Copy Constructor.


Member Function Documentation

virtual bool Ipopt::CGSearchDirCalculator::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]

overloaded from AlgorithmStrategyObject

Implements Ipopt::SearchDirectionCalculator.

virtual bool Ipopt::CGSearchDirCalculator::ComputeSearchDirection (  )  [virtual]

Method for computing the search direction.

If the penalty paraemeter has not yet been initialized, it is initialized now. The computed direction is stored in IpData().delta().

Implements Ipopt::SearchDirectionCalculator.

static void Ipopt::CGSearchDirCalculator::RegisterOptions ( SmartPtr< RegisteredOptions roptions  )  [static]

Methods for IpoptType.

void Ipopt::CGSearchDirCalculator::operator= ( const CGSearchDirCalculator  )  [private]

Overloaded Equals Operator.


Member Data Documentation

Number Ipopt::CGSearchDirCalculator::penalty_init_min_ [private]

safeguard factor for bound multipliers.

If value >= 1, then the dual variables will never deviate from the primal estimate by more than the factors kappa_sigma and 1./kappa_sigma.

Definition at line 73 of file IpCGSearchDirCalc.hpp.

Number Ipopt::CGSearchDirCalculator::penalty_init_max_ [private]

Maximal value for initial penalty parameter.

Definition at line 75 of file IpCGSearchDirCalc.hpp.

bool Ipopt::CGSearchDirCalculator::never_use_fact_cgpen_direction_ [private]

Flag indicating whether the fast Chen-Goldfarb direction should never be used.

Definition at line 78 of file IpCGSearchDirCalc.hpp.

SmartPtr<PDSystemSolver> Ipopt::CGSearchDirCalculator::pd_solver_ [private]

Definition at line 83 of file IpCGSearchDirCalc.hpp.


The documentation for this class was generated from the following file:
Generated on Thu May 15 22:27:21 2008 by  doxygen 1.4.7