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# src/contrib/CGPenalty/IpCGPenaltyLSAcceptor.hpp

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    00001 // Copyright (C) 2005, 2008 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: IpCGPenaltyLSAcceptor.hpp 1861 2010-12-21 21:34:47Z andreasw $
    00006 //
    00007 // Authors:  Andreas Waechter                 IBM    2005-10-13
    00008
    00009 #ifndef __IPCGPENALTYLSACCEPTOR_HPP__
    00010 #define __IPCGPENALTYLSACCEPTOR_HPP__
    00011
    00012 #include "IpPiecewisePenalty.hpp"
    00013 #include "IpBacktrackingLSAcceptor.hpp"
    00014 #include "IpPDSystemSolver.hpp"
    00015 #include "IpIpoptAlg.hpp"
    00016 #include "IpCGPenaltyCq.hpp"
    00017
    00018 namespace Ipopt
    00019 {
    00020
    00023   class CGPenaltyLSAcceptor : public BacktrackingLSAcceptor
    00024   {
    00025   public:
    00031     CGPenaltyLSAcceptor(const SmartPtr<PDSystemSolver>& pd_solver);
    00032
    00034     virtual ~CGPenaltyLSAcceptor();
    00036
    00038     virtual bool InitializeImpl(const OptionsList& options,
    00039                                 const std::string& prefix);
    00040
    00047     virtual void Reset();
    00048
    00052     virtual void InitThisLineSearch(bool in_watchdog);
    00053
    00057     virtual void PrepareRestoPhaseStart();
    00058
    00063     virtual Number CalculateAlphaMin();
    00064
    00070     virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal);
    00071
    00084     virtual bool TrySecondOrderCorrection(Number alpha_primal_test,
    00085                                           Number& alpha_primal,
    00086                                           SmartPtr<IteratesVector>& actual_delta);
    00087
    00094     virtual bool TryCorrector(Number alpha_primal_test,
    00095                               Number& alpha_primal,
    00096                               SmartPtr<IteratesVector>& actual_delta);
    00097
    00102     virtual char UpdateForNextIteration(Number alpha_primal_test);
    00103
    00106     virtual void StartWatchDog();
    00107
    00110     virtual void StopWatchDog();
    00111
    00114     virtual bool RestoredIterate();
    00117     virtual bool NeverRestorationPhase();
    00118
    00122     virtual bool DoFallback();
    00123
    00126     static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
    00128
    00129   private:
    00139     CGPenaltyLSAcceptor(const CGPenaltyLSAcceptor&);
    00140
    00142     void operator=(const CGPenaltyLSAcceptor&);
    00144
    00146     CGPenaltyData& CGPenData()
    00147     {
    00148       CGPenaltyData& cg_pen_data =
    00149         static_cast<CGPenaltyData&>(IpData().AdditionalData());
    00150       DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
    00151       return cg_pen_data;
    00152     }
    00153
    00155     CGPenaltyCq& CGPenCq()
    00156     {
    00157       CGPenaltyCq& cg_pen_cq =
    00158         static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
    00159       DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
    00160       return cg_pen_cq;
    00161     }
    00162
    00164     bool IsAcceptableToPiecewisePenalty(Number alpha_primal_test);
    00165
    00167     bool ArmijoHolds(Number alpha_primal_test);
    00168
    00170     //ToDo This should probably not be a static member function if we want to
    00171     //     allow for different relaxation parameters values
    00172     static bool Compare_le(Number lhs, Number rhs, Number BasVal);
    00173
    00174     bool CurrentIsBest();
    00175     void StoreBestPoint();
    00176     bool RestoreBestPoint();
    00177     bool MultipliersDiverged();
    00178     char UpdatePenaltyParameter();
    00179
    00183     Number eta_penalty_;
    00186     Number penalty_update_infeasibility_tol_;
    00189     Number eta_min_;
    00192     Number penalty_update_compl_tol_;
    00193     Number chi_hat_;
    00194     Number chi_tilde_;
    00195     Number chi_cup_;
    00196     Number gamma_hat_;
    00197     Number gamma_tilde_;
    00198     Number penalty_max_;
    00199     Number epsilon_c_;
    00201     Number piecewisepenalty_gamma_obj_;
    00202     Number piecewisepenalty_gamma_infeasi_;
    00204
    00205     Number pen_theta_max_;
    00206     Number pen_theta_max_fact_;
    00208     // Number used to indicate that mu has been decreased
    00209     Number pen_curr_mu_;
    00210
    00212     Number theta_min_;
    00213
    00217     bool accepted_by_Armijo_;
    00218
    00220     Number min_alpha_primal_;
    00221
    00223     /*Initial constraint violation*/
    00224     Number reference_theta_;
    00226
    00227     Index max_soc_;
    00231     Number kappa_soc_;
    00233
    00234     Index counter_first_type_penalty_updates_;
    00235     Index counter_second_type_penalty_updates_;
    00237     Number curr_eta_;
    00238
    00240     Index ls_counter_;
    00242     Number best_KKT_error_;
    00244     SmartPtr<const IteratesVector> best_iterate_;
    00246     Number mult_diverg_feasibility_tol_;
    00247     Number mult_diverg_y_tol_;
    00248
    00253     Number reference_penalty_function_;
    00256     Number reference_direct_deriv_penalty_function_;
    00257     Number reference_curr_direct_f_nrm_;
    00260     Number watchdog_penalty_function_;
    00263     Number watchdog_direct_deriv_penalty_function_;
    00266     SmartPtr<const IteratesVector> watchdog_delta_cgpen_;
    00268
    00269     bool never_use_piecewise_penalty_ls_;
    00270     // piecewise penalty list
    00271     PiecewisePenalty PiecewisePenalty_;
    00273     bool reset_piecewise_penalty_;
    00274
    00275     Index jump_for_tiny_step_;
    00276
    00279     SmartPtr<PDSystemSolver> pd_solver_;
    00281   };
    00282
    00283
    00284
    00285
    00286
    00287 } // namespace Ipopt
    00288
    00289 #endif

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