# Ipopt::LimMemQuasiNewtonUpdater Class Reference

Implementation of the HessianUpdater for limit-memory quasi-Newton approximation of the Lagrangian Hessian. More...

`#include <IpLimMemQuasiNewtonUpdater.hpp>`

Inheritance diagram for Ipopt::LimMemQuasiNewtonUpdater:
[legend]

List of all members.

## Public Member Functions
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)
| overloaded from AlgorithmStrategyObject
virtual void | UpdateHessian ()
| Update the Hessian based on the current information in IpData.
Constructors/Destructors
| LimMemQuasiNewtonUpdater (bool update_for_resto)
| Default Constructor.
virtual | ~LimMemQuasiNewtonUpdater ()
| Default destructor.
## Static Public Member Functions
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions)
| Methods for OptionsList.
## 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.
| LimMemQuasiNewtonUpdater (const LimMemQuasiNewtonUpdater &)
| Copy Constructor.
void | operator= (const LimMemQuasiNewtonUpdater &)
| Overloaded Equals Operator.
Auxilliary function
bool | CheckSkippingBFGS (Vector &s_new, Vector &y_new)
| Method deciding whether the BFGS update should be skipped.
bool | UpdateInternalData (const Vector &s_new, const Vector &y_new, SmartPtr< Vector > ypart_new)
| Update the internal data, such as the S, Y, L, D etc matrices and vectors that are required for computing the compact representation.
void | AugmentMultiVector (SmartPtr< MultiVectorMatrix > &V, const Vector &v_new)
| Given a MutliVector V, create a new MultiVectorSpace with one more column, and return V as a member of that space, consisting of all previous vectors, and in addition v_new in the last column.
void | AugmentDenseVector (SmartPtr< DenseVector > &V, Number v_new)
| Given a DenseVector V, create a new DenseVectorSpace with one more row, and return V as a member of that space, consisting of all previous elements, and in addition v_new in the last row.
void | AugmentLMatrix (SmartPtr< DenseGenMatrix > &V, const MultiVectorMatrix &S, const MultiVectorMatrix &Y)
| Given a strictly-lower triangular square DenseGenMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^Ty_j for (i<j), where s and y are the vectors in the MultiVectors S and Y.
void | AugmentSdotSMatrix (SmartPtr< DenseSymMatrix > &V, const MultiVectorMatrix &S)
| Given a DenseSymMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^Ts_j for the new entries, where s are the vectors in the MultiVector S.
void | AugmentSTDRSMatrix (SmartPtr< DenseSymMatrix > &V, const MultiVectorMatrix &S, const MultiVectorMatrix &DRS)
| Given a DenseSymMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^TDRs_j for the new entries, where s are the vectors in the MultiVector S, and DRs are the vectors in DRS.
void | ShiftMultiVector (SmartPtr< MultiVectorMatrix > &V, const Vector &v_new)
| Given a MutliVector V, get rid of the first column, shift all other columns to the left, and make v_new the last column.
void | ShiftDenseVector (SmartPtr< DenseVector > &V, Number v_new)
| Given a DenseVector V, get rid of the first element, shift all other elements one position to the top, and make v_new the last entry.
void | ShiftLMatrix (SmartPtr< DenseGenMatrix > &V, const MultiVectorMatrix &S, const MultiVectorMatrix &Y)
| Given a strictly-lower triangular square DenseGenMatrix V, shift everything one row and column up, and fill the new strictly lower triangular entries as s_i^Ty_j for (i<j), where s and y are the vectors in the MultiVectors S and Y.
void | ShiftSdotSMatrix (SmartPtr< DenseSymMatrix > &V, const MultiVectorMatrix &S)
| Given a DenseSymMatrix V, shift everything up one row and column, and fill the new entries as s_i^Ts_j, where s are the vectors in the MultiVector S.
void | ShiftSTDRSMatrix (SmartPtr< DenseSymMatrix > &V, const MultiVectorMatrix &S, const MultiVectorMatrix &DRS)
| Given a DenseSymMatrix V, shift everything up one row and column, and fill the new entries as s_i^TDRs_j, where s are the vectors in the MultiVector S, and DRs are the vectors in DRS.
void | RecalcY (Number eta, const Vector &DR_x, MultiVectorMatrix &S, MultiVectorMatrix &Ypart, SmartPtr< MultiVectorMatrix > &Y)
| Method for recomputing Y from scratch, using Ypart (only for restoration phase).
void | RecalcD (MultiVectorMatrix &S, MultiVectorMatrix &Y, SmartPtr< DenseVector > &D)
| Method for recomputing D from S and Y.
void | RecalcL (MultiVectorMatrix &S, MultiVectorMatrix &Y, SmartPtr< DenseGenMatrix > &L)
| Method for recomputing L from S and Y.
bool | SplitEigenvalues (DenseGenMatrix &Q, const DenseVector &E, SmartPtr< DenseGenMatrix > &Qminus, SmartPtr< DenseGenMatrix > &Qplus)
| Split the eigenvectors into negative and positive ones.
void | StoreInternalDataBackup ()
| Store a copy of the pointers to the internal data (S, Y, D, L, SdotS, curr_lm_memory) This is called in case the update is started but skipped during the process.
void | RestoreInternalDataBackup ()
| Restore the copy of the pointers to the internal data most recently stored with StoreInternalDataBackup().
void | ReleaseInternalDataBackup ()
| Release anything that we allocated for StoreInternalDataBackup and is no longer needed.
void | SetW ()
| Set the W field in IpData based on the current values of B0_, V_, and U_.
## Private Attributes
SmartPtr< const LowRankUpdateSymMatrixSpace > | h_space_
| Matrix space for the low-rank Hessian approximation.
const bool | update_for_resto_
| Flag indicating if the update is to be done for the original NLP or for the restoration phase NLP.
Number | last_eta_
| Most recent value for eta in the restoration phase objective function (only for update_for_resto_ = true).
SmartPtr< const Vector > | curr_DR_x_
| Current DR_x scaling factors in the restoration phase objective function (only for update_for_resto_ = true).
TaggedObject::Tag | curr_DR_x_tag_
| Tag for curr_DR_x_.
SmartPtr< const Vector > | curr_red_DR_x_
| Current DR_x scaling factors in the restoration phase objective function in the smaller space for the approximation - this is only computed if the space is indeed smaller than the x space (only for update_for_resto_ = true).
Number | curr_eta_
| Current value of weighing factor eta in the restoration phase objective function (only for update_for_resto_ = true).
Index | lm_skipped_iter_
| Counter for successive iterations in which the update was skipped.
Information for the limited memory update
Index | curr_lm_memory_
| current size of limited memory
SmartPtr< MultiVectorMatrix > | S_
| s pairs for the recent iterations
SmartPtr< MultiVectorMatrix > | Y_
| y pairs for the recent iterations.
SmartPtr< MultiVectorMatrix > | Ypart_
| For restoration phase update: Y without the quadratic objective function part.
SmartPtr< DenseVector > | D_
| Diagonal elements D_k for compact formulation from last update.
SmartPtr< DenseGenMatrix > | L_
| Matrix L_k for compact formulation from last update.
SmartPtr< Vector > | B0_
| First term (starting matrix) for the approximation.
Number | sigma_
| First term (starting matrix) for the approximation.
SmartPtr< MultiVectorMatrix > | V_
| V in LowRankUpdateMatrix from last update.
SmartPtr< MultiVectorMatrix > | U_
| U in LowRankUpdateMatrix from last update.
SmartPtr< DenseSymMatrix > | SdotS_
| For efficient implementation, we store the pairwise products for s's.
bool | SdotS_uptodate_
| Flag indicating whether SdotS_ is update to date from most recent update.
SmartPtr< MultiVectorMatrix > | DRS_
| DR * S (only for restoration phase).
SmartPtr< DenseSymMatrix > | STDRS_
| For efficient implementation, we store the S^T S DR * S.
SmartPtr< const Vector > | last_x_
| Primal variables x from most recent update.
SmartPtr< const Vector > | last_grad_f_
| Gradient of objective function w.r.t.
SmartPtr< const Matrix > | last_jac_c_
| Jacobian for equality constraints w.r.t x at x_last.
SmartPtr< const Matrix > | last_jac_d_
| Jacobian for inequality constraints w.r.t x at x_last.
Index | curr_lm_memory_old_
| current size of limited memory
SmartPtr< MultiVectorMatrix > | S_old_
| s pairs for the recent iterations (backup)
SmartPtr< MultiVectorMatrix > | Y_old_
| y pairs for the recent iterations.
SmartPtr< MultiVectorMatrix > | Ypart_old_
| For restoration phase update: Y without the quadratic objective function part (backup).
SmartPtr< DenseVector > | D_old_
| Diagonal elements D_k for compact formulation from last update (backup).
SmartPtr< DenseGenMatrix > | L_old_
| Matrix L_k for compact formulation from last update (backup).
SmartPtr< Vector > | B0_old_
| First term (starting matrix) for the approximation (backup).
Number | sigma_old_
| First term (starting matrix) for the approximation.
SmartPtr< MultiVectorMatrix > | V_old_
| V in LowRankUpdateMatrix from last update (backup).
SmartPtr< MultiVectorMatrix > | U_old_
| U in LowRankUpdateMatrix from last update (backup).
SmartPtr< DenseSymMatrix > | SdotS_old_
| For efficient implementation, we store the pairwise products for s's (backup).
bool | SdotS_uptodate_old_
| Flag indicating whether SdotS_ is update to date from most recent update (backup).
SmartPtr< MultiVectorMatrix > | DRS_old_
| DR * S (only for restoration phase) (backup).
SmartPtr< DenseSymMatrix > | STDRS_old_
| For efficient implementation, we store the S^T S DR * S.
## Algorithmic parameters
enum | LMUpdateType { BFGS = 0, SR1 }
| enumeration for the Hessian update type. More...
enum | LMInitialization { SCALAR1 = 0, SCALAR2, SCALAR3, SCALAR4, CONSTANT }
| enumeration for the Hessian initialization. More...
Index | limited_memory_max_history_
| Size of memory for limited memory update.
LMUpdateType | limited_memory_update_type_
| Type of Hessian update.
LMInitialization | limited_memory_initialization_
| How to choose B0 in the low-rank update.
Number | limited_memory_init_val_
| Value of B0 (as this multiple of the identity in certain situations.
Index | limited_memory_max_skipping_
| Number of successive iterations of skipped updates after which the approximation is reset.
Number | sigma_safe_min_
| Minimal safeguard value for sigma.
Number | sigma_safe_max_
| Maximal safeguard value for sigma.
bool | limited_memory_special_for_resto_
| Flag indicating if Hessian approximation should be done in a special manner for the restoration phase.

## Detailed Description

Implementation of the HessianUpdater for limit-memory quasi-Newton approximation of the Lagrangian Hessian.

Definition at line 25 of file IpLimMemQuasiNewtonUpdater.hpp.

## Member Enumeration Documentation

enum Ipopt::LimMemQuasiNewtonUpdater::LMUpdateType`[private]`

enumeration for the Hessian update type.

Enumerator:

  BFGS |
  SR1 |

Definition at line 75 of file IpLimMemQuasiNewtonUpdater.hpp.

enum Ipopt::LimMemQuasiNewtonUpdater::LMInitialization`[private]`

enumeration for the Hessian initialization.

Enumerator:

  SCALAR1 |
  SCALAR2 |
  SCALAR3 |
  SCALAR4 |
  CONSTANT |

Definition at line 83 of file IpLimMemQuasiNewtonUpdater.hpp.

## Constructor & Destructor Documentation

Ipopt::LimMemQuasiNewtonUpdater::LimMemQuasiNewtonUpdater | ( | bool | update_for_resto | ) |

Default Constructor.

virtual Ipopt::LimMemQuasiNewtonUpdater::~LimMemQuasiNewtonUpdater | ( |  | ) | `[inline, virtual]`

Default destructor.

Definition at line 34 of file IpLimMemQuasiNewtonUpdater.hpp.

Ipopt::LimMemQuasiNewtonUpdater::LimMemQuasiNewtonUpdater | ( | const LimMemQuasiNewtonUpdater & |  | ) | `[private]`

Copy Constructor.

## Member Function Documentation

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

overloaded from AlgorithmStrategyObject

Implements Ipopt::HessianUpdater.

virtual void Ipopt::LimMemQuasiNewtonUpdater::UpdateHessian | ( |  | ) | `[virtual]`

Update the Hessian based on the current information in IpData.

Implements Ipopt::HessianUpdater.

static void Ipopt::LimMemQuasiNewtonUpdater::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | `[static]`

Methods for OptionsList.

void Ipopt::LimMemQuasiNewtonUpdater::operator= | ( | const LimMemQuasiNewtonUpdater & |  | ) | `[private]`

Overloaded Equals Operator.

Reimplemented from Ipopt::HessianUpdater.

bool Ipopt::LimMemQuasiNewtonUpdater::CheckSkippingBFGS | ( | Vector & | s_new,
|  | Vector & | y_new |
| ) |  |  | `[private]`

Method deciding whether the BFGS update should be skipped.

It returns true, if no update is to be performed this time. If Powell-damping is performed, the Vectors s_new and y_new, might be adapted.

bool Ipopt::LimMemQuasiNewtonUpdater::UpdateInternalData | ( | const Vector & | s_new,
|  | const Vector & | y_new,
|  | SmartPtr< Vector > | ypart_new |
| ) |  |  | `[private]`

Update the internal data, such as the S, Y, L, D etc matrices and vectors that are required for computing the compact representation.

The method returns true if the limited memory history grew (i.e., curr_lm_memory_ was increased).

void Ipopt::LimMemQuasiNewtonUpdater::AugmentMultiVector | ( | SmartPtr< MultiVectorMatrix > & | V,
|  | const Vector & | v_new |
| ) |  |  | `[private]`

Given a MutliVector V, create a new MultiVectorSpace with one more column, and return V as a member of that space, consisting of all previous vectors, and in addition v_new in the last column.

If V is NULL, then a new MatrixSpace with one column is created.

void Ipopt::LimMemQuasiNewtonUpdater::AugmentDenseVector | ( | SmartPtr< DenseVector > & | V,
|  | Number | v_new |
| ) |  |  | `[private]`

Given a DenseVector V, create a new DenseVectorSpace with one more row, and return V as a member of that space, consisting of all previous elements, and in addition v_new in the last row.

If V is NULL, then a new DenseVectorSpace with dimension one is created.

void Ipopt::LimMemQuasiNewtonUpdater::AugmentLMatrix | ( | SmartPtr< DenseGenMatrix > & | V,
|  | const MultiVectorMatrix & | S,
|  | const MultiVectorMatrix & | Y |
| ) |  |  | `[private]`

Given a strictly-lower triangular square DenseGenMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^Ty_j for (i<j), where s and y are the vectors in the MultiVectors S and Y.

If V is NULL, then a new DenseGenMatrixSpace with dimension one is created.

void Ipopt::LimMemQuasiNewtonUpdater::AugmentSdotSMatrix | ( | SmartPtr< DenseSymMatrix > & | V,
|  | const MultiVectorMatrix & | S |
| ) |  |  | `[private]`

Given a DenseSymMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^Ts_j for the new entries, where s are the vectors in the MultiVector S.

If V is NULL, then a new DenseGenMatrixSpace with dimension one is created.

void Ipopt::LimMemQuasiNewtonUpdater::AugmentSTDRSMatrix | ( | SmartPtr< DenseSymMatrix > & | V,
|  | const MultiVectorMatrix & | S,
|  | const MultiVectorMatrix & | DRS |
| ) |  |  | `[private]`

Given a DenseSymMatrix V, create a new DenseGenMatrixSpace with one more dimension, and return V as a member of that space, consisting of all previous elements, and in addition elements s_i^TDRs_j for the new entries, where s are the vectors in the MultiVector S, and DRs are the vectors in DRS.

If V is NULL, then a new DenseGenMatrixSpace with dimension one is created.

void Ipopt::LimMemQuasiNewtonUpdater::ShiftMultiVector | ( | SmartPtr< MultiVectorMatrix > & | V,
|  | const Vector & | v_new |
| ) |  |  | `[private]`

Given a MutliVector V, get rid of the first column, shift all other columns to the left, and make v_new the last column.

The entity that V points to at the call, is not changed - a new entity is created in the method and returned as V.

void Ipopt::LimMemQuasiNewtonUpdater::ShiftDenseVector | ( | SmartPtr< DenseVector > & | V,
|  | Number | v_new |
| ) |  |  | `[private]`

Given a DenseVector V, get rid of the first element, shift all other elements one position to the top, and make v_new the last entry.

The entity that V points to at the call, is not changed - a new entity is created in the method and returned as V.

void Ipopt::LimMemQuasiNewtonUpdater::ShiftLMatrix | ( | SmartPtr< DenseGenMatrix > & | V,
|  | const MultiVectorMatrix & | S,
|  | const MultiVectorMatrix & | Y |
| ) |  |  | `[private]`

Given a strictly-lower triangular square DenseGenMatrix V, shift everything one row and column up, and fill the new strictly lower triangular entries as s_i^Ty_j for (i<j), where s and y are the vectors in the MultiVectors S and Y.

The entity that V points to at the call, is not changed - a new entity is created in the method and returned as V.

void Ipopt::LimMemQuasiNewtonUpdater::ShiftSdotSMatrix | ( | SmartPtr< DenseSymMatrix > & | V,
|  | const MultiVectorMatrix & | S |
| ) |  |  | `[private]`

Given a DenseSymMatrix V, shift everything up one row and column, and fill the new entries as s_i^Ts_j, where s are the vectors in the MultiVector S.

The entity that V points to at the call, is not changed - a new entity is created in the method and returned as V.

void Ipopt::LimMemQuasiNewtonUpdater::ShiftSTDRSMatrix | ( | SmartPtr< DenseSymMatrix > & | V,
|  | const MultiVectorMatrix & | S,
|  | const MultiVectorMatrix & | DRS |
| ) |  |  | `[private]`

Given a DenseSymMatrix V, shift everything up one row and column, and fill the new entries as s_i^TDRs_j, where s are the vectors in the MultiVector S, and DRs are the vectors in DRS.

The entity that V points to at the call, is not changed - a new entity is created in the method and returned as V.

void Ipopt::LimMemQuasiNewtonUpdater::RecalcY | ( | Number | eta,
|  | const Vector & | DR_x,
|  | MultiVectorMatrix & | S,
|  | MultiVectorMatrix & | Ypart,
|  | SmartPtr< MultiVectorMatrix > & | Y |
| ) |  |  | `[private]`

Method for recomputing Y from scratch, using Ypart (only for restoration phase).

void Ipopt::LimMemQuasiNewtonUpdater::RecalcD | ( | MultiVectorMatrix & | S,
|  | MultiVectorMatrix & | Y,
|  | SmartPtr< DenseVector > & | D |
| ) |  |  | `[private]`

Method for recomputing D from S and Y.

void Ipopt::LimMemQuasiNewtonUpdater::RecalcL | ( | MultiVectorMatrix & | S,
|  | MultiVectorMatrix & | Y,
|  | SmartPtr< DenseGenMatrix > & | L |
| ) |  |  | `[private]`

Method for recomputing L from S and Y.

bool Ipopt::LimMemQuasiNewtonUpdater::SplitEigenvalues | ( | DenseGenMatrix & | Q,
|  | const DenseVector & | E,
|  | SmartPtr< DenseGenMatrix > & | Qminus,
|  | SmartPtr< DenseGenMatrix > & | Qplus |
| ) |  |  | `[private]`

Split the eigenvectors into negative and positive ones.

Given the eigenvectors in Q and the eigenvalues (in ascending order) in, this returns Qminus as the negative eigenvectors times sqrt(-eval), and Qplus as the positive eigenvectors times sqrt(eval). If Qminus or Qplus is NULL, it means that there are not negetive or positive eigenvalues. Q might be changed during this call. The return value is true, if the ratio of the smallest over the largest eigenvalue (in absolute values) is too small; in that case, the update should be skipped.

void Ipopt::LimMemQuasiNewtonUpdater::StoreInternalDataBackup | ( |  | ) | `[private]`

Store a copy of the pointers to the internal data (S, Y, D, L, SdotS, curr_lm_memory) This is called in case the update is started but skipped during the process.

void Ipopt::LimMemQuasiNewtonUpdater::RestoreInternalDataBackup | ( |  | ) | `[private]`

Restore the copy of the pointers to the internal data most recently stored with StoreInternalDataBackup().

void Ipopt::LimMemQuasiNewtonUpdater::ReleaseInternalDataBackup | ( |  | ) | `[private]`

Release anything that we allocated for StoreInternalDataBackup and is no longer needed.

void Ipopt::LimMemQuasiNewtonUpdater::SetW | ( |  | ) | `[private]`

Set the W field in IpData based on the current values of B0_, V_, and U_.

## Member Data Documentation

SmartPtr<const LowRankUpdateSymMatrixSpace> Ipopt::LimMemQuasiNewtonUpdater::h_space_`[private]`

Matrix space for the low-rank Hessian approximation.

Definition at line 68 of file IpLimMemQuasiNewtonUpdater.hpp.

Index Ipopt::LimMemQuasiNewtonUpdater::limited_memory_max_history_`[private]`

Size of memory for limited memory update.

Definition at line 73 of file IpLimMemQuasiNewtonUpdater.hpp.

LMUpdateType Ipopt::LimMemQuasiNewtonUpdater::limited_memory_update_type_`[private]`

Type of Hessian update.

Definition at line 81 of file IpLimMemQuasiNewtonUpdater.hpp.

LMInitialization Ipopt::LimMemQuasiNewtonUpdater::limited_memory_initialization_`[private]`

How to choose B0 in the low-rank update.

Definition at line 92 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::limited_memory_init_val_`[private]`

Value of B0 (as this multiple of the identity in certain situations.

)

Definition at line 95 of file IpLimMemQuasiNewtonUpdater.hpp.

Index Ipopt::LimMemQuasiNewtonUpdater::limited_memory_max_skipping_`[private]`

Number of successive iterations of skipped updates after which the approximation is reset.

Definition at line 98 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::sigma_safe_min_`[private]`

Minimal safeguard value for sigma.

Definition at line 100 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::sigma_safe_max_`[private]`

Maximal safeguard value for sigma.

Definition at line 102 of file IpLimMemQuasiNewtonUpdater.hpp.

bool Ipopt::LimMemQuasiNewtonUpdater::limited_memory_special_for_resto_`[private]`

Flag indicating if Hessian approximation should be done in a special manner for the restoration phase.

Definition at line 105 of file IpLimMemQuasiNewtonUpdater.hpp.

const bool Ipopt::LimMemQuasiNewtonUpdater::update_for_resto_`[private]`

Flag indicating if the update is to be done for the original NLP or for the restoration phase NLP.

In the latter case, we are performing a "structured" update, taking into account the first explicit term in the objective function of the form eta*D_r*x_k

Definition at line 113 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::last_eta_`[private]`

Most recent value for eta in the restoration phase objective function (only for update_for_resto_ = true).

Definition at line 116 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Vector> Ipopt::LimMemQuasiNewtonUpdater::curr_DR_x_`[private]`

Current DR_x scaling factors in the restoration phase objective function (only for update_for_resto_ = true).

This should not change throughout one restoration phase.

Definition at line 120 of file IpLimMemQuasiNewtonUpdater.hpp.

TaggedObject::Tag Ipopt::LimMemQuasiNewtonUpdater::curr_DR_x_tag_`[private]`

Tag for curr_DR_x_.

Definition at line 122 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Vector> Ipopt::LimMemQuasiNewtonUpdater::curr_red_DR_x_`[private]`

Current DR_x scaling factors in the restoration phase objective function in the smaller space for the approximation - this is only computed if the space is indeed smaller than the x space (only for update_for_resto_ = true).

Definition at line 127 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::curr_eta_`[private]`

Current value of weighing factor eta in the restoration phase objective function (only for update_for_resto_ = true).

Definition at line 130 of file IpLimMemQuasiNewtonUpdater.hpp.

Index Ipopt::LimMemQuasiNewtonUpdater::lm_skipped_iter_`[private]`

Counter for successive iterations in which the update was skipped.

Definition at line 134 of file IpLimMemQuasiNewtonUpdater.hpp.

Index Ipopt::LimMemQuasiNewtonUpdater::curr_lm_memory_`[private]`

current size of limited memory

Definition at line 139 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::S_`[private]`

s pairs for the recent iterations

Definition at line 141 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::Y_`[private]`

y pairs for the recent iterations.

If update_for_resto is true, then this includes only the information for the constraints.

Definition at line 145 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::Ypart_`[private]`

For restoration phase update: Y without the quadratic objective function part.

Definition at line 148 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseVector> Ipopt::LimMemQuasiNewtonUpdater::D_`[private]`

Diagonal elements D_k for compact formulation from last update.

Definition at line 151 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseGenMatrix> Ipopt::LimMemQuasiNewtonUpdater::L_`[private]`

Matrix L_k for compact formulation from last update.

Definition at line 153 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<Vector> Ipopt::LimMemQuasiNewtonUpdater::B0_`[private]`

First term (starting matrix) for the approximation.

Definition at line 155 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::sigma_`[private]`

First term (starting matrix) for the approximation.

If that first terms is a multiple of the identy, sigma give that factor. Otherwise sigma = -1.

Definition at line 159 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::V_`[private]`

V in LowRankUpdateMatrix from last update.

Definition at line 161 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::U_`[private]`

U in LowRankUpdateMatrix from last update.

Definition at line 163 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseSymMatrix> Ipopt::LimMemQuasiNewtonUpdater::SdotS_`[private]`

For efficient implementation, we store the pairwise products for s's.

Definition at line 166 of file IpLimMemQuasiNewtonUpdater.hpp.

bool Ipopt::LimMemQuasiNewtonUpdater::SdotS_uptodate_`[private]`

Flag indicating whether SdotS_ is update to date from most recent update.

Definition at line 169 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::DRS_`[private]`

DR * S (only for restoration phase).

Definition at line 171 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseSymMatrix> Ipopt::LimMemQuasiNewtonUpdater::STDRS_`[private]`

For efficient implementation, we store the S^T S DR * S.

Only for restoration phase.

Definition at line 174 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Vector> Ipopt::LimMemQuasiNewtonUpdater::last_x_`[private]`

Primal variables x from most recent update.

Definition at line 176 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Vector> Ipopt::LimMemQuasiNewtonUpdater::last_grad_f_`[private]`

Gradient of objective function w.r.t.

x at x_last_

Definition at line 178 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Matrix> Ipopt::LimMemQuasiNewtonUpdater::last_jac_c_`[private]`

Jacobian for equality constraints w.r.t x at x_last.

Definition at line 180 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<const Matrix> Ipopt::LimMemQuasiNewtonUpdater::last_jac_d_`[private]`

Jacobian for inequality constraints w.r.t x at x_last.

Definition at line 182 of file IpLimMemQuasiNewtonUpdater.hpp.

Index Ipopt::LimMemQuasiNewtonUpdater::curr_lm_memory_old_`[private]`

current size of limited memory

Definition at line 184 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::S_old_`[private]`

s pairs for the recent iterations (backup)

Definition at line 186 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::Y_old_`[private]`

y pairs for the recent iterations.

If update_for_resto is true, then this includes only the information for the constraints. (backup)

Definition at line 190 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::Ypart_old_`[private]`

For restoration phase update: Y without the quadratic objective function part (backup).

Definition at line 193 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseVector> Ipopt::LimMemQuasiNewtonUpdater::D_old_`[private]`

Diagonal elements D_k for compact formulation from last update (backup).

Definition at line 196 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseGenMatrix> Ipopt::LimMemQuasiNewtonUpdater::L_old_`[private]`

Matrix L_k for compact formulation from last update (backup).

Definition at line 198 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<Vector> Ipopt::LimMemQuasiNewtonUpdater::B0_old_`[private]`

First term (starting matrix) for the approximation (backup).

Definition at line 200 of file IpLimMemQuasiNewtonUpdater.hpp.

Number Ipopt::LimMemQuasiNewtonUpdater::sigma_old_`[private]`

First term (starting matrix) for the approximation.

If that first terms is a multiple of the identy, sigma give that factor. Otherwise sigma = -1. (backup)

Definition at line 204 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::V_old_`[private]`

V in LowRankUpdateMatrix from last update (backup).

Definition at line 206 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::U_old_`[private]`

U in LowRankUpdateMatrix from last update (backup).

Definition at line 208 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseSymMatrix> Ipopt::LimMemQuasiNewtonUpdater::SdotS_old_`[private]`

For efficient implementation, we store the pairwise products for s's (backup).

Definition at line 211 of file IpLimMemQuasiNewtonUpdater.hpp.

bool Ipopt::LimMemQuasiNewtonUpdater::SdotS_uptodate_old_`[private]`

Flag indicating whether SdotS_ is update to date from most recent update (backup).

Definition at line 214 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<MultiVectorMatrix> Ipopt::LimMemQuasiNewtonUpdater::DRS_old_`[private]`

DR * S (only for restoration phase) (backup).

Definition at line 216 of file IpLimMemQuasiNewtonUpdater.hpp.

SmartPtr<DenseSymMatrix> Ipopt::LimMemQuasiNewtonUpdater::STDRS_old_`[private]`

For efficient implementation, we store the S^T S DR * S.

Only for restoration phase. (backup)

Definition at line 219 of file IpLimMemQuasiNewtonUpdater.hpp.

The documentation for this class was generated from the following file:

- src/Algorithm/IpLimMemQuasiNewtonUpdater.hpp

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