- Main Page
- Namespaces
- Classes
- Files

- Alphabetical List
- Class List
- Class Hierarchy
- Class Members

# Ipopt::IpoptCalculatedQuantities Class Reference

Class for all IPOPT specific calculated quantities. More...

`#include <IpIpoptCalculatedQuantities.hpp>`

Inheritance diagram for Ipopt::IpoptCalculatedQuantities:

[legend]
Collaboration diagram for Ipopt::IpoptCalculatedQuantities:

[legend]
List of all members.

## Temporary vectors for intermediate calcuations. We keep
these around to avoid unnecessarily many new allocations of Vectors.
Vector & | Tmp_x ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_s ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_c ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_d ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_x_L ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_x_U ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_s_L ()
| Accessor methods for the temporary vectors.
Vector & | Tmp_s_U ()
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_x_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_s_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_c_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_d_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_x_L_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_x_U_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_s_L_
| Accessor methods for the temporary vectors.
SmartPtr< Vector > | tmp_s_U_
| Accessor methods for the temporary vectors.
## Public Member Functions
bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
| This method must be called to initialize the global algorithmic parameters.
Number | curr_avrg_compl ()
| average of current values of the complementarities
Number | trial_avrg_compl ()
| average of trial values of the complementarities
Number | curr_gradBarrTDelta ()
| inner_product of current barrier obj.
Number | CalcNormOfType (ENormType NormType, std::vector< SmartPtr< const Vector > > vecs)
| Compute the norm of a specific type of a set of vectors (uncached).
Number | CalcNormOfType (ENormType NormType, const Vector &vec1, const Vector &vec2)
| Compute the norm of a specific type of two vectors (uncached).
ENormType | constr_viol_normtype () const
| Norm type used for calculating constraint violation.
bool | IsSquareProblem () const
| Method returning true if this is a square problem.
Constructors/Destructors
| IpoptCalculatedQuantities (const SmartPtr< IpoptNLP > &ip_nlp, const SmartPtr< IpoptData > &ip_data)
| Constructor.
virtual | ~IpoptCalculatedQuantities ()
| Default destructor.
Slacks
SmartPtr< const Vector > | curr_slack_x_L ()
| Slacks for x_L (at current iterate).
SmartPtr< const Vector > | curr_slack_x_U ()
| Slacks for x_U (at current iterate).
SmartPtr< const Vector > | curr_slack_s_L ()
| Slacks for s_L (at current iterate).
SmartPtr< const Vector > | curr_slack_s_U ()
| Slacks for s_U (at current iterate).
SmartPtr< const Vector > | trial_slack_x_L ()
| Slacks for x_L (at trial point).
SmartPtr< const Vector > | trial_slack_x_U ()
| Slacks for x_U (at trial point).
SmartPtr< const Vector > | trial_slack_s_L ()
| Slacks for s_L (at trial point).
SmartPtr< const Vector > | trial_slack_s_U ()
| Slacks for s_U (at trial point).
Index | AdjustedTrialSlacks ()
| Indicating whether or not we "fudged" the slacks.
void | ResetAdjustedTrialSlacks ()
| Reset the flags for "fudged" slacks.
Objective function
Number | curr_f ()
| Value of objective function (at current point).
Number | unscaled_curr_f ()
| Unscaled value of the objective function (at the current point).
Number | trial_f ()
| Value of objective function (at trial point).
Number | unscaled_trial_f ()
| Unscaled value of the objective function (at the trial point).
SmartPtr< const Vector > | curr_grad_f ()
| Gradient of objective function (at current point).
SmartPtr< const Vector > | trial_grad_f ()
| Gradient of objective function (at trial point).
Barrier Objective Function
Number | curr_barrier_obj ()
| Barrier Objective Function Value (at current iterate with current mu).
Number | trial_barrier_obj ()
| Barrier Objective Function Value (at trial point with current mu).
SmartPtr< const Vector > | curr_grad_barrier_obj_x ()
| Gradient of barrier objective function with respect to x (at current point with current mu).
SmartPtr< const Vector > | curr_grad_barrier_obj_s ()
| Gradient of barrier objective function with respect to s (at current point with current mu).
SmartPtr< const Vector > | grad_kappa_times_damping_x ()
| Gradient of the damping term with respect to x (times kappa_d).
SmartPtr< const Vector > | grad_kappa_times_damping_s ()
| Gradient of the damping term with respect to s (times kappa_d).
Constraints
SmartPtr< const Vector > | curr_c ()
| c(x) (at current point)
SmartPtr< const Vector > | unscaled_curr_c ()
| unscaled c(x) (at current point)
SmartPtr< const Vector > | trial_c ()
| c(x) (at trial point)
SmartPtr< const Vector > | curr_d ()
| d(x) (at current point)
SmartPtr< const Vector > | unscaled_curr_d ()
| unscaled d(x) (at current point)
SmartPtr< const Vector > | trial_d ()
| d(x) (at trial point)
SmartPtr< const Vector > | curr_d_minus_s ()
| d(x) - s (at current point)
SmartPtr< const Vector > | trial_d_minus_s ()
| d(x) - s (at trial point)
SmartPtr< const Matrix > | curr_jac_c ()
| Jacobian of c (at current point).
SmartPtr< const Matrix > | trial_jac_c ()
| Jacobian of c (at trial point).
SmartPtr< const Matrix > | curr_jac_d ()
| Jacobian of d (at current point).
SmartPtr< const Matrix > | trial_jac_d ()
| Jacobian of d (at trial point).
SmartPtr< const Vector > | curr_jac_cT_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at current point) of C transpose with general vector.
SmartPtr< const Vector > | trial_jac_cT_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at trial point) of C transpose with general vector.
SmartPtr< const Vector > | curr_jac_dT_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at current point) of D transpose with general vector.
SmartPtr< const Vector > | trial_jac_dT_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at trial point) of D transpose with general vector.
SmartPtr< const Vector > | curr_jac_cT_times_curr_y_c ()
| Product of Jacobian (evaluated at current point) of C transpose with current y_c.
SmartPtr< const Vector > | trial_jac_cT_times_trial_y_c ()
| Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.
SmartPtr< const Vector > | curr_jac_dT_times_curr_y_d ()
| Product of Jacobian (evaluated at current point) of D transpose with current y_d.
SmartPtr< const Vector > | trial_jac_dT_times_trial_y_d ()
| Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.
SmartPtr< const Vector > | curr_jac_c_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at current point) of C with general vector.
SmartPtr< const Vector > | curr_jac_d_times_vec (const Vector &vec)
| Product of Jacobian (evaluated at current point) of D with general vector.
Number | curr_constraint_violation ()
| Constraint Violation (at current iterate).
Number | trial_constraint_violation ()
| Constraint Violation (at trial point).
Number | curr_nlp_constraint_violation (ENormType NormType)
| Real constraint violation in a given norm (at current iterate).
Number | unscaled_curr_nlp_constraint_violation (ENormType NormType)
| Unscaled real constraint violation in a given norm (at current iterate).
Hessian matrices
SmartPtr< const SymMatrix > | curr_exact_hessian ()
| exact Hessian at current iterate (uncached)
primal-dual error and its components
SmartPtr< const Vector > | curr_grad_lag_x ()
| x-part of gradient of Lagrangian function (at current point)
SmartPtr< const Vector > | trial_grad_lag_x ()
| x-part of gradient of Lagrangian function (at trial point)
SmartPtr< const Vector > | curr_grad_lag_s ()
| s-part of gradient of Lagrangian function (at current point)
SmartPtr< const Vector > | trial_grad_lag_s ()
| s-part of gradient of Lagrangian function (at trial point)
SmartPtr< const Vector > | curr_grad_lag_with_damping_x ()
| x-part of gradient of Lagrangian function (at current point) including linear damping term
SmartPtr< const Vector > | curr_grad_lag_with_damping_s ()
| s-part of gradient of Lagrangian function (at current point) including linear damping term
SmartPtr< const Vector > | curr_compl_x_L ()
| Complementarity for x_L (for current iterate).
SmartPtr< const Vector > | curr_compl_x_U ()
| Complementarity for x_U (for current iterate).
SmartPtr< const Vector > | curr_compl_s_L ()
| Complementarity for s_L (for current iterate).
SmartPtr< const Vector > | curr_compl_s_U ()
| Complementarity for s_U (for current iterate).
SmartPtr< const Vector > | trial_compl_x_L ()
| Complementarity for x_L (for trial iterate).
SmartPtr< const Vector > | trial_compl_x_U ()
| Complementarity for x_U (for trial iterate).
SmartPtr< const Vector > | trial_compl_s_L ()
| Complementarity for s_L (for trial iterate).
SmartPtr< const Vector > | trial_compl_s_U ()
| Complementarity for s_U (for trial iterate).
SmartPtr< const Vector > | curr_relaxed_compl_x_L ()
| Relaxed complementarity for x_L (for current iterate and current mu).
SmartPtr< const Vector > | curr_relaxed_compl_x_U ()
| Relaxed complementarity for x_U (for current iterate and current mu).
SmartPtr< const Vector > | curr_relaxed_compl_s_L ()
| Relaxed complementarity for s_L (for current iterate and current mu).
SmartPtr< const Vector > | curr_relaxed_compl_s_U ()
| Relaxed complementarity for s_U (for current iterate and current mu).
Number | curr_primal_infeasibility (ENormType NormType)
| Primal infeasibility in a given norm (at current iterate).
Number | trial_primal_infeasibility (ENormType NormType)
| Primal infeasibility in a given norm (at trial point).
Number | curr_dual_infeasibility (ENormType NormType)
| Dual infeasibility in a given norm (at current iterate).
Number | trial_dual_infeasibility (ENormType NormType)
| Dual infeasibility in a given norm (at trial iterate).
Number | unscaled_curr_dual_infeasibility (ENormType NormType)
| Unscaled dual infeasibility in a given norm (at current iterate).
Number | curr_complementarity (Number mu, ENormType NormType)
| Complementarity (for all complementarity conditions together) in a given norm (at current iterate).
Number | trial_complementarity (Number mu, ENormType NormType)
| Complementarity (for all complementarity conditions together) in a given norm (at trial iterate).
Number | unscaled_curr_complementarity (Number mu, ENormType NormType)
| Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling.
Number | CalcCentralityMeasure (const Vector &compl_x_L, const Vector &compl_x_U, const Vector &compl_s_L, const Vector &compl_s_U)
| Centrality measure (in spirit of the -infinity-neighborhood.
Number | curr_centrality_measure ()
| Centrality measure at current point.
Number | curr_nlp_error ()
| Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers.
Number | unscaled_curr_nlp_error ()
| Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP.
Number | curr_barrier_error ()
| Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers.
Number | curr_primal_dual_system_error (Number mu)
| Norm of the primal-dual system for a given mu (at current iterate).
Number | trial_primal_dual_system_error (Number mu)
| Norm of the primal-dual system for a given mu (at trial iterate).
Computing fraction-to-the-boundary step sizes
Number | primal_frac_to_the_bound (Number tau, const Vector &delta_x, const Vector &delta_s)
| Fraction to the boundary from (current) primal variables x and s for a given step.
Number | curr_primal_frac_to_the_bound (Number tau)
| Fraction to the boundary from (current) primal variables x and s for internal (current) step.
Number | dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
| Fraction to the boundary from (current) dual variables z and v for a given step.
Number | uncached_dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
| Fraction to the boundary from (current) dual variables z and v for a given step, without caching.
Number | curr_dual_frac_to_the_bound (Number tau)
| Fraction to the boundary from (current) dual variables z and v for internal (current) step.
Number | uncached_slack_frac_to_the_bound (Number tau, const Vector &delta_x_L, const Vector &delta_x_U, const Vector &delta_s_L, const Vector &delta_s_U)
| Fraction to the boundary from (current) slacks for a given step in the slacks.
Sigma matrices
SmartPtr< const Vector > | curr_sigma_x ()
SmartPtr< const Vector > | curr_sigma_s ()
## Static Public Member Functions
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions)
| Called by IpoptType to register the options.
## 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.
| IpoptCalculatedQuantities ()
| Default Constructor.
| IpoptCalculatedQuantities (const IpoptCalculatedQuantities &)
| Copy Constructor.
void | operator= (const IpoptCalculatedQuantities &)
| Overloaded Equals Operator.
Auxiliary functions
SmartPtr< Vector > | CalcSlack_L (const Matrix &P, const Vector &x, const Vector &x_bound)
| Compute new vector containing the slack to a lower bound (uncached).
SmartPtr< Vector > | CalcSlack_U (const Matrix &P, const Vector &x, const Vector &x_bound)
| Compute new vector containing the slack to a upper bound (uncached).
Number | CalcBarrierTerm (Number mu, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U)
| Compute barrier term at given point (uncached).
SmartPtr< const Vector > | CalcCompl (const Vector &slack, const Vector &mult)
| Compute complementarity for slack / multiplier pair.
Number | CalcFracToBound (const Vector &slack_L, Vector &tmp_L, const Matrix &P_L, const Vector &slack_U, Vector &tmp_U, const Matrix &P_U, const Vector &delta, Number tau)
| Compute fraction to the boundary parameter for lower and upper bounds.
void | ComputeOptimalityErrorScaling (const Vector &y_c, const Vector &y_d, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, Number s_max, Number &s_d, Number &s_c)
| Compute the scaling factors for the optimality error.
Index | CalculateSafeSlack (SmartPtr< Vector > &slack, const SmartPtr< const Vector > &bound, const SmartPtr< const Vector > &curr_point, const SmartPtr< const Vector > &multiplier)
| Check if slacks are becoming too small.
void | ComputeDampingIndicators (SmartPtr< const Vector > &dampind_x_L, SmartPtr< const Vector > &dampind_x_U, SmartPtr< const Vector > &dampind_s_L, SmartPtr< const Vector > &dampind_s_U)
| Computes the indicator vectors that can be used to filter out those entries in the slack_.
bool | in_restoration_phase ()
| Check if we are in the restoration phase.
## Private Attributes
CachedResults< SmartPtr< const SymMatrix > > | curr_exact_hessian_cache_
| Cache for the exact Hessian.
CachedResults< Number > | curr_avrg_compl_cache_
| Cache for average of current complementarity.
CachedResults< Number > | trial_avrg_compl_cache_
| Cache for average of trial complementarity.
CachedResults< Number > | curr_gradBarrTDelta_cache_
| Cache for grad barrier obj.
bool | initialize_called_
| flag indicating if Initialize method has been called (for debugging)
Pointers for easy access to data and NLP information
SmartPtr< IpoptNLP > | ip_nlp_
| Ipopt NLP object.
SmartPtr< IpoptData > | ip_data_
| Ipopt Data object.
Algorithmic Parameters that can be set throught the
options list. Those parameters are initialize by calling the Initialize method.
Number | s_max_
| Parameter in formula for computing overall primal-dual optimality error.
Number | kappa_d_
| Weighting factor for the linear damping term added to the barrier objective funciton.
Number | slack_move_
| fractional movement allowed in bounds
ENormType | constr_viol_normtype_
| Norm type to be used when calculating the constraint violation.
bool | warm_start_same_structure_
| Flag indicating whether the TNLP with identical structure has already been solved before.
Caches for slacks
CachedResults< SmartPtr< Vector > > | curr_slack_x_L_cache_
CachedResults< SmartPtr< Vector > > | curr_slack_x_U_cache_
CachedResults< SmartPtr< Vector > > | curr_slack_s_L_cache_
CachedResults< SmartPtr< Vector > > | curr_slack_s_U_cache_
CachedResults< SmartPtr< Vector > > | trial_slack_x_L_cache_
CachedResults< SmartPtr< Vector > > | trial_slack_x_U_cache_
CachedResults< SmartPtr< Vector > > | trial_slack_s_L_cache_
CachedResults< SmartPtr< Vector > > | trial_slack_s_U_cache_
Index | num_adjusted_slack_x_L_
Index | num_adjusted_slack_x_U_
Index | num_adjusted_slack_s_L_
Index | num_adjusted_slack_s_U_
Cached for objective function stuff
CachedResults< Number > | curr_f_cache_
CachedResults< Number > | trial_f_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_f_cache_
CachedResults< SmartPtr< const Vector > > | trial_grad_f_cache_
Caches for barrier function stuff
CachedResults< Number > | curr_barrier_obj_cache_
CachedResults< Number > | trial_barrier_obj_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_barrier_obj_x_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_barrier_obj_s_cache_
CachedResults< SmartPtr< const Vector > > | grad_kappa_times_damping_x_cache_
CachedResults< SmartPtr< const Vector > > | grad_kappa_times_damping_s_cache_
Caches for constraint stuff
CachedResults< SmartPtr< const Vector > > | curr_c_cache_
CachedResults< SmartPtr< const Vector > > | trial_c_cache_
CachedResults< SmartPtr< const Vector > > | curr_d_cache_
CachedResults< SmartPtr< const Vector > > | trial_d_cache_
CachedResults< SmartPtr< const Vector > > | curr_d_minus_s_cache_
CachedResults< SmartPtr< const Vector > > | trial_d_minus_s_cache_
CachedResults< SmartPtr< const Matrix > > | curr_jac_c_cache_
CachedResults< SmartPtr< const Matrix > > | trial_jac_c_cache_
CachedResults< SmartPtr< const Matrix > > | curr_jac_d_cache_
CachedResults< SmartPtr< const Matrix > > | trial_jac_d_cache_
CachedResults< SmartPtr< const Vector > > | curr_jac_cT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > | trial_jac_cT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > | curr_jac_dT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > | trial_jac_dT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > | curr_jac_c_times_vec_cache_
CachedResults< SmartPtr< const Vector > > | curr_jac_d_times_vec_cache_
CachedResults< Number > | curr_constraint_violation_cache_
CachedResults< Number > | trial_constraint_violation_cache_
CachedResults< Number > | curr_nlp_constraint_violation_cache_
CachedResults< Number > | unscaled_curr_nlp_constraint_violation_cache_
Components of primal-dual error
CachedResults< SmartPtr< const Vector > > | curr_grad_lag_x_cache_
CachedResults< SmartPtr< const Vector > > | trial_grad_lag_x_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_lag_s_cache_
CachedResults< SmartPtr< const Vector > > | trial_grad_lag_s_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_lag_with_damping_x_cache_
CachedResults< SmartPtr< const Vector > > | curr_grad_lag_with_damping_s_cache_
CachedResults< SmartPtr< const Vector > > | curr_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > | curr_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > | curr_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > | curr_compl_s_U_cache_
CachedResults< SmartPtr< const Vector > > | trial_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > | trial_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > | trial_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > | trial_compl_s_U_cache_
CachedResults< SmartPtr< const Vector > > | curr_relaxed_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > | curr_relaxed_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > | curr_relaxed_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > | curr_relaxed_compl_s_U_cache_
CachedResults< Number > | curr_primal_infeasibility_cache_
CachedResults< Number > | trial_primal_infeasibility_cache_
CachedResults< Number > | curr_dual_infeasibility_cache_
CachedResults< Number > | trial_dual_infeasibility_cache_
CachedResults< Number > | unscaled_curr_dual_infeasibility_cache_
CachedResults< Number > | curr_complementarity_cache_
CachedResults< Number > | trial_complementarity_cache_
CachedResults< Number > | curr_centrality_measure_cache_
CachedResults< Number > | curr_nlp_error_cache_
CachedResults< Number > | unscaled_curr_nlp_error_cache_
CachedResults< Number > | curr_barrier_error_cache_
CachedResults< Number > | curr_primal_dual_system_error_cache_
CachedResults< Number > | trial_primal_dual_system_error_cache_
Caches for fraction to the boundary step sizes
CachedResults< Number > | primal_frac_to_the_bound_cache_
CachedResults< Number > | dual_frac_to_the_bound_cache_
Caches for sigma matrices
CachedResults< SmartPtr< const Vector > > | curr_sigma_x_cache_
CachedResults< SmartPtr< const Vector > > | curr_sigma_s_cache_
Indicator vectors required for the linear damping terms
to handle unbounded solution sets.
SmartPtr< Vector > | dampind_x_L_
| Indicator vector for selecting the elements in x that have only lower bounds.
SmartPtr< Vector > | dampind_x_U_
| Indicator vector for selecting the elements in x that have only upper bounds.
SmartPtr< Vector > | dampind_s_L_
| Indicator vector for selecting the elements in s that have only lower bounds.
SmartPtr< Vector > | dampind_s_U_
| Indicator vector for selecting the elements in s that have only upper bounds.

## Detailed Description

Class for all IPOPT specific calculated quantities.

Definition at line 28 of file IpIpoptCalculatedQuantities.hpp.

## Constructor & Destructor Documentation

Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities | ( | const SmartPtr< IpoptNLP > & | ip_nlp,
|  | const SmartPtr< IpoptData > & | ip_data |
| ) |  |  |

Constructor.

virtual Ipopt::IpoptCalculatedQuantities::~IpoptCalculatedQuantities | ( |  | ) | `[virtual]`

Default destructor.

Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities | ( |  | ) | `[private]`

Default Constructor.

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

Copy Constructor.

## Member Function Documentation

bool Ipopt::IpoptCalculatedQuantities::Initialize | ( | const Journalist & | jnlst,
|  | const OptionsList & | options,
|  | const std::string & | prefix |
| ) |  |  |

This method must be called to initialize the global algorithmic parameters.

The parameters are taken from the OptionsList object.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_x_L | ( |  | ) |

Slacks for x_L (at current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_x_U | ( |  | ) |

Slacks for x_U (at current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_s_L | ( |  | ) |

Slacks for s_L (at current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_slack_s_U | ( |  | ) |

Slacks for s_U (at current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_x_L | ( |  | ) |

Slacks for x_L (at trial point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_x_U | ( |  | ) |

Slacks for x_U (at trial point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_s_L | ( |  | ) |

Slacks for s_L (at trial point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_slack_s_U | ( |  | ) |

Slacks for s_U (at trial point).

Index Ipopt::IpoptCalculatedQuantities::AdjustedTrialSlacks | ( |  | ) |

Indicating whether or not we "fudged" the slacks.

void Ipopt::IpoptCalculatedQuantities::ResetAdjustedTrialSlacks | ( |  | ) |

Reset the flags for "fudged" slacks.

Number Ipopt::IpoptCalculatedQuantities::curr_f | ( |  | ) |

Value of objective function (at current point).

Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_f | ( |  | ) |

Unscaled value of the objective function (at the current point).

Number Ipopt::IpoptCalculatedQuantities::trial_f | ( |  | ) |

Value of objective function (at trial point).

Number Ipopt::IpoptCalculatedQuantities::unscaled_trial_f | ( |  | ) |

Unscaled value of the objective function (at the trial point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_f | ( |  | ) |

Gradient of objective function (at current point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_f | ( |  | ) |

Gradient of objective function (at trial point).

Number Ipopt::IpoptCalculatedQuantities::curr_barrier_obj | ( |  | ) |

Barrier Objective Function Value (at current iterate with current mu).

Number Ipopt::IpoptCalculatedQuantities::trial_barrier_obj | ( |  | ) |

Barrier Objective Function Value (at trial point with current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x | ( |  | ) |

Gradient of barrier objective function with respect to x (at current point with current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s | ( |  | ) |

Gradient of barrier objective function with respect to s (at current point with current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x | ( |  | ) |

Gradient of the damping term with respect to x (times kappa_d).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s | ( |  | ) |

Gradient of the damping term with respect to s (times kappa_d).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_c | ( |  | ) |

c(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::unscaled_curr_c | ( |  | ) |

unscaled c(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_c | ( |  | ) |

c(x) (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_d | ( |  | ) |

d(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::unscaled_curr_d | ( |  | ) |

unscaled d(x) (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_d | ( |  | ) |

d(x) (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_d_minus_s | ( |  | ) |

d(x) - s (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_d_minus_s | ( |  | ) |

d(x) - s (at trial point)

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::curr_jac_c | ( |  | ) |

Jacobian of c (at current point).

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::trial_jac_c | ( |  | ) |

Jacobian of c (at trial point).

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::curr_jac_d | ( |  | ) |

Jacobian of d (at current point).

SmartPtr<const Matrix> Ipopt::IpoptCalculatedQuantities::trial_jac_d | ( |  | ) |

Jacobian of d (at trial point).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at current point) of C transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at trial point) of C transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at current point) of D transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at trial point) of D transpose with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_curr_y_c | ( |  | ) |

Product of Jacobian (evaluated at current point) of C transpose with current y_c.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_trial_y_c | ( |  | ) |

Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_curr_y_d | ( |  | ) |

Product of Jacobian (evaluated at current point) of D transpose with current y_d.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_trial_y_d | ( |  | ) |

Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at current point) of C with general vector.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec | ( | const Vector & | vec | ) |

Product of Jacobian (evaluated at current point) of D with general vector.

Number Ipopt::IpoptCalculatedQuantities::curr_constraint_violation | ( |  | ) |

Constraint Violation (at current iterate).

This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype

Number Ipopt::IpoptCalculatedQuantities::trial_constraint_violation | ( |  | ) |

Constraint Violation (at trial point).

This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype

Number Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation | ( | ENormType | NormType | ) |

Real constraint violation in a given norm (at current iterate).

This considers the inequality constraints without slacks.

Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation | ( | ENormType | NormType | ) |

Unscaled real constraint violation in a given norm (at current iterate).

This considers the inequality constraints without slacks.

SmartPtr<const SymMatrix> Ipopt::IpoptCalculatedQuantities::curr_exact_hessian | ( |  | ) |

exact Hessian at current iterate (uncached)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x | ( |  | ) |

x-part of gradient of Lagrangian function (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x | ( |  | ) |

x-part of gradient of Lagrangian function (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s | ( |  | ) |

s-part of gradient of Lagrangian function (at current point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s | ( |  | ) |

s-part of gradient of Lagrangian function (at trial point)

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x | ( |  | ) |

x-part of gradient of Lagrangian function (at current point) including linear damping term

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s | ( |  | ) |

s-part of gradient of Lagrangian function (at current point) including linear damping term

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_x_L | ( |  | ) |

Complementarity for x_L (for current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_x_U | ( |  | ) |

Complementarity for x_U (for current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_s_L | ( |  | ) |

Complementarity for s_L (for current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_compl_s_U | ( |  | ) |

Complementarity for s_U (for current iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_x_L | ( |  | ) |

Complementarity for x_L (for trial iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_x_U | ( |  | ) |

Complementarity for x_U (for trial iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_s_L | ( |  | ) |

Complementarity for s_L (for trial iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::trial_compl_s_U | ( |  | ) |

Complementarity for s_U (for trial iterate).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L | ( |  | ) |

Relaxed complementarity for x_L (for current iterate and current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U | ( |  | ) |

Relaxed complementarity for x_U (for current iterate and current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L | ( |  | ) |

Relaxed complementarity for s_L (for current iterate and current mu).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U | ( |  | ) |

Relaxed complementarity for s_U (for current iterate and current mu).

Number Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility | ( | ENormType | NormType | ) |

Primal infeasibility in a given norm (at current iterate).

Number Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility | ( | ENormType | NormType | ) |

Primal infeasibility in a given norm (at trial point).

Number Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility | ( | ENormType | NormType | ) |

Dual infeasibility in a given norm (at current iterate).

Number Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility | ( | ENormType | NormType | ) |

Dual infeasibility in a given norm (at trial iterate).

Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility | ( | ENormType | NormType | ) |

Unscaled dual infeasibility in a given norm (at current iterate).

Number Ipopt::IpoptCalculatedQuantities::curr_complementarity | ( | Number | mu,
|  | ENormType | NormType |
| ) |  |  |

Complementarity (for all complementarity conditions together) in a given norm (at current iterate).

Number Ipopt::IpoptCalculatedQuantities::trial_complementarity | ( | Number | mu,
|  | ENormType | NormType |
| ) |  |  |

Complementarity (for all complementarity conditions together) in a given norm (at trial iterate).

Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_complementarity | ( | Number | mu,
|  | ENormType | NormType |
| ) |  |  |

Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling.

Number Ipopt::IpoptCalculatedQuantities::CalcCentralityMeasure | ( | const Vector & | compl_x_L,
|  | const Vector & | compl_x_U,
|  | const Vector & | compl_s_L,
|  | const Vector & | compl_s_U |
| ) |  |  |

Centrality measure (in spirit of the -infinity-neighborhood.

Number Ipopt::IpoptCalculatedQuantities::curr_centrality_measure | ( |  | ) |

Centrality measure at current point.

Number Ipopt::IpoptCalculatedQuantities::curr_nlp_error | ( |  | ) |

Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers.

Note that here the constraint violation is measured without slacks (nlp_constraint_violation)

Number Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error | ( |  | ) |

Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP.

Note that here the constraint violation is measured without slacks (nlp_constraint_violation)

Number Ipopt::IpoptCalculatedQuantities::curr_barrier_error | ( |  | ) |

Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers.

Number Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error | ( | Number | mu | ) |

Norm of the primal-dual system for a given mu (at current iterate).

The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.

Number Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error | ( | Number | mu | ) |

Norm of the primal-dual system for a given mu (at trial iterate).

The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.

Number Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound | ( | Number | tau,
|  | const Vector & | delta_x,
|  | const Vector & | delta_s |
| ) |  |  |

Fraction to the boundary from (current) primal variables x and s for a given step.

Number Ipopt::IpoptCalculatedQuantities::curr_primal_frac_to_the_bound | ( | Number | tau | ) |

Fraction to the boundary from (current) primal variables x and s for internal (current) step.

Number Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound | ( | Number | tau,
|  | const Vector & | delta_z_L,
|  | const Vector & | delta_z_U,
|  | const Vector & | delta_v_L,
|  | const Vector & | delta_v_U |
| ) |  |  |

Fraction to the boundary from (current) dual variables z and v for a given step.

Number Ipopt::IpoptCalculatedQuantities::uncached_dual_frac_to_the_bound | ( | Number | tau,
|  | const Vector & | delta_z_L,
|  | const Vector & | delta_z_U,
|  | const Vector & | delta_v_L,
|  | const Vector & | delta_v_U |
| ) |  |  |

Fraction to the boundary from (current) dual variables z and v for a given step, without caching.

Number Ipopt::IpoptCalculatedQuantities::curr_dual_frac_to_the_bound | ( | Number | tau | ) |

Fraction to the boundary from (current) dual variables z and v for internal (current) step.

Number Ipopt::IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound | ( | Number | tau,
|  | const Vector & | delta_x_L,
|  | const Vector & | delta_x_U,
|  | const Vector & | delta_s_L,
|  | const Vector & | delta_s_U |
| ) |  |  |

Fraction to the boundary from (current) slacks for a given step in the slacks.

Usually, one will use the primal_frac_to_the_bound method to compute the primal fraction to the boundary step size, but if it is cheaper to provide the steps in the slacks directly (e.g. when the primal step sizes are only temporary), the this method is more efficient. This method does not cache computations.

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_sigma_x | ( |  | ) |

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::curr_sigma_s | ( |  | ) |

Number Ipopt::IpoptCalculatedQuantities::curr_avrg_compl | ( |  | ) |

average of current values of the complementarities

Number Ipopt::IpoptCalculatedQuantities::trial_avrg_compl | ( |  | ) |

average of trial values of the complementarities

Number Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta | ( |  | ) |

inner_product of current barrier obj.

fn. gradient with current search direction

Number Ipopt::IpoptCalculatedQuantities::CalcNormOfType | ( | ENormType | NormType,
|  | std::vector< SmartPtr< const Vector > > | vecs |
| ) |  |  |

Compute the norm of a specific type of a set of vectors (uncached).

Number Ipopt::IpoptCalculatedQuantities::CalcNormOfType | ( | ENormType | NormType,
|  | const Vector & | vec1,
|  | const Vector & | vec2 |
| ) |  |  |

Compute the norm of a specific type of two vectors (uncached).

ENormType Ipopt::IpoptCalculatedQuantities::constr_viol_normtype | ( |  | ) | const`[inline]`

Norm type used for calculating constraint violation.

Definition at line 363 of file IpIpoptCalculatedQuantities.hpp.

References constr_viol_normtype_.

bool Ipopt::IpoptCalculatedQuantities::IsSquareProblem | ( |  | ) | const

Method returning true if this is a square problem.

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

Called by IpoptType to register the options.

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

Overloaded Equals Operator.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_c | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_d | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x_L | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_x_U | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s_L | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

Vector& Ipopt::IpoptCalculatedQuantities::Tmp_s_U | ( |  | ) | `[private]`

Accessor methods for the temporary vectors.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::CalcSlack_L | ( | const Matrix & | P,
|  | const Vector & | x,
|  | const Vector & | x_bound |
| ) |  |  | `[private]`

Compute new vector containing the slack to a lower bound (uncached).

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::CalcSlack_U | ( | const Matrix & | P,
|  | const Vector & | x,
|  | const Vector & | x_bound |
| ) |  |  | `[private]`

Compute new vector containing the slack to a upper bound (uncached).

Number Ipopt::IpoptCalculatedQuantities::CalcBarrierTerm | ( | Number | mu,
|  | const Vector & | slack_x_L,
|  | const Vector & | slack_x_U,
|  | const Vector & | slack_s_L,
|  | const Vector & | slack_s_U |
| ) |  |  | `[private]`

Compute barrier term at given point (uncached).

SmartPtr<const Vector> Ipopt::IpoptCalculatedQuantities::CalcCompl | ( | const Vector & | slack,
|  | const Vector & | mult |
| ) |  |  | `[private]`

Compute complementarity for slack / multiplier pair.

Number Ipopt::IpoptCalculatedQuantities::CalcFracToBound | ( | const Vector & | slack_L,
|  | Vector & | tmp_L,
|  | const Matrix & | P_L,
|  | const Vector & | slack_U,
|  | Vector & | tmp_U,
|  | const Matrix & | P_U,
|  | const Vector & | delta,
|  | Number | tau |
| ) |  |  | `[private]`

Compute fraction to the boundary parameter for lower and upper bounds.

void Ipopt::IpoptCalculatedQuantities::ComputeOptimalityErrorScaling | ( | const Vector & | y_c,
|  | const Vector & | y_d,
|  | const Vector & | z_L,
|  | const Vector & | z_U,
|  | const Vector & | v_L,
|  | const Vector & | v_U,
|  | Number | s_max,
|  | Number & | s_d,
|  | Number & | s_c |
| ) |  |  | `[private]`

Compute the scaling factors for the optimality error.

Index Ipopt::IpoptCalculatedQuantities::CalculateSafeSlack | ( | SmartPtr< Vector > & | slack,
|  | const SmartPtr< const Vector > & | bound,
|  | const SmartPtr< const Vector > & | curr_point,
|  | const SmartPtr< const Vector > & | multiplier |
| ) |  |  | `[private]`

Check if slacks are becoming too small.

If slacks are becoming too small, they are change. The return value is the number of corrected slacks.

void Ipopt::IpoptCalculatedQuantities::ComputeDampingIndicators | ( | SmartPtr< const Vector > & | dampind_x_L,
|  | SmartPtr< const Vector > & | dampind_x_U,
|  | SmartPtr< const Vector > & | dampind_s_L,
|  | SmartPtr< const Vector > & | dampind_s_U |
| ) |  |  | `[private]`

Computes the indicator vectors that can be used to filter out those entries in the slack_.

.. variables, that correspond to variables with only lower and upper bounds. This is required for the linear damping term in the barrier objective function to handle unbounded solution sets.

bool Ipopt::IpoptCalculatedQuantities::in_restoration_phase | ( |  | ) | `[private]`

Check if we are in the restoration phase.

Returns true, if the ip_nlp is of the type RestoIpoptNLP. ToDo: We probably want to handle this more elegant and don't have an explicit dependency here. Now I added this because otherwise the caching doesn't work properly since the restoration phase objective function depends on the current barrier parameter.

## Member Data Documentation

SmartPtr<IpoptNLP> Ipopt::IpoptCalculatedQuantities::ip_nlp_`[private]`

Ipopt NLP object.

Definition at line 399 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<IpoptData> Ipopt::IpoptCalculatedQuantities::ip_data_`[private]`

Ipopt Data object.

Definition at line 401 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::s_max_`[private]`

Parameter in formula for computing overall primal-dual optimality error.

Definition at line 410 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::kappa_d_`[private]`

Weighting factor for the linear damping term added to the barrier objective funciton.

Definition at line 413 of file IpIpoptCalculatedQuantities.hpp.

Number Ipopt::IpoptCalculatedQuantities::slack_move_`[private]`

fractional movement allowed in bounds

Definition at line 415 of file IpIpoptCalculatedQuantities.hpp.

ENormType Ipopt::IpoptCalculatedQuantities::constr_viol_normtype_`[private]`

Norm type to be used when calculating the constraint violation.

Definition at line 417 of file IpIpoptCalculatedQuantities.hpp.

Referenced by constr_viol_normtype().

bool Ipopt::IpoptCalculatedQuantities::warm_start_same_structure_`[private]`

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 420 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_x_L_cache_`[private]`

Definition at line 425 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_x_U_cache_`[private]`

Definition at line 426 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_s_L_cache_`[private]`

Definition at line 427 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::curr_slack_s_U_cache_`[private]`

Definition at line 428 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_x_L_cache_`[private]`

Definition at line 429 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_x_U_cache_`[private]`

Definition at line 430 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_s_L_cache_`[private]`

Definition at line 431 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<Vector> > Ipopt::IpoptCalculatedQuantities::trial_slack_s_U_cache_`[private]`

Definition at line 432 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_L_`[private]`

Definition at line 433 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_U_`[private]`

Definition at line 434 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_L_`[private]`

Definition at line 435 of file IpIpoptCalculatedQuantities.hpp.

Index Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_U_`[private]`

Definition at line 436 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_f_cache_`[private]`

Definition at line 441 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_f_cache_`[private]`

Definition at line 442 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_f_cache_`[private]`

Definition at line 443 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_f_cache_`[private]`

Definition at line 444 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_barrier_obj_cache_`[private]`

Definition at line 449 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_barrier_obj_cache_`[private]`

Definition at line 450 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x_cache_`[private]`

Definition at line 451 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s_cache_`[private]`

Definition at line 452 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x_cache_`[private]`

Definition at line 453 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s_cache_`[private]`

Definition at line 454 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_c_cache_`[private]`

Definition at line 459 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_c_cache_`[private]`

Definition at line 460 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_d_cache_`[private]`

Definition at line 461 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_d_cache_`[private]`

Definition at line 462 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_d_minus_s_cache_`[private]`

Definition at line 463 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_d_minus_s_cache_`[private]`

Definition at line 464 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::curr_jac_c_cache_`[private]`

Definition at line 465 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::trial_jac_c_cache_`[private]`

Definition at line 466 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::curr_jac_d_cache_`[private]`

Definition at line 467 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Matrix> > Ipopt::IpoptCalculatedQuantities::trial_jac_d_cache_`[private]`

Definition at line 468 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec_cache_`[private]`

Definition at line 469 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec_cache_`[private]`

Definition at line 470 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec_cache_`[private]`

Definition at line 471 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec_cache_`[private]`

Definition at line 472 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec_cache_`[private]`

Definition at line 473 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec_cache_`[private]`

Definition at line 474 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_constraint_violation_cache_`[private]`

Definition at line 475 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_constraint_violation_cache_`[private]`

Definition at line 476 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation_cache_`[private]`

Definition at line 477 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation_cache_`[private]`

Definition at line 478 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const SymMatrix> > Ipopt::IpoptCalculatedQuantities::curr_exact_hessian_cache_`[private]`

Cache for the exact Hessian.

Definition at line 482 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x_cache_`[private]`

Definition at line 486 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x_cache_`[private]`

Definition at line 487 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s_cache_`[private]`

Definition at line 488 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s_cache_`[private]`

Definition at line 489 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x_cache_`[private]`

Definition at line 490 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s_cache_`[private]`

Definition at line 491 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_x_L_cache_`[private]`

Definition at line 492 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_x_U_cache_`[private]`

Definition at line 493 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_s_L_cache_`[private]`

Definition at line 494 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_compl_s_U_cache_`[private]`

Definition at line 495 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_x_L_cache_`[private]`

Definition at line 496 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_x_U_cache_`[private]`

Definition at line 497 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_s_L_cache_`[private]`

Definition at line 498 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::trial_compl_s_U_cache_`[private]`

Definition at line 499 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L_cache_`[private]`

Definition at line 500 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U_cache_`[private]`

Definition at line 501 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L_cache_`[private]`

Definition at line 502 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U_cache_`[private]`

Definition at line 503 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility_cache_`[private]`

Definition at line 504 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility_cache_`[private]`

Definition at line 505 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility_cache_`[private]`

Definition at line 506 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility_cache_`[private]`

Definition at line 507 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility_cache_`[private]`

Definition at line 508 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_complementarity_cache_`[private]`

Definition at line 509 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_complementarity_cache_`[private]`

Definition at line 510 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_centrality_measure_cache_`[private]`

Definition at line 511 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_nlp_error_cache_`[private]`

Definition at line 512 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error_cache_`[private]`

Definition at line 513 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_barrier_error_cache_`[private]`

Definition at line 514 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error_cache_`[private]`

Definition at line 515 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error_cache_`[private]`

Definition at line 516 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound_cache_`[private]`

Definition at line 521 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound_cache_`[private]`

Definition at line 522 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_sigma_x_cache_`[private]`

Definition at line 527 of file IpIpoptCalculatedQuantities.hpp.

CachedResults< SmartPtr<const Vector> > Ipopt::IpoptCalculatedQuantities::curr_sigma_s_cache_`[private]`

Definition at line 528 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_avrg_compl_cache_`[private]`

Cache for average of current complementarity.

Definition at line 532 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::trial_avrg_compl_cache_`[private]`

Cache for average of trial complementarity.

Definition at line 534 of file IpIpoptCalculatedQuantities.hpp.

CachedResults<Number> Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta_cache_`[private]`

Cache for grad barrier obj.

fn inner product with step

Definition at line 537 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_x_L_`[private]`

Indicator vector for selecting the elements in x that have only lower bounds.

Definition at line 544 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_x_U_`[private]`

Indicator vector for selecting the elements in x that have only upper bounds.

Definition at line 547 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_s_L_`[private]`

Indicator vector for selecting the elements in s that have only lower bounds.

Definition at line 550 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::dampind_s_U_`[private]`

Indicator vector for selecting the elements in s that have only upper bounds.

Definition at line 553 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_`[private]`

Accessor methods for the temporary vectors.

Definition at line 560 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_`[private]`

Accessor methods for the temporary vectors.

Definition at line 561 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_c_`[private]`

Accessor methods for the temporary vectors.

Definition at line 562 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_d_`[private]`

Accessor methods for the temporary vectors.

Definition at line 563 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_L_`[private]`

Accessor methods for the temporary vectors.

Definition at line 564 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_x_U_`[private]`

Accessor methods for the temporary vectors.

Definition at line 565 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_L_`[private]`

Accessor methods for the temporary vectors.

Definition at line 566 of file IpIpoptCalculatedQuantities.hpp.

SmartPtr<Vector> Ipopt::IpoptCalculatedQuantities::tmp_s_U_`[private]`

Accessor methods for the temporary vectors.

Definition at line 567 of file IpIpoptCalculatedQuantities.hpp.

bool Ipopt::IpoptCalculatedQuantities::initialize_called_`[private]`

flag indicating if Initialize method has been called (for debugging)

Definition at line 582 of file IpIpoptCalculatedQuantities.hpp.

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

- /home/coin/SVN-release/Ipopt-3.2.1/Ipopt/src/Algorithm/IpIpoptCalculatedQuantities.hpp