#include <IpPDPerturbationHandler.hpp>
Inheritance diagram for Ipopt::PDPerturbationHandler:
Handling structural degeneracy | |
enum | DegenType { NOT_YET_DETERMINED, NOT_DEGENERATE, DEGENERATE } |
Type for degeneracy flags. More... | |
enum | TrialStatus { NO_TEST, TEST_DELTA_C_EQ_0_DELTA_X_EQ_0, TEST_DELTA_C_GT_0_DELTA_X_EQ_0, TEST_DELTA_C_EQ_0_DELTA_X_GT_0, TEST_DELTA_C_GT_0_DELTA_X_GT_0 } |
Status of current trial configuration. More... | |
DegenType | hess_degenerate_ |
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular. | |
DegenType | jac_degenerate_ |
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient. | |
Index | degen_iters_ |
Flag counting matrices in which degeneracy was observed in the first successive iterations. | |
TrialStatus | test_status_ |
Current status. | |
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
Implementation of the initialization method that has to be overloaded by for each derived class. | |
virtual bool | ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method must be called for each new matrix, and before any other method for generating perturbation factors. | |
virtual bool | PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix. | |
virtual bool | PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues. | |
virtual void | CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
Just return the perturbation values that have been determined most recently. | |
Constructors/Destructors | |
PDPerturbationHandler () | |
Default Constructor. | |
virtual | ~PDPerturbationHandler () |
Default destructor. | |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. | |
Protected 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. | |
PDPerturbationHandler (const PDPerturbationHandler &) | |
Copy Constructor. | |
void | operator= (const PDPerturbationHandler &) |
Overloaded Equals Operator. | |
Auxilliary methods | |
bool | get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called. | |
void | finalize_test () |
This method is call whenever a matrix had been factorization and is not singular. | |
Number | delta_cd () |
Compute perturbation value for constraints. | |
Protected Attributes | |
bool | get_deltas_for_wrong_inertia_called_ |
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called. | |
Size of the most recent non-zero perturbation. | |
Number | delta_x_last_ |
The last nonzero value for delta_x. | |
Number | delta_s_last_ |
The last nonzero value for delta_s. | |
Number | delta_c_last_ |
The last nonzero value for delta_c. | |
Number | delta_d_last_ |
The last nonzero value for delta_d. | |
Size of the most recently suggested perturbation for the | |
current matrix. | |
Number | delta_x_curr_ |
The current value for delta_x. | |
Number | delta_s_curr_ |
The current value for delta_s. | |
Number | delta_c_curr_ |
The current value for delta_c. | |
Number | delta_d_curr_ |
The current value for delta_d. | |
Algorithmic parameters. | |
Number | delta_xs_max_ |
Maximal perturbation for x and s. | |
Number | delta_xs_min_ |
Smallest possible perturbation for x and s. | |
Number | delta_xs_first_inc_fact_ |
Increase factor for delta_xs for first required perturbation. | |
Number | delta_xs_inc_fact_ |
Increase factor for delta_xs for later perturbations. | |
Number | delta_xs_dec_fact_ |
Decrease factor for delta_xs for later perturbations. | |
Number | delta_xs_init_ |
Very first trial value for delta_xs perturbation. | |
Number | delta_cd_val_ |
Size of perturbation for c and d blocks. | |
Number | delta_cd_exp_ |
Exponent on mu in formula for of perturbation for c and d blocks. | |
bool | reset_last_ |
Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done. | |
Index | degen_iters_max_ |
Required number of iterations for degeneracy conclusions. | |
bool | perturb_always_cd_ |
Flag indicating that the delta_c, delta_d perturbation should always be used. |
This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.
Definition at line 24 of file IpPDPerturbationHandler.hpp.
enum Ipopt::PDPerturbationHandler::DegenType [protected] |
enum Ipopt::PDPerturbationHandler::TrialStatus [protected] |
Status of current trial configuration.
NO_TEST | |
TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 | |
TEST_DELTA_C_GT_0_DELTA_X_EQ_0 | |
TEST_DELTA_C_EQ_0_DELTA_X_GT_0 | |
TEST_DELTA_C_GT_0_DELTA_X_GT_0 |
Definition at line 142 of file IpPDPerturbationHandler.hpp.
Ipopt::PDPerturbationHandler::PDPerturbationHandler | ( | ) |
Default Constructor.
virtual Ipopt::PDPerturbationHandler::~PDPerturbationHandler | ( | ) | [inline, virtual] |
Ipopt::PDPerturbationHandler::PDPerturbationHandler | ( | const PDPerturbationHandler & | ) | [protected] |
Copy Constructor.
virtual bool Ipopt::PDPerturbationHandler::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::AlgorithmStrategyObject.
virtual bool Ipopt::PDPerturbationHandler::ConsiderNewSystem | ( | Number & | delta_x, | |
Number & | delta_s, | |||
Number & | delta_c, | |||
Number & | delta_d | |||
) | [virtual] |
This method must be called for each new matrix, and before any other method for generating perturbation factors.
Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive. If the return value is false, no suitable perturbation could be found.
virtual bool Ipopt::PDPerturbationHandler::PerturbForSingularity | ( | Number & | delta_x, | |
Number & | delta_s, | |||
Number & | delta_c, | |||
Number & | delta_d | |||
) | [virtual] |
This method returns pertubation factors for the case when the most recent factorization resulted in a singular matrix.
If the return value is false, no suitable perturbation could be found.
virtual bool Ipopt::PDPerturbationHandler::PerturbForWrongInertia | ( | Number & | delta_x, | |
Number & | delta_s, | |||
Number & | delta_c, | |||
Number & | delta_d | |||
) | [virtual] |
This method returns pertubation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.
If the return value is false, no suitable perturbation could be found.
virtual void Ipopt::PDPerturbationHandler::CurrentPerturbation | ( | Number & | delta_x, | |
Number & | delta_s, | |||
Number & | delta_c, | |||
Number & | delta_d | |||
) | [virtual] |
Just return the perturbation values that have been determined most recently.
static void Ipopt::PDPerturbationHandler::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
void Ipopt::PDPerturbationHandler::operator= | ( | const PDPerturbationHandler & | ) | [protected] |
Overloaded Equals Operator.
bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia | ( | Number & | delta_x, | |
Number & | delta_s, | |||
Number & | delta_c, | |||
Number & | delta_d | |||
) | [protected] |
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.
Returns false if the delta_x and delta_s parameters become too large.
void Ipopt::PDPerturbationHandler::finalize_test | ( | ) | [protected] |
This method is call whenever a matrix had been factorization and is not singular.
In here, we can evaluate the outcome of the deneracy test heuristics.
Number Ipopt::PDPerturbationHandler::delta_cd | ( | ) | [protected] |
Compute perturbation value for constraints.
Number Ipopt::PDPerturbationHandler::delta_x_last_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_s_last_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_c_last_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_d_last_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_x_curr_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_s_curr_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_c_curr_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_d_curr_ [protected] |
bool Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia_called_ [protected] |
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.
Definition at line 116 of file IpPDPerturbationHandler.hpp.
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
Definition at line 130 of file IpPDPerturbationHandler.hpp.
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.
Definition at line 134 of file IpPDPerturbationHandler.hpp.
Index Ipopt::PDPerturbationHandler::degen_iters_ [protected] |
Flag counting matrices in which degeneracy was observed in the first successive iterations.
-1 means that there was a non-degenerate (unperturbed) matrix at some point.
Definition at line 139 of file IpPDPerturbationHandler.hpp.
Number Ipopt::PDPerturbationHandler::delta_xs_max_ [protected] |
Number Ipopt::PDPerturbationHandler::delta_xs_min_ [protected] |
Smallest possible perturbation for x and s.
Definition at line 160 of file IpPDPerturbationHandler.hpp.
Increase factor for delta_xs for first required perturbation.
Definition at line 162 of file IpPDPerturbationHandler.hpp.
Increase factor for delta_xs for later perturbations.
Definition at line 164 of file IpPDPerturbationHandler.hpp.
Decrease factor for delta_xs for later perturbations.
Definition at line 166 of file IpPDPerturbationHandler.hpp.
Number Ipopt::PDPerturbationHandler::delta_xs_init_ [protected] |
Very first trial value for delta_xs perturbation.
Definition at line 168 of file IpPDPerturbationHandler.hpp.
Number Ipopt::PDPerturbationHandler::delta_cd_val_ [protected] |
Size of perturbation for c and d blocks.
Definition at line 170 of file IpPDPerturbationHandler.hpp.
Number Ipopt::PDPerturbationHandler::delta_cd_exp_ [protected] |
Exponent on mu in formula for of perturbation for c and d blocks.
Definition at line 172 of file IpPDPerturbationHandler.hpp.
bool Ipopt::PDPerturbationHandler::reset_last_ [protected] |
Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.
Definition at line 176 of file IpPDPerturbationHandler.hpp.
Index Ipopt::PDPerturbationHandler::degen_iters_max_ [protected] |
Required number of iterations for degeneracy conclusions.
Definition at line 178 of file IpPDPerturbationHandler.hpp.
bool Ipopt::PDPerturbationHandler::perturb_always_cd_ [protected] |
Flag indicating that the delta_c, delta_d perturbation should always be used.
Definition at line 181 of file IpPDPerturbationHandler.hpp.