Ipopt  3.12.13
IpCGSearchDirCalc.hpp
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1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id$
6 //
7 // Authors: Andreas Waechter IBM 2005-10-13
8 //
9 // Lifeng Chen/Zaiwen Wen Columbia Univ
10 
11 #ifndef __IPCGSEARCHDIRCALC_HPP__
12 #define __IPCGSEARCHDIRCALC_HPP__
13 
15 #include "IpPDSystemSolver.hpp"
16 #include "IpCGPenaltyCq.hpp"
17 
18 namespace Ipopt
19 {
20 
26  {
27  public:
32 
34  virtual ~CGSearchDirCalculator();
36 
38  virtual bool InitializeImpl(const OptionsList& options,
39  const std::string& prefix);
40 
44  virtual bool ComputeSearchDirection();
45 
48  static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
50 
51  private:
62 
65 
67  void operator=(const CGSearchDirCalculator&);
69 
72  {
73  CGPenaltyData& cg_pen_data =
74  static_cast<CGPenaltyData&>(IpData().AdditionalData());
75  DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
76  return cg_pen_data;
77  }
78 
81  {
82  CGPenaltyCq& cg_pen_cq =
83  static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
84  DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
85  return cg_pen_cq;
86  }
87 
99 
100 
101 
105 
108 
117 
121 
125 
130  };
131 
132 } // namespace Ipopt
133 
134 #endif
Ipopt::CGSearchDirCalculator::vartheta_
Number vartheta_
Definition: IpCGSearchDirCalc.hpp:113
Ipopt::CGSearchDirCalculator::penalty_init_max_
Number penalty_init_max_
Maximal value for initial penalty parameter.
Definition: IpCGSearchDirCalc.hpp:96
Ipopt::CGSearchDirCalculator::nonmonotone_pen_update_counter_
Index nonmonotone_pen_update_counter_
Counter for how many times the pen para is updated nonmonotonically.
Definition: IpCGSearchDirCalc.hpp:123
IpCGPenaltyCq.hpp
Ipopt::CGSearchDirCalculator::penalty_init_min_
Number penalty_init_min_
safeguard factor for bound multipliers.
Definition: IpCGSearchDirCalc.hpp:94
Ipopt::CGSearchDirCalculator::kappa_y_dis_
Number kappa_y_dis_
Definition: IpCGSearchDirCalc.hpp:112
Ipopt::AlgorithmStrategyObject::IpCq
IpoptCalculatedQuantities & IpCq() const
Definition: IpAlgStrategy.hpp:137
IpSearchDirCalculator.hpp
Ipopt::CGSearchDirCalculator
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the curren...
Definition: IpCGSearchDirCalc.hpp:25
Ipopt::CGSearchDirCalculator::~CGSearchDirCalculator
virtual ~CGSearchDirCalculator()
Default destructor.
Ipopt::CGSearchDirCalculator::pen_init_fac_
Number pen_init_fac_
Definition: IpCGSearchDirCalc.hpp:116
Ipopt
Definition: matlabjournal.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::AlgorithmStrategyObject::IpData
IpoptData & IpData() const
Definition: IpAlgStrategy.hpp:131
Ipopt::CGPenaltyData
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Definition: IpCGPenaltyData.hpp:22
Ipopt::CGSearchDirCalculator::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::SearchDirectionCalculator
Base class for computing the search direction for the line search.
Definition: IpSearchDirCalculator.hpp:20
Ipopt::CGSearchDirCalculator::penalty_backward_
bool penalty_backward_
Algorithm type.
Definition: IpCGSearchDirCalc.hpp:107
Ipopt::CGSearchDirCalculator::ComputeSearchDirection
virtual bool ComputeSearchDirection()
Method for computing the search direction.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::CGSearchDirCalculator::CGPenData
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
Definition: IpCGSearchDirCalc.hpp:71
IpPDSystemSolver.hpp
Ipopt::CGSearchDirCalculator::operator=
void operator=(const CGSearchDirCalculator &)
Overloaded Equals Operator.
Ipopt::CGSearchDirCalculator::CGPenCq
CGPenaltyCq & CGPenCq()
Method to easily access CGPenalty calculated quantities.
Definition: IpCGSearchDirCalc.hpp:80
Ipopt::CGSearchDirCalculator::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::CGSearchDirCalculator::pd_solver_
SmartPtr< PDSystemSolver > pd_solver_
Definition: IpCGSearchDirCalc.hpp:128
Ipopt::CGSearchDirCalculator::never_use_fact_cgpen_direction_
bool never_use_fact_cgpen_direction_
Flag indicating whether the fast Chen-Goldfarb direction should never be used.
Definition: IpCGSearchDirCalc.hpp:120
Ipopt::CGSearchDirCalculator::penalty_max_
Number penalty_max_
Maximal value for penalty parameters.
Definition: IpCGSearchDirCalc.hpp:98
Ipopt::CGSearchDirCalculator::delta_y_max_
Number delta_y_max_
Definition: IpCGSearchDirCalc.hpp:114
Ipopt::CGSearchDirCalculator::pen_des_fact_
Number pen_des_fact_
parameters used in computation of line search penalty parameter and KKT perturbation parameters
Definition: IpCGSearchDirCalc.hpp:104
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::CGSearchDirCalculator::fast_des_fact_
Number fast_des_fact_
Definition: IpCGSearchDirCalc.hpp:115
Ipopt::CGPenaltyCq
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpCGPenaltyCq.hpp:22
Ipopt::CGSearchDirCalculator::CGSearchDirCalculator
CGSearchDirCalculator()
Default Constructor.
Ipopt::CGSearchDirCalculator::kappa_x_dis_
Number kappa_x_dis_
parameters used to check if the fast direction can be used as the line search direction
Definition: IpCGSearchDirCalc.hpp:111