Ipopt Documentation  
IpEquilibrationScaling.hpp
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1 // Copyright (C) 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Andreas Waechter IBM 2007-05-21
6 
7 #ifndef __IPEQUILIBRATIONSCALING_HPP__
8 #define __IPEQUILIBRATIONSCALING_HPP__
9 
10 #include "IpNLPScaling.hpp"
11 #include "IpNLP.hpp"
12 
13 namespace Ipopt
14 {
20 {
21 public:
25  const SmartPtr<NLP>& nlp)
27  nlp_(nlp)
28  { }
29 
32  { }
34 
38  static void RegisterOptions(
39  const SmartPtr<RegisteredOptions>& roptions
40  );
42 
43 protected:
45  bool InitializeImpl(
46  const OptionsList& options,
47  const std::string& prefix
48  );
49 
50  virtual void DetermineScalingParametersImpl(
51  const SmartPtr<const VectorSpace> x_space,
52  const SmartPtr<const VectorSpace> c_space,
53  const SmartPtr<const VectorSpace> d_space,
54  const SmartPtr<const MatrixSpace> jac_c_space,
55  const SmartPtr<const MatrixSpace> jac_d_space,
56  const SmartPtr<const SymMatrixSpace> h_space,
57  const Matrix& Px_L,
58  const Vector& x_L,
59  const Matrix& Px_U,
60  const Vector& x_U,
61  Number& df,
62  SmartPtr<Vector>& dx,
63  SmartPtr<Vector>& dc,
65  );
66 
67 private:
68 
82  );
83 
85  void operator=(
87  );
89 
92 
95 };
96 
104 {
105 public:
109  const Vector& reference_point,
110  Number random_pert_radius,
111  const Matrix& Px_L,
112  const Vector& x_L,
113  const Matrix& Px_U,
114  const Vector& x_U
115  );
116 
118  virtual ~PointPerturber()
119  { }
121 
124 
125 private:
126 
139  const PointPerturber&
140  );
141 
143  void operator=(
144  const PointPerturber&
145  );
147 
150 
153 };
154 
155 } // namespace Ipopt
156 #endif
Ipopt::PointPerturber::operator=
void operator=(const PointPerturber &)
Default Assignment Operator.
Ipopt::EquilibrationScaling::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize the object from the options.
Ipopt::StandardScalingBase
This is a base class for many standard scaling techniques.
Definition: IpNLPScaling.hpp:315
IpNLPScaling.hpp
Ipopt::PointPerturber
This class is a simple object for generating randomly perturbed points that are within the NLP bounds...
Definition: IpEquilibrationScaling.hpp:103
Ipopt::EquilibrationScaling::point_perturbation_radius_
Number point_perturbation_radius_
maximal radius for the random perturbation of the initial point
Definition: IpEquilibrationScaling.hpp:94
Ipopt::PointPerturber::~PointPerturber
virtual ~PointPerturber()
Destructor.
Definition: IpEquilibrationScaling.hpp:118
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:13
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:27
Ipopt::PointPerturber::ref_point_
SmartPtr< Vector > ref_point_
pointer to the midpoint of the perturbation
Definition: IpEquilibrationScaling.hpp:149
IpNLP.hpp
Ipopt::PointPerturber::MakeNewPerturbedPoint
SmartPtr< Vector > MakeNewPerturbedPoint() const
Return a new perturbed point.
Ipopt::PointPerturber::PointPerturber
PointPerturber(const Vector &reference_point, Number random_pert_radius, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U)
Ipopt::EquilibrationScaling::RegisterOptions
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Ipopt::EquilibrationScaling::nlp_
SmartPtr< NLP > nlp_
pointer to the NLP to get scaling parameters
Definition: IpEquilibrationScaling.hpp:91
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
Ipopt::PointPerturber::pert_dir_
SmartPtr< Vector > pert_dir_
pointer to the perturbation vector
Definition: IpEquilibrationScaling.hpp:152
Ipopt::EquilibrationScaling::DetermineScalingParametersImpl
virtual void DetermineScalingParametersImpl(const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)
This is the method that has to be overloaded by a particular scaling method that somehow computes the...
Ipopt::EquilibrationScaling::EquilibrationScaling
EquilibrationScaling(const SmartPtr< NLP > &nlp)
Definition: IpEquilibrationScaling.hpp:24
Ipopt::EquilibrationScaling::operator=
void operator=(const EquilibrationScaling &)
Default Assignment Operator.
Ipopt::EquilibrationScaling
This class does problem scaling by setting the scaling parameters based on the maximum of the gradien...
Definition: IpEquilibrationScaling.hpp:19
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::ReferencedObject
Storing the reference count of all the smart pointers that currently reference it.
Definition: IpReferenced.hpp:169
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::EquilibrationScaling::~EquilibrationScaling
virtual ~EquilibrationScaling()
Destructor.
Definition: IpEquilibrationScaling.hpp:31