Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt). More...
#include <IpRestoMinC_1Nrm.hpp>
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. | |
MinC_1NrmRestorationPhase () | |
Default Constructor. More... | |
MinC_1NrmRestorationPhase (const MinC_1NrmRestorationPhase &) | |
Copy Constructor. More... | |
void | operator= (const MinC_1NrmRestorationPhase &) |
Default Assignment Operator. More... | |
Auxiliary methods | |
void | ComputeBoundMultiplierStep (Vector &delta_z, const Vector &curr_z, const Vector &curr_slack, const Vector &trial_slack) |
Method for computing "primal-dual" step in bound multipliers, given step in slacks. More... | |
Private Attributes | |
Strategy objects | |
SmartPtr< IpoptAlgorithm > | resto_alg_ |
SmartPtr< EqMultiplierCalculator > | eq_mult_calculator_ |
SmartPtr< OptionsList > | resto_options_ |
Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started. More... | |
Algorithmic parameters | |
Number | constr_mult_reset_threshold_ |
Number | bound_mult_reset_threshold_ |
Maximal allowed value of a bound multiplier after restoration phase. More... | |
bool | expect_infeasible_problem_ |
Indicates whether problem can be expected to be infeasible. More... | |
Number | constr_viol_tol_ |
Constraint violation tolerance. More... | |
Number | resto_failure_feasibility_threshold_ |
Primal infeasibility tolerance for declaring failure of restoration phase when the non-regular termination tests are met. More... | |
Index | count_restorations_ |
Counter for the number of time that PerformRestoration is called. More... | |
Constructors/Destructors | |
MinC_1NrmRestorationPhase (IpoptAlgorithm &resto_alg, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator) | |
Constructor, taking strategy objects. More... | |
virtual | ~MinC_1NrmRestorationPhase () |
Destructor. More... | |
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. More... | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
virtual bool | PerformRestoration () |
Method called to perform restoration for the filter line search method. More... | |
Additional Inherited Members | |
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RestorationPhase () | |
Default Constructor. More... | |
virtual | ~RestorationPhase () |
Destructor. More... | |
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AlgorithmStrategyObject () | |
Default Constructor. More... | |
virtual | ~AlgorithmStrategyObject () |
Destructor. More... | |
bool | Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix) |
This method is called every time the algorithm starts again - it is used to reset any internal state. More... | |
bool | ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
Reduced version of the Initialize method, which does not require special Ipopt information. More... | |
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ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
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const Journalist & | Jnlst () const |
IpoptNLP & | IpNLP () const |
IpoptData & | IpData () const |
IpoptCalculatedQuantities & | IpCq () const |
bool | HaveIpData () const |
Restoration Phase that minimizes the 1-norm of the constraint violation - using the interior point method (Ipopt).
Definition at line 20 of file IpRestoMinC_1Nrm.hpp.
Ipopt::MinC_1NrmRestorationPhase::MinC_1NrmRestorationPhase | ( | IpoptAlgorithm & | resto_alg, |
const SmartPtr< EqMultiplierCalculator > & | eq_mult_calculator | ||
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Constructor, taking strategy objects.
The resto_alg strategy object is the restoration phase Ipopt algorithm. The eq_mult_calculator is used to reinitialize the equality constraint multipliers after the restoration phase algorithm has finished - unless it is NULL, in which case the multipliers are set to 0.
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Destructor.
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Default Constructor.
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Copy Constructor.
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Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::RestorationPhase.
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Method called to perform restoration for the filter line search method.
Implements Ipopt::RestorationPhase.
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Default Assignment Operator.
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Method for computing "primal-dual" step in bound multipliers, given step in slacks.
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Definition at line 80 of file IpRestoMinC_1Nrm.hpp.
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Definition at line 81 of file IpRestoMinC_1Nrm.hpp.
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Copy of original options, which is required to initialize the Ipopt algorithm strategy object before restoration phase is started.
Definition at line 88 of file IpRestoMinC_1Nrm.hpp.
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Definition at line 92 of file IpRestoMinC_1Nrm.hpp.
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Maximal allowed value of a bound multiplier after restoration phase.
Definition at line 97 of file IpRestoMinC_1Nrm.hpp.
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Indicates whether problem can be expected to be infeasible.
This will request the to set kappa_resto to a small value for the first time the restoration phase is called. (ToDo)
Definition at line 104 of file IpRestoMinC_1Nrm.hpp.
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Constraint violation tolerance.
Definition at line 107 of file IpRestoMinC_1Nrm.hpp.
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Primal infeasibility tolerance for declaring failure of restoration phase when the non-regular termination tests are met.
Definition at line 113 of file IpRestoMinC_1Nrm.hpp.
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Counter for the number of time that PerformRestoration is called.
Definition at line 119 of file IpRestoMinC_1Nrm.hpp.