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7 #ifndef __IPOPTERRORCONVCHECK_HPP__
8 #define __IPOPTERRORCONVCHECK_HPP__
29 const std::string& prefix
34 bool call_intermediate_callback =
true
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Number max_cpu_time_
Upper bound on CPU time.
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
Number mu_target_
Desired value of the barrier parameter.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Pure virtual method for performing the convergence test.
Number curr_obj_val_
Value of the objective function from current iteration.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
double Number
Type of all numbers.
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.
virtual ~OptimalityErrorConvergenceCheck()
Destructor.
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates.
virtual bool CurrentIsAcceptable()
Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
int Index
Type of all indices of vectors, matrices etc.
Index max_iterations_
Maximal number of iterations.
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
Number last_obj_val_
Value of the objective function from last iteration.
Template class for Smart Pointers.
void operator=(const OptimalityErrorConvergenceCheck &)
Default Assignment Operator.
ConvergenceStatus
Convergence return enum.
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.
OptimalityErrorConvergenceCheck()
Default Constructor.
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteration to iteration.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Number compl_inf_tol_
Tolerance on unscaled complementarity.
This class stores a list of user set options.
Base class for checking the algorithm termination criteria.