Ipopt Documentation  
IpInexactPDSolver.hpp
Go to the documentation of this file.
1 // Copyright (C) 2008 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 2008-09-09
6 
7 #ifndef __IPINEXACTPDSOLVER_HPP__
8 #define __IPINEXACTPDSOLVER_HPP__
9 
10 #include "IpAlgStrategy.hpp"
11 #include "IpAugSystemSolver.hpp"
13 #include "IpInexactCq.hpp"
14 
15 namespace Ipopt
16 {
17 
24 {
25 public:
32  AugSystemSolver& augSysSolver,
33  PDPerturbationHandler& perturbHandler
34  );
35 
37  virtual ~InexactPDSolver();
39 
40  bool InitializeImpl(
41  const OptionsList& options,
42  const std::string& prefix
43  );
44 
47  virtual bool Solve(
48  const IteratesVector& rhs,
49  IteratesVector& sol
50  );
51 
52  static void RegisterOptions(
54  );
55 
56 private:
71  const InexactPDSolver&
72  );
74 
77  {
78  InexactData& inexact_data = static_cast<InexactData&>(IpData().AdditionalData());
79  DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
80  return inexact_data;
81  }
82 
85  {
86  InexactCq& inexact_cq = static_cast<InexactCq&>(IpCq().AdditionalCq());
87  DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
88  return inexact_cq;
89  }
90 
98 
102  void ComputeResiduals(
103  const SymMatrix& W,
104  const Matrix& J_c,
105  const Matrix& J_d,
106  const Matrix& Pd_L,
107  const Matrix& Pd_U,
108  const Vector& v_L,
109  const Vector& v_U,
110  const Vector& slack_s_L,
111  const Vector& slack_s_U,
112  const Vector& sigma_s,
113  const IteratesVector& rhs,
114  const IteratesVector& res,
115  IteratesVector& resid
116  );
117 
123  bool HessianRequiresChange();
124 
143 
148 
150 };
151 
152 } // namespace Ipopt
153 
154 #endif
Ipopt::InexactPDSolver::inexact_regularization_ls_count_trigger_
Index inexact_regularization_ls_count_trigger_
Threshold on line search evaluation count to trigger Hessian modification.
Definition: IpInexactPDSolver.hpp:141
Ipopt::InexactPDSolver::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Ipopt::AlgorithmStrategyObject::IpCq
IpoptCalculatedQuantities & IpCq() const
Definition: IpAlgStrategy.hpp:150
IpPDPerturbationHandler.hpp
Ipopt::InexactPDSolver::HessianRequiresChange
bool HessianRequiresChange()
Method for checking if the Hessian matrix has to be modified.
Ipopt::PDPerturbationHandler
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Definition: IpPDPerturbationHandler.hpp:23
IpInexactCq.hpp
Ipopt::InexactData
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Definition: IpInexactData.hpp:18
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::AlgorithmStrategyObject::IpData
IpoptData & IpData() const
Definition: IpAlgStrategy.hpp:144
Ipopt::InexactPDSolver::tcc_theta_
Number tcc_theta_
theta factor in the tangential component condition
Definition: IpInexactPDSolver.hpp:130
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
IpAugSystemSolver.hpp
Ipopt::InexactPDSolver::last_info_ls_count_
Index last_info_ls_count_
Definition: IpInexactPDSolver.hpp:149
Ipopt::InexactPDSolver::InexCq
InexactCq & InexCq()
Method to easily access Inexact calculated quantities.
Definition: IpInexactPDSolver.hpp:84
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
Ipopt::IpoptData::AdditionalData
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Definition: IpIpoptData.hpp:606
Ipopt::InexactPDSolver::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
Ipopt::InexactPDSolver::ComputeResiduals
void ComputeResiduals(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &v_L, const Vector &v_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_s, const IteratesVector &rhs, const IteratesVector &res, IteratesVector &resid)
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...
Ipopt::InexactPDSolver::InexactPDSolver
InexactPDSolver()
Default Constructor.
Ipopt::InexactPDSolver::perturbHandler_
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
Definition: IpInexactPDSolver.hpp:96
Ipopt::InexactPDSolver::InexData
InexactData & InexData()
Method to easily access Inexact data.
Definition: IpInexactPDSolver.hpp:76
Ipopt::IpoptCalculatedQuantities::AdditionalCq
IpoptAdditionalCq & AdditionalCq()
Definition: IpIpoptCalculatedQuantities.hpp:574
Ipopt::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:36
Ipopt::AlgorithmStrategyObject
This is the base class for all algorithm strategy objects.
Definition: IpAlgStrategy.hpp:34
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:20
Ipopt::InexactPDSolver::operator=
InexactPDSolver & operator=(const InexactPDSolver &)
Overloaded Assignment Operator.
IpAlgStrategy.hpp
Ipopt::InexactPDSolver::Solve
virtual bool Solve(const IteratesVector &rhs, IteratesVector &sol)
Solve the primal dual system, given one right hand side.
Ipopt::InexactPDSolver::tcc_psi_
Number tcc_psi_
Psi factor in the tangential component condition.
Definition: IpInexactPDSolver.hpp:128
Ipopt::InexactPDSolver::modify_hessian_with_slacks_
bool modify_hessian_with_slacks_
flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the i...
Definition: IpInexactPDSolver.hpp:137
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
Ipopt::InexactPDSolver
This is the implementation of the Primal-Dual System, allowing the usage of an inexact linear solver.
Definition: IpInexactPDSolver.hpp:23
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:32
Ipopt::InexactPDSolver::augSysSolver_
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
Definition: IpInexactPDSolver.hpp:94
Ipopt::InexactPDSolver::~InexactPDSolver
virtual ~InexactPDSolver()
Destructor.
Ipopt::InexactPDSolver::is_pardiso_
bool is_pardiso_
flag indicating if we are dealing with the Pardiso solver (temporary)
Definition: IpInexactPDSolver.hpp:147
Ipopt::InexactPDSolver::tcc_theta_mu_exponent_
Number tcc_theta_mu_exponent_
mu exponent when multiplied to theta in the tangential component condition
Definition: IpInexactPDSolver.hpp:133
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:47
Ipopt::InexactCq
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition: IpInexactCq.hpp:20
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:25