Ipopt Documentation  
IpAdaptiveMuUpdate.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6 
7 #ifndef __IPADAPTIVEMUUPDATE_HPP__
8 #define __IPADAPTIVEMUUPDATE_HPP__
9 
10 #include "IpMuUpdate.hpp"
11 #include "IpLineSearch.hpp"
12 #include "IpMuOracle.hpp"
13 #include "IpFilter.hpp"
15 
16 namespace Ipopt
17 {
18 
21 {
22 public:
27  const SmartPtr<LineSearch>& linesearch,
28  const SmartPtr<MuOracle>& free_mu_oracle,
29  const SmartPtr<MuOracle>& fix_mu_oracle = NULL
30  );
31 
33  virtual ~AdaptiveMuUpdate();
35 
37  virtual bool InitializeImpl(
38  const OptionsList& options,
39  const std::string& prefix
40  );
41 
47  virtual bool UpdateBarrierParameter();
48 
51  static void RegisterOptions(
53  );
55 
56 private:
69 
72  const AdaptiveMuUpdate&
73  );
74 
76  void operator=(
77  const AdaptiveMuUpdate&
78  );
80 
89  Number adaptive_mu_safeguard_factor_; //ToDo don't need that?
99  {
103  };
113 
129 
142 
165  Number mu
166  );
167 
177 
184 
187 
190 
194  std::list<Number> refs_vals_;
197 
205 
210 
217 
218 };
219 
220 } // namespace Ipopt
221 
222 #endif
Ipopt::AdaptiveMuUpdate::min_ref_val
Number min_ref_val()
Computer the currently smallest reference value.
Ipopt::AdaptiveMuUpdate::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::AdaptiveMuUpdate::mu_max_fact_
Number mu_max_fact_
Definition: IpAdaptiveMuUpdate.hpp:83
Ipopt::AdaptiveMuUpdate::barrier_tol_factor_
Number barrier_tol_factor_
Definition: IpAdaptiveMuUpdate.hpp:91
Ipopt::AdaptiveMuUpdate::num_refs_max_
Index num_refs_max_
Maximal number of reference values (algorithmic parameter)
Definition: IpAdaptiveMuUpdate.hpp:192
Ipopt::AdaptiveMuUpdate::mu_min_
Number mu_min_
Definition: IpAdaptiveMuUpdate.hpp:85
Ipopt::AdaptiveMuUpdate::max_ref_val
Number max_ref_val()
Computer the currently largest reference value.
IpMuUpdate.hpp
Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate
AdaptiveMuUpdate(const SmartPtr< LineSearch > &linesearch, const SmartPtr< MuOracle > &free_mu_oracle, const SmartPtr< MuOracle > &fix_mu_oracle=NULL)
Constructor.
Ipopt::AdaptiveMuUpdate::adaptive_mu_kkt_centrality_
QualityFunctionMuOracle::CentralityEnum adaptive_mu_kkt_centrality_
Definition: IpAdaptiveMuUpdate.hpp:95
Ipopt::AdaptiveMuUpdate::restore_accepted_iterate_
bool restore_accepted_iterate_
Flag indicating whether the most recent accepted step should be restored, when switching to the fixed...
Definition: IpAdaptiveMuUpdate.hpp:203
Ipopt::AdaptiveMuUpdate::adaptive_mu_safeguard_factor_
Number adaptive_mu_safeguard_factor_
Definition: IpAdaptiveMuUpdate.hpp:89
Ipopt::AdaptiveMuUpdate::adaptive_mu_globalization_
AdaptiveMuGlobalizationEnum adaptive_mu_globalization_
Flag indicating which globalization strategy should be used.
Definition: IpAdaptiveMuUpdate.hpp:105
Ipopt::AdaptiveMuUpdate::KKT_ERROR
@ KKT_ERROR
Definition: IpAdaptiveMuUpdate.hpp:100
Ipopt::AdaptiveMuUpdate::FILTER_OBJ_CONSTR
@ FILTER_OBJ_CONSTR
Definition: IpAdaptiveMuUpdate.hpp:101
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::AdaptiveMuUpdate::init_primal_inf_
Number init_primal_inf_
Primal infeasibility at initial point.
Definition: IpAdaptiveMuUpdate.hpp:141
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::AdaptiveMuUpdate::InitializeFixedMuGlobalization
void InitializeFixedMuGlobalization()
Ipopt::QualityFunctionMuOracle::NormEnum
NormEnum
enum for norm type
Definition: IpQualityFunctionMuOracle.hpp:59
Ipopt::AdaptiveMuUpdate::quality_function_pd_system
Number quality_function_pd_system()
Method for computing the norm of the primal dual system at the current point.
Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate
AdaptiveMuUpdate()
Default Constructor.
Ipopt::AdaptiveMuUpdate::filter_margin_fact_
Number filter_margin_fact_
Factor for filter margin.
Definition: IpAdaptiveMuUpdate.hpp:109
Ipopt::MuUpdate
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-...
Definition: IpMuUpdate.hpp:20
Ipopt::AdaptiveMuUpdate::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize method - overloaded from AlgorithmStrategyObject.
Ipopt::QualityFunctionMuOracle::CentralityEnum
CentralityEnum
enum for centrality type
Definition: IpQualityFunctionMuOracle.hpp:68
Ipopt::AdaptiveMuUpdate::compl_inf_tol_
Number compl_inf_tol_
Unscaled tolerance for complementarity.
Definition: IpAdaptiveMuUpdate.hpp:111
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
IpMuOracle.hpp
Ipopt::AdaptiveMuUpdate::no_bounds_
bool no_bounds_
Flag indicating whether the problem has any inequality constraints.
Definition: IpAdaptiveMuUpdate.hpp:207
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
IpQualityFunctionMuOracle.hpp
Ipopt::AdaptiveMuUpdate::AdaptiveMuGlobalizationEnum
AdaptiveMuGlobalizationEnum
enumeration for adaptive globalization
Definition: IpAdaptiveMuUpdate.hpp:99
Ipopt::AdaptiveMuUpdate::CheckSufficientProgress
bool CheckSufficientProgress()
Check whether the point in the "current" fields offers sufficient reduction in order to remain in or ...
Ipopt::AdaptiveMuUpdate::NewFixedMu
Number NewFixedMu()
Compute the value of the fixed mu that should be used in a new fixed mu phase.
Ipopt::AdaptiveMuUpdate::lower_mu_safeguard
Number lower_mu_safeguard()
Method for computing a lower safeguard bound for the barrier parameter.
Ipopt::AdaptiveMuUpdate::free_mu_oracle_
SmartPtr< MuOracle > free_mu_oracle_
Pointer to strategy object that is to be used for computing a suggested value of the barrier paramete...
Definition: IpAdaptiveMuUpdate.hpp:121
Ipopt::AdaptiveMuUpdate::filter_max_margin_
Number filter_max_margin_
Maximal margin in filter.
Definition: IpAdaptiveMuUpdate.hpp:107
Ipopt::AdaptiveMuUpdate::adaptive_mu_monotone_init_factor_
Number adaptive_mu_monotone_init_factor_
Definition: IpAdaptiveMuUpdate.hpp:90
IpFilter.hpp
Ipopt::AdaptiveMuUpdate::UpdateBarrierParameter
virtual bool UpdateBarrierParameter()
Method for determining the barrier parameter for the next iteration.
Ipopt::AdaptiveMuUpdate::AdaptiveMuUpdate
AdaptiveMuUpdate(const AdaptiveMuUpdate &)
Copy Constructor.
Ipopt::AdaptiveMuUpdate::filter_
Filter filter_
Alternatively, we might also want to use a filter.
Definition: IpAdaptiveMuUpdate.hpp:199
Ipopt::AdaptiveMuUpdate::mu_superlinear_decrease_power_
Number mu_superlinear_decrease_power_
Definition: IpAdaptiveMuUpdate.hpp:93
Ipopt::AdaptiveMuUpdate
Non-monotone mu update.
Definition: IpAdaptiveMuUpdate.hpp:21
Ipopt::AdaptiveMuUpdate::mu_linear_decrease_factor_
Number mu_linear_decrease_factor_
Definition: IpAdaptiveMuUpdate.hpp:92
Ipopt::AdaptiveMuUpdate::accepted_point_
SmartPtr< const IteratesVector > accepted_point_
Definition: IpAdaptiveMuUpdate.hpp:215
Ipopt::AdaptiveMuUpdate::mu_max_
Number mu_max_
Definition: IpAdaptiveMuUpdate.hpp:84
Ipopt::AdaptiveMuUpdate::mu_min_default_
bool mu_min_default_
Definition: IpAdaptiveMuUpdate.hpp:87
Ipopt::AdaptiveMuUpdate::refs_red_fact_
Number refs_red_fact_
Factor requested to reduce the reference values.
Definition: IpAdaptiveMuUpdate.hpp:196
IpLineSearch.hpp
Ipopt::AdaptiveMuUpdate::linesearch_
SmartPtr< LineSearch > linesearch_
Line search object of the Ipopt algorithm.
Definition: IpAdaptiveMuUpdate.hpp:117
Ipopt::AdaptiveMuUpdate::operator=
void operator=(const AdaptiveMuUpdate &)
Default Assignment Operator.
Ipopt::AdaptiveMuUpdate::refs_vals_
std::list< Number > refs_vals_
Values of the currently stored reference values (norm of pd equations)
Definition: IpAdaptiveMuUpdate.hpp:194
Ipopt::AdaptiveMuUpdate::RememberCurrentPointAsAccepted
void RememberCurrentPointAsAccepted()
Include the current point in internal memory to as accepted point.
Ipopt::AdaptiveMuUpdate::check_if_no_bounds_
bool check_if_no_bounds_
Flag indicating whether no_bounds_ has been initialized.
Definition: IpAdaptiveMuUpdate.hpp:209
Ipopt::AdaptiveMuUpdate::mu_target_
Number mu_target_
Definition: IpAdaptiveMuUpdate.hpp:86
Ipopt::QualityFunctionMuOracle::BalancingTermEnum
BalancingTermEnum
enum for the quality function balancing term type
Definition: IpQualityFunctionMuOracle.hpp:77
Ipopt::AdaptiveMuUpdate::NEVER_MONOTONE_MODE
@ NEVER_MONOTONE_MODE
Definition: IpAdaptiveMuUpdate.hpp:102
Ipopt::AdaptiveMuUpdate::adaptive_mu_kkt_balancing_term_
QualityFunctionMuOracle::BalancingTermEnum adaptive_mu_kkt_balancing_term_
Definition: IpAdaptiveMuUpdate.hpp:96
Ipopt::AdaptiveMuUpdate::Compute_tau_monotone
Number Compute_tau_monotone(Number mu)
Compute value for the fraction-to-the-boundary parameter given mu in the monotone phase.
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::AdaptiveMuUpdate::fix_mu_oracle_
SmartPtr< MuOracle > fix_mu_oracle_
Pointer to strategy object that is to be used for computing a suggested value for the fixed mu mode.
Definition: IpAdaptiveMuUpdate.hpp:127
Ipopt::AdaptiveMuUpdate::tau_min_
Number tau_min_
Definition: IpAdaptiveMuUpdate.hpp:88
Ipopt::Filter
Class for the filter.
Definition: IpFilter.hpp:135
Ipopt::AdaptiveMuUpdate::adaptive_mu_kkt_norm_
QualityFunctionMuOracle::NormEnum adaptive_mu_kkt_norm_
Definition: IpAdaptiveMuUpdate.hpp:94
Ipopt::AdaptiveMuUpdate::~AdaptiveMuUpdate
virtual ~AdaptiveMuUpdate()
Destructor.
Ipopt::AdaptiveMuUpdate::init_dual_inf_
Number init_dual_inf_
Dual infeasibility at initial point.
Definition: IpAdaptiveMuUpdate.hpp:135