Ipopt Documentation  
IpOptErrorConvCheck.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 __IPOPTERRORCONVCHECK_HPP__
8 #define __IPOPTERRORCONVCHECK_HPP__
9 
10 #include "IpConvCheck.hpp"
11 
12 namespace Ipopt
13 {
14 
16 {
17 public:
22 
26 
27  virtual bool InitializeImpl(
28  const OptionsList& options,
29  const std::string& prefix
30  );
31 
32  virtual ConvergenceStatus
34  bool call_intermediate_callback = true
35  );
36 
40  virtual bool CurrentIsAcceptable();
41 
42  static void RegisterOptions(
44  );
45 
46 protected:
82 
83 private:
96  );
97 
99  void operator=(
101  );
103 
108 
114 
120 
123 };
124 
125 } // namespace Ipopt
126 
127 #endif
Ipopt::OptimalityErrorConvergenceCheck::acceptable_constr_viol_tol_
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Definition: IpOptErrorConvCheck.hpp:69
Ipopt::OptimalityErrorConvergenceCheck::max_cpu_time_
Number max_cpu_time_
Upper bound on CPU time.
Definition: IpOptErrorConvCheck.hpp:80
Ipopt::OptimalityErrorConvergenceCheck::acceptable_dual_inf_tol_
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
Definition: IpOptErrorConvCheck.hpp:67
Ipopt::OptimalityErrorConvergenceCheck::mu_target_
Number mu_target_
Desired value of the barrier parameter.
Definition: IpOptErrorConvCheck.hpp:78
Ipopt::OptimalityErrorConvergenceCheck::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::OptimalityErrorConvergenceCheck::CheckConvergence
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Pure virtual method for performing the convergence test.
Ipopt::OptimalityErrorConvergenceCheck::curr_obj_val_
Number curr_obj_val_
Value of the objective function from current iteration.
Definition: IpOptErrorConvCheck.hpp:119
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck
OptimalityErrorConvergenceCheck(const OptimalityErrorConvergenceCheck &)
Copy Constructor.
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_iter_
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
Definition: IpOptErrorConvCheck.hpp:122
Ipopt::OptimalityErrorConvergenceCheck::acceptable_compl_inf_tol_
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.
Definition: IpOptErrorConvCheck.hpp:71
Ipopt::OptimalityErrorConvergenceCheck::~OptimalityErrorConvergenceCheck
virtual ~OptimalityErrorConvergenceCheck()
Destructor.
Ipopt::OptimalityErrorConvergenceCheck::acceptable_iter_
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates.
Definition: IpOptErrorConvCheck.hpp:62
Ipopt::OptimalityErrorConvergenceCheck::CurrentIsAcceptable
virtual bool CurrentIsAcceptable()
Auxiliary function for testing whether current iterate satisfies the acceptable level of optimality.
Ipopt::OptimalityErrorConvergenceCheck::constr_viol_tol_
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
Definition: IpOptErrorConvCheck.hpp:54
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::OptimalityErrorConvergenceCheck::max_iterations_
Index max_iterations_
Maximal number of iterations.
Definition: IpOptErrorConvCheck.hpp:50
Ipopt::OptimalityErrorConvergenceCheck::diverging_iterates_tol_
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
Definition: IpOptErrorConvCheck.hpp:76
Ipopt::OptimalityErrorConvergenceCheck::last_obj_val_
Number last_obj_val_
Value of the objective function from last iteration.
Definition: IpOptErrorConvCheck.hpp:113
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::OptimalityErrorConvergenceCheck::operator=
void operator=(const OptimalityErrorConvergenceCheck &)
Default Assignment Operator.
Ipopt::ConvergenceCheck::ConvergenceStatus
ConvergenceStatus
Convergence return enum.
Definition: IpConvCheck.hpp:32
Ipopt::OptimalityErrorConvergenceCheck::acceptable_counter_
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Definition: IpOptErrorConvCheck.hpp:107
Ipopt::OptimalityErrorConvergenceCheck::acceptable_tol_
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.
Definition: IpOptErrorConvCheck.hpp:65
Ipopt::OptimalityErrorConvergenceCheck
Definition: IpOptErrorConvCheck.hpp:16
Ipopt::OptimalityErrorConvergenceCheck::OptimalityErrorConvergenceCheck
OptimalityErrorConvergenceCheck()
Default Constructor.
Ipopt::OptimalityErrorConvergenceCheck::acceptable_obj_change_tol_
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteration to iteration.
Definition: IpOptErrorConvCheck.hpp:74
Ipopt::OptimalityErrorConvergenceCheck::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
IpConvCheck.hpp
Ipopt::OptimalityErrorConvergenceCheck::dual_inf_tol_
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Definition: IpOptErrorConvCheck.hpp:52
Ipopt::OptimalityErrorConvergenceCheck::compl_inf_tol_
Number compl_inf_tol_
Tolerance on unscaled complementarity.
Definition: IpOptErrorConvCheck.hpp:56
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::ConvergenceCheck
Base class for checking the algorithm termination criteria.
Definition: IpConvCheck.hpp:17