Ipopt Documentation  
IpIpoptCalculatedQuantities.hpp
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1 // Copyright (C) 2004, 2011 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 __IPIPOPTCALCULATEDQUANTITIES_HPP__
8 #define __IPIPOPTCALCULATEDQUANTITIES_HPP__
9 
10 #include "IpSmartPtr.hpp"
11 #include "IpCachedResults.hpp"
12 
13 #include <string>
14 
15 namespace Ipopt
16 {
17 class IpoptNLP;
18 class IpoptData;
19 class Vector;
20 class Matrix;
21 class SymMatrix;
22 class Journalist;
23 class OptionsList;
24 class RegisteredOptions;
25 
28 {
29  NORM_1 = 0,
31  NORM_MAX
32 };
33 
42 {
43 public:
48  { }
49 
52  { }
54 
60  virtual bool Initialize(
61  const Journalist& jnlst,
62  const OptionsList& options,
63  const std::string& prefix
64  ) = 0;
65 
66 private:
79  const IpoptAdditionalCq&);
80 
82  void operator=(
83  const IpoptAdditionalCq&);
85 };
86 
89 {
90 public:
91 
96  const SmartPtr<IpoptNLP>& ip_nlp,
97  const SmartPtr<IpoptData>& ip_data
98  );
102 
108  void SetAddCq(
110  )
111  {
112  DBG_ASSERT(!HaveAddCq());
113  add_cq_ = add_cq;
114  }
115 
119  bool HaveAddCq()
120  {
121  return IsValid(add_cq_);
122  }
123 
130  const Journalist& jnlst,
131  const OptionsList& options,
132  const std::string& prefix
133  );
134 
158 
162  virtual Number curr_f();
166  virtual Number trial_f();
174 
185 
194 
200 
233  const Vector& vec
234  );
239  const Vector& vec
240  );
245  const Vector& vec
246  );
251  const Vector& vec
252  );
273  const Vector& vec
274  );
279  const Vector& vec
280  );
300  ENormType NormType
301  );
307  ENormType NormType
308  );
314  ENormType NormType
315  );
317 
323 
366 
369  ENormType NormType
370  );
373  ENormType NormType
374  );
375 
378  ENormType NormType
379  );
382  ENormType NormType
383  );
386  ENormType NormType
387  );
388 
393  Number mu,
394  ENormType NormType
395  );
400  Number mu,
401  ENormType NormType
402  );
407  Number mu,
408  ENormType NormType
409  );
410 
413  const Vector& compl_x_L,
414  const Vector& compl_x_U,
415  const Vector& compl_s_L,
416  const Vector& compl_s_U
417  );
420 
436 
441 
450  Number mu
451  );
460  Number mu
461  );
463 
470  Number tau,
471  const Vector& delta_x,
472  const Vector& delta_s
473  );
478  Number tau
479  );
484  Number tau,
485  const Vector& delta_z_L,
486  const Vector& delta_z_U,
487  const Vector& delta_v_L,
488  const Vector& delta_v_U
489  );
494  Number tau,
495  const Vector& delta_z_L,
496  const Vector& delta_z_U,
497  const Vector& delta_v_L,
498  const Vector& delta_v_U
499  );
504  Number tau
505  );
517  Number tau,
518  const Vector& delta_x_L,
519  const Vector& delta_x_U,
520  const Vector& delta_s_L,
521  const Vector& delta_s_U
522  );
524 
530 
535 
540 
542  Number
544  ENormType NormType,
545  std::vector<SmartPtr<const Vector> > vecs
546  );
547 
549  Number
551  ENormType NormType,
552  const Vector& vec1,
553  const Vector& vec2
554  );
555 
558  {
559  return constr_viol_normtype_;
560  }
561 
563  bool IsSquareProblem() const;
564 
570  {
571  return ip_nlp_;
572  }
573 
575  {
576  DBG_ASSERT(IsValid(add_cq_));
577  return *add_cq_;
578  }
579 
581  static void RegisterOptions(
583  );
584 
585 private:
598 
602  );
603 
605  void operator=(
607  );
609 
619 
645 
661 
669 
679 
704 
707 
742 
748 
754 
759 
762 
783 
798 
809 
814 
821  const Matrix& P,
822  const Vector& x,
823  const Vector& x_bound
824  );
829  const Matrix& P,
830  const Vector& x,
831  const Vector& x_bound
832  );
837  Number mu,
838  const Vector& slack_x_L,
839  const Vector& slack_x_U,
840  const Vector& slack_s_L,
841  const Vector& slack_s_U
842  );
843 
846  const Vector& slack,
847  const Vector& mult
848  );
849 
852  const Vector& slack_L,
853  Vector& tmp_L,
854  const Matrix& P_L,
855  const Vector& slack_U,
856  Vector& tmp_U,
857  const Matrix& P_U,
858  const Vector& delta,
859  Number tau
860  );
861 
864  const Vector& y_c,
865  const Vector& y_d,
866  const Vector& z_L,
867  const Vector& z_U,
868  const Vector& v_L,
869  const Vector& v_U,
870  Number s_max,
871  Number& s_d,
872  Number& s_c
873  );
874 
882  SmartPtr<Vector>& slack,
883  const SmartPtr<const Vector>& bound,
884  const SmartPtr<const Vector>& curr_point,
885  const SmartPtr<const Vector>& multiplier
886  );
887 
896  SmartPtr<const Vector>& dampind_x_L,
897  SmartPtr<const Vector>& dampind_x_U,
898  SmartPtr<const Vector>& dampind_s_L,
899  SmartPtr<const Vector>& dampind_s_U
900  );
901 
913 
915 };
916 
917 } // namespace Ipopt
918 
919 #endif
Ipopt::IpoptCalculatedQuantities::IsSquareProblem
bool IsSquareProblem() const
Method returning true if this is a square problem.
Ipopt::IpoptCalculatedQuantities::trial_f
virtual Number trial_f()
Value of objective function (at trial point)
Ipopt::IpoptCalculatedQuantities::Tmp_s
Vector & Tmp_s()
Ipopt::IpoptCalculatedQuantities::curr_constraint_violation
virtual Number curr_constraint_violation()
Constraint Violation (at current iterate).
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_lag_with_damping_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:715
Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility
virtual Number curr_primal_infeasibility(ENormType NormType)
Primal infeasibility in a given norm (at current iterate).
Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_curr_y_c
SmartPtr< const Vector > curr_jac_cT_times_curr_y_c()
Product of Jacobian (evaluated at current point) of C transpose with current y_c.
Ipopt::IpoptCalculatedQuantities::trial_jac_d_cache_
CachedResults< SmartPtr< const Matrix > > trial_jac_d_cache_
Definition: IpIpoptCalculatedQuantities.hpp:691
Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound_cache_
CachedResults< Number > primal_frac_to_the_bound_cache_
Definition: IpIpoptCalculatedQuantities.hpp:745
Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility_cache_
CachedResults< Number > trial_primal_infeasibility_cache_
Definition: IpIpoptCalculatedQuantities.hpp:729
Ipopt::IpoptCalculatedQuantities::in_restoration_phase
bool in_restoration_phase()
Check if we are in the restoration phase.
Ipopt::IpoptCalculatedQuantities::dampind_s_U_
SmartPtr< Vector > dampind_s_U_
Indicator vector for selecting the elements in s that have only upper bounds.
Definition: IpIpoptCalculatedQuantities.hpp:781
Ipopt::IpoptCalculatedQuantities::trial_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > trial_compl_x_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:720
Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility
virtual Number curr_dual_infeasibility(ENormType NormType)
Dual infeasibility in a given norm (at current iterate)
Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility_cache_
CachedResults< Number > unscaled_curr_dual_infeasibility_cache_
Definition: IpIpoptCalculatedQuantities.hpp:732
Ipopt::IpoptCalculatedQuantities::trial_f_cache_
CachedResults< Number > trial_f_cache_
Definition: IpIpoptCalculatedQuantities.hpp:665
Ipopt::IpoptAdditionalCq::Initialize
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)=0
This method is called to initialize the global algorithmic parameters.
Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s_cache_
CachedResults< SmartPtr< const Vector > > trial_grad_lag_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:713
Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > trial_jac_cT_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:693
Ipopt::IpoptCalculatedQuantities::curr_nlp_error_cache_
CachedResults< Number > curr_nlp_error_cache_
Definition: IpIpoptCalculatedQuantities.hpp:736
Ipopt::IpoptCalculatedQuantities::trial_d_minus_s
SmartPtr< const Vector > trial_d_minus_s()
d(x) - s (at trial point)
Ipopt::IpoptCalculatedQuantities::curr_grad_f
SmartPtr< const Vector > curr_grad_f()
Gradient of objective function (at current point)
Ipopt::IpoptCalculatedQuantities::trial_slack_x_L
SmartPtr< const Vector > trial_slack_x_L()
Slacks for x_L (at trial point)
Ipopt::IpoptCalculatedQuantities::ip_nlp_
SmartPtr< IpoptNLP > ip_nlp_
Ipopt NLP object.
Definition: IpIpoptCalculatedQuantities.hpp:613
Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities
IpoptCalculatedQuantities()
Default Constructor.
Ipopt::IpoptCalculatedQuantities::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Called by IpoptType to register the options.
Ipopt::IpoptCalculatedQuantities::curr_slack_x_L
SmartPtr< const Vector > curr_slack_x_L()
Slacks for x_L (at current iterate)
Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound
Number dual_frac_to_the_bound(Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
Fraction to the boundary from (current) dual variables z and v for a given step.
Ipopt::IpoptCalculatedQuantities::curr_f_cache_
CachedResults< Number > curr_f_cache_
Definition: IpIpoptCalculatedQuantities.hpp:664
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_s
SmartPtr< const Vector > curr_grad_lag_with_damping_s()
s-part of gradient of Lagrangian function (at current point) including linear damping term
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > curr_relaxed_compl_x_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:725
Ipopt::IpoptCalculatedQuantities::unscaled_trial_nlp_constraint_violation_cache_
CachedResults< Number > unscaled_trial_nlp_constraint_violation_cache_
Definition: IpIpoptCalculatedQuantities.hpp:702
Ipopt::IpoptCalculatedQuantities::curr_compl_x_L
SmartPtr< const Vector > curr_compl_x_L()
Complementarity for x_L (for current iterate)
Ipopt::IpoptCalculatedQuantities::trial_d_cache_
CachedResults< SmartPtr< const Vector > > trial_d_cache_
Definition: IpIpoptCalculatedQuantities.hpp:685
Ipopt::NORM_2
@ NORM_2
Definition: IpIpoptCalculatedQuantities.hpp:30
Ipopt::IpoptAdditionalCq::IpoptAdditionalCq
IpoptAdditionalCq()
Default Constructor.
Definition: IpIpoptCalculatedQuantities.hpp:47
Ipopt::IpoptCalculatedQuantities::mu_target_
Number mu_target_
Desired value of the barrier parameter.
Definition: IpIpoptCalculatedQuantities.hpp:643
Ipopt::IpoptCalculatedQuantities::curr_d_minus_s
SmartPtr< const Vector > curr_d_minus_s()
d(x) - s (at current point)
Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation
virtual Number unscaled_curr_nlp_constraint_violation(ENormType NormType)
Unscaled real constraint violation in a given norm (at current iterate).
IpCachedResults.hpp
Ipopt::IpoptCalculatedQuantities::trial_barrier_obj
virtual Number trial_barrier_obj()
Barrier Objective Function Value (at trial point with current mu)
Ipopt::IpoptCalculatedQuantities::curr_slack_s_L
SmartPtr< const Vector > curr_slack_s_L()
Slacks for s_L (at current iterate)
Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_L_
Index num_adjusted_slack_s_L_
Definition: IpIpoptCalculatedQuantities.hpp:658
Ipopt::IpoptCalculatedQuantities::curr_sigma_x_cache_
CachedResults< SmartPtr< const Vector > > curr_sigma_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:751
Ipopt::IpoptCalculatedQuantities::trial_complementarity
virtual Number trial_complementarity(Number mu, ENormType NormType)
Complementarity (for all complementarity conditions together) in a given norm (at trial iterate)
Ipopt::IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound
Number uncached_slack_frac_to_the_bound(Number tau, const Vector &delta_x_L, const Vector &delta_x_U, const Vector &delta_s_L, const Vector &delta_s_U)
Fraction to the boundary from (current) slacks for a given step in the slacks.
Ipopt::IpoptCalculatedQuantities::Tmp_s_L
Vector & Tmp_s_L()
Ipopt::IpoptCalculatedQuantities::s_max_
Number s_max_
Parameter in formula for computing overall primal-dual optimality error.
Definition: IpIpoptCalculatedQuantities.hpp:629
Ipopt::IpoptCalculatedQuantities::dual_frac_to_the_bound_cache_
CachedResults< Number > dual_frac_to_the_bound_cache_
Definition: IpIpoptCalculatedQuantities.hpp:746
Ipopt::IpoptCalculatedQuantities::curr_centrality_measure
virtual Number curr_centrality_measure()
Centrality measure at current point.
Ipopt::IpoptCalculatedQuantities::curr_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > curr_compl_x_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:716
Ipopt::IpoptCalculatedQuantities::CalculateSafeSlack
Index CalculateSafeSlack(SmartPtr< Vector > &slack, const SmartPtr< const Vector > &bound, const SmartPtr< const Vector > &curr_point, const SmartPtr< const Vector > &multiplier)
Check if slacks are becoming too small.
Ipopt::IpoptCalculatedQuantities::Tmp_d
Vector & Tmp_d()
Ipopt::IpoptCalculatedQuantities::Tmp_x
Vector & Tmp_x()
Accessor methods for the temporary vectors.
Ipopt::IpoptCalculatedQuantities::trial_compl_x_L
SmartPtr< const Vector > trial_compl_x_L()
Complementarity for x_L (for trial iterate)
Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error
virtual Number unscaled_curr_nlp_error()
Total optimality error for the original NLP at the current iterate, but using no scaling based on mul...
Ipopt::IpoptCalculatedQuantities::trial_barrier_obj_cache_
CachedResults< Number > trial_barrier_obj_cache_
Definition: IpIpoptCalculatedQuantities.hpp:673
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:89
Ipopt::IpoptCalculatedQuantities::trial_jac_c_cache_
CachedResults< SmartPtr< const Matrix > > trial_jac_c_cache_
Definition: IpIpoptCalculatedQuantities.hpp:689
Ipopt::IpoptCalculatedQuantities::trial_constraint_violation_cache_
CachedResults< Number > trial_constraint_violation_cache_
Definition: IpIpoptCalculatedQuantities.hpp:699
Ipopt::IpoptCalculatedQuantities::curr_f
virtual Number curr_f()
Value of objective function (at current point)
Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation_cache_
CachedResults< Number > unscaled_curr_nlp_constraint_violation_cache_
Definition: IpIpoptCalculatedQuantities.hpp:701
Ipopt::IpoptCalculatedQuantities::curr_jac_c
SmartPtr< const Matrix > curr_jac_c()
Jacobian of c (at current point)
Ipopt::IpoptCalculatedQuantities::trial_compl_x_U
SmartPtr< const Vector > trial_compl_x_U()
Complementarity for x_U (for trial iterate)
IpSmartPtr.hpp
Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec
SmartPtr< const Vector > curr_jac_dT_times_vec(const Vector &vec)
Product of Jacobian (evaluated at current point) of D transpose with general vector.
Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x
SmartPtr< const Vector > trial_grad_lag_x()
x-part of gradient of Lagrangian function (at trial point)
Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_s_U_
Index num_adjusted_slack_s_U_
Definition: IpIpoptCalculatedQuantities.hpp:659
Ipopt::IpoptCalculatedQuantities::curr_complementarity_cache_
CachedResults< Number > curr_complementarity_cache_
Definition: IpIpoptCalculatedQuantities.hpp:733
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U
SmartPtr< const Vector > curr_relaxed_compl_s_U()
Relaxed complementarity for s_U (for current iterate and current mu)
Ipopt::IpoptCalculatedQuantities::curr_exact_hessian
SmartPtr< const SymMatrix > curr_exact_hessian()
exact Hessian at current iterate (uncached)
Ipopt::IpoptCalculatedQuantities::curr_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > curr_compl_s_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:718
Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation
virtual Number curr_nlp_constraint_violation(ENormType NormType)
Real constraint violation in a given norm (at current iterate).
Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s_cache_
CachedResults< SmartPtr< const Vector > > grad_kappa_times_damping_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:677
Ipopt::IpoptCalculatedQuantities::dampind_s_L_
SmartPtr< Vector > dampind_s_L_
Indicator vector for selecting the elements in s that have only lower bounds.
Definition: IpIpoptCalculatedQuantities.hpp:777
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::IpoptCalculatedQuantities::curr_sigma_x
SmartPtr< const Vector > curr_sigma_x()
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L
SmartPtr< const Vector > curr_relaxed_compl_x_L()
Relaxed complementarity for x_L (for current iterate and current mu)
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x
SmartPtr< const Vector > grad_kappa_times_damping_x()
Gradient of the damping term with respect to x (times kappa_d)
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:28
Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_U_
Index num_adjusted_slack_x_U_
Definition: IpIpoptCalculatedQuantities.hpp:657
Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities
IpoptCalculatedQuantities(const SmartPtr< IpoptNLP > &ip_nlp, const SmartPtr< IpoptData > &ip_data)
Constructor.
Ipopt::IpoptAdditionalCq::IpoptAdditionalCq
IpoptAdditionalCq(const IpoptAdditionalCq &)
Copy Constructor.
Ipopt::IpoptCalculatedQuantities::curr_nlp_error
virtual Number curr_nlp_error()
Total optimality error for the original NLP at the current iterate, using scaling factors based on mu...
Ipopt::IpoptCalculatedQuantities::Tmp_s_U
Vector & Tmp_s_U()
Ipopt::IpoptCalculatedQuantities::Tmp_x_U
Vector & Tmp_x_U()
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > curr_relaxed_compl_s_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:726
Ipopt::IpoptCalculatedQuantities::unscaled_trial_nlp_constraint_violation
virtual Number unscaled_trial_nlp_constraint_violation(ENormType NormType)
Unscaled real constraint violation in a given norm (at trial iterate).
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_U_cache_
CachedResults< SmartPtr< const Vector > > curr_relaxed_compl_s_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:727
Ipopt::IpoptCalculatedQuantities::curr_d_minus_s_cache_
CachedResults< SmartPtr< const Vector > > curr_d_minus_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:686
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_lag_with_damping_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:714
Ipopt::IpoptCalculatedQuantities::curr_exact_hessian_cache_
CachedResults< SmartPtr< const SymMatrix > > curr_exact_hessian_cache_
Cache for the exact Hessian.
Definition: IpIpoptCalculatedQuantities.hpp:706
Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec
SmartPtr< const Vector > curr_jac_cT_times_vec(const Vector &vec)
Product of Jacobian (evaluated at current point) of C transpose with general vector.
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_L_cache_
CachedResults< SmartPtr< const Vector > > curr_relaxed_compl_x_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:724
Ipopt::IpoptCalculatedQuantities::curr_dual_infeasibility_cache_
CachedResults< Number > curr_dual_infeasibility_cache_
Definition: IpIpoptCalculatedQuantities.hpp:730
Ipopt::IpoptCalculatedQuantities::ComputeDampingIndicators
void ComputeDampingIndicators(SmartPtr< const Vector > &dampind_x_L, SmartPtr< const Vector > &dampind_x_U, SmartPtr< const Vector > &dampind_s_L, SmartPtr< const Vector > &dampind_s_U)
Computes the indicator vectors that can be used to filter out those entries in the slack_....
Ipopt::IpoptCalculatedQuantities::curr_avrg_compl_cache_
CachedResults< Number > curr_avrg_compl_cache_
Cache for average of current complementarity.
Definition: IpIpoptCalculatedQuantities.hpp:756
Ipopt::IpoptCalculatedQuantities::curr_c
SmartPtr< const Vector > curr_c()
c(x) (at current point)
Ipopt::IpoptCalculatedQuantities::CalcSlack_U
SmartPtr< Vector > CalcSlack_U(const Matrix &P, const Vector &x, const Vector &x_bound)
Compute new vector containing the slack to a upper bound (uncached)
Ipopt::IpoptCalculatedQuantities::constr_viol_normtype
ENormType constr_viol_normtype() const
Norm type used for calculating constraint violation.
Definition: IpIpoptCalculatedQuantities.hpp:557
Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta
Number curr_gradBarrTDelta()
inner_product of current barrier obj.
Ipopt::IpoptAdditionalCq
Base class for additional calculated quantities that is special to a particular type of algorithm,...
Definition: IpIpoptCalculatedQuantities.hpp:42
Ipopt::IpoptCalculatedQuantities::curr_gradBarrTDelta_cache_
CachedResults< Number > curr_gradBarrTDelta_cache_
Cache for grad barrier obj.
Definition: IpIpoptCalculatedQuantities.hpp:761
Ipopt::IpoptCalculatedQuantities::trial_grad_f
SmartPtr< const Vector > trial_grad_f()
Gradient of objective function (at trial point)
Ipopt::IpoptCalculatedQuantities::curr_jac_d
SmartPtr< const Matrix > curr_jac_d()
Jacobian of d (at current point)
IPOPTLIB_EXPORT
#define IPOPTLIB_EXPORT
Definition: config_default.h:16
Ipopt::IpoptCalculatedQuantities::trial_grad_lag_s
SmartPtr< const Vector > trial_grad_lag_s()
s-part of gradient of Lagrangian function (at trial point)
Ipopt::IpoptCalculatedQuantities::tmp_s_L_
SmartPtr< Vector > tmp_s_L_
Definition: IpIpoptCalculatedQuantities.hpp:796
Ipopt::IpoptCalculatedQuantities::curr_primal_frac_to_the_bound
Number curr_primal_frac_to_the_bound(Number tau)
Fraction to the boundary from (current) primal variables x and s for internal (current) step.
Ipopt::IpoptCalculatedQuantities::ResetAdjustedTrialSlacks
void ResetAdjustedTrialSlacks()
Reset the flags for "fudged" slacks.
Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec
SmartPtr< const Vector > curr_jac_d_times_vec(const Vector &vec)
Product of Jacobian (evaluated at current point) of D with general vector.
Ipopt::IpoptCalculatedQuantities::curr_barrier_error
virtual Number curr_barrier_error()
Total optimality error for the barrier problem at the current iterate, using scaling factors based on...
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::IpoptCalculatedQuantities::tmp_c_
SmartPtr< Vector > tmp_c_
Definition: IpIpoptCalculatedQuantities.hpp:792
Ipopt::IpoptCalculatedQuantities::trial_primal_infeasibility
virtual Number trial_primal_infeasibility(ENormType NormType)
Primal infeasibility in a given norm (at trial point)
Ipopt::IpoptCalculatedQuantities::primal_frac_to_the_bound
Number primal_frac_to_the_bound(Number tau, const Vector &delta_x, const Vector &delta_s)
Fraction to the boundary from (current) primal variables x and s for a given step.
Ipopt::IpoptCalculatedQuantities::CalcCentralityMeasure
Number CalcCentralityMeasure(const Vector &compl_x_L, const Vector &compl_x_U, const Vector &compl_s_L, const Vector &compl_s_U)
Centrality measure (in spirit of the -infinity-neighborhood.
Ipopt::IpoptCalculatedQuantities::trial_slack_s_L_cache_
CachedResults< SmartPtr< Vector > > trial_slack_s_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:654
Ipopt::IpoptCalculatedQuantities::trial_grad_f_cache_
CachedResults< SmartPtr< const Vector > > trial_grad_f_cache_
Definition: IpIpoptCalculatedQuantities.hpp:667
Ipopt::IpoptCalculatedQuantities::curr_slack_s_L_cache_
CachedResults< SmartPtr< Vector > > curr_slack_s_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:650
Ipopt::IpoptCalculatedQuantities::warm_start_same_structure_
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
Definition: IpIpoptCalculatedQuantities.hpp:641
Ipopt::IpoptCalculatedQuantities::trial_constraint_violation
virtual Number trial_constraint_violation()
Constraint Violation (at trial point).
Ipopt::IpoptCalculatedQuantities::CalcNormOfType
Number CalcNormOfType(ENormType NormType, const Vector &vec1, const Vector &vec2)
Compute the norm of a specific type of two vectors (uncached)
Ipopt::IpoptCalculatedQuantities::curr_slack_x_U_cache_
CachedResults< SmartPtr< Vector > > curr_slack_x_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:649
Ipopt::IpoptCalculatedQuantities::trial_jac_d
SmartPtr< const Matrix > trial_jac_d()
Jacobian of d (at trial point)
Ipopt::IpoptCalculatedQuantities::curr_barrier_error_cache_
CachedResults< Number > curr_barrier_error_cache_
Definition: IpIpoptCalculatedQuantities.hpp:738
Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > curr_jac_dT_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:694
Ipopt::IpoptCalculatedQuantities::curr_jac_d_times_vec_cache_
CachedResults< SmartPtr< const Vector > > curr_jac_d_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:697
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::IpoptCalculatedQuantities::tmp_x_
SmartPtr< Vector > tmp_x_
Definition: IpIpoptCalculatedQuantities.hpp:790
Ipopt::IpoptCalculatedQuantities::curr_jac_cT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > curr_jac_cT_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:692
Ipopt::IpoptCalculatedQuantities::curr_barrier_obj_cache_
CachedResults< Number > curr_barrier_obj_cache_
Definition: IpIpoptCalculatedQuantities.hpp:672
Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility
virtual Number trial_dual_infeasibility(ENormType NormType)
Dual infeasibility in a given norm (at trial iterate)
Ipopt::IpoptCalculatedQuantities::add_cq_
SmartPtr< IpoptAdditionalCq > add_cq_
Chen-Goldfarb specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:617
Ipopt::IpoptCalculatedQuantities::kappa_d_
Number kappa_d_
Weighting factor for the linear damping term added to the barrier objective function.
Definition: IpIpoptCalculatedQuantities.hpp:633
Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error_cache_
CachedResults< Number > curr_primal_dual_system_error_cache_
Definition: IpIpoptCalculatedQuantities.hpp:739
Ipopt::IpoptCalculatedQuantities::trial_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > trial_compl_x_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:721
Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_vec
SmartPtr< const Vector > trial_jac_cT_times_vec(const Vector &vec)
Product of Jacobian (evaluated at trial point) of C transpose with general vector.
Ipopt::IpoptCalculatedQuantities::curr_slack_s_U_cache_
CachedResults< SmartPtr< Vector > > curr_slack_s_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:651
Ipopt::IpoptCalculatedQuantities::curr_barrier_obj
virtual Number curr_barrier_obj()
Barrier Objective Function Value (at current iterate with current mu)
Ipopt::IpoptCalculatedQuantities::uncached_dual_frac_to_the_bound
Number uncached_dual_frac_to_the_bound(Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
Fraction to the boundary from (current) dual variables z and v for a given step, without caching.
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_x_U
SmartPtr< const Vector > curr_relaxed_compl_x_U()
Relaxed complementarity for x_U (for current iterate and current mu)
Ipopt::IpoptCalculatedQuantities::curr_compl_s_U_cache_
CachedResults< SmartPtr< const Vector > > curr_compl_s_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:719
Ipopt::IpoptCalculatedQuantities::trial_compl_s_U
SmartPtr< const Vector > trial_compl_s_U()
Complementarity for s_U (for trial iterate)
Ipopt::IpoptCalculatedQuantities::trial_c
SmartPtr< const Vector > trial_c()
c(x) (at trial point)
Ipopt::IpoptCalculatedQuantities::CalcBarrierTerm
Number CalcBarrierTerm(Number mu, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U)
Compute barrier term at given point (uncached)
Ipopt::IpoptCalculatedQuantities::curr_slack_s_U
SmartPtr< const Vector > curr_slack_s_U()
Slacks for s_U (at current iterate)
Ipopt::IpoptCalculatedQuantities::Initialize
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Ipopt::IpoptCalculatedQuantities::trial_compl_s_L_cache_
CachedResults< SmartPtr< const Vector > > trial_compl_s_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:722
Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error_cache_
CachedResults< Number > trial_primal_dual_system_error_cache_
Definition: IpIpoptCalculatedQuantities.hpp:740
Ipopt::IpoptCalculatedQuantities::dampind_x_U_
SmartPtr< Vector > dampind_x_U_
Indicator vector for selecting the elements in x that have only upper bounds.
Definition: IpIpoptCalculatedQuantities.hpp:773
Ipopt::IpoptCalculatedQuantities::unscaled_curr_c
SmartPtr< const Vector > unscaled_curr_c()
unscaled c(x) (at current point)
Ipopt::IpoptCalculatedQuantities::tmp_d_
SmartPtr< Vector > tmp_d_
Definition: IpIpoptCalculatedQuantities.hpp:793
Ipopt::IpoptCalculatedQuantities::unscaled_curr_nlp_error_cache_
CachedResults< Number > unscaled_curr_nlp_error_cache_
Definition: IpIpoptCalculatedQuantities.hpp:737
Ipopt::IpoptCalculatedQuantities::unscaled_trial_f
virtual Number unscaled_trial_f()
Unscaled value of the objective function (at the trial point)
Ipopt::IpoptCalculatedQuantities::GetIpoptNLP
SmartPtr< IpoptNLP > & GetIpoptNLP()
Method returning the IpoptNLP object.
Definition: IpIpoptCalculatedQuantities.hpp:569
Ipopt::IpoptCalculatedQuantities::dampind_x_L_
SmartPtr< Vector > dampind_x_L_
Indicator vector for selecting the elements in x that have only lower bounds.
Definition: IpIpoptCalculatedQuantities.hpp:769
Ipopt::IpoptAdditionalCq::operator=
void operator=(const IpoptAdditionalCq &)
Default Assignment Operator.
Ipopt::IpoptCalculatedQuantities::unscaled_curr_d
SmartPtr< const Vector > unscaled_curr_d()
unscaled d(x) (at current point)
Ipopt::CachedResults
Templated class for Cached Results.
Definition: IpCachedResults.hpp:69
Ipopt::IpoptCalculatedQuantities::curr_compl_s_L
SmartPtr< const Vector > curr_compl_s_L()
Complementarity for s_L (for current iterate)
Ipopt::IpoptCalculatedQuantities::trial_d
SmartPtr< const Vector > trial_d()
d(x) (at trial point)
Ipopt::IpoptCalculatedQuantities::curr_compl_x_U
SmartPtr< const Vector > curr_compl_x_U()
Complementarity for x_U (for current iterate)
Ipopt::IpoptCalculatedQuantities::trial_dual_infeasibility_cache_
CachedResults< Number > trial_dual_infeasibility_cache_
Definition: IpIpoptCalculatedQuantities.hpp:731
Ipopt::IpoptCalculatedQuantities::trial_avrg_compl
Number trial_avrg_compl()
average of trial values of the complementarities
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s
SmartPtr< const Vector > curr_grad_lag_s()
s-part of gradient of Lagrangian function (at current point)
Ipopt::IpoptCalculatedQuantities::curr_jac_dT_times_curr_y_d
SmartPtr< const Vector > curr_jac_dT_times_curr_y_d()
Product of Jacobian (evaluated at current point) of D transpose with current y_d.
Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_barrier_obj_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:674
Ipopt::IpoptCalculatedQuantities::Tmp_c
Vector & Tmp_c()
Ipopt::IpoptCalculatedQuantities::~IpoptCalculatedQuantities
virtual ~IpoptCalculatedQuantities()
Destructor.
Ipopt::NORM_1
@ NORM_1
Definition: IpIpoptCalculatedQuantities.hpp:29
Ipopt::IpoptCalculatedQuantities::tmp_x_U_
SmartPtr< Vector > tmp_x_U_
Definition: IpIpoptCalculatedQuantities.hpp:795
Ipopt::IpoptCalculatedQuantities::curr_grad_f_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_f_cache_
Definition: IpIpoptCalculatedQuantities.hpp:666
Ipopt::IpoptCalculatedQuantities::operator=
void operator=(const IpoptCalculatedQuantities &)
Default Assignment Operator.
Ipopt::IpoptCalculatedQuantities::curr_complementarity
virtual Number curr_complementarity(Number mu, ENormType NormType)
Complementarity (for all complementarity conditions together) in a given norm (at current iterate)
Ipopt::IpoptCalculatedQuantities::curr_d
SmartPtr< const Vector > curr_d()
d(x) (at current point)
Ipopt::IpoptCalculatedQuantities::curr_relaxed_compl_s_L
SmartPtr< const Vector > curr_relaxed_compl_s_L()
Relaxed complementarity for s_L (for current iterate and current mu)
Ipopt::IpoptCalculatedQuantities::AdditionalCq
IpoptAdditionalCq & AdditionalCq()
Definition: IpIpoptCalculatedQuantities.hpp:574
Ipopt::IpoptCalculatedQuantities::trial_slack_x_U
SmartPtr< const Vector > trial_slack_x_U()
Slacks for x_U (at trial point)
Ipopt::IpoptCalculatedQuantities::curr_avrg_compl
Number curr_avrg_compl()
average of current values of the complementarities
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:117
Ipopt::IpoptCalculatedQuantities::trial_jac_cT_times_trial_y_c
SmartPtr< const Vector > trial_jac_cT_times_trial_y_c()
Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.
Ipopt::IpoptCalculatedQuantities::initialize_called_
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
Definition: IpIpoptCalculatedQuantities.hpp:813
Ipopt::IpoptCalculatedQuantities::unscaled_trial_c
SmartPtr< const Vector > unscaled_trial_c()
unscaled c(x) (at trial point)
Ipopt::IpoptCalculatedQuantities::trial_jac_c
SmartPtr< const Matrix > trial_jac_c()
Jacobian of c (at trial point)
Ipopt::IpoptCalculatedQuantities::SetAddCq
void SetAddCq(SmartPtr< IpoptAdditionalCq > add_cq)
Method for setting pointer for additional calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:108
Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec
SmartPtr< const Vector > trial_jac_dT_times_vec(const Vector &vec)
Product of Jacobian (evaluated at trial point) of D transpose with general vector.
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_lag_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:710
Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s
SmartPtr< const Vector > curr_grad_barrier_obj_s()
Gradient of barrier objective function with respect to s (at current point with current mu)
Ipopt::IpoptCalculatedQuantities::curr_jac_d_cache_
CachedResults< SmartPtr< const Matrix > > curr_jac_d_cache_
Definition: IpIpoptCalculatedQuantities.hpp:690
Ipopt::IpoptAdditionalCq::~IpoptAdditionalCq
virtual ~IpoptAdditionalCq()
Destructor.
Definition: IpIpoptCalculatedQuantities.hpp:51
Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec
SmartPtr< const Vector > curr_jac_c_times_vec(const Vector &vec)
Product of Jacobian (evaluated at current point) of C with general vector.
Ipopt::IpoptCalculatedQuantities::curr_sigma_s
SmartPtr< const Vector > curr_sigma_s()
Ipopt::IpoptCalculatedQuantities::trial_compl_s_L
SmartPtr< const Vector > trial_compl_s_L()
Complementarity for s_L (for trial iterate)
Ipopt::IpoptCalculatedQuantities::unscaled_curr_complementarity
virtual Number unscaled_curr_complementarity(Number mu, ENormType NormType)
Complementarity (for all complementarity conditions together) in a given norm (at current iterate) wi...
Ipopt::IpoptCalculatedQuantities::CalcNormOfType
Number CalcNormOfType(ENormType NormType, std::vector< SmartPtr< const Vector > > vecs)
Compute the norm of a specific type of a set of vectors (uncached)
Ipopt::IpoptCalculatedQuantities::AdjustedTrialSlacks
Index AdjustedTrialSlacks()
Indicating whether or not we "fudged" the slacks.
Ipopt::IpoptCalculatedQuantities::trial_primal_dual_system_error
virtual Number trial_primal_dual_system_error(Number mu)
Norm of the primal-dual system for a given mu (at trial iterate).
Ipopt::IpoptCalculatedQuantities::trial_slack_s_L
SmartPtr< const Vector > trial_slack_s_L()
Slacks for s_L (at trial point)
Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_s
SmartPtr< const Vector > grad_kappa_times_damping_s()
Gradient of the damping term with respect to s (times kappa_d)
Ipopt::IpoptCalculatedQuantities::curr_centrality_measure_cache_
CachedResults< Number > curr_centrality_measure_cache_
Definition: IpIpoptCalculatedQuantities.hpp:735
Ipopt::IpoptCalculatedQuantities::curr_primal_dual_system_error
virtual Number curr_primal_dual_system_error(Number mu)
Norm of the primal-dual system for a given mu (at current iterate).
Ipopt::IpoptCalculatedQuantities::unscaled_curr_f
virtual Number unscaled_curr_f()
Unscaled value of the objective function (at the current point)
Ipopt::IpoptCalculatedQuantities::curr_constraint_violation_cache_
CachedResults< Number > curr_constraint_violation_cache_
Definition: IpIpoptCalculatedQuantities.hpp:698
Ipopt::IpoptCalculatedQuantities::curr_compl_x_U_cache_
CachedResults< SmartPtr< const Vector > > curr_compl_x_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:717
Ipopt::IsValid
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:674
Ipopt::IpoptCalculatedQuantities::curr_slack_x_U
SmartPtr< const Vector > curr_slack_x_U()
Slacks for x_U (at current iterate)
Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_x
SmartPtr< const Vector > curr_grad_barrier_obj_x()
Gradient of barrier objective function with respect to x (at current point with current mu)
Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_trial_y_d
SmartPtr< const Vector > trial_jac_dT_times_trial_y_d()
Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.
Ipopt::IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility
virtual Number unscaled_curr_dual_infeasibility(ENormType NormType)
Unscaled dual infeasibility in a given norm (at current iterate)
Ipopt::IpoptCalculatedQuantities::trial_complementarity_cache_
CachedResults< Number > trial_complementarity_cache_
Definition: IpIpoptCalculatedQuantities.hpp:734
Ipopt::IpoptCalculatedQuantities::HaveAddCq
bool HaveAddCq()
Method detecting if additional object for calculated quantities has already been set.
Definition: IpIpoptCalculatedQuantities.hpp:119
Ipopt::IpoptCalculatedQuantities::slack_move_
Number slack_move_
fractional movement allowed in bounds
Definition: IpIpoptCalculatedQuantities.hpp:635
Ipopt::IpoptCalculatedQuantities::trial_grad_lag_x_cache_
CachedResults< SmartPtr< const Vector > > trial_grad_lag_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:711
Ipopt::IpoptCalculatedQuantities::constr_viol_normtype_
ENormType constr_viol_normtype_
Norm type to be used when calculating the constraint violation.
Definition: IpIpoptCalculatedQuantities.hpp:637
Ipopt::IpoptCalculatedQuantities::curr_primal_infeasibility_cache_
CachedResults< Number > curr_primal_infeasibility_cache_
Definition: IpIpoptCalculatedQuantities.hpp:728
Ipopt::IpoptCalculatedQuantities::tmp_s_
SmartPtr< Vector > tmp_s_
Definition: IpIpoptCalculatedQuantities.hpp:791
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_s_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_lag_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:712
Ipopt::IpoptCalculatedQuantities::curr_c_cache_
CachedResults< SmartPtr< const Vector > > curr_c_cache_
Definition: IpIpoptCalculatedQuantities.hpp:682
Ipopt::IpoptCalculatedQuantities::trial_jac_dT_times_vec_cache_
CachedResults< SmartPtr< const Vector > > trial_jac_dT_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:695
Ipopt::IpoptCalculatedQuantities::curr_sigma_s_cache_
CachedResults< SmartPtr< const Vector > > curr_sigma_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:752
Ipopt::IpoptCalculatedQuantities::trial_slack_x_L_cache_
CachedResults< SmartPtr< Vector > > trial_slack_x_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:652
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:28
Ipopt::IpoptCalculatedQuantities::curr_compl_s_U
SmartPtr< const Vector > curr_compl_s_U()
Complementarity for s_U (for current iterate)
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::IpoptCalculatedQuantities::trial_d_minus_s_cache_
CachedResults< SmartPtr< const Vector > > trial_d_minus_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:687
Ipopt::IpoptCalculatedQuantities::curr_dual_frac_to_the_bound
Number curr_dual_frac_to_the_bound(Number tau)
Fraction to the boundary from (current) dual variables z and v for internal (current) step.
Ipopt::IpoptCalculatedQuantities::curr_d_cache_
CachedResults< SmartPtr< const Vector > > curr_d_cache_
Definition: IpIpoptCalculatedQuantities.hpp:684
Ipopt::IpoptCalculatedQuantities::trial_slack_s_U_cache_
CachedResults< SmartPtr< Vector > > trial_slack_s_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:655
Ipopt::IpoptCalculatedQuantities::tmp_s_U_
SmartPtr< Vector > tmp_s_U_
Definition: IpIpoptCalculatedQuantities.hpp:797
Ipopt::IpoptCalculatedQuantities::curr_jac_c_times_vec_cache_
CachedResults< SmartPtr< const Vector > > curr_jac_c_times_vec_cache_
Definition: IpIpoptCalculatedQuantities.hpp:696
Ipopt::ReferencedObject
Storing the reference count of all the smart pointers that currently reference it.
Definition: IpReferenced.hpp:170
Ipopt::IpoptCalculatedQuantities::ComputeOptimalityErrorScaling
void ComputeOptimalityErrorScaling(const Vector &y_c, const Vector &y_d, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, Number s_max, Number &s_d, Number &s_c)
Compute the scaling factors for the optimality error.
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_x
SmartPtr< const Vector > curr_grad_lag_x()
x-part of gradient of Lagrangian function (at current point)
Ipopt::IpoptCalculatedQuantities::tmp_x_L_
SmartPtr< Vector > tmp_x_L_
Definition: IpIpoptCalculatedQuantities.hpp:794
Ipopt::IpoptCalculatedQuantities::curr_nlp_constraint_violation_cache_
CachedResults< Number > curr_nlp_constraint_violation_cache_
Definition: IpIpoptCalculatedQuantities.hpp:700
Ipopt::IpoptCalculatedQuantities::CalcFracToBound
Number CalcFracToBound(const Vector &slack_L, Vector &tmp_L, const Matrix &P_L, const Vector &slack_U, Vector &tmp_U, const Matrix &P_U, const Vector &delta, Number tau)
Compute fraction to the boundary parameter for lower and upper bounds.
Ipopt::IpoptCalculatedQuantities::ip_data_
SmartPtr< IpoptData > ip_data_
Ipopt Data object.
Definition: IpIpoptCalculatedQuantities.hpp:615
Ipopt::IpoptCalculatedQuantities::trial_compl_s_U_cache_
CachedResults< SmartPtr< const Vector > > trial_compl_s_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:723
Ipopt::IpoptCalculatedQuantities::curr_slack_x_L_cache_
CachedResults< SmartPtr< Vector > > curr_slack_x_L_cache_
Definition: IpIpoptCalculatedQuantities.hpp:648
Ipopt::ENormType
ENormType
Norm types.
Definition: IpIpoptCalculatedQuantities.hpp:28
Ipopt::IpoptCalculatedQuantities::CalcSlack_L
SmartPtr< Vector > CalcSlack_L(const Matrix &P, const Vector &x, const Vector &x_bound)
Compute new vector containing the slack to a lower bound (uncached)
Ipopt::IpoptCalculatedQuantities::trial_slack_x_U_cache_
CachedResults< SmartPtr< Vector > > trial_slack_x_U_cache_
Definition: IpIpoptCalculatedQuantities.hpp:653
Ipopt::IpoptCalculatedQuantities::curr_grad_barrier_obj_s_cache_
CachedResults< SmartPtr< const Vector > > curr_grad_barrier_obj_s_cache_
Definition: IpIpoptCalculatedQuantities.hpp:675
Ipopt::IpoptCalculatedQuantities::trial_slack_s_U
SmartPtr< const Vector > trial_slack_s_U()
Slacks for s_U (at trial point)
Ipopt::IpoptCalculatedQuantities::trial_c_cache_
CachedResults< SmartPtr< const Vector > > trial_c_cache_
Definition: IpIpoptCalculatedQuantities.hpp:683
Ipopt::IpoptCalculatedQuantities::CalcCompl
SmartPtr< const Vector > CalcCompl(const Vector &slack, const Vector &mult)
Compute complementarity for slack / multiplier pair.
Ipopt::IpoptCalculatedQuantities::curr_jac_c_cache_
CachedResults< SmartPtr< const Matrix > > curr_jac_c_cache_
Definition: IpIpoptCalculatedQuantities.hpp:688
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:48
Ipopt::IpoptCalculatedQuantities::grad_kappa_times_damping_x_cache_
CachedResults< SmartPtr< const Vector > > grad_kappa_times_damping_x_cache_
Definition: IpIpoptCalculatedQuantities.hpp:676
Ipopt::NORM_MAX
@ NORM_MAX
Definition: IpIpoptCalculatedQuantities.hpp:31
Ipopt::IpoptCalculatedQuantities::trial_avrg_compl_cache_
CachedResults< Number > trial_avrg_compl_cache_
Cache for average of trial complementarity.
Definition: IpIpoptCalculatedQuantities.hpp:758
Ipopt::IpoptCalculatedQuantities::curr_grad_lag_with_damping_x
SmartPtr< const Vector > curr_grad_lag_with_damping_x()
x-part of gradient of Lagrangian function (at current point) including linear damping term
Ipopt::IpoptCalculatedQuantities::num_adjusted_slack_x_L_
Index num_adjusted_slack_x_L_
Definition: IpIpoptCalculatedQuantities.hpp:656
Ipopt::IpoptCalculatedQuantities::IpoptCalculatedQuantities
IpoptCalculatedQuantities(const IpoptCalculatedQuantities &)
Copy Constructor.
Ipopt::IpoptCalculatedQuantities::Tmp_x_L
Vector & Tmp_x_L()