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Algorithm
IpMonotoneMuUpdate.hpp
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// Copyright (C) 2004, 2010 International Business Machines and others.
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// All Rights Reserved.
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// This code is published under the Eclipse Public License.
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//
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// $Id: IpMonotoneMuUpdate.hpp 1861 2010-12-21 21:34:47Z andreasw $
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//
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// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
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#ifndef __IPMONOTONEMUUPDATE_HPP__
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#define __IPMONOTONEMUUPDATE_HPP__
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#include "
IpMuUpdate.hpp
"
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#include "
IpLineSearch.hpp
"
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#include "
IpRegOptions.hpp
"
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namespace
Ipopt
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{
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class
MonotoneMuUpdate
:
public
MuUpdate
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{
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public
:
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MonotoneMuUpdate
(
const
SmartPtr<LineSearch>
& linesearch);
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virtual
~MonotoneMuUpdate
();
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virtual
bool
InitializeImpl
(
const
OptionsList
& options,
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const
std::string& prefix);
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virtual
bool
UpdateBarrierParameter
();
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static
void
RegisterOptions
(
const
SmartPtr<RegisteredOptions>
& roptions);
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private
:
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MonotoneMuUpdate
();
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MonotoneMuUpdate
(
const
MonotoneMuUpdate
&);
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void
operator=
(
const
MonotoneMuUpdate
&);
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void
CalcNewMuAndTau
(
Number
&new_mu,
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Number
&new_tau);
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Number
mu_init_
;
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Number
barrier_tol_factor_
;
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Number
mu_linear_decrease_factor_
;
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Number
mu_superlinear_decrease_power_
;
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bool
mu_allow_fast_monotone_decrease_
;
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Number
tau_min_
;
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Number
compl_inf_tol_
;
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Number
mu_target_
;
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SmartPtr<LineSearch>
linesearch_
;
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bool
initialized_
;
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bool
first_iter_resto_
;
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};
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}
// namespace Ipopt
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#endif
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