Ipopt::CGPenaltyCq Class Reference

Class for all Chen-Goldfarb penalty method specific calculated quantities. More...

#include <IpCGPenaltyCq.hpp>

Inheritance diagram for Ipopt::CGPenaltyCq:
Ipopt::IpoptAdditionalCq Ipopt::ReferencedObject

List of all members.

Public Member Functions

bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 This method must be called to initialize the global algorithmic parameters.
Constructors/Destructors

 CGPenaltyCq (IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cg)
 Constructor.
virtual ~CGPenaltyCq ()
 Default destructor.
Methods for the Chen-Goldfarb line search

Number curr_jac_cd_norm (Index nrm_type)
 Compute ||delta_c, delta_d||_infty.
Number curr_scaled_y_Amax ()
 Compute gradient scaling based y->Amax.
Number curr_added_y_nrm2 ()
 Compute the 2-norm of y plus delta y.
Number curr_penalty_function ()
 Method for the penalty function at current point.
Number trial_penalty_function ()
 Method for the penalty function at trial point.
Number curr_direct_deriv_penalty_function ()
 Method for the directional derivative of the penalty function at current point with current step in delta.
Number curr_fast_direct_deriv_penalty_function ()
 Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen.
Number dT_times_barH_times_d ()
 Quality of d^T Aug(H) d.
Number curr_cg_pert_fact ()
 Method for the current value for the perturbation factor for the Chen-Goldfarb method.
Number compute_curr_cg_penalty (const Number)
 Method for choose line search penalty parameter.
Number compute_curr_cg_penalty_scale ()
 Method for choose penalty parameters for scaling the KKT system.

Static Public Member Functions

static void RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
 Methods for IpoptType.

Private Member Functions

CGPenaltyDataCGPenData ()
 Method to easily access CGPenalty data.
Default Compiler Generated Methods

(Hidden to avoid implicit creation/calling).

These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

 CGPenaltyCq ()
 Default Constructor.
 CGPenaltyCq (const CGPenaltyCq &)
 Copy Constructor.
void operator= (const CGPenaltyCq &)
 Overloaded Equals Operator.

Private Attributes

bool initialize_called_
 flag indicating if Initialize method has been called (for debugging)
Pointers for easy access to data and NLP information. To

avoid circular references of Smart Pointers, we use a regular pointer here.

IpoptNLPip_nlp_
IpoptDataip_data_
IpoptCalculatedQuantitiesip_cq_
Caches for the Chen-Goldfarb line search

CachedResults< Numbercurr_fast_direct_deriv_penalty_function_cache_
 Cache for the penalty function at current point.
CachedResults< Numbercurr_jac_cd_norm_cache_
 Cache for the penalty function at current point.
CachedResults< Numbercurr_scaled_y_Amax_cache_
 Cache for the penalty function at current point.
CachedResults< Numbercurr_added_y_nrm2_cache_
 Cache for the penalty function at current point.
CachedResults< Numbercurr_penalty_function_cache_
 Cache for the penalty function at current point.
CachedResults< Numbertrial_penalty_function_cache_
 Cache for the penalty function at trial point.
CachedResults< Numbercurr_direct_deriv_penalty_function_cache_
 Cache for the directional derivative of the penalty function at current point with step in delta.
CachedResults< Numbercurr_cg_pert_fact_cache_
 Cache for Chen-Goldfarb perturbation factor.

Number reference_infeasibility_
 Parameters for penalty method.

Detailed Description

Class for all Chen-Goldfarb penalty method specific calculated quantities.

Definition at line 20 of file IpCGPenaltyCq.hpp.


Constructor & Destructor Documentation

Ipopt::CGPenaltyCq::CGPenaltyCq ( IpoptNLP ip_nlp,
IpoptData ip_data,
IpoptCalculatedQuantities ip_cg 
)

Constructor.

virtual Ipopt::CGPenaltyCq::~CGPenaltyCq (  )  [virtual]

Default destructor.

Ipopt::CGPenaltyCq::CGPenaltyCq (  )  [private]

Default Constructor.

Ipopt::CGPenaltyCq::CGPenaltyCq ( const CGPenaltyCq  )  [private]

Copy Constructor.


Member Function Documentation

bool Ipopt::CGPenaltyCq::Initialize ( const Journalist jnlst,
const OptionsList options,
const std::string &  prefix 
) [virtual]

This method must be called to initialize the global algorithmic parameters.

The parameters are taken from the OptionsList object.

Implements Ipopt::IpoptAdditionalCq.

Number Ipopt::CGPenaltyCq::curr_jac_cd_norm ( Index  nrm_type  ) 

Compute ||delta_c, delta_d||_infty.

Number Ipopt::CGPenaltyCq::curr_scaled_y_Amax (  ) 

Compute gradient scaling based y->Amax.

Number Ipopt::CGPenaltyCq::curr_added_y_nrm2 (  ) 

Compute the 2-norm of y plus delta y.

Number Ipopt::CGPenaltyCq::curr_penalty_function (  ) 

Method for the penalty function at current point.

Number Ipopt::CGPenaltyCq::trial_penalty_function (  ) 

Method for the penalty function at trial point.

Number Ipopt::CGPenaltyCq::curr_direct_deriv_penalty_function (  ) 

Method for the directional derivative of the penalty function at current point with current step in delta.

Number Ipopt::CGPenaltyCq::curr_fast_direct_deriv_penalty_function (  ) 

Method for the directional derivative of the penalty function at current point with current "fast" step in delta_cgpen.

Number Ipopt::CGPenaltyCq::dT_times_barH_times_d (  ) 

Quality of d^T Aug(H) d.

Number Ipopt::CGPenaltyCq::curr_cg_pert_fact (  ) 

Method for the current value for the perturbation factor for the Chen-Goldfarb method.

The factor is computed as 2-norm of the constraints devided by the current penbalty parameter

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty ( const   Number  ) 

Method for choose line search penalty parameter.

Number Ipopt::CGPenaltyCq::compute_curr_cg_penalty_scale (  ) 

Method for choose penalty parameters for scaling the KKT system.

static void Ipopt::CGPenaltyCq::RegisterOptions ( const SmartPtr< RegisteredOptions > &  roptions  )  [static]

Methods for IpoptType.

void Ipopt::CGPenaltyCq::operator= ( const CGPenaltyCq  )  [private]

Overloaded Equals Operator.

CGPenaltyData& Ipopt::CGPenaltyCq::CGPenData (  )  [inline, private]

Method to easily access CGPenalty data.

Definition at line 107 of file IpCGPenaltyCq.hpp.


Member Data Documentation

Definition at line 101 of file IpCGPenaltyCq.hpp.

Definition at line 102 of file IpCGPenaltyCq.hpp.

Definition at line 103 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 117 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 118 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 119 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 120 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 122 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at trial point.

Definition at line 124 of file IpCGPenaltyCq.hpp.

Cache for the directional derivative of the penalty function at current point with step in delta.

Definition at line 127 of file IpCGPenaltyCq.hpp.

Cache for Chen-Goldfarb perturbation factor.

Definition at line 129 of file IpCGPenaltyCq.hpp.

Parameters for penalty method.

Definition at line 134 of file IpCGPenaltyCq.hpp.

flag indicating if Initialize method has been called (for debugging)

Definition at line 139 of file IpCGPenaltyCq.hpp.


The documentation for this class was generated from the following file:

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