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00009 #ifndef __IPIPOPTALG_HPP__
00010 #define __IPIPOPTALG_HPP__
00011
00012 #include "IpIpoptNLP.hpp"
00013 #include "IpAlgStrategy.hpp"
00014 #include "IpSearchDirCalculator.hpp"
00015 #include "IpLineSearch.hpp"
00016 #include "IpMuUpdate.hpp"
00017 #include "IpConvCheck.hpp"
00018 #include "IpOptionsList.hpp"
00019 #include "IpIterateInitializer.hpp"
00020 #include "IpIterationOutput.hpp"
00021 #include "IpAlgTypes.hpp"
00022 #include "IpHessianUpdater.hpp"
00023 #include "IpEqMultCalculator.hpp"
00024
00025 namespace Ipopt
00026 {
00027
00030 DECLARE_STD_EXCEPTION(STEP_COMPUTATION_FAILED);
00032
00045 class IpoptAlgorithm : public AlgorithmStrategyObject
00046 {
00047 public:
00048
00055 IpoptAlgorithm(const SmartPtr<SearchDirectionCalculator>& search_dir_calculator,
00056 const SmartPtr<LineSearch>& line_search,
00057 const SmartPtr<MuUpdate>& mu_update,
00058 const SmartPtr<ConvergenceCheck>& conv_check,
00059 const SmartPtr<IterateInitializer>& iterate_initializer,
00060 const SmartPtr<IterationOutput>& iter_output,
00061 const SmartPtr<HessianUpdater>& hessian_updater,
00062 const SmartPtr<EqMultiplierCalculator>& eq_multiplier_calculator = NULL);
00063
00065 virtual ~IpoptAlgorithm();
00067
00068
00070 virtual bool InitializeImpl(const OptionsList& options,
00071 const std::string& prefix);
00072
00074 SolverReturn Optimize(bool isResto = false);
00075
00078 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
00080
00083 SmartPtr<SearchDirectionCalculator> SearchDirCalc()
00084 {
00085 return search_dir_calculator_;
00086 }
00088
00089 private:
00099 IpoptAlgorithm();
00100
00102 IpoptAlgorithm(const IpoptAlgorithm&);
00103
00105 void operator=(const IpoptAlgorithm&);
00107
00110 SmartPtr<SearchDirectionCalculator> search_dir_calculator_;
00111 SmartPtr<LineSearch> line_search_;
00112 SmartPtr<MuUpdate> mu_update_;
00113 SmartPtr<ConvergenceCheck> conv_check_;
00114 SmartPtr<IterateInitializer> iterate_initializer_;
00115 SmartPtr<IterationOutput> iter_output_;
00116 SmartPtr<HessianUpdater> hessian_updater_;
00119 SmartPtr<EqMultiplierCalculator> eq_multiplier_calculator_;
00121
00128 void UpdateHessian();
00129
00134 bool UpdateBarrierParameter();
00135
00140 bool ComputeSearchDirection();
00141
00145 void ComputeAcceptableTrialPoint();
00146
00149 void AcceptTrialPoint();
00150
00152 void OutputIteration();
00153
00157 void InitializeIterates();
00158
00160 void PrintProblemStatistics();
00161
00163 void ComputeFeasibilityMultipliers();
00165
00169 bool skip_print_problem_stats_;
00171
00178 Number kappa_sigma_;
00182 bool recalc_y_;
00184 Number recalc_y_feas_tol_;
00188 bool mehrotra_algorithm_;
00190 std::string linear_solver_;
00192
00195 void calc_number_of_bounds(
00196 const Vector& x,
00197 const Vector& x_L,
00198 const Vector& x_U,
00199 const Matrix& Px_L,
00200 const Matrix& Px_U,
00201 Index& n_tot,
00202 Index& n_only_lower,
00203 Index& n_both,
00204 Index& n_only_upper);
00205
00213 Number correct_bound_multiplier(const Vector& trial_z,
00214 const Vector& trial_slack,
00215 const Vector& trial_compl,
00216 SmartPtr<const Vector>& new_trial_z);
00218 };
00219
00220 }
00221
00222 #endif