This class maps the traditional NLP into something that is more useful by Ipopt. More...
#include <IpRestoIpoptNLP.hpp>
Public Member Functions | |
virtual bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
Initialize - overloaded from IpoptNLP. | |
virtual bool | InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U) |
Initialize (create) structures for the iteration data. | |
virtual bool | GetWarmStartIterate (IteratesVector &warm_start_iterate) |
Method accessing the GetWarmStartIterate of the NLP. | |
virtual void | GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space) |
Accessor method for vector/matrix spaces pointers. | |
virtual void | AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U) |
Method for adapting the variable bounds. | |
bool | IntermediateCallBack (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq) |
User callback method. | |
Number | Rho () const |
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm. | |
Number | Eta (Number mu) const |
Method to calculate eta, the factor for the regularization term. | |
SmartPtr< const Vector > | DR_x () const |
Method returning the scaling factors for the 2-norm penalization term. | |
Constructors/Destructors | |
RestoIpoptNLP (IpoptNLP &orig_ip_nlp, IpoptData &orig_ip_data, IpoptCalculatedQuantities &orig_ip_cq) | |
Default destructor. | |
~RestoIpoptNLP () | |
Default destructor. | |
void | FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) |
Solution Routines - overloaded from IpoptNLP. | |
virtual bool | objective_depends_on_mu () const |
Accessor methods for model data. | |
virtual Number | f (const Vector &x) |
Objective value (incorrect version for restoration phase). | |
virtual Number | f (const Vector &x, Number mu) |
Objective value. | |
virtual SmartPtr< const Vector > | grad_f (const Vector &x) |
Gradient of the objective (incorrect version for restoration phase). | |
virtual SmartPtr< const Vector > | grad_f (const Vector &x, Number mu) |
Gradient of the objective. | |
virtual SmartPtr< const Vector > | c (const Vector &x) |
Equality constraint residual. | |
virtual SmartPtr< const Matrix > | jac_c (const Vector &x) |
Jacobian Matrix for equality constraints. | |
virtual SmartPtr< const Vector > | d (const Vector &x) |
Inequality constraint residual (reformulated as equalities with slacks. | |
virtual SmartPtr< const Matrix > | jac_d (const Vector &x) |
Jacobian Matrix for inequality constraints. | |
virtual SmartPtr< const SymMatrix > | h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd) |
Hessian of the Lagrangian (incorrect version for restoration phase). | |
virtual SmartPtr< const SymMatrix > | h (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu) |
Hessian of the Lagrangian. | |
virtual SmartPtr< const SymMatrix > | uninitialized_h () |
Provides a Hessian matrix from the correct matrix space with uninitialized values. | |
virtual SmartPtr< const Vector > | x_L () const |
Lower bounds on x. | |
virtual SmartPtr< const Matrix > | Px_L () const |
Permutation matrix (x_L_ -> x). | |
virtual SmartPtr< const Vector > | x_U () const |
Upper bounds on x. | |
virtual SmartPtr< const Matrix > | Px_U () const |
Permutation matrix (x_U_ -> x. | |
virtual SmartPtr< const Vector > | d_L () const |
Lower bounds on d. | |
virtual SmartPtr< const Matrix > | Pd_L () const |
Permutation matrix (d_L_ -> d). | |
virtual SmartPtr< const Vector > | d_U () const |
Upper bounds on d. | |
virtual SmartPtr< const Matrix > | Pd_U () const |
Permutation matrix (d_U_ -> d. | |
virtual SmartPtr< const SymMatrixSpace > | HessianMatrixSpace () const |
Accessor methods for model data. | |
Accessor method for the information of the original NLP. | |
These methods are not overloaded from IpoptNLP | |
IpoptNLP & | OrigIpNLP () const |
IpoptData & | OrigIpData () const |
IpoptCalculatedQuantities & | OrigIpCq () const |
Counters for the number of function evaluations. | |
virtual Index | f_evals () const |
virtual Index | grad_f_evals () const |
virtual Index | c_evals () const |
virtual Index | jac_c_evals () const |
virtual Index | d_evals () const |
virtual Index | jac_d_evals () const |
virtual Index | h_evals () const |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. | |
Private Member Functions | |
Default Compiler Generated Methods | |
RestoIpoptNLP () | |
Default Constructor. | |
RestoIpoptNLP (const RestoIpoptNLP &) | |
Copy Constructor. | |
void | operator= (const RestoIpoptNLP &) |
Overloaded Equals Operator. | |
Private Attributes | |
bool | initialized_ |
Flag indicating if initialization method has been called. | |
Pointers for the original NLP information. | |
SmartPtr< IpoptNLP > | orig_ip_nlp_ |
Pointer to the original IpoptNLP. | |
SmartPtr< IpoptData > | orig_ip_data_ |
Pointer to the original IpoptData. | |
SmartPtr < IpoptCalculatedQuantities > | orig_ip_cq_ |
Pointer to the original IpoptCalculatedQuantities. | |
SmartPtr< CompoundVectorSpace > | x_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const VectorSpace > | c_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const VectorSpace > | d_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundVectorSpace > | x_l_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundMatrixSpace > | px_l_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const VectorSpace > | x_u_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundMatrixSpace > | px_u_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const VectorSpace > | d_l_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const MatrixSpace > | pd_l_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const VectorSpace > | d_u_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< const MatrixSpace > | pd_u_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundMatrixSpace > | jac_c_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundMatrixSpace > | jac_d_space_ |
Necessary Vector/Matrix spaces. | |
SmartPtr< CompoundSymMatrixSpace > | h_space_ |
Necessary Vector/Matrix spaces. | |
Storage for Model Quantities | |
SmartPtr< CompoundVector > | x_L_ |
Lower bounds on x. | |
SmartPtr< CompoundMatrix > | Px_L_ |
Permutation matrix (x_L_ -> x). | |
SmartPtr< const Vector > | x_U_ |
Upper bounds on x. | |
SmartPtr< CompoundMatrix > | Px_U_ |
Permutation matrix (x_U_ -> x). | |
SmartPtr< const Vector > | d_L_ |
Lower bounds on d. | |
SmartPtr< const Matrix > | Pd_L_ |
Permutation matrix (d_L_ -> d). | |
SmartPtr< const Vector > | d_U_ |
Upper bounds on d. | |
SmartPtr< const Matrix > | Pd_U_ |
Permutation matrix (d_U_ -> d. | |
Values particular to the restoration phase problem statement | |
Number | rho_ |
Penalty parameter for the $l_1$ norm. | |
Number | eta_factor_ |
scaling factor for eta calculation | |
Number | eta_mu_exponent_ |
exponent for mu in eta calculation | |
SmartPtr< Vector > | dr_x_ |
Scaling factors for the $x$ part of the regularization term. | |
SmartPtr< DiagMatrix > | DR_x_ |
Penalty parameter for the $l_1$ norm. | |
SmartPtr< Vector > | x_ref_ |
$x$ part of the reference point in the regularization term | |
Algorithmic parameter | |
bool | evaluate_orig_obj_at_resto_trial_ |
Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation. | |
HessianApproximationType | hessian_approximation_ |
Flag indicating how hessian information is obtained. | |
Counters for the function evaluations | |
Index | f_evals_ |
Index | grad_f_evals_ |
Index | c_evals_ |
Index | jac_c_evals_ |
Index | d_evals_ |
Index | jac_d_evals_ |
Index | h_evals_ |
This class maps the traditional NLP into something that is more useful by Ipopt.
This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.
Definition at line 30 of file IpRestoIpoptNLP.hpp.
Ipopt::RestoIpoptNLP::RestoIpoptNLP | ( | IpoptNLP & | orig_ip_nlp, | |
IpoptData & | orig_ip_data, | |||
IpoptCalculatedQuantities & | orig_ip_cq | |||
) |
Default destructor.
Ipopt::RestoIpoptNLP::~RestoIpoptNLP | ( | ) |
Default destructor.
Ipopt::RestoIpoptNLP::RestoIpoptNLP | ( | ) | [private] |
Default Constructor.
Ipopt::RestoIpoptNLP::RestoIpoptNLP | ( | const RestoIpoptNLP & | ) | [private] |
Copy Constructor.
virtual bool Ipopt::RestoIpoptNLP::Initialize | ( | const Journalist & | jnlst, | |
const OptionsList & | options, | |||
const std::string & | prefix | |||
) | [virtual] |
Initialize - overloaded from IpoptNLP.
Reimplemented from Ipopt::IpoptNLP.
virtual bool Ipopt::RestoIpoptNLP::InitializeStructures | ( | SmartPtr< Vector > & | x, | |
bool | init_x, | |||
SmartPtr< Vector > & | y_c, | |||
bool | init_y_c, | |||
SmartPtr< Vector > & | y_d, | |||
bool | init_y_d, | |||
SmartPtr< Vector > & | z_L, | |||
bool | init_z_L, | |||
SmartPtr< Vector > & | z_U, | |||
bool | init_z_U, | |||
SmartPtr< Vector > & | v_L, | |||
SmartPtr< Vector > & | v_U | |||
) | [virtual] |
Initialize (create) structures for the iteration data.
Implements Ipopt::IpoptNLP.
virtual bool Ipopt::RestoIpoptNLP::GetWarmStartIterate | ( | IteratesVector & | warm_start_iterate | ) | [inline, virtual] |
Method accessing the GetWarmStartIterate of the NLP.
Implements Ipopt::IpoptNLP.
Definition at line 56 of file IpRestoIpoptNLP.hpp.
void Ipopt::RestoIpoptNLP::FinalizeSolution | ( | SolverReturn | status, | |
const Vector & | x, | |||
const Vector & | z_L, | |||
const Vector & | z_U, | |||
const Vector & | c, | |||
const Vector & | d, | |||
const Vector & | y_c, | |||
const Vector & | y_d, | |||
Number | obj_value, | |||
const IpoptData * | ip_data, | |||
IpoptCalculatedQuantities * | ip_cq | |||
) | [inline, virtual] |
Solution Routines - overloaded from IpoptNLP.
Implements Ipopt::IpoptNLP.
Definition at line 63 of file IpRestoIpoptNLP.hpp.
virtual bool Ipopt::RestoIpoptNLP::objective_depends_on_mu | ( | ) | const [inline, virtual] |
Accessor methods for model data.
Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter
Reimplemented from Ipopt::IpoptNLP.
Definition at line 78 of file IpRestoIpoptNLP.hpp.
Objective value (incorrect version for restoration phase).
Implements Ipopt::IpoptNLP.
Objective value.
Implements Ipopt::IpoptNLP.
Gradient of the objective (incorrect version for restoration phase).
Implements Ipopt::IpoptNLP.
virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f | ( | const Vector & | x, | |
Number | mu | |||
) | [virtual] |
Gradient of the objective.
Implements Ipopt::IpoptNLP.
Equality constraint residual.
Implements Ipopt::IpoptNLP.
Jacobian Matrix for equality constraints.
Implements Ipopt::IpoptNLP.
Inequality constraint residual (reformulated as equalities with slacks.
Implements Ipopt::IpoptNLP.
Jacobian Matrix for inequality constraints.
Implements Ipopt::IpoptNLP.
virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h | ( | const Vector & | x, | |
Number | obj_factor, | |||
const Vector & | yc, | |||
const Vector & | yd | |||
) | [virtual] |
Hessian of the Lagrangian (incorrect version for restoration phase).
Implements Ipopt::IpoptNLP.
virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h | ( | const Vector & | x, | |
Number | obj_factor, | |||
const Vector & | yc, | |||
const Vector & | yd, | |||
Number | mu | |||
) | [virtual] |
Hessian of the Lagrangian.
Implements Ipopt::IpoptNLP.
Provides a Hessian matrix from the correct matrix space with uninitialized values.
This can be used in LeastSquareMults to obtain a "zero Hessian".
Implements Ipopt::IpoptNLP.
Permutation matrix (x_L_ -> x).
Implements Ipopt::IpoptNLP.
Definition at line 135 of file IpRestoIpoptNLP.hpp.
Permutation matrix (x_U_ -> x.
Implements Ipopt::IpoptNLP.
Definition at line 147 of file IpRestoIpoptNLP.hpp.
Permutation matrix (d_L_ -> d).
Implements Ipopt::IpoptNLP.
Definition at line 159 of file IpRestoIpoptNLP.hpp.
Permutation matrix (d_U_ -> d.
Implements Ipopt::IpoptNLP.
Definition at line 171 of file IpRestoIpoptNLP.hpp.
virtual SmartPtr<const SymMatrixSpace> Ipopt::RestoIpoptNLP::HessianMatrixSpace | ( | ) | const [inline, virtual] |
Accessor methods for model data.
Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter
Implements Ipopt::IpoptNLP.
Definition at line 176 of file IpRestoIpoptNLP.hpp.
virtual void Ipopt::RestoIpoptNLP::GetSpaces | ( | SmartPtr< const VectorSpace > & | x_space, | |
SmartPtr< const VectorSpace > & | c_space, | |||
SmartPtr< const VectorSpace > & | d_space, | |||
SmartPtr< const VectorSpace > & | x_l_space, | |||
SmartPtr< const MatrixSpace > & | px_l_space, | |||
SmartPtr< const VectorSpace > & | x_u_space, | |||
SmartPtr< const MatrixSpace > & | px_u_space, | |||
SmartPtr< const VectorSpace > & | d_l_space, | |||
SmartPtr< const MatrixSpace > & | pd_l_space, | |||
SmartPtr< const VectorSpace > & | d_u_space, | |||
SmartPtr< const MatrixSpace > & | pd_u_space, | |||
SmartPtr< const MatrixSpace > & | Jac_c_space, | |||
SmartPtr< const MatrixSpace > & | Jac_d_space, | |||
SmartPtr< const SymMatrixSpace > & | Hess_lagrangian_space | |||
) | [virtual] |
Accessor method for vector/matrix spaces pointers.
Implements Ipopt::IpoptNLP.
virtual void Ipopt::RestoIpoptNLP::AdjustVariableBounds | ( | const Vector & | new_x_L, | |
const Vector & | new_x_U, | |||
const Vector & | new_d_L, | |||
const Vector & | new_d_U | |||
) | [virtual] |
Method for adapting the variable bounds.
This is called if slacks are becoming too small
Implements Ipopt::IpoptNLP.
bool Ipopt::RestoIpoptNLP::IntermediateCallBack | ( | AlgorithmMode | mode, | |
Index | iter, | |||
Number | obj_value, | |||
Number | inf_pr, | |||
Number | inf_du, | |||
Number | mu, | |||
Number | d_norm, | |||
Number | regularization_size, | |||
Number | alpha_du, | |||
Number | alpha_pr, | |||
Index | ls_trials, | |||
SmartPtr< const IpoptData > | ip_data, | |||
SmartPtr< IpoptCalculatedQuantities > | ip_cq | |||
) | [virtual] |
User callback method.
Implements Ipopt::IpoptNLP.
IpoptNLP& Ipopt::RestoIpoptNLP::OrigIpNLP | ( | ) | const [inline] |
Definition at line 218 of file IpRestoIpoptNLP.hpp.
IpoptData& Ipopt::RestoIpoptNLP::OrigIpData | ( | ) | const [inline] |
Definition at line 222 of file IpRestoIpoptNLP.hpp.
IpoptCalculatedQuantities& Ipopt::RestoIpoptNLP::OrigIpCq | ( | ) | const [inline] |
Definition at line 226 of file IpRestoIpoptNLP.hpp.
Number Ipopt::RestoIpoptNLP::Rho | ( | ) | const [inline] |
Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
Definition at line 234 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::f_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 241 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::grad_f_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 245 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::c_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 249 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::jac_c_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 253 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::d_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 257 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::jac_d_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 261 of file IpRestoIpoptNLP.hpp.
virtual Index Ipopt::RestoIpoptNLP::h_evals | ( | ) | const [inline, virtual] |
Implements Ipopt::IpoptNLP.
Definition at line 265 of file IpRestoIpoptNLP.hpp.
Method to calculate eta, the factor for the regularization term.
Method returning the scaling factors for the 2-norm penalization term.
Definition at line 276 of file IpRestoIpoptNLP.hpp.
static void Ipopt::RestoIpoptNLP::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
Called by IpoptType to register the options
void Ipopt::RestoIpoptNLP::operator= | ( | const RestoIpoptNLP & | ) | [private] |
Overloaded Equals Operator.
SmartPtr<IpoptNLP> Ipopt::RestoIpoptNLP::orig_ip_nlp_ [private] |
Pointer to the original IpoptNLP.
Definition at line 291 of file IpRestoIpoptNLP.hpp.
SmartPtr<IpoptData> Ipopt::RestoIpoptNLP::orig_ip_data_ [private] |
Pointer to the original IpoptData.
Definition at line 294 of file IpRestoIpoptNLP.hpp.
Pointer to the original IpoptCalculatedQuantities.
Definition at line 297 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 302 of file IpRestoIpoptNLP.hpp.
SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::c_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 304 of file IpRestoIpoptNLP.hpp.
SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 306 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 308 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 310 of file IpRestoIpoptNLP.hpp.
SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::x_u_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 312 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 314 of file IpRestoIpoptNLP.hpp.
SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_l_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 316 of file IpRestoIpoptNLP.hpp.
SmartPtr<const MatrixSpace> Ipopt::RestoIpoptNLP::pd_l_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 318 of file IpRestoIpoptNLP.hpp.
SmartPtr<const VectorSpace> Ipopt::RestoIpoptNLP::d_u_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 320 of file IpRestoIpoptNLP.hpp.
SmartPtr<const MatrixSpace> Ipopt::RestoIpoptNLP::pd_u_space_ [private] |
Necessary Vector/Matrix spaces.
Definition at line 322 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 324 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 326 of file IpRestoIpoptNLP.hpp.
Necessary Vector/Matrix spaces.
Definition at line 328 of file IpRestoIpoptNLP.hpp.
SmartPtr<CompoundVector> Ipopt::RestoIpoptNLP::x_L_ [private] |
Lower bounds on x.
Definition at line 334 of file IpRestoIpoptNLP.hpp.
SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_L_ [private] |
Permutation matrix (x_L_ -> x).
Definition at line 337 of file IpRestoIpoptNLP.hpp.
SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_U_ [private] |
Upper bounds on x.
Definition at line 340 of file IpRestoIpoptNLP.hpp.
SmartPtr<CompoundMatrix> Ipopt::RestoIpoptNLP::Px_U_ [private] |
Permutation matrix (x_U_ -> x).
Definition at line 343 of file IpRestoIpoptNLP.hpp.
SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_L_ [private] |
Lower bounds on d.
Definition at line 346 of file IpRestoIpoptNLP.hpp.
SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_L_ [private] |
Permutation matrix (d_L_ -> d).
Definition at line 349 of file IpRestoIpoptNLP.hpp.
SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_U_ [private] |
Upper bounds on d.
Definition at line 352 of file IpRestoIpoptNLP.hpp.
SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_U_ [private] |
Permutation matrix (d_U_ -> d.
Definition at line 355 of file IpRestoIpoptNLP.hpp.
Number Ipopt::RestoIpoptNLP::rho_ [private] |
Penalty parameter for the $l_1$ norm.
Definition at line 362 of file IpRestoIpoptNLP.hpp.
Number Ipopt::RestoIpoptNLP::eta_factor_ [private] |
scaling factor for eta calculation
Definition at line 364 of file IpRestoIpoptNLP.hpp.
Number Ipopt::RestoIpoptNLP::eta_mu_exponent_ [private] |
exponent for mu in eta calculation
Definition at line 366 of file IpRestoIpoptNLP.hpp.
SmartPtr<Vector> Ipopt::RestoIpoptNLP::dr_x_ [private] |
Scaling factors for the $x$ part of the regularization term.
Definition at line 369 of file IpRestoIpoptNLP.hpp.
SmartPtr<DiagMatrix> Ipopt::RestoIpoptNLP::DR_x_ [private] |
Penalty parameter for the $l_1$ norm.
Definition at line 370 of file IpRestoIpoptNLP.hpp.
SmartPtr<Vector> Ipopt::RestoIpoptNLP::x_ref_ [private] |
$x$ part of the reference point in the regularization term
Definition at line 372 of file IpRestoIpoptNLP.hpp.
bool Ipopt::RestoIpoptNLP::evaluate_orig_obj_at_resto_trial_ [private] |
Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.
Definition at line 398 of file IpRestoIpoptNLP.hpp.
Flag indicating how hessian information is obtained.
Definition at line 400 of file IpRestoIpoptNLP.hpp.
bool Ipopt::RestoIpoptNLP::initialized_ [private] |
Flag indicating if initialization method has been called.
Definition at line 404 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::f_evals_ [private] |
Definition at line 408 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::grad_f_evals_ [private] |
Definition at line 409 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::c_evals_ [private] |
Definition at line 410 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::jac_c_evals_ [private] |
Definition at line 411 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::d_evals_ [private] |
Definition at line 412 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::jac_d_evals_ [private] |
Definition at line 413 of file IpRestoIpoptNLP.hpp.
Index Ipopt::RestoIpoptNLP::h_evals_ [private] |
Definition at line 414 of file IpRestoIpoptNLP.hpp.