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Ipopt::CGPenaltyCq Class Reference

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

#include <IpCGPenaltyCq.hpp>

+ Inheritance diagram for Ipopt::CGPenaltyCq:

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_
CachedResults< Numbercurr_jac_cd_norm_cache_
CachedResults< Numbercurr_scaled_y_Amax_cache_
CachedResults< Numbercurr_added_y_nrm2_cache_
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 22 of file IpCGPenaltyCq.hpp.


Constructor & Destructor Documentation

Constructor.

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

Default destructor.

Default Constructor.

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.

Compute ||delta_c, delta_d||_infty.

Compute gradient scaling based y->Amax.

Compute the 2-norm of y plus delta y.

Method for the penalty function at current point.

Method for the penalty function at trial point.

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

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

Quality of d^T Aug(H) d.

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

Method for choose line search penalty parameter.

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.

Method to easily access CGPenalty data.

Definition at line 115 of file IpCGPenaltyCq.hpp.


Member Data Documentation

Definition at line 109 of file IpCGPenaltyCq.hpp.

Definition at line 110 of file IpCGPenaltyCq.hpp.

Definition at line 111 of file IpCGPenaltyCq.hpp.

Definition at line 125 of file IpCGPenaltyCq.hpp.

Definition at line 126 of file IpCGPenaltyCq.hpp.

Definition at line 127 of file IpCGPenaltyCq.hpp.

Definition at line 128 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at current point.

Definition at line 130 of file IpCGPenaltyCq.hpp.

Cache for the penalty function at trial point.

Definition at line 132 of file IpCGPenaltyCq.hpp.

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

Definition at line 135 of file IpCGPenaltyCq.hpp.

Cache for Chen-Goldfarb perturbation factor.

Definition at line 137 of file IpCGPenaltyCq.hpp.

Parameters for penalty method.

Definition at line 142 of file IpCGPenaltyCq.hpp.

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

Definition at line 147 of file IpCGPenaltyCq.hpp.


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