Ipopt
trunk
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Class for all Chen-Goldfarb penalty method specific calculated quantities. More...
#include <IpInexactCq.hpp>
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. | |
SmartPtr< const Vector > | curr_jac_cdT_times_curr_cdminuss () |
Gradient of infeasibility w.r.t. | |
SmartPtr< const Vector > | curr_scaling_slacks () |
Vector of all inequality slacks for doing the slack-based scaling. | |
SmartPtr< const Vector > | curr_slack_scaled_d_minus_s () |
Vector with the slack-scaled d minus s inequalities. | |
Number | curr_scaled_Ac_norm () |
Scaled norm of Ac. | |
Number | curr_scaled_A_norm2 () |
Scaled, squared norm of A. | |
Number | slack_scaled_norm (const Vector &x, const Vector &s) |
Compute the 2-norm of a slack-scaled vector with x and s component. | |
SmartPtr< const Vector > | curr_W_times_vec_x (const Vector &vec_x) |
Compute x component of the W*vec product for the current Hessian and a vector. | |
SmartPtr< const Vector > | curr_W_times_vec_s (const Vector &vec_s) |
Compute s component of the W*vec product for the current Hessian and a vector. | |
SmartPtr< const Vector > | curr_Wu_x () |
Compute x component of the W*u product for the current values. | |
SmartPtr< const Vector > | curr_Wu_s () |
Compute s component of the W*u product for the current values. | |
Number | curr_uWu () |
Compute the u^T*W*u product for the current values. | |
SmartPtr< const Vector > | curr_jac_times_normal_c () |
Compute the c-component of the product of the current constraint Jacobian with the current normal step. | |
SmartPtr< const Vector > | curr_jac_times_normal_d () |
Compute the d-component of the product of the current constraint Jacobian with the current normal step. | |
Constructors/Destructors | |
InexactCq (IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) | |
Constructor. | |
virtual | ~InexactCq () |
Default destructor. | |
Static Public Member Functions | |
static void | RegisterOptions (const SmartPtr< RegisteredOptions > &roptions) |
Methods for IpoptType. | |
Private Member Functions | |
InexactData & | InexData () |
Method to easily access Inexact 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. | |
InexactCq () | |
Default Constructor. | |
InexactCq (const InexactCq &) | |
Copy Constructor. | |
void | operator= (const InexactCq &) |
Overloaded Equals Operator. | |
Private Attributes | |
Number | slack_scale_max_ |
Upper bound on slack-based scaling factors. | |
Pointers for easy access to data and NLP information. To | |
avoid circular references of Smart Pointers, we use a regular pointer here. | |
IpoptNLP * | ip_nlp_ |
IpoptData * | ip_data_ |
IpoptCalculatedQuantities * | ip_cq_ |
Caches | |
CachedResults< SmartPtr< const Vector > > | curr_jac_cdT_times_curr_cdminuss_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_scaling_slacks_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_slack_scaled_d_minus_s_cache_ |
CachedResults< Number > | curr_scaled_Ac_norm_cache_ |
CachedResults< Number > | slack_scaled_norm_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_W_times_vec_x_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_W_times_vec_s_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_Wu_x_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_Wu_s_cache_ |
CachedResults< Number > | curr_uWu_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_jac_times_normal_c_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_jac_times_normal_d_cache_ |
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition at line 22 of file IpInexactCq.hpp.
Ipopt::InexactCq::InexactCq | ( | IpoptNLP * | ip_nlp, |
IpoptData * | ip_data, | ||
IpoptCalculatedQuantities * | ip_cq | ||
) |
Constructor.
virtual Ipopt::InexactCq::~InexactCq | ( | ) | [virtual] |
Default destructor.
Ipopt::InexactCq::InexactCq | ( | ) | [private] |
Default Constructor.
Ipopt::InexactCq::InexactCq | ( | const InexactCq & | ) | [private] |
Copy Constructor.
bool Ipopt::InexactCq::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.
static void Ipopt::InexactCq::RegisterOptions | ( | const SmartPtr< RegisteredOptions > & | roptions | ) | [static] |
Methods for IpoptType.
Gradient of infeasibility w.r.t.
x. Jacobian of equality constraints transpose times the equality constraints plus Jacobian of the inequality constraints transpose times the inequality constraints (including slacks).
SmartPtr<const Vector> Ipopt::InexactCq::curr_scaling_slacks | ( | ) |
Vector of all inequality slacks for doing the slack-based scaling.
Vector with the slack-scaled d minus s inequalities.
Scaled norm of Ac.
Scaled, squared norm of A.
Number Ipopt::InexactCq::slack_scaled_norm | ( | const Vector & | x, |
const Vector & | s | ||
) |
Compute the 2-norm of a slack-scaled vector with x and s component.
SmartPtr<const Vector> Ipopt::InexactCq::curr_W_times_vec_x | ( | const Vector & | vec_x | ) |
Compute x component of the W*vec product for the current Hessian and a vector.
SmartPtr<const Vector> Ipopt::InexactCq::curr_W_times_vec_s | ( | const Vector & | vec_s | ) |
Compute s component of the W*vec product for the current Hessian and a vector.
SmartPtr<const Vector> Ipopt::InexactCq::curr_Wu_x | ( | ) |
Compute x component of the W*u product for the current values.
u here is the tangential step.
SmartPtr<const Vector> Ipopt::InexactCq::curr_Wu_s | ( | ) |
Compute s component of the W*u product for the current values.
u here is the tangential step.
Compute the u^T*W*u product for the current values.
u here is the tangential step.
Compute the c-component of the product of the current constraint Jacobian with the current normal step.
Compute the d-component of the product of the current constraint Jacobian with the current normal step.
void Ipopt::InexactCq::operator= | ( | const InexactCq & | ) | [private] |
Overloaded Equals Operator.
InexactData& Ipopt::InexactCq::InexData | ( | ) | [inline, private] |
Method to easily access Inexact data.
Definition at line 128 of file IpInexactCq.hpp.
IpoptNLP* Ipopt::InexactCq::ip_nlp_ [private] |
Definition at line 122 of file IpInexactCq.hpp.
IpoptData* Ipopt::InexactCq::ip_data_ [private] |
Definition at line 123 of file IpInexactCq.hpp.
Definition at line 124 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_cdT_times_curr_cdminuss_cache_ [private] |
Definition at line 138 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_scaling_slacks_cache_ [private] |
Definition at line 139 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_slack_scaled_d_minus_s_cache_ [private] |
Definition at line 140 of file IpInexactCq.hpp.
Definition at line 141 of file IpInexactCq.hpp.
Definition at line 142 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_W_times_vec_x_cache_ [private] |
Definition at line 143 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_W_times_vec_s_cache_ [private] |
Definition at line 144 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_Wu_x_cache_ [private] |
Definition at line 145 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_Wu_s_cache_ [private] |
Definition at line 146 of file IpInexactCq.hpp.
CachedResults<Number> Ipopt::InexactCq::curr_uWu_cache_ [private] |
Definition at line 147 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_times_normal_c_cache_ [private] |
Definition at line 148 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_times_normal_d_cache_ [private] |
Definition at line 149 of file IpInexactCq.hpp.
Number Ipopt::InexactCq::slack_scale_max_ [private] |
Upper bound on slack-based scaling factors.
Definition at line 153 of file IpInexactCq.hpp.