Class for all Chen-Goldfarb penalty method specific calculated quantities. More...
#include <IpCGPenaltyCq.hpp>
Public Member Functions | |
Constructors/Destructors | |
CGPenaltyCq (IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cg) | |
Constructor. More... | |
virtual | ~CGPenaltyCq () |
Default destructor. More... | |
bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
This method must be called to initialize the global algorithmic parameters. More... | |
![]() | |
IpoptAdditionalCq () | |
Default Constructor. More... | |
virtual | ~IpoptAdditionalCq () |
Destructor. More... | |
![]() | |
ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
Private Member Functions | |
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. More... | |
CGPenaltyCq (const CGPenaltyCq &) | |
Copy Constructor. More... | |
void | operator= (const CGPenaltyCq &) |
Default Assignment Operator. More... | |
Private Attributes | |
Caches for the Chen-Goldfarb line search | |
CachedResults< Number > | curr_fast_direct_deriv_penalty_function_cache_ |
CachedResults< Number > | curr_jac_cd_norm_cache_ |
CachedResults< Number > | curr_scaled_y_Amax_cache_ |
CachedResults< Number > | curr_added_y_nrm2_cache_ |
CachedResults< Number > | curr_penalty_function_cache_ |
Cache for the penalty function at current point. More... | |
CachedResults< Number > | trial_penalty_function_cache_ |
Cache for the penalty function at trial point. More... | |
CachedResults< Number > | curr_direct_deriv_penalty_function_cache_ |
Cache for the directional derivative of the penalty function at current point with step in delta. More... | |
CachedResults< Number > | curr_cg_pert_fact_cache_ |
Cache for Chen-Goldfarb perturbation factor. More... | |
Number | reference_infeasibility_ |
Parameters for penalty method. More... | |
bool | initialize_called_ |
flag indicating if Initialize method has been called (for debugging) More... | |
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_ |
CGPenaltyData & | CGPenData () |
Method to easily access CGPenalty data. More... | |
Methods for the Chen-Goldfarb line search | |
Number | curr_jac_cd_norm (Index nrm_type) |
Compute ||delta_c, delta_d||_infty. More... | |
Number | curr_scaled_y_Amax () |
Compute gradient scaling based y->Amax. More... | |
Number | curr_added_y_nrm2 () |
Compute the 2-norm of y plus delta y. More... | |
Number | curr_penalty_function () |
Method for the penalty function at current point. More... | |
Number | trial_penalty_function () |
Method for the penalty function at trial point. More... | |
Number | curr_direct_deriv_penalty_function () |
Method for the directional derivative of the penalty function at current point with current step in delta. More... | |
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. More... | |
Number | dT_times_barH_times_d () |
Quality of d^T Aug(H) d. More... | |
Number | curr_cg_pert_fact () |
Method for the current value for the perturbation factor for the Chen-Goldfarb method. More... | |
Number | compute_curr_cg_penalty (const Number) |
Method for choose line search penalty parameter. More... | |
Number | compute_curr_cg_penalty_scale () |
Method for choose penalty parameters for scaling the KKT system More... | |
static void | RegisterOptions (const SmartPtr< RegisteredOptions > &roptions) |
Methods for IpoptType. More... | |
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition at line 20 of file IpCGPenaltyCq.hpp.
Ipopt::CGPenaltyCq::CGPenaltyCq | ( | IpoptNLP * | ip_nlp, |
IpoptData * | ip_data, | ||
IpoptCalculatedQuantities * | ip_cg | ||
) |
Constructor.
|
virtual |
Default destructor.
|
private |
Default Constructor.
|
private |
Copy Constructor.
|
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_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 |
Methods for IpoptType.
|
private |
Default Assignment Operator.
|
inlineprivate |
Method to easily access CGPenalty data.
Definition at line 129 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 123 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 124 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 125 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 138 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 139 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 140 of file IpCGPenaltyCq.hpp.
|
private |
Definition at line 141 of file IpCGPenaltyCq.hpp.
|
private |
Cache for the penalty function at current point.
Definition at line 143 of file IpCGPenaltyCq.hpp.
|
private |
Cache for the penalty function at trial point.
Definition at line 145 of file IpCGPenaltyCq.hpp.
|
private |
Cache for the directional derivative of the penalty function at current point with step in delta.
Definition at line 148 of file IpCGPenaltyCq.hpp.
|
private |
Cache for Chen-Goldfarb perturbation factor.
Definition at line 150 of file IpCGPenaltyCq.hpp.
|
private |
Parameters for penalty method.
Definition at line 155 of file IpCGPenaltyCq.hpp.
|
private |
flag indicating if Initialize method has been called (for debugging)
Definition at line 160 of file IpCGPenaltyCq.hpp.