Ipopt Documentation  
IpDefaultIterateInitializer.hpp
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1 // Copyright (C) 2004, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Carl Laird, Andreas Waechter IBM 2004-09-24
6 
7 #ifndef __IPDEFAULTITERATEINITIALIZER_HPP__
8 #define __IPDEFAULTITERATEINITIALIZER_HPP__
9 
10 #include "IpIterateInitializer.hpp"
11 #include "IpEqMultCalculator.hpp"
12 #include "IpAugSystemSolver.hpp"
13 
14 namespace Ipopt
15 {
16 
24 {
25 public:
37  const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
38  const SmartPtr<IterateInitializer>& warm_start_initializer,
39  const SmartPtr<AugSystemSolver> aug_system_solver = NULL
40  );
41 
44  { }
46 
48  virtual bool InitializeImpl(
49  const OptionsList& options,
50  const std::string& prefix
51  );
52 
56  virtual bool SetInitialIterates();
57 
63  static void push_variables(
64  const Journalist& jnlst,
65  Number bound_push,
66  Number bound_frac,
67  std::string name,
68  const Vector& orig_x,
70  const Vector& x_L,
71  const Vector& x_U,
72  const Matrix& Px_L,
73  const Matrix& Px_U
74  );
75 
85  static void least_square_mults(
86  const Journalist& jnlst,
87  IpoptNLP& ip_nlp,
88  IpoptData& ip_data,
90  const SmartPtr<EqMultiplierCalculator>& eq_mult_calculator,
91  Number constr_mult_init_max
92  );
93 
95  static void RegisterOptions(
96  SmartPtr<RegisteredOptions> reg_options
97  );
99 
103  {
105  B_MU_BASED
106  };
108 private:
121 
125  );
126 
128  void operator=(
130  );
132 
143 
166 
171 
174 
181 
184  Vector& x_ls,
185  Vector& s_ls
186  );
187 
190  Vector& zL_new,
191  Vector& zU_new,
192  Vector& vL_new,
193  Vector& vU_new,
194  Vector& yc_new,
195  Vector& yd_new
196  );
197 };
198 
199 } // namespace Ipopt
200 
201 #endif
Class implementing the default initialization procedure (based on user options) for the iterates.
static void push_variables(const Journalist &jnlst, Number bound_push, Number bound_frac, std::string name, const Vector &orig_x, SmartPtr< const Vector > &new_x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U)
Auxiliary function for moving the initial point.
Number slack_bound_frac_
Relative parameter for bumping s0.
bool CalculateLeastSquareDuals(Vector &zL_new, Vector &zU_new, Vector &vL_new, Vector &vU_new, Vector &yc_new, Vector &yd_new)
Auxiliary method for computing least square dual variables.
Number mu_init_
Initial value of barrier parameter.
DefaultIterateInitializer(const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, const SmartPtr< IterateInitializer > &warm_start_initializer, const SmartPtr< AugSystemSolver > aug_system_solver=NULL)
Constructor.
DefaultIterateInitializer()
Default Constructor.
SmartPtr< AugSystemSolver > aug_system_solver_
Object for solving the augmented system.
bool CalculateLeastSquarePrimals(Vector &x_ls, Vector &s_ls)
Auxiliary method for computing least square primal variables.
BoundMultInitMethod bound_mult_init_method_
Flag indicating how bound multipliers are initialized.
Number constr_mult_init_max_
If max-norm of the initial equality constraint multiplier estimate is larger than this,...
bool least_square_init_primal_
Flag indicating whether the primal variables should be initialized as least square fit for the linear...
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Number slack_bound_push_
Absolute parameter for bumping s0.
bool warm_start_init_point_
Flag indicating whether warm_start_initializer should be used instead of the default initialization.
SmartPtr< IterateInitializer > warm_start_initializer_
object to be used for a warm start initialization
Number bound_mult_init_val_
Initial value for all bound multipliers.
Number bound_frac_
Relative parameter for bumping x0.
DefaultIterateInitializer(const DefaultIterateInitializer &)
Copy Constructor.
Number bound_push_
Absolute parameter for bumping x0.
bool least_square_init_duals_
Flag indicating whether all dual variables should be initialized as least square fit for the lineariz...
static void least_square_mults(const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, Number constr_mult_init_max)
Auxiliary function for computing least_square multipliers.
void operator=(const DefaultIterateInitializer &)
Default Assignment Operator.
SmartPtr< EqMultiplierCalculator > eq_mult_calculator_
object to be used for the initialization of the equality constraint multipliers.
virtual bool SetInitialIterates()
Compute the initial iterates and set the into the curr field of the ip_data object.
static void RegisterOptions(SmartPtr< RegisteredOptions > reg_options)
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:28
Base class for all methods for initializing the iterates.
Class responsible for all message output.
Matrix Base Class.
Definition: IpMatrix.hpp:28
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Vector Base Class.
Definition: IpVector.hpp:48
This file contains a base class for all exceptions and a set of macros to help with exceptions.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15