Ipopt 3.11.9
IpCGSearchDirCalc.hpp
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1// Copyright (C) 2005, 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpCGSearchDirCalc.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Andreas Waechter IBM 2005-10-13
8//
9// Lifeng Chen/Zaiwen Wen Columbia Univ
10
11#ifndef __IPCGSEARCHDIRCALC_HPP__
12#define __IPCGSEARCHDIRCALC_HPP__
13
15#include "IpPDSystemSolver.hpp"
16#include "IpCGPenaltyCq.hpp"
17
18namespace Ipopt
19{
20
26 {
27 public:
32
36
38 virtual bool InitializeImpl(const OptionsList& options,
39 const std::string& prefix);
40
44 virtual bool ComputeSearchDirection();
45
50
51 private:
62
65
69
72 {
73 CGPenaltyData& cg_pen_data =
74 static_cast<CGPenaltyData&>(IpData().AdditionalData());
75 DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
76 return cg_pen_data;
77 }
78
81 {
82 CGPenaltyCq& cg_pen_cq =
83 static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
84 DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
85 return cg_pen_cq;
86 }
87
99
100
101
105
108
117
121
125
130 };
131
132} // namespace Ipopt
133
134#endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
IpoptCalculatedQuantities & IpCq() const
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the curren...
Number pen_des_fact_
parameters used in computation of line search penalty parameter and KKT perturbation parameters
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number penalty_init_min_
safeguard factor for bound multipliers.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
CGPenaltyCq & CGPenCq()
Method to easily access CGPenalty calculated quantities.
void operator=(const CGSearchDirCalculator &)
Overloaded Equals Operator.
CGSearchDirCalculator(const CGSearchDirCalculator &)
Copy Constructor.
bool penalty_backward_
Algorithm type.
Index nonmonotone_pen_update_counter_
Counter for how many times the pen para is updated nonmonotonically.
bool never_use_fact_cgpen_direction_
Flag indicating whether the fast Chen-Goldfarb direction should never be used.
SmartPtr< PDSystemSolver > pd_solver_
CGSearchDirCalculator(const SmartPtr< PDSystemSolver > &pd_solver)
Constructor.
CGSearchDirCalculator()
Default Constructor.
Number penalty_init_max_
Maximal value for initial penalty parameter.
virtual bool ComputeSearchDirection()
Method for computing the search direction.
Number penalty_max_
Maximal value for penalty parameters.
Number kappa_x_dis_
parameters used to check if the fast direction can be used as the line search direction
virtual ~CGSearchDirCalculator()
Default destructor.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
This class stores a list of user set options.
Base class for computing the search direction for the line search.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
double Number
Type of all numbers.
Definition: IpTypes.hpp:17