Ipopt 3.11.9
IpPDPerturbationHandler.hpp
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1// Copyright (C) 2005, 2007 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpPDPerturbationHandler.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2005-08-04
8
9#ifndef __IPPDPERTURBATIONHANDLER_HPP__
10#define __IPPDPERTURBATIONHANDLER_HPP__
11
12#include "IpAlgStrategy.hpp"
13
14namespace Ipopt
15{
16
25 {
26 public:
33 {}
35
36 /* overloaded from AlgorithmStrategyObject */
37 virtual bool InitializeImpl(const OptionsList& options,
38 const std::string& prefix);
39
46 virtual bool ConsiderNewSystem(Number& delta_x, Number& delta_s,
47 Number& delta_c, Number& delta_d);
48
53 virtual bool PerturbForSingularity(Number& delta_x, Number& delta_s,
54 Number& delta_c, Number& delta_d);
55
60 virtual bool PerturbForWrongInertia(Number& delta_x, Number& delta_s,
61 Number& delta_c, Number& delta_d);
62
65 virtual void CurrentPerturbation(Number& delta_x, Number& delta_s,
66 Number& delta_c, Number& delta_d);
67
72
73 protected:
84
88
100
113
117
122 {
126 };
127
131
135
140
143 {
149 };
150
154
183
190 Number& delta_c, Number& delta_d);
191
199
200 };
201
202} // namespace Ipopt
203
204#endif
This is the base class for all algorithm strategy objects.
This class stores a list of user set options.
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Number delta_d_last_
The last nonzero value for delta_d.
virtual void CurrentPerturbation(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
Just return the perturbation values that have been determined most recently.
Index degen_iters_
Flag counting matrices in which degeneracy was observed in the first successive iterations.
bool get_deltas_for_wrong_inertia(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.
virtual bool PerturbForSingularity(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns pertubation factors for the case when the most recent factorization resulted in a...
DegenType hess_degenerate_
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
virtual ~PDPerturbationHandler()
Default destructor.
virtual bool PerturbForWrongInertia(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns pertubation factors for the case when the most recent factorization resulted in a...
DegenType jac_degenerate_
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.
Number delta_xs_dec_fact_
Decrease factor for delta_xs for later perturbations.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
void operator=(const PDPerturbationHandler &)
Overloaded Equals Operator.
Number delta_cd_exp_
Exponent on mu in formula for of perturbation for c and d blocks.
Number delta_x_curr_
The current value for delta_x.
Number delta_xs_init_
Very first trial value for delta_xs perturbation.
Number delta_cd_val_
Size of perturbation for c and d blocks.
Number delta_c_curr_
The current value for delta_c.
DegenType
Type for degeneracy flags.
Number delta_s_curr_
The current value for delta_s.
virtual bool ConsiderNewSystem(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method must be called for each new matrix, and before any other method for generating perturbati...
Number delta_d_curr_
The current value for delta_d.
Number delta_s_last_
The last nonzero value for delta_s.
Number delta_xs_inc_fact_
Increase factor for delta_xs for later perturbations.
bool reset_last_
Flag indicating whether the new values are based on the perturbations in the last iteration or in the...
bool perturb_always_cd_
Flag indicating that the delta_c, delta_d perturbation should always be used.
Index degen_iters_max_
Required number of iterations for degeneracy conclusions.
Number delta_xs_first_inc_fact_
Increase factor for delta_xs for first required perturbation.
Number delta_xs_min_
Smallest possible perturbation for x and s.
PDPerturbationHandler(const PDPerturbationHandler &)
Copy Constructor.
PDPerturbationHandler()
Default Constructor.
TrialStatus test_status_
Current status.
Number delta_cd()
Compute perturbation value for constraints.
Number delta_x_last_
The last nonzero value for delta_x.
Number delta_c_last_
The last nonzero value for delta_c.
TrialStatus
Status of current trial configuration.
void finalize_test()
This method is call whenever a matrix had been factorization and is not singular.
Number delta_xs_max_
Maximal perturbation for x and s.
bool get_deltas_for_wrong_inertia_called_
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.
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