Ipopt 3.11.9
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IpCGPenaltyCq.hpp
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1// Copyright (C) 2007, 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpCGPenaltyCq.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Andreas Waechter IBM 2007-06-04
8// derived from IpIpoptCalculatedQuantities.hpp
9
10#ifndef __IPCGPENALTYCQ_HPP__
11#define __IPCGPENALTYCQ_HPP__
12
14#include "IpCGPenaltyData.hpp"
15
16namespace Ipopt
17{
18
23 {
24 public:
25
30 IpoptData* ip_data,
32
34 virtual ~CGPenaltyCq();
36
40 bool Initialize(const Journalist& jnlst,
41 const OptionsList& options,
42 const std::string& prefix);
43
46
53
64
67
68
73
76
80
83 static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
85
86 private:
97
100
102 void operator=(const CGPenaltyCq&);
104
113
116 {
117 CGPenaltyData& cg_pen_data =
118 static_cast<CGPenaltyData&>(ip_data_->AdditionalData());
119 DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&ip_data_->AdditionalData()));
120 return cg_pen_data;
121 }
122
139
144
148 };
149
150} // namespace Ipopt
151
152#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Number reference_infeasibility_
Parameters for penalty method.
CachedResults< Number > curr_fast_direct_deriv_penalty_function_cache_
CachedResults< Number > curr_direct_deriv_penalty_function_cache_
Cache for the directional derivative of the penalty function at current point with step in delta.
CGPenaltyCq(IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cg)
Constructor.
Number curr_penalty_function()
Method for the penalty function at current point.
IpoptCalculatedQuantities * ip_cq_
Number curr_jac_cd_norm(Index nrm_type)
Compute ||delta_c, delta_d||_infty.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
CachedResults< Number > curr_scaled_y_Amax_cache_
virtual ~CGPenaltyCq()
Default destructor.
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
CachedResults< Number > curr_jac_cd_norm_cache_
CachedResults< Number > curr_added_y_nrm2_cache_
Number curr_fast_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current "fast" st...
Number compute_curr_cg_penalty(const Number)
Method for choose line search penalty parameter.
Number trial_penalty_function()
Method for the penalty function at trial point.
CachedResults< Number > trial_penalty_function_cache_
Cache for the penalty function at trial point.
CachedResults< Number > curr_cg_pert_fact_cache_
Cache for Chen-Goldfarb perturbation factor.
CGPenaltyCq()
Default Constructor.
Number compute_curr_cg_penalty_scale()
Method for choose penalty parameters for scaling the KKT system
Number dT_times_barH_times_d()
Quality of d^T Aug(H) d.
CGPenaltyCq(const CGPenaltyCq &)
Copy Constructor.
Number curr_cg_pert_fact()
Method for the current value for the perturbation factor for the Chen-Goldfarb method.
Number curr_added_y_nrm2()
Compute the 2-norm of y plus delta y.
Number curr_scaled_y_Amax()
Compute gradient scaling based y->Amax.
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
CachedResults< Number > curr_penalty_function_cache_
Cache for the penalty function at current point.
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Number curr_direct_deriv_penalty_function()
Method for the directional derivative of the penalty function at current point with current step in d...
void operator=(const CGPenaltyCq &)
Overloaded Equals Operator.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
Templated class for Cached Results.
Base class for additional calculated quantities that is special to a particular type of algorithm,...
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Class responsible for all message output.
This class stores a list of user set options.
Template class for Smart Pointers.
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17