Ipopt 3.11.9
Loading...
Searching...
No Matches
IpProbingMuOracle.hpp
Go to the documentation of this file.
1// Copyright (C) 2004, 2006 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpProbingMuOracle.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPPROBINGMUORACLE_HPP__
10#define __IPPROBINGMUORACLE_HPP__
11
12#include "IpMuOracle.hpp"
13#include "IpPDSystemSolver.hpp"
14
15namespace Ipopt
16{
17
22 {
23 public:
31
33 virtual bool InitializeImpl(const OptionsList& options,
34 const std::string& prefix);
35
40 virtual bool CalculateMu(Number mu_min, Number mu_max, Number& new_mu);
41
46
47 private:
56
61
65
70
75 Number alpha_dual,
76 const IteratesVector& step);
77
83 };
84
85} // namespace Ipopt
86
87#endif
Specialized CompoundVector class specifically for the algorithm iterates.
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter t...
This class stores a list of user set options.
Implementation of the probing strategy for computing the barrier parameter.
ProbingMuOracle(const SmartPtr< PDSystemSolver > &pd_solver)
Constructor.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
void operator=(const ProbingMuOracle &)
Overloaded Equals Operator.
virtual ~ProbingMuOracle()
Default destructor.
virtual bool CalculateMu(Number mu_min, Number mu_max, Number &new_mu)
Method for computing the value of the barrier parameter that could be used in the current iteration (...
Number CalculateAffineMu(Number alpha_primal, Number alpha_dual, const IteratesVector &step)
Auxilliary function for computing the average complementarity at a point, given step sizes and step.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Number sigma_max_
safeguarding upper bound on centering parameter sigma
ProbingMuOracle(const ProbingMuOracle &)
Copy Constructor.
SmartPtr< PDSystemSolver > pd_solver_
Pointer to the object that should be used to solve the primal-dual system.
ProbingMuOracle()
Default Constructor.
Template class for Smart Pointers.
double Number
Type of all numbers.
Definition IpTypes.hpp:17