Ipopt Documentation  
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 // Authors: Carl Laird, Andreas Waechter IBM 2005-08-04
6 
7 #ifndef __IPPDPERTURBATIONHANDLER_HPP__
8 #define __IPPDPERTURBATIONHANDLER_HPP__
9 
10 #include "IpAlgStrategy.hpp"
11 
12 namespace Ipopt
13 {
14 
24 {
25 public:
30 
33  { }
35 
36  /* overloaded from AlgorithmStrategyObject */
37  virtual bool InitializeImpl(
38  const OptionsList& options,
39  const std::string& prefix
40  );
41 
51  virtual bool ConsiderNewSystem(
52  Number& delta_x,
53  Number& delta_s,
54  Number& delta_c,
55  Number& delta_d
56  );
57 
63  virtual bool PerturbForSingularity(
64  Number& delta_x,
65  Number& delta_s,
66  Number& delta_c,
67  Number& delta_d
68  );
69 
76  virtual bool PerturbForWrongInertia(
77  Number& delta_x,
78  Number& delta_s,
79  Number& delta_c,
80  Number& delta_d);
81 
85  virtual void CurrentPerturbation(
86  Number& delta_x,
87  Number& delta_s,
88  Number& delta_c,
89  Number& delta_d
90  );
91 
92  static void RegisterOptions(
94  );
95 
96 protected:
109  const PDPerturbationHandler&
110  );
111 
113  void operator=(
114  const PDPerturbationHandler&
115  );
117 
129 
143 
148 
153  {
156  DEGENERATE
157  };
158 
163 
168 
176 
179  {
185  };
186 
190 
221 
230  Number& delta_x,
231  Number& delta_s,
232  Number& delta_c,
233  Number& delta_d
234  );
235 
242 
246 
247 };
248 
249 } // namespace Ipopt
250 
251 #endif
Ipopt::PDPerturbationHandler::delta_cd_exp_
Number delta_cd_exp_
Exponent on mu in formula for of perturbation for c and d blocks.
Definition: IpPDPerturbationHandler.hpp:208
Ipopt::PDPerturbationHandler::delta_xs_init_
Number delta_xs_init_
Very first trial value for delta_xs perturbation.
Definition: IpPDPerturbationHandler.hpp:204
Ipopt::PDPerturbationHandler::delta_xs_dec_fact_
Number delta_xs_dec_fact_
Decrease factor for delta_xs for later perturbations.
Definition: IpPDPerturbationHandler.hpp:202
Ipopt::PDPerturbationHandler::TEST_DELTA_C_EQ_0_DELTA_X_GT_0
@ TEST_DELTA_C_EQ_0_DELTA_X_GT_0
Definition: IpPDPerturbationHandler.hpp:183
Ipopt::PDPerturbationHandler::delta_d_curr_
Number delta_d_curr_
The current value for delta_d.
Definition: IpPDPerturbationHandler.hpp:141
Ipopt::PDPerturbationHandler::finalize_test
void finalize_test()
This method is call whenever a matrix had been factorization and is not singular.
Ipopt::PDPerturbationHandler::degen_iters_
Index degen_iters_
Flag counting matrices in which degeneracy was observed in the first successive iterations.
Definition: IpPDPerturbationHandler.hpp:175
Ipopt::PDPerturbationHandler
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Definition: IpPDPerturbationHandler.hpp:24
Ipopt::PDPerturbationHandler::delta_s_last_
Number delta_s_last_
The last nonzero value for delta_s.
Definition: IpPDPerturbationHandler.hpp:123
Ipopt::PDPerturbationHandler::delta_cd
Number delta_cd()
Compute perturbation value for constraints.
Ipopt::PDPerturbationHandler::NO_TEST
@ NO_TEST
Definition: IpPDPerturbationHandler.hpp:180
Ipopt::PDPerturbationHandler::delta_xs_min_
Number delta_xs_min_
Smallest possible perturbation for x and s.
Definition: IpPDPerturbationHandler.hpp:196
Ipopt::PDPerturbationHandler::TEST_DELTA_C_GT_0_DELTA_X_EQ_0
@ TEST_DELTA_C_GT_0_DELTA_X_EQ_0
Definition: IpPDPerturbationHandler.hpp:182
Ipopt::PDPerturbationHandler::PDPerturbationHandler
PDPerturbationHandler()
Default Constructor.
Ipopt
This file contains a base class for all exceptions and a set of macros to help with exceptions.
Definition: IpInexactAlgBuilder.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Ipopt::PDPerturbationHandler::InitializeImpl
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.
Ipopt::PDPerturbationHandler::CurrentPerturbation
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.
Ipopt::PDPerturbationHandler::test_status_
TrialStatus test_status_
Current status.
Definition: IpPDPerturbationHandler.hpp:188
Ipopt::PDPerturbationHandler::TEST_DELTA_C_GT_0_DELTA_X_GT_0
@ TEST_DELTA_C_GT_0_DELTA_X_GT_0
Definition: IpPDPerturbationHandler.hpp:184
Ipopt::PDPerturbationHandler::delta_cd_val_
Number delta_cd_val_
Size of perturbation for c and d blocks.
Definition: IpPDPerturbationHandler.hpp:206
Ipopt::PDPerturbationHandler::reset_last_
bool reset_last_
Flag indicating whether the new values are based on the perturbations in the last iteration or in the...
Definition: IpPDPerturbationHandler.hpp:213
Ipopt::PDPerturbationHandler::PerturbForWrongInertia
virtual bool PerturbForWrongInertia(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns perturbation factors for the case when the most recent factorization resulted in ...
Ipopt::PDPerturbationHandler::~PDPerturbationHandler
virtual ~PDPerturbationHandler()
Destructor.
Definition: IpPDPerturbationHandler.hpp:32
Ipopt::PDPerturbationHandler::operator=
void operator=(const PDPerturbationHandler &)
Default Assignment Operator.
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
Ipopt::PDPerturbationHandler::perturb_always_cd_
bool perturb_always_cd_
Flag indicating that the delta_c, delta_d perturbation should always be used.
Definition: IpPDPerturbationHandler.hpp:219
Ipopt::PDPerturbationHandler::delta_c_last_
Number delta_c_last_
The last nonzero value for delta_c.
Definition: IpPDPerturbationHandler.hpp:125
Ipopt::PDPerturbationHandler::jac_degenerate_
DegenType jac_degenerate_
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.
Definition: IpPDPerturbationHandler.hpp:167
Ipopt::PDPerturbationHandler::TrialStatus
TrialStatus
Status of current trial configuration.
Definition: IpPDPerturbationHandler.hpp:179
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::PDPerturbationHandler::DEGENERATE
@ DEGENERATE
Definition: IpPDPerturbationHandler.hpp:156
Ipopt::PDPerturbationHandler::delta_s_curr_
Number delta_s_curr_
The current value for delta_s.
Definition: IpPDPerturbationHandler.hpp:137
Ipopt::PDPerturbationHandler::delta_c_curr_
Number delta_c_curr_
The current value for delta_c.
Definition: IpPDPerturbationHandler.hpp:139
Ipopt::PDPerturbationHandler::delta_x_last_
Number delta_x_last_
The last nonzero value for delta_x.
Definition: IpPDPerturbationHandler.hpp:121
Ipopt::PDPerturbationHandler::DegenType
DegenType
Type for degeneracy flags.
Definition: IpPDPerturbationHandler.hpp:153
Ipopt::PDPerturbationHandler::NOT_DEGENERATE
@ NOT_DEGENERATE
Definition: IpPDPerturbationHandler.hpp:155
Ipopt::PDPerturbationHandler::ConsiderNewSystem
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...
Ipopt::PDPerturbationHandler::TEST_DELTA_C_EQ_0_DELTA_X_EQ_0
@ TEST_DELTA_C_EQ_0_DELTA_X_EQ_0
Definition: IpPDPerturbationHandler.hpp:181
Ipopt::PDPerturbationHandler::delta_xs_inc_fact_
Number delta_xs_inc_fact_
Increase factor for delta_xs for later perturbations.
Definition: IpPDPerturbationHandler.hpp:200
Ipopt::PDPerturbationHandler::PerturbForSingularity
virtual bool PerturbForSingularity(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns perturbation factors for the case when the most recent factorization resulted in ...
Ipopt::AlgorithmStrategyObject
This is the base class for all algorithm strategy objects.
Definition: IpAlgStrategy.hpp:35
Ipopt::PDPerturbationHandler::PDPerturbationHandler
PDPerturbationHandler(const PDPerturbationHandler &)
Copy Constructor.
Ipopt::PDPerturbationHandler::delta_xs_first_inc_fact_
Number delta_xs_first_inc_fact_
Increase factor for delta_xs for first required perturbation.
Definition: IpPDPerturbationHandler.hpp:198
Ipopt::PDPerturbationHandler::delta_xs_max_
Number delta_xs_max_
Maximal perturbation for x and s.
Definition: IpPDPerturbationHandler.hpp:194
Ipopt::PDPerturbationHandler::delta_d_last_
Number delta_d_last_
The last nonzero value for delta_d.
Definition: IpPDPerturbationHandler.hpp:127
IpAlgStrategy.hpp
Ipopt::PDPerturbationHandler::NOT_YET_DETERMINED
@ NOT_YET_DETERMINED
Definition: IpPDPerturbationHandler.hpp:154
Ipopt::PDPerturbationHandler::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia_called_
bool get_deltas_for_wrong_inertia_called_
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called.
Definition: IpPDPerturbationHandler.hpp:147
Ipopt::PDPerturbationHandler::delta_x_curr_
Number delta_x_curr_
The current value for delta_x.
Definition: IpPDPerturbationHandler.hpp:135
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::PDPerturbationHandler::degen_iters_max_
Index degen_iters_max_
Required number of iterations for degeneracy conclusions.
Definition: IpPDPerturbationHandler.hpp:215
Ipopt::PDPerturbationHandler::get_deltas_for_wrong_inertia
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.
Ipopt::PDPerturbationHandler::hess_degenerate_
DegenType hess_degenerate_
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
Definition: IpPDPerturbationHandler.hpp:162