Ipopt Documentation  
IpMonotoneMuUpdate.hpp
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1 // Copyright (C) 2004, 2010 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 2004-08-13
6 
7 #ifndef __IPMONOTONEMUUPDATE_HPP__
8 #define __IPMONOTONEMUUPDATE_HPP__
9 
10 #include "IpMuUpdate.hpp"
11 #include "IpLineSearch.hpp"
12 #include "IpRegOptions.hpp"
13 
14 namespace Ipopt
15 {
16 
22 {
23 public:
28  const SmartPtr<LineSearch>& linesearch
29  );
30 
32  virtual ~MonotoneMuUpdate();
34 
35  virtual bool InitializeImpl(
36  const OptionsList& options,
37  const std::string& prefix
38  );
39 
48  virtual bool UpdateBarrierParameter();
49 
50  static void RegisterOptions(
51  const SmartPtr<RegisteredOptions>& roptions
52  );
53 
54 private:
66 
69  const MonotoneMuUpdate&
70  );
71 
72  void operator=(
73  const MonotoneMuUpdate&);
75 
78  Number& new_mu,
79  Number& new_tau
80  );
81 
95 
97 
100 
106 };
107 
108 } // namespace Ipopt
109 
110 #endif
IpMuUpdate.hpp
IpRegOptions.hpp
Ipopt::MonotoneMuUpdate::barrier_tol_factor_
Number barrier_tol_factor_
Definition: IpMonotoneMuUpdate.hpp:86
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::MonotoneMuUpdate::MonotoneMuUpdate
MonotoneMuUpdate()
Ipopt::MonotoneMuUpdate::~MonotoneMuUpdate
virtual ~MonotoneMuUpdate()
Destructor.
Ipopt::MonotoneMuUpdate::tau_min_
Number tau_min_
Tau_min for fraction to boundary rule.
Definition: IpMonotoneMuUpdate.hpp:91
Ipopt::MonotoneMuUpdate::mu_linear_decrease_factor_
Number mu_linear_decrease_factor_
Definition: IpMonotoneMuUpdate.hpp:87
Ipopt::MuUpdate
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-...
Definition: IpMuUpdate.hpp:20
Ipopt::MonotoneMuUpdate::initialized_
bool initialized_
Flag indicating whether the method has been called at least once so far.
Definition: IpMonotoneMuUpdate.hpp:99
Ipopt::MonotoneMuUpdate::linesearch_
SmartPtr< LineSearch > linesearch_
Definition: IpMonotoneMuUpdate.hpp:96
Ipopt::MonotoneMuUpdate::mu_init_
Number mu_init_
Initial value of the barrier parameter.
Definition: IpMonotoneMuUpdate.hpp:85
Ipopt::MonotoneMuUpdate::MonotoneMuUpdate
MonotoneMuUpdate(const MonotoneMuUpdate &)
Copy Constructor.
Ipopt::MonotoneMuUpdate::MonotoneMuUpdate
MonotoneMuUpdate(const SmartPtr< LineSearch > &linesearch)
Default Constructor.
Ipopt::MonotoneMuUpdate::UpdateBarrierParameter
virtual bool UpdateBarrierParameter()
Method for determining the barrier parameter for the next iteration.
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Ipopt::MonotoneMuUpdate::compl_inf_tol_
Number compl_inf_tol_
Definition: IpMonotoneMuUpdate.hpp:92
Ipopt::MonotoneMuUpdate::operator=
void operator=(const MonotoneMuUpdate &)
Ipopt::MonotoneMuUpdate::mu_superlinear_decrease_power_
Number mu_superlinear_decrease_power_
Definition: IpMonotoneMuUpdate.hpp:88
Ipopt::MonotoneMuUpdate::mu_allow_fast_monotone_decrease_
bool mu_allow_fast_monotone_decrease_
Definition: IpMonotoneMuUpdate.hpp:89
Ipopt::MonotoneMuUpdate::mu_target_
Number mu_target_
Definition: IpMonotoneMuUpdate.hpp:93
Ipopt::MonotoneMuUpdate::RegisterOptions
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
IpLineSearch.hpp
Ipopt::MonotoneMuUpdate::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::MonotoneMuUpdate
Monotone Mu Update.
Definition: IpMonotoneMuUpdate.hpp:22
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::MonotoneMuUpdate::first_iter_resto_
bool first_iter_resto_
If true, no modification of the barrier parameter will be done at the first call of Update (fix for t...
Definition: IpMonotoneMuUpdate.hpp:105
Ipopt::MonotoneMuUpdate::CalcNewMuAndTau
void CalcNewMuAndTau(Number &new_mu, Number &new_tau)
Internal method for computing the new values for mu and tau.