Go to the documentation of this file.
8 #ifndef __IPPENALTYLSACCEPTOR_HPP__
9 #define __IPPENALTYLSACCEPTOR_HPP__
43 const std::string& prefix
142 bool called_from_restoration =
false
bool IsAcceptableToCurrentIterate(Number trial_barr, Number trial_theta, bool called_from_restoration=false) const
Checks if a trial point is acceptable to the current iterate.
SmartPtr< const Vector > reference_JacD_delta_
Product of Jacobian of (d-s) constraint with search direction.
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 ~PenaltyLSAcceptor()
Destructor.
Number watchdog_barr_
Barrier objective function at reference point.
Number CalcPred(Number alpha)
Compute predicted reduction for given step size.
virtual bool TryCorrector(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try higher order corrector (for fast local convergence).
Number last_nu_
Value of penalty parameter at beginning of the iteration.
virtual void StopWatchDog()
Method for setting internal data if the watchdog procedure is stopped.
Number nu_
Current value of the penalty parameter.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
double Number
Type of all numbers.
Number resto_pred_
When called from the restoration phase, this is the required predicted reduction.
Index soc_method_
Second method correction method.
virtual Number CalculateAlphaMin()
Method returning the lower bound on the trial step sizes.
int Index
Type of all indices of vectors, matrices etc.
Number reference_gradBarrTDelta_
Barrier gradient transpose search direction at the point with respect to which progress is to be made...
virtual void Reset()
Reset the acceptor.
Number reference_dWd_
Two-sided product of search direction with complete Hessian.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for OptionsList.
Number reference_barr_
Barrier objective function at the point with respect to which progress is to be made.
Template class for Smart Pointers.
Number watchdog_theta_
Constraint violation at reference point.
SmartPtr< PDSystemSolver > pd_solver_
virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)
Method for checking if current trial point is acceptable.
Number nu_init_
Initial value of penalty parameter.
Number nu_inc_
Incrememt for penalty parameter.
SmartPtr< const Vector > reference_JacC_delta_
Product of Jacobian of equality constraint with x direction.
Number reference_theta_
Constraint violation at the point with respect to which progress is to be made.
Number kappa_soc_
Required reduction in constraint violation before trying multiple second order correction steps .
virtual void InitThisLineSearch(bool in_watchdog)
Initialization for the next line search.
virtual bool TrySecondOrderCorrection(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try a second order correction for the constraints.
PenaltyLSAcceptor(const PenaltyLSAcceptor &)
Copy Constructor.
Number reference_pred_
Reference predicted reduction.
Penalty function line search.
Index max_soc_
Maximal number of second order correction steps.
Base class for backtracking line search acceptors.
This class stores a list of user set options.
void operator=(const PenaltyLSAcceptor &)
Overloaded Assignment Operator.
virtual char UpdateForNextIteration(Number alpha_primal_test)
Method for ending the current line search.
virtual void PrepareRestoPhaseStart()
Method that is called before the restoration phase is called.
virtual void StartWatchDog()
Method for setting internal data if the watchdog procedure is started.
Number watchdog_pred_
Predicted reduction to be compared with in watch dog.
PenaltyLSAcceptor(const SmartPtr< PDSystemSolver > &pd_solver)
Constructor.