Class for all Chen-Goldfarb penalty method specific calculated quantities. More...
#include <IpInexactCq.hpp>
Public Member Functions | |
bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
This method must be called to initialize the global algorithmic parameters. | |
SmartPtr< const Vector > | curr_jac_cdT_times_curr_cdminuss () |
Gradient of infeasibility w.r.t. | |
SmartPtr< const Vector > | curr_scaling_slacks () |
Vector of all inequality slacks for doing the slack-based scaling. | |
SmartPtr< const Vector > | curr_slack_scaled_d_minus_s () |
Vector with the slack-scaled d minus s inequalities. | |
Number | curr_scaled_Ac_norm () |
Scaled norm of Ac. | |
Number | curr_scaled_A_norm2 () |
Scaled, squared norm of A. | |
Number | slack_scaled_norm (const Vector &x, const Vector &s) |
Compute the 2-norm of a slack-scaled vector with x and s component. | |
SmartPtr< const Vector > | curr_W_times_vec_x (const Vector &vec_x) |
Compute x component of the W*vec product for the current Hessian and a vector. | |
SmartPtr< const Vector > | curr_W_times_vec_s (const Vector &vec_s) |
Compute s component of the W*vec product for the current Hessian and a vector. | |
SmartPtr< const Vector > | curr_Wu_x () |
Compute x component of the W*u product for the current values. | |
SmartPtr< const Vector > | curr_Wu_s () |
Compute s component of the W*u product for the current values. | |
Number | curr_uWu () |
Compute the u^T*W*u product for the current values. | |
SmartPtr< const Vector > | curr_jac_times_normal_c () |
Compute the c-component of the product of the current constraint Jacobian with the current normal step. | |
SmartPtr< const Vector > | curr_jac_times_normal_d () |
Compute the d-component of the product of the current constraint Jacobian with the current normal step. | |
Constructors/Destructors | |
InexactCq (IpoptNLP *ip_nlp, IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq) | |
Constructor. | |
virtual | ~InexactCq () |
Default destructor. | |
Static Public Member Functions | |
static void | RegisterOptions (const SmartPtr< RegisteredOptions > &roptions) |
Methods for IpoptType. | |
Private Member Functions | |
InexactData & | InexData () |
Method to easily access Inexact data. | |
Default Compiler Generated Methods | |
InexactCq () | |
Default Constructor. | |
InexactCq (const InexactCq &) | |
Copy Constructor. | |
void | operator= (const InexactCq &) |
Overloaded Equals Operator. | |
Private Attributes | |
Number | slack_scale_max_ |
Upper bound on slack-based scaling factors. | |
Pointers for easy access to data and NLP information. To | |
IpoptNLP * | ip_nlp_ |
IpoptData * | ip_data_ |
IpoptCalculatedQuantities * | ip_cq_ |
Caches | |
CachedResults< SmartPtr< const Vector > > | curr_jac_cdT_times_curr_cdminuss_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_scaling_slacks_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_slack_scaled_d_minus_s_cache_ |
CachedResults< Number > | curr_scaled_Ac_norm_cache_ |
CachedResults< Number > | slack_scaled_norm_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_W_times_vec_x_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_W_times_vec_s_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_Wu_x_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_Wu_s_cache_ |
CachedResults< Number > | curr_uWu_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_jac_times_normal_c_cache_ |
CachedResults< SmartPtr< const Vector > > | curr_jac_times_normal_d_cache_ |
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Definition at line 20 of file IpInexactCq.hpp.
Ipopt::InexactCq::InexactCq | ( | IpoptNLP * | ip_nlp, | |
IpoptData * | ip_data, | |||
IpoptCalculatedQuantities * | ip_cq | |||
) |
Constructor.
virtual Ipopt::InexactCq::~InexactCq | ( | ) | [virtual] |
Default destructor.
Ipopt::InexactCq::InexactCq | ( | ) | [private] |
Default Constructor.
Ipopt::InexactCq::InexactCq | ( | const InexactCq & | ) | [private] |
Copy Constructor.
bool Ipopt::InexactCq::Initialize | ( | const Journalist & | jnlst, | |
const OptionsList & | options, | |||
const std::string & | prefix | |||
) | [virtual] |
This method must be called to initialize the global algorithmic parameters.
The parameters are taken from the OptionsList object.
Implements Ipopt::IpoptAdditionalCq.
static void Ipopt::InexactCq::RegisterOptions | ( | const SmartPtr< RegisteredOptions > & | roptions | ) | [static] |
Methods for IpoptType.
Gradient of infeasibility w.r.t.
x. Jacobian of equality constraints transpose times the equality constraints plus Jacobian of the inequality constraints transpose times the inequality constraints (including slacks).
Vector of all inequality slacks for doing the slack-based scaling.
Vector with the slack-scaled d minus s inequalities.
Number Ipopt::InexactCq::curr_scaled_Ac_norm | ( | ) |
Scaled norm of Ac.
Number Ipopt::InexactCq::curr_scaled_A_norm2 | ( | ) |
Scaled, squared norm of A.
Compute the 2-norm of a slack-scaled vector with x and s component.
Compute x component of the W*vec product for the current Hessian and a vector.
Compute s component of the W*vec product for the current Hessian and a vector.
Compute x component of the W*u product for the current values.
u here is the tangential step.
Compute s component of the W*u product for the current values.
u here is the tangential step.
Number Ipopt::InexactCq::curr_uWu | ( | ) |
Compute the u^T*W*u product for the current values.
u here is the tangential step.
Compute the c-component of the product of the current constraint Jacobian with the current normal step.
Compute the d-component of the product of the current constraint Jacobian with the current normal step.
void Ipopt::InexactCq::operator= | ( | const InexactCq & | ) | [private] |
Overloaded Equals Operator.
InexactData& Ipopt::InexactCq::InexData | ( | ) | [inline, private] |
Method to easily access Inexact data.
Definition at line 120 of file IpInexactCq.hpp.
IpoptNLP* Ipopt::InexactCq::ip_nlp_ [private] |
Definition at line 114 of file IpInexactCq.hpp.
IpoptData* Ipopt::InexactCq::ip_data_ [private] |
Definition at line 115 of file IpInexactCq.hpp.
Definition at line 116 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_cdT_times_curr_cdminuss_cache_ [private] |
Definition at line 130 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_scaling_slacks_cache_ [private] |
Definition at line 131 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_slack_scaled_d_minus_s_cache_ [private] |
Definition at line 132 of file IpInexactCq.hpp.
Definition at line 133 of file IpInexactCq.hpp.
Definition at line 134 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_W_times_vec_x_cache_ [private] |
Definition at line 135 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_W_times_vec_s_cache_ [private] |
Definition at line 136 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_Wu_x_cache_ [private] |
Definition at line 137 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_Wu_s_cache_ [private] |
Definition at line 138 of file IpInexactCq.hpp.
CachedResults<Number> Ipopt::InexactCq::curr_uWu_cache_ [private] |
Definition at line 139 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_times_normal_c_cache_ [private] |
Definition at line 140 of file IpInexactCq.hpp.
CachedResults<SmartPtr<const Vector> > Ipopt::InexactCq::curr_jac_times_normal_d_cache_ [private] |
Definition at line 141 of file IpInexactCq.hpp.
Number Ipopt::InexactCq::slack_scale_max_ [private] |
Upper bound on slack-based scaling factors.
Definition at line 145 of file IpInexactCq.hpp.