Ipopt::RestoIpoptNLP Class Reference

This class maps the traditional NLP into something that is more useful by Ipopt. More...

#include <IpRestoIpoptNLP.hpp>

Inheritance diagram for Ipopt::RestoIpoptNLP:
Ipopt::IpoptNLP Ipopt::ReferencedObject

List of all members.

Public Member Functions

virtual bool Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Initialize - overloaded from IpoptNLP.
virtual bool InitializeStructures (SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
 Initialize (create) structures for the iteration data.
virtual bool GetWarmStartIterate (IteratesVector &warm_start_iterate)
 Method accessing the GetWarmStartIterate of the NLP.
virtual void GetSpaces (SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
 Accessor method for vector/matrix spaces pointers.
virtual void AdjustVariableBounds (const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
 Method for adapting the variable bounds.
bool IntermediateCallBack (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
 User callback method.
Number Rho () const
 Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.
Number Eta (Number mu) const
 Method to calculate eta, the factor for the regularization term.
SmartPtr< const VectorDR_x () const
 Method returning the scaling factors for the 2-norm penalization term.
Constructors/Destructors

 RestoIpoptNLP (IpoptNLP &orig_ip_nlp, IpoptData &orig_ip_data, IpoptCalculatedQuantities &orig_ip_cq)
 Default destructor.
 ~RestoIpoptNLP ()
 Default destructor.

void FinalizeSolution (SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 Solution Routines - overloaded from IpoptNLP.

virtual bool objective_depends_on_mu () const
 Accessor methods for model data.
virtual Number f (const Vector &x)
 Objective value (incorrect version for restoration phase).
virtual Number f (const Vector &x, Number mu)
 Objective value.
virtual SmartPtr< const Vectorgrad_f (const Vector &x)
 Gradient of the objective (incorrect version for restoration phase).
virtual SmartPtr< const Vectorgrad_f (const Vector &x, Number mu)
 Gradient of the objective.
virtual SmartPtr< const Vectorc (const Vector &x)
 Equality constraint residual.
virtual SmartPtr< const Matrixjac_c (const Vector &x)
 Jacobian Matrix for equality constraints.
virtual SmartPtr< const Vectord (const Vector &x)
 Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Matrixjac_d (const Vector &x)
 Jacobian Matrix for inequality constraints.
virtual SmartPtr< const SymMatrixh (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
 Hessian of the Lagrangian (incorrect version for restoration phase).
virtual SmartPtr< const SymMatrixh (const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd, Number mu)
 Hessian of the Lagrangian.
virtual SmartPtr< const SymMatrixuninitialized_h ()
 Provides a Hessian matrix from the correct matrix space with uninitialized values.
virtual SmartPtr< const Vectorx_L () const
 Lower bounds on x.
virtual SmartPtr< const MatrixPx_L () const
 Permutation matrix (x_L_ -> x).
virtual SmartPtr< const Vectorx_U () const
 Upper bounds on x.
virtual SmartPtr< const MatrixPx_U () const
 Permutation matrix (x_U_ -> x.
virtual SmartPtr< const Vectord_L () const
 Lower bounds on d.
virtual SmartPtr< const MatrixPd_L () const
 Permutation matrix (d_L_ -> d).
virtual SmartPtr< const Vectord_U () const
 Upper bounds on d.
virtual SmartPtr< const MatrixPd_U () const
 Permutation matrix (d_U_ -> d.
virtual SmartPtr< const
SymMatrixSpace
HessianMatrixSpace () const
 Accessor methods for model data.
Accessor method for the information of the original NLP.

These methods are not overloaded from IpoptNLP

IpoptNLPOrigIpNLP () const
IpoptDataOrigIpData () const
IpoptCalculatedQuantitiesOrigIpCq () const
Counters for the number of function evaluations.

virtual Index f_evals () const
virtual Index grad_f_evals () const
virtual Index c_evals () const
virtual Index jac_c_evals () const
virtual Index d_evals () const
virtual Index jac_d_evals () const
virtual Index h_evals () const

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Private Member Functions

Default Compiler Generated Methods

(Hidden to avoid implicit creation/calling).

These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.

 RestoIpoptNLP ()
 Default Constructor.
 RestoIpoptNLP (const RestoIpoptNLP &)
 Copy Constructor.
void operator= (const RestoIpoptNLP &)
 Overloaded Equals Operator.

Private Attributes

bool initialized_
 Flag indicating if initialization method has been called.
Pointers for the original NLP information.

SmartPtr< IpoptNLPorig_ip_nlp_
 Pointer to the original IpoptNLP.
SmartPtr< IpoptDataorig_ip_data_
 Pointer to the original IpoptData.
SmartPtr
< IpoptCalculatedQuantities
orig_ip_cq_
 Pointer to the original IpoptCalculatedQuantities.

SmartPtr< CompoundVectorSpacex_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpacec_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpaced_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundVectorSpacex_l_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpacepx_l_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpacex_u_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpacepx_u_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpaced_l_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpacepd_l_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const VectorSpaced_u_space_
 Necessary Vector/Matrix spaces.
SmartPtr< const MatrixSpacepd_u_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpacejac_c_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundMatrixSpacejac_d_space_
 Necessary Vector/Matrix spaces.
SmartPtr< CompoundSymMatrixSpaceh_space_
 Necessary Vector/Matrix spaces.
Storage for Model Quantities

SmartPtr< CompoundVectorx_L_
 Lower bounds on x.
SmartPtr< CompoundMatrixPx_L_
 Permutation matrix (x_L_ -> x).
SmartPtr< const Vectorx_U_
 Upper bounds on x.
SmartPtr< CompoundMatrixPx_U_
 Permutation matrix (x_U_ -> x).
SmartPtr< const Vectord_L_
 Lower bounds on d.
SmartPtr< const MatrixPd_L_
 Permutation matrix (d_L_ -> d).
SmartPtr< const Vectord_U_
 Upper bounds on d.
SmartPtr< const MatrixPd_U_
 Permutation matrix (d_U_ -> d.
Values particular to the restoration phase problem statement

Number rho_
 Penalty parameter for the $l_1$ norm.
Number eta_factor_
 scaling factor for eta calculation
Number eta_mu_exponent_
 exponent for mu in eta calculation
SmartPtr< Vectordr_x_
 Scaling factors for the $x$ part of the regularization term.
SmartPtr< DiagMatrixDR_x_
 Penalty parameter for the $l_1$ norm.
SmartPtr< Vectorx_ref_
 $x$ part of the reference point in the regularization term
Algorithmic parameter

bool evaluate_orig_obj_at_resto_trial_
 Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.
HessianApproximationType hessian_approximation_
 Flag indicating how hessian information is obtained.
Counters for the function evaluations

Index f_evals_
Index grad_f_evals_
Index c_evals_
Index jac_c_evals_
Index d_evals_
Index jac_d_evals_
Index h_evals_

Detailed Description

This class maps the traditional NLP into something that is more useful by Ipopt.

This class takes care of storing the calculated model results, handles cacheing, and (some day) takes care of addition of slacks.

Definition at line 30 of file IpRestoIpoptNLP.hpp.


Constructor & Destructor Documentation

Ipopt::RestoIpoptNLP::RestoIpoptNLP ( IpoptNLP orig_ip_nlp,
IpoptData orig_ip_data,
IpoptCalculatedQuantities orig_ip_cq 
)

Default destructor.

Ipopt::RestoIpoptNLP::~RestoIpoptNLP (  ) 

Default destructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP (  )  [private]

Default Constructor.

Ipopt::RestoIpoptNLP::RestoIpoptNLP ( const RestoIpoptNLP  )  [private]

Copy Constructor.


Member Function Documentation

virtual bool Ipopt::RestoIpoptNLP::Initialize ( const Journalist jnlst,
const OptionsList options,
const std::string &  prefix 
) [virtual]

Initialize - overloaded from IpoptNLP.

Reimplemented from Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::InitializeStructures ( SmartPtr< Vector > &  x,
bool  init_x,
SmartPtr< Vector > &  y_c,
bool  init_y_c,
SmartPtr< Vector > &  y_d,
bool  init_y_d,
SmartPtr< Vector > &  z_L,
bool  init_z_L,
SmartPtr< Vector > &  z_U,
bool  init_z_U,
SmartPtr< Vector > &  v_L,
SmartPtr< Vector > &  v_U 
) [virtual]

Initialize (create) structures for the iteration data.

Implements Ipopt::IpoptNLP.

virtual bool Ipopt::RestoIpoptNLP::GetWarmStartIterate ( IteratesVector warm_start_iterate  )  [inline, virtual]

Method accessing the GetWarmStartIterate of the NLP.

Implements Ipopt::IpoptNLP.

Definition at line 56 of file IpRestoIpoptNLP.hpp.

void Ipopt::RestoIpoptNLP::FinalizeSolution ( SolverReturn  status,
const Vector x,
const Vector z_L,
const Vector z_U,
const Vector c,
const Vector d,
const Vector y_c,
const Vector y_d,
Number  obj_value,
const IpoptData ip_data,
IpoptCalculatedQuantities ip_cq 
) [inline, virtual]

Solution Routines - overloaded from IpoptNLP.

Implements Ipopt::IpoptNLP.

Definition at line 63 of file IpRestoIpoptNLP.hpp.

virtual bool Ipopt::RestoIpoptNLP::objective_depends_on_mu (  )  const [inline, virtual]

Accessor methods for model data.

Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter

Reimplemented from Ipopt::IpoptNLP.

Definition at line 78 of file IpRestoIpoptNLP.hpp.

virtual Number Ipopt::RestoIpoptNLP::f ( const Vector x  )  [virtual]

Objective value (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual Number Ipopt::RestoIpoptNLP::f ( const Vector x,
Number  mu 
) [virtual]

Objective value.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f ( const Vector x  )  [virtual]

Gradient of the objective (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::grad_f ( const Vector x,
Number  mu 
) [virtual]

Gradient of the objective.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::c ( const Vector x  )  [virtual]

Equality constraint residual.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_c ( const Vector x  )  [virtual]

Jacobian Matrix for equality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d ( const Vector x  )  [virtual]

Inequality constraint residual (reformulated as equalities with slacks.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::jac_d ( const Vector x  )  [virtual]

Jacobian Matrix for inequality constraints.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h ( const Vector x,
Number  obj_factor,
const Vector yc,
const Vector yd 
) [virtual]

Hessian of the Lagrangian (incorrect version for restoration phase).

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::h ( const Vector x,
Number  obj_factor,
const Vector yc,
const Vector yd,
Number  mu 
) [virtual]

Hessian of the Lagrangian.

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const SymMatrix> Ipopt::RestoIpoptNLP::uninitialized_h (  )  [virtual]

Provides a Hessian matrix from the correct matrix space with uninitialized values.

This can be used in LeastSquareMults to obtain a "zero Hessian".

Implements Ipopt::IpoptNLP.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_L (  )  const [inline, virtual]

Lower bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 129 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_L (  )  const [inline, virtual]

Permutation matrix (x_L_ -> x).

Implements Ipopt::IpoptNLP.

Definition at line 135 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::x_U (  )  const [inline, virtual]

Upper bounds on x.

Implements Ipopt::IpoptNLP.

Definition at line 141 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Px_U (  )  const [inline, virtual]

Permutation matrix (x_U_ -> x.

Implements Ipopt::IpoptNLP.

Definition at line 147 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_L (  )  const [inline, virtual]

Lower bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 153 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_L (  )  const [inline, virtual]

Permutation matrix (d_L_ -> d).

Implements Ipopt::IpoptNLP.

Definition at line 159 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Vector> Ipopt::RestoIpoptNLP::d_U (  )  const [inline, virtual]

Upper bounds on d.

Implements Ipopt::IpoptNLP.

Definition at line 165 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const Matrix> Ipopt::RestoIpoptNLP::Pd_U (  )  const [inline, virtual]

Permutation matrix (d_U_ -> d.

Implements Ipopt::IpoptNLP.

Definition at line 171 of file IpRestoIpoptNLP.hpp.

virtual SmartPtr<const SymMatrixSpace> Ipopt::RestoIpoptNLP::HessianMatrixSpace (  )  const [inline, virtual]

Accessor methods for model data.

Method for telling IpoptCalculatedQuantities that the restoration phase objective function depends on the barrier parameter

Implements Ipopt::IpoptNLP.

Definition at line 176 of file IpRestoIpoptNLP.hpp.

virtual void Ipopt::RestoIpoptNLP::GetSpaces ( SmartPtr< const VectorSpace > &  x_space,
SmartPtr< const VectorSpace > &  c_space,
SmartPtr< const VectorSpace > &  d_space,
SmartPtr< const VectorSpace > &  x_l_space,
SmartPtr< const MatrixSpace > &  px_l_space,
SmartPtr< const VectorSpace > &  x_u_space,
SmartPtr< const MatrixSpace > &  px_u_space,
SmartPtr< const VectorSpace > &  d_l_space,
SmartPtr< const MatrixSpace > &  pd_l_space,
SmartPtr< const VectorSpace > &  d_u_space,
SmartPtr< const MatrixSpace > &  pd_u_space,
SmartPtr< const MatrixSpace > &  Jac_c_space,
SmartPtr< const MatrixSpace > &  Jac_d_space,
SmartPtr< const SymMatrixSpace > &  Hess_lagrangian_space 
) [virtual]

Accessor method for vector/matrix spaces pointers.

Implements Ipopt::IpoptNLP.

virtual void Ipopt::RestoIpoptNLP::AdjustVariableBounds ( const Vector new_x_L,
const Vector new_x_U,
const Vector new_d_L,
const Vector new_d_U 
) [virtual]

Method for adapting the variable bounds.

This is called if slacks are becoming too small

Implements Ipopt::IpoptNLP.

bool Ipopt::RestoIpoptNLP::IntermediateCallBack ( AlgorithmMode  mode,
Index  iter,
Number  obj_value,
Number  inf_pr,
Number  inf_du,
Number  mu,
Number  d_norm,
Number  regularization_size,
Number  alpha_du,
Number  alpha_pr,
Index  ls_trials,
SmartPtr< const IpoptData ip_data,
SmartPtr< IpoptCalculatedQuantities ip_cq 
) [virtual]

User callback method.

Implements Ipopt::IpoptNLP.

IpoptNLP& Ipopt::RestoIpoptNLP::OrigIpNLP (  )  const [inline]

Definition at line 218 of file IpRestoIpoptNLP.hpp.

IpoptData& Ipopt::RestoIpoptNLP::OrigIpData (  )  const [inline]

Definition at line 222 of file IpRestoIpoptNLP.hpp.

IpoptCalculatedQuantities& Ipopt::RestoIpoptNLP::OrigIpCq (  )  const [inline]

Definition at line 226 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Rho (  )  const [inline]

Accessor Method for obtaining the Rho penalization factor for the ell_1 norm.

Definition at line 234 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::f_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 241 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::grad_f_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 245 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::c_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 249 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_c_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 253 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::d_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 257 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::jac_d_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 261 of file IpRestoIpoptNLP.hpp.

virtual Index Ipopt::RestoIpoptNLP::h_evals (  )  const [inline, virtual]

Implements Ipopt::IpoptNLP.

Definition at line 265 of file IpRestoIpoptNLP.hpp.

Number Ipopt::RestoIpoptNLP::Eta ( Number  mu  )  const

Method to calculate eta, the factor for the regularization term.

SmartPtr<const Vector> Ipopt::RestoIpoptNLP::DR_x (  )  const [inline]

Method returning the scaling factors for the 2-norm penalization term.

Definition at line 276 of file IpRestoIpoptNLP.hpp.

static void Ipopt::RestoIpoptNLP::RegisterOptions ( SmartPtr< RegisteredOptions roptions  )  [static]

Methods for IpoptType.

Called by IpoptType to register the options

void Ipopt::RestoIpoptNLP::operator= ( const RestoIpoptNLP  )  [private]

Overloaded Equals Operator.


Member Data Documentation

Pointer to the original IpoptNLP.

Definition at line 291 of file IpRestoIpoptNLP.hpp.

Pointer to the original IpoptData.

Definition at line 294 of file IpRestoIpoptNLP.hpp.

Pointer to the original IpoptCalculatedQuantities.

Definition at line 297 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 302 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 304 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 306 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 308 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 310 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 312 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 314 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 316 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 318 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 320 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 322 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 324 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 326 of file IpRestoIpoptNLP.hpp.

Necessary Vector/Matrix spaces.

Definition at line 328 of file IpRestoIpoptNLP.hpp.

Lower bounds on x.

Definition at line 334 of file IpRestoIpoptNLP.hpp.

Permutation matrix (x_L_ -> x).

Definition at line 337 of file IpRestoIpoptNLP.hpp.

Upper bounds on x.

Definition at line 340 of file IpRestoIpoptNLP.hpp.

Permutation matrix (x_U_ -> x).

Definition at line 343 of file IpRestoIpoptNLP.hpp.

Lower bounds on d.

Definition at line 346 of file IpRestoIpoptNLP.hpp.

Permutation matrix (d_L_ -> d).

Definition at line 349 of file IpRestoIpoptNLP.hpp.

Upper bounds on d.

Definition at line 352 of file IpRestoIpoptNLP.hpp.

Permutation matrix (d_U_ -> d.

Definition at line 355 of file IpRestoIpoptNLP.hpp.

Penalty parameter for the $l_1$ norm.

Definition at line 362 of file IpRestoIpoptNLP.hpp.

scaling factor for eta calculation

Definition at line 364 of file IpRestoIpoptNLP.hpp.

exponent for mu in eta calculation

Definition at line 366 of file IpRestoIpoptNLP.hpp.

Scaling factors for the $x$ part of the regularization term.

Definition at line 369 of file IpRestoIpoptNLP.hpp.

Penalty parameter for the $l_1$ norm.

Definition at line 370 of file IpRestoIpoptNLP.hpp.

$x$ part of the reference point in the regularization term

Definition at line 372 of file IpRestoIpoptNLP.hpp.

Flag indicating if evalution of the objective should be performed for every restoration phase objective function evaluation.

Definition at line 398 of file IpRestoIpoptNLP.hpp.

Flag indicating how hessian information is obtained.

Definition at line 400 of file IpRestoIpoptNLP.hpp.

Flag indicating if initialization method has been called.

Definition at line 404 of file IpRestoIpoptNLP.hpp.

Definition at line 408 of file IpRestoIpoptNLP.hpp.

Definition at line 409 of file IpRestoIpoptNLP.hpp.

Definition at line 410 of file IpRestoIpoptNLP.hpp.

Definition at line 411 of file IpRestoIpoptNLP.hpp.

Definition at line 412 of file IpRestoIpoptNLP.hpp.

Definition at line 413 of file IpRestoIpoptNLP.hpp.

Definition at line 414 of file IpRestoIpoptNLP.hpp.


The documentation for this class was generated from the following file:
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