Ipopt::InexactCq Class Reference

Class for all Chen-Goldfarb penalty method specific calculated quantities. More...

#include <IpInexactCq.hpp>

Inheritance diagram for Ipopt::InexactCq:
Ipopt::IpoptAdditionalCq Ipopt::ReferencedObject

List of all members.

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 Vectorcurr_jac_cdT_times_curr_cdminuss ()
 Gradient of infeasibility w.r.t.
SmartPtr< const Vectorcurr_scaling_slacks ()
 Vector of all inequality slacks for doing the slack-based scaling.
SmartPtr< const Vectorcurr_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 Vectorcurr_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 Vectorcurr_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 Vectorcurr_Wu_x ()
 Compute x component of the W*u product for the current values.
SmartPtr< const Vectorcurr_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 Vectorcurr_jac_times_normal_c ()
 Compute the c-component of the product of the current constraint Jacobian with the current normal step.
SmartPtr< const Vectorcurr_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

InexactDataInexData ()
 Method to easily access Inexact data.
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.

 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

avoid circular references of Smart Pointers, we use a regular pointer here.

IpoptNLPip_nlp_
IpoptDataip_data_
IpoptCalculatedQuantitiesip_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< Numbercurr_scaled_Ac_norm_cache_
CachedResults< Numberslack_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< Numbercurr_uWu_cache_
CachedResults< SmartPtr< const
Vector > > 
curr_jac_times_normal_c_cache_
CachedResults< SmartPtr< const
Vector > > 
curr_jac_times_normal_d_cache_

Detailed Description

Class for all Chen-Goldfarb penalty method specific calculated quantities.

Definition at line 20 of file IpInexactCq.hpp.


Constructor & Destructor Documentation

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.


Member Function Documentation

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.

SmartPtr<const Vector> Ipopt::InexactCq::curr_jac_cdT_times_curr_cdminuss (  ) 

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).

SmartPtr<const Vector> Ipopt::InexactCq::curr_scaling_slacks (  ) 

Vector of all inequality slacks for doing the slack-based scaling.

SmartPtr<const Vector> Ipopt::InexactCq::curr_slack_scaled_d_minus_s (  ) 

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.

Number Ipopt::InexactCq::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> Ipopt::InexactCq::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> Ipopt::InexactCq::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> Ipopt::InexactCq::curr_Wu_x (  ) 

Compute x component of the W*u product for the current values.

u here is the tangential step.

SmartPtr<const Vector> Ipopt::InexactCq::curr_Wu_s (  ) 

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.

SmartPtr<const Vector> Ipopt::InexactCq::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> Ipopt::InexactCq::curr_jac_times_normal_d (  ) 

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.


Member Data Documentation

Definition at line 114 of file IpInexactCq.hpp.

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Definition at line 141 of file IpInexactCq.hpp.

Upper bound on slack-based scaling factors.

Definition at line 145 of file IpInexactCq.hpp.


The documentation for this class was generated from the following file:
Generated on Fri May 14 08:02:42 2010 by  doxygen 1.6.3