Public Member Functions | Private Attributes
Ipopt::InexactPDTerminationTester Class Reference

This class implements the termination tests for the primal-dual system. More...

#include <IpInexactPDTerminationTester.hpp>

Inheritance diagram for Ipopt::InexactPDTerminationTester:
Ipopt::IterativeSolverTerminationTester Ipopt::AlgorithmStrategyObject Ipopt::ReferencedObject

List of all members.

Public Member Functions

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 bool InitializeSolve ()
 Method for initializing for the next iterative solve.
virtual ETerminationTest TestTermination (Index ndim, const Number *sol, const Number *resid, Index iter, Number norm2_rhs)
 This method checks if the current soltion of the iterative linear solver is good enough (by returning the corresponding satisfied termination test), or if the Hessian should be modified.
virtual void Clear ()
 This method can be called after the Solve is over and we can delete anything that has been allocated to free memory.
virtual Index GetSolverIterations () const
 Return the number of iterative solver iteration from the most recent solve.
/Destructor
 InexactPDTerminationTester ()
 Default constructor.
virtual ~InexactPDTerminationTester ()
 Default destructor.

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.

InexactPDTerminationTesteroperator= (const InexactPDTerminationTester &)
 Overloaded Equals Operator.

Private Attributes

Index last_iter_
 Last iterative solver iteration counter.
Algorithmic options
Number tcc_psi_
 Psi factor in the tangential component condition.
Number tcc_theta_
 theta factor in the tangential component condition
Number tcc_theta_mu_exponent_
 mu exponent when multiplied to theta in the tangential component condition
Number tcc_zeta_
 zeta factor in the tangential component condition
Number tt_kappa1_
 kappa_1 factor in termination test 1
Number tt_kappa2_
 kappa_2 factor in termination test 2
Number tt_eps2_
 eps_2 constant in termination test 2
Number tt_eps3_
 eps_3 constant in termination test 3
Number rho_
 rho constant from penalty parameter update.
Number inexact_desired_pd_residual_
 Desired reduction of residual.
Index inexact_desired_pd_residual_iter_
 Number of iterations allowed for desired pd residual.
bool requires_scaling_
 Is set to true if the linear system is scaled via slacks.
Quantities that are identical for all tests and can be

precomputed

SmartPtr< const Vectorcurr_Av_c_
SmartPtr< const Vectorcurr_Av_d_
Number c_norm_
Number c_plus_Av_norm_
Number v_norm_scaled_
SmartPtr< const Vectorcurr_grad_barrier_obj_x_
SmartPtr< const Vectorcurr_grad_barrier_obj_s_
SmartPtr< const Matrixcurr_jac_c_
SmartPtr< const Matrixcurr_jac_d_
SmartPtr< const Vectorcurr_scaling_slacks_
SmartPtr< Vectorcurr_nabla_phi_plus_ATy_x_
SmartPtr< Vectorcurr_nabla_phi_plus_ATy_s_
Number curr_Av_norm_
Number curr_tt1_norm_
Number curr_tt2_norm_
SmartPtr< const Vectorcurr_Wv_x_
SmartPtr< const Vectorcurr_Wv_s_
bool try_tt2_
Quantities from previous iteration required in the

tests

Number last_Av_norm_
Number last_tt1_norm_

Detailed Description

This class implements the termination tests for the primal-dual system.

Definition at line 20 of file IpInexactPDTerminationTester.hpp.


Constructor & Destructor Documentation

Ipopt::InexactPDTerminationTester::InexactPDTerminationTester ( )

Default constructor.

virtual Ipopt::InexactPDTerminationTester::~InexactPDTerminationTester ( ) [virtual]

Default destructor.


Member Function Documentation

virtual bool Ipopt::InexactPDTerminationTester::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]

Implementation of the initialization method that has to be overloaded by for each derived class.

Implements Ipopt::IterativeSolverTerminationTester.

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

Methods for IpoptType.

virtual bool Ipopt::InexactPDTerminationTester::InitializeSolve ( ) [virtual]

Method for initializing for the next iterative solve.

This must be call before the test methods are called.

Implements Ipopt::IterativeSolverTerminationTester.

virtual ETerminationTest Ipopt::InexactPDTerminationTester::TestTermination ( Index  ndim,
const Number sol,
const Number resid,
Index  iter,
Number  norm2_rhs 
) [virtual]

This method checks if the current soltion of the iterative linear solver is good enough (by returning the corresponding satisfied termination test), or if the Hessian should be modified.

The input is the dimension of the augmented system, the current solution vector of the augmented system, the current residual vector.

Implements Ipopt::IterativeSolverTerminationTester.

virtual void Ipopt::InexactPDTerminationTester::Clear ( ) [virtual]

This method can be called after the Solve is over and we can delete anything that has been allocated to free memory.

Implements Ipopt::IterativeSolverTerminationTester.

virtual Index Ipopt::InexactPDTerminationTester::GetSolverIterations ( ) const [inline, virtual]

Return the number of iterative solver iteration from the most recent solve.

Implements Ipopt::IterativeSolverTerminationTester.

Definition at line 62 of file IpInexactPDTerminationTester.hpp.

InexactPDTerminationTester& Ipopt::InexactPDTerminationTester::operator= ( const InexactPDTerminationTester ) [private]

Overloaded Equals Operator.


Member Data Documentation

Psi factor in the tangential component condition.

Definition at line 83 of file IpInexactPDTerminationTester.hpp.

theta factor in the tangential component condition

Definition at line 85 of file IpInexactPDTerminationTester.hpp.

mu exponent when multiplied to theta in the tangential component condition

Definition at line 88 of file IpInexactPDTerminationTester.hpp.

zeta factor in the tangential component condition

Definition at line 90 of file IpInexactPDTerminationTester.hpp.

kappa_1 factor in termination test 1

Definition at line 92 of file IpInexactPDTerminationTester.hpp.

kappa_2 factor in termination test 2

Definition at line 94 of file IpInexactPDTerminationTester.hpp.

eps_2 constant in termination test 2

Definition at line 96 of file IpInexactPDTerminationTester.hpp.

eps_3 constant in termination test 3

Definition at line 98 of file IpInexactPDTerminationTester.hpp.

rho constant from penalty parameter update.

This is called {} in MIPS paper

Definition at line 101 of file IpInexactPDTerminationTester.hpp.

Desired reduction of residual.

Definition at line 103 of file IpInexactPDTerminationTester.hpp.

Number of iterations allowed for desired pd residual.

Definition at line 105 of file IpInexactPDTerminationTester.hpp.

Is set to true if the linear system is scaled via slacks.

Definition at line 107 of file IpInexactPDTerminationTester.hpp.

Definition at line 113 of file IpInexactPDTerminationTester.hpp.

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Definition at line 137 of file IpInexactPDTerminationTester.hpp.

Last iterative solver iteration counter.

Definition at line 141 of file IpInexactPDTerminationTester.hpp.


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