Class to organize all the data required by the algorithm. More...
#include <IpIpoptData.hpp>
Public Member Functions | |
bool | InitializeDataStructures (IpoptNLP &ip_nlp, bool want_x, bool want_y_c, bool want_y_d, bool want_z_L, bool want_z_U) |
Initialize Data Structures. | |
bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
This method must be called to initialize the global algorithmic parameters. | |
Number | cpu_time_start () const |
Cpu time counter at the beginning of the optimization. | |
TimingStatistics & | TimingStats () |
Return Timing Statistics Object. | |
bool | HaveAddData () |
Check if additional data has been set. | |
IpoptAdditionalData & | AdditionalData () |
Get access to additional data object. | |
void | SetAddData (SmartPtr< IpoptAdditionalData > add_data) |
Set a new pointer for additional Ipopt data. | |
void | setPDPert (Number pd_pert_x, Number pd_pert_s, Number pd_pert_c, Number pd_pert_d) |
Set the perturbation of the primal-dual system. | |
void | getPDPert (Number &pd_pert_x, Number &pd_pert_s, Number &pd_pert_c, Number &pd_pert_d) |
Get the current perturbation of the primal-dual system. | |
Constructors/Destructors | |
IpoptData (SmartPtr< IpoptAdditionalData > add_data=NULL, Number cpu_time_start=-1.) | |
Constructor. | |
virtual | ~IpoptData () |
Default destructor. | |
Get Methods for Iterates | |
SmartPtr< const IteratesVector > | curr () const |
Current point. | |
SmartPtr< const IteratesVector > | trial () const |
Get the current point in a copied container that is non-const. | |
void | set_trial (SmartPtr< IteratesVector > &trial) |
Get Trial point in a copied container that is non-const. | |
void | SetTrialPrimalVariablesFromStep (Number alpha, const Vector &delta_x, const Vector &delta_s) |
Set the values of the primal trial variables (x and s) from provided Step with step length alpha. | |
void | SetTrialEqMultipliersFromStep (Number alpha, const Vector &delta_y_c, const Vector &delta_y_d) |
Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha. | |
void | SetTrialBoundMultipliersFromStep (Number alpha, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U) |
Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha. | |
SmartPtr< const IteratesVector > | delta () const |
ToDo: I may need to add versions of set_trial like the following, but I am not sure. | |
void | set_delta (SmartPtr< IteratesVector > &delta) |
Set the current delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
void | set_delta (SmartPtr< const IteratesVector > &delta) |
Set the current delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
SmartPtr< const IteratesVector > | delta_aff () const |
Affine Delta. | |
void | set_delta_aff (SmartPtr< IteratesVector > &delta_aff) |
Set the affine delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data. | |
SmartPtr< const SymMatrix > | W () |
Hessian or Hessian approximation (do not hold on to it, it might be changed) | |
void | Set_W (SmartPtr< const SymMatrix > W) |
Set Hessian approximation. | |
("Main") Primal-dual search direction. Those fields are | |
used to store the search directions computed from solving the primal-dual system, and can be used in the line search. They are overwritten in every iteration, so do not hold on to the pointers (make copies instead) | |
bool | HaveDeltas () const |
Returns true, if the primal-dual step have been already computed for the current iteration. | |
void | SetHaveDeltas (bool have_deltas) |
Method for setting the HaveDeltas flag. | |
Affine-scaling step. Those fields can be used to store | |
the affine scaling step. For example, if the method for computing the current barrier parameter computes the affine scaling steps, then the corrector step in the line search does not have to recompute those solutions of the linear system. | |
bool | HaveAffineDeltas () const |
Returns true, if the affine-scaling step have been already computed for the current iteration. | |
void | SetHaveAffineDeltas (bool have_affine_deltas) |
Method for setting the HaveDeltas flag. | |
Public Methods for updating iterates | |
void | CopyTrialToCurrent () |
Copy the trial values to the current values. | |
void | AcceptTrialPoint () |
Set the current iterate values from the trial values. | |
General algorithmic data | |
Index | iter_count () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
void | Set_iter_count (Index iter_count) |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
Number | curr_mu () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
void | Set_mu (Number mu) |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
bool | MuInitialized () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
Number | curr_tau () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
void | Set_tau (Number tau) |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
bool | TauInitialized () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
void | SetFreeMuMode (bool free_mu_mode) |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
bool | FreeMuMode () const |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
void | Set_tiny_step_flag (bool flag) |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
bool | tiny_step_flag () |
Setting the flag that indicates if a tiny step (below machine precision) has been detected. | |
Number | tol () const |
Overall convergence tolerance. | |
void | Set_tol (Number tol) |
Set a new value for the tolerance. | |
Information gathered for iteration output | |
Number | info_regu_x () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_regu_x (Number regu_x) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
Number | info_alpha_primal () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_alpha_primal (Number alpha_primal) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
char | info_alpha_primal_char () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_alpha_primal_char (char info_alpha_primal_char) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
Number | info_alpha_dual () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_alpha_dual (Number alpha_dual) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
Index | info_ls_count () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_ls_count (Index ls_count) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
bool | info_skip_output () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Append_info_string (const std::string &add_str) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
const std::string & | info_string () const |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | Set_info_skip_output (bool info_skip_output) |
Set this to true, if the next time when output is written, the summary line should not be printed. | |
void | ResetInfo () |
Reset all info fields. | |
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ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
Static Public Member Functions | |
static void | RegisterOptions (const 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. | |
IpoptData (const IpoptData &) | |
Copy Constructor. | |
void | operator= (const IpoptData &) |
Overloaded Equals Operator. |
Private Attributes | |
Index | iter_count_ |
iteration count | |
Number | curr_mu_ |
current barrier parameter | |
bool | mu_initialized_ |
Number | curr_tau_ |
current fraction to the boundary parameter | |
bool | tau_initialized_ |
bool | initialize_called_ |
flag indicating if Initialize method has been called (for debugging) | |
bool | have_prototypes_ |
flag for debugging whether we have already curr_ values available (from which new Vectors can be generated | |
SmartPtr< IteratesVectorSpace > | iterates_space_ |
VectorSpace for all the iterates. | |
TimingStatistics | timing_statistics_ |
TimingStatistics object collecting all Ipopt timing statistics. | |
Number | cpu_time_start_ |
CPU time counter at initialization. | |
SmartPtr< IpoptAdditionalData > | add_data_ |
Object for the data specific for the Chen-Goldfarb penalty method algorithm. | |
Iterates | |
SmartPtr< const IteratesVector > | curr_ |
Main iteration variables (current iteration) | |
SmartPtr< const IteratesVector > | trial_ |
Main iteration variables (trial calculations) | |
SmartPtr< const SymMatrix > | W_ |
Hessian (approximation) - might be changed elsewhere! | |
Primal-dual Step | |
SmartPtr< const IteratesVector > | delta_ |
The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction. | |
bool | have_deltas_ |
The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction. | |
Affine-scaling step. This used to transfer the | |
information about the affine-scaling step from the computation of the barrier parameter to the corrector (in the line search). | |
SmartPtr< const IteratesVector > | delta_aff_ |
The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step. | |
bool | have_affine_deltas_ |
The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step. | |
Global algorithm parameters. Those are options that can | |
be modified by the user and appear at different places in the algorithm. They are set using an OptionsList object in the Initialize method. | |
Number | tol_ |
Overall convergence tolerance. | |
Status data | |
bool | free_mu_mode_ |
flag indicating whether the algorithm is in the free mu mode | |
bool | tiny_step_flag_ |
flag indicating if a tiny step has been detected | |
Gathered information for iteration output | |
Number | info_regu_x_ |
Size of regularization for the Hessian. | |
Number | info_alpha_primal_ |
Primal step size. | |
char | info_alpha_primal_char_ |
Info character for primal step size. | |
Number | info_alpha_dual_ |
Dual step size. | |
Index | info_ls_count_ |
Number of backtracking trial steps. | |
bool | info_skip_output_ |
true, if next summary output line should not be printed (eg after restoration phase. | |
std::string | info_string_ |
any string of characters for the end of the output line | |
Information about the perturbation of the primal-dual | |
system | |
Number | pd_pert_x_ |
Number | pd_pert_s_ |
Number | pd_pert_c_ |
Number | pd_pert_d_ |
Class to organize all the data required by the algorithm.
Internally, once this Data object has been initialized, all internal curr_ vectors must always be set (so that prototyes are available). The current values can only be set from the trial values. The trial values can be set by copying from a vector or by adding some fraction of a step to the current values. This object also stores steps, which allows to easily communicate the step from the step computation object to the line search object.
Definition at line 83 of file IpIpoptData.hpp.
Ipopt::IpoptData::IpoptData | ( | SmartPtr< IpoptAdditionalData > | add_data = NULL , |
Number | cpu_time_start = -1. |
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Constructor.
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Default destructor.
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Copy Constructor.
bool Ipopt::IpoptData::InitializeDataStructures | ( | IpoptNLP & | ip_nlp, |
bool | want_x, | ||
bool | want_y_c, | ||
bool | want_y_d, | ||
bool | want_z_L, | ||
bool | want_z_U | ||
) |
Initialize Data Structures.
bool Ipopt::IpoptData::Initialize | ( | const Journalist & | jnlst, |
const OptionsList & | options, | ||
const std::string & | prefix | ||
) |
This method must be called to initialize the global algorithmic parameters.
The parameters are taken from the OptionsList object.
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Current point.
Definition at line 646 of file IpIpoptData.hpp.
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Get the current point in a copied container that is non-const.
The entries in the container cannot be modified, but the container can be modified to point to new entries.Get Trial point
Definition at line 654 of file IpIpoptData.hpp.
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Get Trial point in a copied container that is non-const.
The entries in the container can not be modified, but the container can be modified to point to new entries. Set the trial point - this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set you cannot modify the data again
Definition at line 696 of file IpIpoptData.hpp.
void Ipopt::IpoptData::SetTrialPrimalVariablesFromStep | ( | Number | alpha, |
const Vector & | delta_x, | ||
const Vector & | delta_s | ||
) |
Set the values of the primal trial variables (x and s) from provided Step with step length alpha.
void Ipopt::IpoptData::SetTrialEqMultipliersFromStep | ( | Number | alpha, |
const Vector & | delta_y_c, | ||
const Vector & | delta_y_d | ||
) |
Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provided step with step length alpha.
void Ipopt::IpoptData::SetTrialBoundMultipliersFromStep | ( | Number | alpha, |
const Vector & | delta_z_L, | ||
const Vector & | delta_z_U, | ||
const Vector & | delta_v_L, | ||
const Vector & | delta_v_U | ||
) |
Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step with step length alpha.
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ToDo: I may need to add versions of set_trial like the following, but I am not sure.
get the current delta
Definition at line 662 of file IpIpoptData.hpp.
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Set the current delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 717 of file IpIpoptData.hpp.
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Set the current delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
This is the version that is happy with a pointer to const IteratesVector.
Definition at line 736 of file IpIpoptData.hpp.
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Affine Delta.
Definition at line 670 of file IpIpoptData.hpp.
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Set the affine delta - like the trial point, this method copies the pointer for efficiency (no copy and to keep cache tags the same) so after you call set, you cannot modify the data.
Definition at line 755 of file IpIpoptData.hpp.
Hessian or Hessian approximation (do not hold on to it, it might be changed)
Definition at line 193 of file IpIpoptData.hpp.
Set Hessian approximation.
Definition at line 200 of file IpIpoptData.hpp.
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Returns true, if the primal-dual step have been already computed for the current iteration.
This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the IpoptAlgorithm object that it doesn't need to recompute the primal-dual step.
Definition at line 219 of file IpIpoptData.hpp.
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Method for setting the HaveDeltas flag.
This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.
Definition at line 229 of file IpIpoptData.hpp.
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Returns true, if the affine-scaling step have been already computed for the current iteration.
This flag is reset after every call of AcceptTrialPoint(). If the search direction is computed during the computation of the barrier parameter, the method computing the barrier parameter should call SetHaveDeltas(true) to tell the line search does not have to recompute them in case it wants to do a corrector step.
Definition at line 249 of file IpIpoptData.hpp.
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Method for setting the HaveDeltas flag.
This method should be called if some method computes the primal-dual step (and stores it in the delta_ fields of IpoptData) at an early part of the iteration. If that flag is set to true, the IpoptAlgorithm object will not recompute the step.
Definition at line 259 of file IpIpoptData.hpp.
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Copy the trial values to the current values.
Definition at line 678 of file IpIpoptData.hpp.
void Ipopt::IpoptData::AcceptTrialPoint | ( | ) |
Set the current iterate values from the trial values.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 277 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 281 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 286 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 291 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 296 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 301 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 306 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 311 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 316 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 320 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 327 of file IpIpoptData.hpp.
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Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Definition at line 331 of file IpIpoptData.hpp.
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Overall convergence tolerance.
It is used in the convergence test, but also in some other parts of the algorithm that depend on the specified tolerance, such as the minimum value for the barrier parameter. Obtain the tolerance.
Definition at line 343 of file IpIpoptData.hpp.
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Set a new value for the tolerance.
One should be very careful when using this, since changing the predefined tolerance might have unexpected consequences. This method is for example used in the restoration convergence checker to tighten the restoration phase convergence tolerance, if the restoration phase converged to a point that has not a large value for the constraint violation.
Definition at line 355 of file IpIpoptData.hpp.
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Cpu time counter at the beginning of the optimization.
This is useful to see how much CPU time has been spent in this optimization run.
Definition at line 364 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 371 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 375 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 379 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 383 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 387 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 391 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 395 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 399 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 403 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 407 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 411 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 415 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 419 of file IpIpoptData.hpp.
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Set this to true, if the next time when output is written, the summary line should not be printed.
Definition at line 425 of file IpIpoptData.hpp.
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Reset all info fields.
Definition at line 431 of file IpIpoptData.hpp.
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Return Timing Statistics Object.
Definition at line 443 of file IpIpoptData.hpp.
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Check if additional data has been set.
Definition at line 449 of file IpIpoptData.hpp.
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Get access to additional data object.
Definition at line 455 of file IpIpoptData.hpp.
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Set a new pointer for additional Ipopt data.
Definition at line 461 of file IpIpoptData.hpp.
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Set the perturbation of the primal-dual system.
Definition at line 468 of file IpIpoptData.hpp.
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Get the current perturbation of the primal-dual system.
Definition at line 478 of file IpIpoptData.hpp.
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Methods for IpoptType.
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Overloaded Equals Operator.
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Main iteration variables (current iteration)
Definition at line 497 of file IpIpoptData.hpp.
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Main iteration variables (trial calculations)
Definition at line 501 of file IpIpoptData.hpp.
Hessian (approximation) - might be changed elsewhere!
Definition at line 504 of file IpIpoptData.hpp.
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The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_;
Definition at line 508 of file IpIpoptData.hpp.
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The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the primal-dual search direction.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_;
Definition at line 516 of file IpIpoptData.hpp.
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The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_aff_;
Definition at line 524 of file IpIpoptData.hpp.
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The following flag is set to true, if some other part of the algorithm (like the method for computing the barrier parameter) has already computed the affine-scaling step.
This flag is reset when the AcceptTrialPoint method is called. ToDo: we could cue off of a null delta_aff_;
Definition at line 531 of file IpIpoptData.hpp.
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iteration count
Definition at line 535 of file IpIpoptData.hpp.
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current barrier parameter
Definition at line 538 of file IpIpoptData.hpp.
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Definition at line 539 of file IpIpoptData.hpp.
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current fraction to the boundary parameter
Definition at line 542 of file IpIpoptData.hpp.
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Definition at line 543 of file IpIpoptData.hpp.
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flag indicating if Initialize method has been called (for debugging)
Definition at line 547 of file IpIpoptData.hpp.
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flag for debugging whether we have already curr_ values available (from which new Vectors can be generated
Definition at line 551 of file IpIpoptData.hpp.
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Overall convergence tolerance.
Definition at line 559 of file IpIpoptData.hpp.
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flag indicating whether the algorithm is in the free mu mode
Definition at line 565 of file IpIpoptData.hpp.
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flag indicating if a tiny step has been detected
Definition at line 567 of file IpIpoptData.hpp.
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Size of regularization for the Hessian.
Definition at line 573 of file IpIpoptData.hpp.
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Primal step size.
Definition at line 575 of file IpIpoptData.hpp.
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Info character for primal step size.
Definition at line 577 of file IpIpoptData.hpp.
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Dual step size.
Definition at line 579 of file IpIpoptData.hpp.
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Number of backtracking trial steps.
Definition at line 581 of file IpIpoptData.hpp.
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true, if next summary output line should not be printed (eg after restoration phase.
Definition at line 584 of file IpIpoptData.hpp.
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any string of characters for the end of the output line
Definition at line 586 of file IpIpoptData.hpp.
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VectorSpace for all the iterates.
Definition at line 590 of file IpIpoptData.hpp.
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TimingStatistics object collecting all Ipopt timing statistics.
Definition at line 594 of file IpIpoptData.hpp.
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CPU time counter at initialization.
Definition at line 597 of file IpIpoptData.hpp.
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Object for the data specific for the Chen-Goldfarb penalty method algorithm.
Definition at line 601 of file IpIpoptData.hpp.
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Definition at line 606 of file IpIpoptData.hpp.
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Definition at line 607 of file IpIpoptData.hpp.
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Definition at line 608 of file IpIpoptData.hpp.
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Definition at line 609 of file IpIpoptData.hpp.