IpFilterLSAcceptor.hpp

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// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpFilterLSAcceptor.hpp 759 2006-07-07 03:07:08Z andreasw $
//
// Authors:  Andreas Waechter                 IBM    2005-10-13
//               derived file from IpFilterLineSearch.hpp

#ifndef __IPFILTERLSACCEPTOR_HPP__
#define __IPFILTERLSACCEPTOR_HPP__

#include "IpFilter.hpp"
#include "IpBacktrackingLSAcceptor.hpp"
#include "IpPDSystemSolver.hpp"

namespace Ipopt
{

  class FilterLSAcceptor : public BacktrackingLSAcceptor
  {
  public:
    FilterLSAcceptor(const SmartPtr<PDSystemSolver>& pd_solver);

    virtual ~FilterLSAcceptor();

    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    virtual void Reset();

    virtual void InitThisLineSearch(bool in_watchdog);

    virtual void PrepareRestoPhaseStart();

    virtual Number CalculateAlphaMin();

    virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal);

    virtual bool TrySecondOrderCorrection(Number alpha_primal_test,
                                          Number& alpha_primal,
                                          SmartPtr<IteratesVector>& actual_delta);

    virtual bool TryCorrector(Number alpha_primal_test,
                              Number& alpha_primal,
                              SmartPtr<IteratesVector>& actual_delta);

    virtual char UpdateForNextIteration(Number alpha_primal_test);

    virtual void StartWatchDog();

    virtual void StopWatchDog();

    bool IsAcceptableToCurrentIterate(Number trial_barr, Number trial_theta,
                                      bool called_from_restoration=false) const;

    bool IsAcceptableToCurrentFilter(Number trial_barr, Number trial_theta) const;

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:
    FilterLSAcceptor(const FilterLSAcceptor&);

    void operator=(const FilterLSAcceptor&);

    Number theta_max_;
    Number theta_max_fact_;

    Number theta_min_;
    Number theta_min_fact_;

    bool IsFtype(Number alpha_primal_test);

    bool ArmijoHolds(Number alpha_primal_test);

    void AugmentFilter();

    //ToDo This should probably not be a static member function if we want to
    //     allow for different relaxation parameters values
    static bool Compare_le(Number lhs, Number rhs, Number BasVal);

    Number eta_phi_;
    Number delta_;
    Number s_phi_;
    Number s_theta_;
    Number gamma_phi_;
    Number gamma_theta_;
    Number alpha_min_frac_;
    Index max_soc_;
    Number kappa_soc_;
    Number obj_max_inc_;

    enum CorrectorTypeEnum {
      NO_CORRECTOR=0,
      AFFINE_CORRECTOR,
      PRIMAL_DUAL_CORRECTOR
    };
    CorrectorTypeEnum corrector_type_;
    Number corrector_compl_avrg_red_fact_;
    bool skip_corr_if_neg_curv_;
    bool skip_corr_in_monotone_mode_;
    Index max_filter_resets_;
    Index filter_reset_trigger_;

    Number reference_theta_;
    Number reference_barr_;
    Number reference_gradBarrTDelta_;
    Number watchdog_theta_;
    Number watchdog_barr_;
    Number watchdog_gradBarrTDelta_;

    Filter filter_;

    Number last_rejection_due_to_filter_;
    Index count_successive_filter_rejections_;
    Index n_filter_resets_;

    SmartPtr<PDSystemSolver> pd_solver_;
  };

} // namespace Ipopt

#endif