BacktrackingLSAcceptor Class Reference
#include <IpBacktrackingLSAcceptor.hpp>
Detailed Description
Base class for backtracking line search acceptors.Public Member Functions | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)=0 |
| InitializeImpl - overloaded from AlgorithmStrategyObject. | |
| virtual void | Reset ()=0 |
| Reset the acceptor. | |
| virtual void | InitThisLineSearch (bool in_watchdog)=0 |
| Initialization for the next line search. | |
| virtual void | PrepareRestoPhaseStart ()=0 |
| Method that is called before the restoration phase is called. | |
| virtual Number | CalculateAlphaMin ()=0 |
| Method returning the lower bound on the trial step sizes. | |
| virtual bool | CheckAcceptabilityOfTrialPoint (Number alpha_primal)=0 |
| Method for checking if current trial point is acceptable. | |
| virtual bool | TrySecondOrderCorrection (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0 |
| Try a second order correction for the constraints. | |
| virtual bool | TryCorrector (Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0 |
| Try higher order corrector (for fast local convergence). | |
| virtual char | UpdateForNextIteration (Number alpha_primal_test)=0 |
| Method for ending the current line search. | |
| virtual void | StartWatchDog ()=0 |
| Method for setting internal data if the watchdog procedure is started. | |
| virtual void | StopWatchDog ()=0 |
| Method for setting internal data if the watchdog procedure is stopped. | |
Constructors/Destructors | |
| BacktrackingLSAcceptor () | |
| Constructor. | |
| virtual | ~BacktrackingLSAcceptor () |
| Default destructor. | |
Static Public Member Functions | |
| static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
| Methods for OptionsList. | |
Constructor & Destructor Documentation
| BacktrackingLSAcceptor | ( | ) | [inline] |
Constructor.
| virtual ~BacktrackingLSAcceptor | ( | ) | [inline, virtual] |
Default destructor.
Member Function Documentation
| virtual bool InitializeImpl | ( | const OptionsList & | options, | |
| const std::string & | prefix | |||
| ) | [pure virtual] |
InitializeImpl - overloaded from AlgorithmStrategyObject.
Implements AlgorithmStrategyObject.
Implemented in FilterLSAcceptor.
| virtual void Reset | ( | ) | [pure virtual] |
Reset the acceptor.
This function should be called if all previous information should be discarded when the line search is performed the next time. For example, this method should be called if the barrier parameter is changed.
Implemented in FilterLSAcceptor.
| virtual void InitThisLineSearch | ( | bool | in_watchdog | ) | [pure virtual] |
Initialization for the next line search.
The flag in_watchdog indicates if we are currently in an active watchdog procedure.
Implemented in FilterLSAcceptor.
| virtual void PrepareRestoPhaseStart | ( | ) | [pure virtual] |
Method that is called before the restoration phase is called.
Here, we can set up things that are required in the termination test for the restoration phase, such as augmenting a filter.
Implemented in FilterLSAcceptor.
| virtual Number CalculateAlphaMin | ( | ) | [pure virtual] |
Method returning the lower bound on the trial step sizes.
If the backtracking procedure encounters a trial step size below this value after the first trial set, it swtiches to the (soft) restoration phase.
Implemented in FilterLSAcceptor.
| virtual bool CheckAcceptabilityOfTrialPoint | ( | Number | alpha_primal | ) | [pure virtual] |
Method for checking if current trial point is acceptable.
It is assumed that the delta information in ip_data is the search direction used in criteria. The primal trial point has to be set before the call. alpha_primal is the step size which is to be used for the test; if it is zero, then this method is called during the soft restoration phase.
Implemented in FilterLSAcceptor.
| virtual bool TrySecondOrderCorrection | ( | Number | alpha_primal_test, | |
| Number & | alpha_primal, | |||
| SmartPtr< IteratesVector > & | actual_delta | |||
| ) | [pure virtual] |
Try a second order correction for the constraints.
If the first trial step (with incoming alpha_primal) has been reject, this tries second order corrections, e.g., for the constraints. Here, alpha_primal_test is the step size that has to be used in the filter acceptance tests. On output actual_delta_ has been set to the step including the second order correction if it has been accepted, otherwise it is unchanged. If the SOC step has been accepted, alpha_primal has the fraction-to-the-boundary value for the SOC step on output. The return value is true, if a SOC step has been accepted.
Implemented in FilterLSAcceptor.
| virtual bool TryCorrector | ( | Number | alpha_primal_test, | |
| Number & | alpha_primal, | |||
| SmartPtr< IteratesVector > & | actual_delta | |||
| ) | [pure virtual] |
Try higher order corrector (for fast local convergence).
In contrast to a second order correction step, which tries to make an unacceptable point acceptable by improving constraint violation, this corrector step is tried even if the regular primal-dual step is acceptable.
Implemented in FilterLSAcceptor.
| virtual char UpdateForNextIteration | ( | Number | alpha_primal_test | ) | [pure virtual] |
Method for ending the current line search.
When it is called, the internal data should be updates, e.g., the filter might be augmented. alpha_primal_test is the value of alpha that has been used for in the acceptence test ealier. Return value is a character for the info_alpha_primal_char field in IpData.
Implemented in FilterLSAcceptor.
| virtual void StartWatchDog | ( | ) | [pure virtual] |
Method for setting internal data if the watchdog procedure is started.
Implemented in FilterLSAcceptor.
| virtual void StopWatchDog | ( | ) | [pure virtual] |
Method for setting internal data if the watchdog procedure is stopped.
Implemented in FilterLSAcceptor.
| static void RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
The documentation for this class was generated from the following file:
