#include <IpIpoptCalculatedQuantities.hpp>
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. | |
Number | curr_avrg_compl () |
average of current values of the complementarities | |
Number | trial_avrg_compl () |
average of trial values of the complementarities | |
Number | curr_gradBarrTDelta () |
inner_product of current barrier obj. | |
Number | CalcNormOfType (ENormType NormType, std::vector< SmartPtr< const Vector > > vecs) |
Compute the norm of a specific type of a set of vectors (uncached). | |
Number | CalcNormOfType (ENormType NormType, const Vector &vec1, const Vector &vec2) |
Compute the norm of a specific type of two vectors (uncached). | |
ENormType | constr_viol_normtype () const |
Norm type used for calculating constraint violation. | |
bool | IsSquareProblem () const |
Method returning true if this is a square problem. | |
Constructors/Destructors | |
IpoptCalculatedQuantities (const SmartPtr< IpoptNLP > &ip_nlp, const SmartPtr< IpoptData > &ip_data) | |
Constructor. | |
virtual | ~IpoptCalculatedQuantities () |
Default destructor. | |
Slacks | |
SmartPtr< const Vector > | curr_slack_x_L () |
Slacks for x_L (at current iterate). | |
SmartPtr< const Vector > | curr_slack_x_U () |
Slacks for x_U (at current iterate). | |
SmartPtr< const Vector > | curr_slack_s_L () |
Slacks for s_L (at current iterate). | |
SmartPtr< const Vector > | curr_slack_s_U () |
Slacks for s_U (at current iterate). | |
SmartPtr< const Vector > | trial_slack_x_L () |
Slacks for x_L (at trial point). | |
SmartPtr< const Vector > | trial_slack_x_U () |
Slacks for x_U (at trial point). | |
SmartPtr< const Vector > | trial_slack_s_L () |
Slacks for s_L (at trial point). | |
SmartPtr< const Vector > | trial_slack_s_U () |
Slacks for s_U (at trial point). | |
Index | AdjustedTrialSlacks () |
Indicating whether or not we "fudged" the slacks. | |
void | ResetAdjustedTrialSlacks () |
Reset the flags for "fudged" slacks. | |
Objective function | |
Number | curr_f () |
Value of objective function (at current point). | |
Number | unscaled_curr_f () |
Unscaled value of the objective function (at the current point). | |
Number | trial_f () |
Value of objective function (at trial point). | |
Number | unscaled_trial_f () |
Unscaled value of the objective function (at the trial point). | |
SmartPtr< const Vector > | curr_grad_f () |
Gradient of objective function (at current point). | |
SmartPtr< const Vector > | trial_grad_f () |
Gradient of objective function (at trial point). | |
Barrier Objective Function | |
Number | curr_barrier_obj () |
Barrier Objective Function Value (at current iterate with current mu). | |
Number | trial_barrier_obj () |
Barrier Objective Function Value (at trial point with current mu). | |
SmartPtr< const Vector > | curr_grad_barrier_obj_x () |
Gradient of barrier objective function with respect to x (at current point with current mu). | |
SmartPtr< const Vector > | curr_grad_barrier_obj_s () |
Gradient of barrier objective function with respect to s (at current point with current mu). | |
SmartPtr< const Vector > | grad_kappa_times_damping_x () |
Gradient of the damping term with respect to x (times kappa_d). | |
SmartPtr< const Vector > | grad_kappa_times_damping_s () |
Gradient of the damping term with respect to s (times kappa_d). | |
Constraints | |
SmartPtr< const Vector > | curr_c () |
c(x) (at current point) | |
SmartPtr< const Vector > | unscaled_curr_c () |
unscaled c(x) (at current point) | |
SmartPtr< const Vector > | trial_c () |
c(x) (at trial point) | |
SmartPtr< const Vector > | curr_d () |
d(x) (at current point) | |
SmartPtr< const Vector > | unscaled_curr_d () |
unscaled d(x) (at current point) | |
SmartPtr< const Vector > | trial_d () |
d(x) (at trial point) | |
SmartPtr< const Vector > | curr_d_minus_s () |
d(x) - s (at current point) | |
SmartPtr< const Vector > | trial_d_minus_s () |
d(x) - s (at trial point) | |
SmartPtr< const Matrix > | curr_jac_c () |
Jacobian of c (at current point). | |
SmartPtr< const Matrix > | trial_jac_c () |
Jacobian of c (at trial point). | |
SmartPtr< const Matrix > | curr_jac_d () |
Jacobian of d (at current point). | |
SmartPtr< const Matrix > | trial_jac_d () |
Jacobian of d (at trial point). | |
SmartPtr< const Vector > | curr_jac_cT_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at current point) of C transpose with general vector. | |
SmartPtr< const Vector > | trial_jac_cT_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at trial point) of C transpose with general vector. | |
SmartPtr< const Vector > | curr_jac_dT_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at current point) of D transpose with general vector. | |
SmartPtr< const Vector > | trial_jac_dT_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at trial point) of D transpose with general vector. | |
SmartPtr< const Vector > | curr_jac_cT_times_curr_y_c () |
Product of Jacobian (evaluated at current point) of C transpose with current y_c. | |
SmartPtr< const Vector > | trial_jac_cT_times_trial_y_c () |
Product of Jacobian (evaluated at trial point) of C transpose with trial y_c. | |
SmartPtr< const Vector > | curr_jac_dT_times_curr_y_d () |
Product of Jacobian (evaluated at current point) of D transpose with current y_d. | |
SmartPtr< const Vector > | trial_jac_dT_times_trial_y_d () |
Product of Jacobian (evaluated at trial point) of D transpose with trial y_d. | |
SmartPtr< const Vector > | curr_jac_c_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at current point) of C with general vector. | |
SmartPtr< const Vector > | curr_jac_d_times_vec (const Vector &vec) |
Product of Jacobian (evaluated at current point) of D with general vector. | |
Number | curr_constraint_violation () |
Constraint Violation (at current iterate). | |
Number | trial_constraint_violation () |
Constraint Violation (at trial point). | |
Number | curr_nlp_constraint_violation (ENormType NormType) |
Real constraint violation in a given norm (at current iterate). | |
Number | unscaled_curr_nlp_constraint_violation (ENormType NormType) |
Unscaled real constraint violation in a given norm (at current iterate). | |
Hessian matrices | |
SmartPtr< const SymMatrix > | curr_exact_hessian () |
exact Hessian at current iterate (uncached) | |
primal-dual error and its components | |
SmartPtr< const Vector > | curr_grad_lag_x () |
x-part of gradient of Lagrangian function (at current point) | |
SmartPtr< const Vector > | trial_grad_lag_x () |
x-part of gradient of Lagrangian function (at trial point) | |
SmartPtr< const Vector > | curr_grad_lag_s () |
s-part of gradient of Lagrangian function (at current point) | |
SmartPtr< const Vector > | trial_grad_lag_s () |
s-part of gradient of Lagrangian function (at trial point) | |
SmartPtr< const Vector > | curr_grad_lag_with_damping_x () |
x-part of gradient of Lagrangian function (at current point) including linear damping term | |
SmartPtr< const Vector > | curr_grad_lag_with_damping_s () |
s-part of gradient of Lagrangian function (at current point) including linear damping term | |
SmartPtr< const Vector > | curr_compl_x_L () |
Complementarity for x_L (for current iterate). | |
SmartPtr< const Vector > | curr_compl_x_U () |
Complementarity for x_U (for current iterate). | |
SmartPtr< const Vector > | curr_compl_s_L () |
Complementarity for s_L (for current iterate). | |
SmartPtr< const Vector > | curr_compl_s_U () |
Complementarity for s_U (for current iterate). | |
SmartPtr< const Vector > | trial_compl_x_L () |
Complementarity for x_L (for trial iterate). | |
SmartPtr< const Vector > | trial_compl_x_U () |
Complementarity for x_U (for trial iterate). | |
SmartPtr< const Vector > | trial_compl_s_L () |
Complementarity for s_L (for trial iterate). | |
SmartPtr< const Vector > | trial_compl_s_U () |
Complementarity for s_U (for trial iterate). | |
SmartPtr< const Vector > | curr_relaxed_compl_x_L () |
Relaxed complementarity for x_L (for current iterate and current mu). | |
SmartPtr< const Vector > | curr_relaxed_compl_x_U () |
Relaxed complementarity for x_U (for current iterate and current mu). | |
SmartPtr< const Vector > | curr_relaxed_compl_s_L () |
Relaxed complementarity for s_L (for current iterate and current mu). | |
SmartPtr< const Vector > | curr_relaxed_compl_s_U () |
Relaxed complementarity for s_U (for current iterate and current mu). | |
Number | curr_primal_infeasibility (ENormType NormType) |
Primal infeasibility in a given norm (at current iterate). | |
Number | trial_primal_infeasibility (ENormType NormType) |
Primal infeasibility in a given norm (at trial point). | |
Number | curr_dual_infeasibility (ENormType NormType) |
Dual infeasibility in a given norm (at current iterate). | |
Number | trial_dual_infeasibility (ENormType NormType) |
Dual infeasibility in a given norm (at trial iterate). | |
Number | unscaled_curr_dual_infeasibility (ENormType NormType) |
Unscaled dual infeasibility in a given norm (at current iterate). | |
Number | curr_complementarity (Number mu, ENormType NormType) |
Complementarity (for all complementarity conditions together) in a given norm (at current iterate). | |
Number | trial_complementarity (Number mu, ENormType NormType) |
Complementarity (for all complementarity conditions together) in a given norm (at trial iterate). | |
Number | unscaled_curr_complementarity (Number mu, ENormType NormType) |
Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling. | |
Number | CalcCentralityMeasure (const Vector &compl_x_L, const Vector &compl_x_U, const Vector &compl_s_L, const Vector &compl_s_U) |
Centrality measure (in spirit of the -infinity-neighborhood. | |
Number | curr_centrality_measure () |
Centrality measure at current point. | |
Number | curr_nlp_error () |
Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers. | |
Number | unscaled_curr_nlp_error () |
Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP. | |
Number | curr_barrier_error () |
Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers. | |
Number | curr_primal_dual_system_error (Number mu) |
Norm of the primal-dual system for a given mu (at current iterate). | |
Number | trial_primal_dual_system_error (Number mu) |
Norm of the primal-dual system for a given mu (at trial iterate). | |
Computing fraction-to-the-boundary step sizes | |
Number | primal_frac_to_the_bound (Number tau, const Vector &delta_x, const Vector &delta_s) |
Fraction to the boundary from (current) primal variables x and s for a given step. | |
Number | curr_primal_frac_to_the_bound (Number tau) |
Fraction to the boundary from (current) primal variables x and s for internal (current) step. | |
Number | dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U) |
Fraction to the boundary from (current) dual variables z and v for a given step. | |
Number | uncached_dual_frac_to_the_bound (Number tau, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U) |
Fraction to the boundary from (current) dual variables z and v for a given step, without caching. | |
Number | curr_dual_frac_to_the_bound (Number tau) |
Fraction to the boundary from (current) dual variables z and v for internal (current) step. | |
Number | uncached_slack_frac_to_the_bound (Number tau, const Vector &delta_x_L, const Vector &delta_x_U, const Vector &delta_s_L, const Vector &delta_s_U) |
Fraction to the boundary from (current) slacks for a given step in the slacks. | |
Sigma matrices | |
SmartPtr< const Vector > | curr_sigma_x () |
SmartPtr< const Vector > | curr_sigma_s () |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. |
IpoptCalculatedQuantities | ( | const SmartPtr< IpoptNLP > & | ip_nlp, | |
const SmartPtr< IpoptData > & | ip_data | |||
) |
~IpoptCalculatedQuantities | ( | ) | [virtual] |
Default destructor.
bool 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.
References OptionsList::GetBoolValue(), OptionsList::GetEnumValue(), and OptionsList::GetNumericValue().
Referenced by IpoptAlgorithm::InitializeImpl().
Slacks for x_L (at current iterate).
References Ipopt::ConstPtr(), DBG_ASSERT, DBG_PRINT_VECTOR, and DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_avrg_compl(), IpoptCalculatedQuantities::curr_barrier_obj(), IpoptCalculatedQuantities::curr_compl_x_L(), IpoptCalculatedQuantities::curr_grad_barrier_obj_x(), IpoptCalculatedQuantities::curr_relaxed_compl_x_L(), IpoptCalculatedQuantities::curr_sigma_x(), MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::primal_frac_to_the_bound(), WarmStartIterateInitializer::SetInitialIterates(), PDFullSpaceSolver::Solve(), IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Slacks for x_U (at current iterate).
References Ipopt::ConstPtr(), DBG_ASSERT, and DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_avrg_compl(), IpoptCalculatedQuantities::curr_barrier_obj(), IpoptCalculatedQuantities::curr_compl_x_U(), IpoptCalculatedQuantities::curr_grad_barrier_obj_x(), IpoptCalculatedQuantities::curr_relaxed_compl_x_U(), IpoptCalculatedQuantities::curr_sigma_x(), MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::primal_frac_to_the_bound(), WarmStartIterateInitializer::SetInitialIterates(), PDFullSpaceSolver::Solve(), IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Slacks for s_L (at current iterate).
References Ipopt::ConstPtr(), DBG_ASSERT, and DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_avrg_compl(), IpoptCalculatedQuantities::curr_barrier_obj(), IpoptCalculatedQuantities::curr_compl_s_L(), IpoptCalculatedQuantities::curr_grad_barrier_obj_s(), IpoptCalculatedQuantities::curr_relaxed_compl_s_L(), IpoptCalculatedQuantities::curr_sigma_s(), MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::primal_frac_to_the_bound(), WarmStartIterateInitializer::SetInitialIterates(), PDFullSpaceSolver::Solve(), IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Slacks for s_U (at current iterate).
References Ipopt::ConstPtr(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, and DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_avrg_compl(), IpoptCalculatedQuantities::curr_barrier_obj(), IpoptCalculatedQuantities::curr_compl_s_U(), IpoptCalculatedQuantities::curr_grad_barrier_obj_s(), IpoptCalculatedQuantities::curr_relaxed_compl_s_U(), IpoptCalculatedQuantities::curr_sigma_s(), MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::primal_frac_to_the_bound(), WarmStartIterateInitializer::SetInitialIterates(), PDFullSpaceSolver::Solve(), IpoptCalculatedQuantities::uncached_slack_frac_to_the_bound(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Slacks for x_L (at trial point).
References Ipopt::ConstPtr(), DBG_ASSERT, and DBG_START_METH.
Referenced by MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::trial_avrg_compl(), IpoptCalculatedQuantities::trial_barrier_obj(), and IpoptCalculatedQuantities::trial_compl_x_L().
Slacks for x_U (at trial point).
References Ipopt::ConstPtr(), DBG_ASSERT, and DBG_START_METH.
Referenced by MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::trial_avrg_compl(), IpoptCalculatedQuantities::trial_barrier_obj(), and IpoptCalculatedQuantities::trial_compl_x_U().
Slacks for s_L (at trial point).
References Ipopt::ConstPtr(), DBG_ASSERT, and DBG_START_METH.
Referenced by MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::trial_avrg_compl(), IpoptCalculatedQuantities::trial_barrier_obj(), and IpoptCalculatedQuantities::trial_compl_s_L().
Slacks for s_U (at trial point).
References Ipopt::ConstPtr(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, and DBG_START_METH.
Referenced by MinC_1NrmRestorationPhase::PerformRestoration(), IpoptCalculatedQuantities::trial_avrg_compl(), IpoptCalculatedQuantities::trial_barrier_obj(), and IpoptCalculatedQuantities::trial_compl_s_U().
Index AdjustedTrialSlacks | ( | ) |
void ResetAdjustedTrialSlacks | ( | ) |
Reset the flags for "fudged" slacks.
References DBG_START_METH.
Referenced by WarmStartIterateInitializer::SetInitialIterates().
Number curr_f | ( | ) |
Value of objective function (at current point).
References DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::curr_barrier_obj(), and IpoptCalculatedQuantities::unscaled_curr_f().
Number unscaled_curr_f | ( | ) |
Unscaled value of the objective function (at the current point).
References IpoptCalculatedQuantities::curr_f().
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), and OrigIterationOutput::WriteOutput().
Number trial_f | ( | ) |
Value of objective function (at trial point).
References DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::trial_barrier_obj(), and IpoptCalculatedQuantities::unscaled_trial_f().
Number unscaled_trial_f | ( | ) |
Unscaled value of the objective function (at the trial point).
References IpoptCalculatedQuantities::trial_f().
Gradient of objective function (at current point).
References DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by LeastSquareMultipliers::CalculateMultipliers(), IpoptCalculatedQuantities::curr_grad_barrier_obj_x(), IpoptCalculatedQuantities::curr_grad_lag_x(), LimMemQuasiNewtonUpdater::UpdateHessian(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Gradient of objective function (at trial point).
References DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::trial_grad_lag_x().
Number curr_barrier_obj | ( | ) |
Barrier Objective Function Value (at current iterate with current mu).
References IpoptCalculatedQuantities::curr_f(), IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), and Ipopt::IsFiniteNumber().
Referenced by FilterLSAcceptor::InitThisLineSearch(), and FilterLSAcceptor::StartWatchDog().
Number trial_barrier_obj | ( | ) |
Barrier Objective Function Value (at trial point with current mu).
References DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::IsFiniteNumber(), IpoptCalculatedQuantities::trial_f(), IpoptCalculatedQuantities::trial_slack_s_L(), IpoptCalculatedQuantities::trial_slack_s_U(), IpoptCalculatedQuantities::trial_slack_x_L(), and IpoptCalculatedQuantities::trial_slack_x_U().
Referenced by FilterLSAcceptor::CheckAcceptabilityOfTrialPoint(), and BacktrackingLineSearch::FindAcceptableTrialPoint().
Gradient of barrier objective function with respect to x (at current point with current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_grad_f(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), and Vector::Set().
Referenced by IpoptCalculatedQuantities::curr_gradBarrTDelta().
Gradient of barrier objective function with respect to s (at current point with current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Vector::ElementWiseDivide(), Ipopt::GetRawPtr(), and Vector::Set().
Referenced by IpoptCalculatedQuantities::curr_gradBarrTDelta().
Gradient of the damping term with respect to x (times kappa_d).
References Ipopt::ConstPtr(), DBG_ASSERT, DBG_START_METH, and Ipopt::GetRawPtr().
Gradient of the damping term with respect to s (times kappa_d).
References Ipopt::ConstPtr(), DBG_ASSERT, DBG_START_METH, and Ipopt::GetRawPtr().
c(x) (at current point)
References DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_nlp_constraint_violation(), IpoptCalculatedQuantities::curr_primal_infeasibility(), FilterLSAcceptor::TrySecondOrderCorrection(), IpoptCalculatedQuantities::unscaled_curr_c(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
unscaled c(x) (at current point)
References IpoptCalculatedQuantities::curr_c().
Referenced by IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation().
c(x) (at trial point)
References DBG_START_METH.
Referenced by IpoptCalculatedQuantities::trial_primal_infeasibility().
d(x) (at current point)
References DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_d_minus_s(), IpoptCalculatedQuantities::curr_nlp_constraint_violation(), WarmStartIterateInitializer::SetInitialIterates(), IpoptCalculatedQuantities::unscaled_curr_d(), IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
d(x) (at trial point)
References DBG_START_METH.
Referenced by DefaultIterateInitializer::SetInitialIterates(), and IpoptCalculatedQuantities::trial_d_minus_s().
d(x) - s (at current point)
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_d(), and DBG_START_METH.
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_primal_infeasibility(), FilterLSAcceptor::TrySecondOrderCorrection(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
d(x) - s (at trial point)
References Ipopt::ConstPtr(), DBG_START_METH, and IpoptCalculatedQuantities::trial_d().
Referenced by IpoptCalculatedQuantities::trial_primal_infeasibility().
Jacobian of c (at current point).
References DBG_START_METH.
Referenced by LeastSquareMultipliers::CalculateMultipliers(), IpoptCalculatedQuantities::curr_jac_c_times_vec(), IpoptCalculatedQuantities::curr_jac_cT_times_vec(), PDFullSpaceSolver::Solve(), LimMemQuasiNewtonUpdater::UpdateHessian(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Jacobian of c (at trial point).
References DBG_START_METH.
Referenced by IpoptCalculatedQuantities::trial_jac_cT_times_vec().
Jacobian of d (at current point).
References DBG_START_METH.
Referenced by LeastSquareMultipliers::CalculateMultipliers(), IpoptCalculatedQuantities::curr_jac_d_times_vec(), IpoptCalculatedQuantities::curr_jac_dT_times_vec(), PDFullSpaceSolver::Solve(), LimMemQuasiNewtonUpdater::UpdateHessian(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Jacobian of d (at trial point).
References DBG_START_METH.
Referenced by IpoptCalculatedQuantities::trial_jac_dT_times_vec().
Product of Jacobian (evaluated at current point) of C transpose with general vector.
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_jac_c(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_jac_cT_times_curr_y_c().
Product of Jacobian (evaluated at trial point) of C transpose with general vector.
References Ipopt::ConstPtr(), DBG_START_METH, and IpoptCalculatedQuantities::trial_jac_c().
Referenced by IpoptCalculatedQuantities::trial_jac_cT_times_trial_y_c().
Product of Jacobian (evaluated at current point) of D transpose with general vector.
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_jac_d(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_jac_dT_times_curr_y_d().
Product of Jacobian (evaluated at trial point) of D transpose with general vector.
References Ipopt::ConstPtr(), DBG_START_METH, and IpoptCalculatedQuantities::trial_jac_d().
Referenced by IpoptCalculatedQuantities::trial_jac_dT_times_trial_y_d().
Product of Jacobian (evaluated at current point) of C transpose with current y_c.
References IpoptCalculatedQuantities::curr_jac_cT_times_vec(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_grad_lag_x().
Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.
References DBG_START_METH, and IpoptCalculatedQuantities::trial_jac_cT_times_vec().
Referenced by IpoptCalculatedQuantities::trial_grad_lag_x().
Product of Jacobian (evaluated at current point) of D transpose with current y_d.
References IpoptCalculatedQuantities::curr_jac_dT_times_vec(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_grad_lag_x().
Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.
References DBG_START_METH, and IpoptCalculatedQuantities::trial_jac_dT_times_vec().
Referenced by IpoptCalculatedQuantities::trial_grad_lag_x().
Product of Jacobian (evaluated at current point) of C with general vector.
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_jac_c(), and DBG_START_METH.
Product of Jacobian (evaluated at current point) of D with general vector.
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_jac_d(), and DBG_START_METH.
Number curr_constraint_violation | ( | ) |
Constraint Violation (at current iterate).
This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype
References IpoptCalculatedQuantities::curr_primal_infeasibility(), and DBG_START_METH.
Referenced by FilterLSAcceptor::CalculateAlphaMin(), FilterLSAcceptor::InitThisLineSearch(), and FilterLSAcceptor::StartWatchDog().
Number trial_constraint_violation | ( | ) |
Constraint Violation (at trial point).
This value should be used in the line search, and not curr_primal_infeasibility(). What type of norm is used depends on constr_viol_normtype
References DBG_START_METH, and IpoptCalculatedQuantities::trial_primal_infeasibility().
Referenced by FilterLSAcceptor::CheckAcceptabilityOfTrialPoint(), BacktrackingLineSearch::FindAcceptableTrialPoint(), and FilterLSAcceptor::TrySecondOrderCorrection().
Real constraint violation in a given norm (at current iterate).
This considers the inequality constraints without slacks.
References c, IpoptCalculatedQuantities::CalcNormOfType(), IpoptCalculatedQuantities::curr_c(), IpoptCalculatedQuantities::curr_d(), DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::curr_nlp_error().
Unscaled real constraint violation in a given norm (at current iterate).
This considers the inequality constraints without slacks.
References c, IpoptCalculatedQuantities::CalcNormOfType(), IpoptCalculatedQuantities::curr_d(), DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), and IpoptCalculatedQuantities::unscaled_curr_c().
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), OptimalityErrorConvergenceCheck::CurrentIsAcceptable(), and IpoptCalculatedQuantities::unscaled_curr_nlp_error().
x-part of gradient of Lagrangian function (at current point)
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_grad_f(), IpoptCalculatedQuantities::curr_jac_cT_times_curr_y_c(), IpoptCalculatedQuantities::curr_jac_dT_times_curr_y_d(), DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_grad_lag_with_damping_x(), IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
x-part of gradient of Lagrangian function (at trial point)
References Ipopt::ConstPtr(), DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), IpoptCalculatedQuantities::trial_grad_f(), IpoptCalculatedQuantities::trial_jac_cT_times_trial_y_c(), and IpoptCalculatedQuantities::trial_jac_dT_times_trial_y_d().
Referenced by IpoptCalculatedQuantities::trial_dual_infeasibility().
s-part of gradient of Lagrangian function (at current point)
References Ipopt::ConstPtr(), DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by QualityFunctionMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_grad_lag_with_damping_s(), IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
s-part of gradient of Lagrangian function (at trial point)
References Ipopt::ConstPtr(), DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::trial_dual_infeasibility().
x-part of gradient of Lagrangian function (at current point) including linear damping term
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_grad_lag_x(), DBG_START_METH, and Ipopt::GetRawPtr().
s-part of gradient of Lagrangian function (at current point) including linear damping term
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_grad_lag_s(), DBG_START_METH, and Ipopt::GetRawPtr().
Complementarity for x_L (for current iterate).
References IpoptCalculatedQuantities::curr_slack_x_L(), DBG_PRINT_VECTOR, and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_centrality_measure(), IpoptCalculatedQuantities::curr_complementarity(), and IpoptCalculatedQuantities::curr_relaxed_compl_x_L().
Complementarity for x_U (for current iterate).
References IpoptCalculatedQuantities::curr_slack_x_U(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_centrality_measure(), IpoptCalculatedQuantities::curr_complementarity(), and IpoptCalculatedQuantities::curr_relaxed_compl_x_U().
Complementarity for s_L (for current iterate).
References IpoptCalculatedQuantities::curr_slack_s_L(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_centrality_measure(), IpoptCalculatedQuantities::curr_complementarity(), and IpoptCalculatedQuantities::curr_relaxed_compl_s_L().
Complementarity for s_U (for current iterate).
References IpoptCalculatedQuantities::curr_slack_s_U(), and DBG_START_METH.
Referenced by IpoptCalculatedQuantities::curr_centrality_measure(), IpoptCalculatedQuantities::curr_complementarity(), and IpoptCalculatedQuantities::curr_relaxed_compl_s_U().
Complementarity for x_L (for trial iterate).
References DBG_PRINT_VECTOR, DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_x_L().
Referenced by IpoptCalculatedQuantities::trial_complementarity().
Complementarity for x_U (for trial iterate).
References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_x_U().
Referenced by IpoptCalculatedQuantities::trial_complementarity().
Complementarity for s_L (for trial iterate).
References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_s_L().
Referenced by IpoptCalculatedQuantities::trial_complementarity().
Complementarity for s_U (for trial iterate).
References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_s_U().
Referenced by IpoptCalculatedQuantities::trial_complementarity().
Relaxed complementarity for x_L (for current iterate and current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_compl_x_L(), IpoptCalculatedQuantities::curr_slack_x_L(), DBG_START_METH, and Ipopt::GetRawPtr().
Relaxed complementarity for x_U (for current iterate and current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_compl_x_U(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_START_METH, and Ipopt::GetRawPtr().
Relaxed complementarity for s_L (for current iterate and current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_compl_s_L(), IpoptCalculatedQuantities::curr_slack_s_L(), DBG_START_METH, and Ipopt::GetRawPtr().
Relaxed complementarity for s_U (for current iterate and current mu).
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_compl_s_U(), IpoptCalculatedQuantities::curr_slack_s_U(), DBG_START_METH, and Ipopt::GetRawPtr().
Primal infeasibility in a given norm (at current iterate).
References c, IpoptCalculatedQuantities::CalcNormOfType(), IpoptCalculatedQuantities::curr_c(), IpoptCalculatedQuantities::curr_d_minus_s(), DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), IpoptCalculatedQuantities::curr_barrier_error(), IpoptCalculatedQuantities::curr_constraint_violation(), IpoptCalculatedQuantities::curr_primal_dual_system_error(), MinC_1NrmRestorationPhase::PerformRestoration(), and OrigIterationOutput::WriteOutput().
Primal infeasibility in a given norm (at trial point).
References c, IpoptCalculatedQuantities::CalcNormOfType(), DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), IpoptCalculatedQuantities::trial_c(), and IpoptCalculatedQuantities::trial_d_minus_s().
Referenced by IpoptCalculatedQuantities::trial_constraint_violation(), and IpoptCalculatedQuantities::trial_primal_dual_system_error().
Dual infeasibility in a given norm (at current iterate).
References IpoptCalculatedQuantities::CalcNormOfType(), IpoptCalculatedQuantities::curr_grad_lag_s(), IpoptCalculatedQuantities::curr_grad_lag_x(), DBG_PRINT_VECTOR, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by RestoFilterConvergenceCheck::CheckConvergence(), OptimalityErrorConvergenceCheck::CheckConvergence(), IpoptCalculatedQuantities::curr_barrier_error(), IpoptCalculatedQuantities::curr_nlp_error(), IpoptCalculatedQuantities::curr_primal_dual_system_error(), RestoIterationOutput::WriteOutput(), and OrigIterationOutput::WriteOutput().
Dual infeasibility in a given norm (at trial iterate).
References IpoptCalculatedQuantities::CalcNormOfType(), DBG_PRINT_VECTOR, DBG_START_METH, Ipopt::GetRawPtr(), IpoptCalculatedQuantities::trial_grad_lag_s(), and IpoptCalculatedQuantities::trial_grad_lag_x().
Referenced by IpoptCalculatedQuantities::trial_primal_dual_system_error().
Unscaled dual infeasibility in a given norm (at current iterate).
References IpoptCalculatedQuantities::CalcNormOfType(), Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_grad_lag_s(), IpoptCalculatedQuantities::curr_grad_lag_x(), DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), OptimalityErrorConvergenceCheck::CurrentIsAcceptable(), and IpoptCalculatedQuantities::unscaled_curr_nlp_error().
Complementarity (for all complementarity conditions together) in a given norm (at current iterate).
References IpoptCalculatedQuantities::CalcNormOfType(), IpoptCalculatedQuantities::curr_compl_s_L(), IpoptCalculatedQuantities::curr_compl_s_U(), IpoptCalculatedQuantities::curr_compl_x_L(), IpoptCalculatedQuantities::curr_compl_x_U(), DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by IpoptCalculatedQuantities::curr_barrier_error(), IpoptCalculatedQuantities::curr_nlp_error(), IpoptCalculatedQuantities::curr_primal_dual_system_error(), IpoptCalculatedQuantities::unscaled_curr_complementarity(), and IpoptCalculatedQuantities::unscaled_curr_nlp_error().
Complementarity (for all complementarity conditions together) in a given norm (at trial iterate).
References IpoptCalculatedQuantities::CalcNormOfType(), DBG_START_METH, Ipopt::GetRawPtr(), IpoptCalculatedQuantities::trial_compl_s_L(), IpoptCalculatedQuantities::trial_compl_s_U(), IpoptCalculatedQuantities::trial_compl_x_L(), and IpoptCalculatedQuantities::trial_compl_x_U().
Referenced by IpoptCalculatedQuantities::trial_primal_dual_system_error().
Complementarity (for all complementarity conditions together) in a given norm (at current iterate) without NLP scaling.
References IpoptCalculatedQuantities::curr_complementarity().
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), OptimalityErrorConvergenceCheck::CurrentIsAcceptable(), and IpoptCalculatedQuantities::unscaled_curr_nlp_error().
Number CalcCentralityMeasure | ( | const Vector & | compl_x_L, | |
const Vector & | compl_x_U, | |||
const Vector & | compl_s_L, | |||
const Vector & | compl_s_U | |||
) |
Centrality measure (in spirit of the -infinity-neighborhood.
References Vector::Asum(), DBG_ASSERT, DBG_PRINT, DBG_PRINT_VECTOR, DBG_START_METH, Vector::Dim(), SimTK::max(), Vector::Min(), and Ipopt::Min().
Referenced by IpoptCalculatedQuantities::curr_centrality_measure().
Number curr_centrality_measure | ( | ) |
Centrality measure at current point.
References IpoptCalculatedQuantities::CalcCentralityMeasure(), IpoptCalculatedQuantities::curr_compl_s_L(), IpoptCalculatedQuantities::curr_compl_s_U(), IpoptCalculatedQuantities::curr_compl_x_L(), IpoptCalculatedQuantities::curr_compl_x_U(), and Ipopt::GetRawPtr().
Referenced by LoqoMuOracle::CalculateMu().
Number curr_nlp_error | ( | ) |
Total optimality error for the original NLP at the current iterate, using scaling factors based on multipliers.
Note that here the constraint violation is measured without slacks (nlp_constraint_violation)
References IpoptCalculatedQuantities::curr_complementarity(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_nlp_constraint_violation(), DBG_ASSERT, DBG_PRINT, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::Max(), and Ipopt::NORM_MAX.
Referenced by OptimalityErrorConvergenceCheck::CheckConvergence(), and OptimalityErrorConvergenceCheck::CurrentIsAcceptable().
Number unscaled_curr_nlp_error | ( | ) |
Total optimality error for the original NLP at the current iterate, but using no scaling based on multipliers, and no scaling for the NLP.
Note that here the constraint violation is measured without slacks (nlp_constraint_violation)
References IpoptCalculatedQuantities::curr_complementarity(), DBG_ASSERT, DBG_PRINT, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::Max(), Ipopt::NORM_MAX, IpoptCalculatedQuantities::unscaled_curr_complementarity(), IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility(), and IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation().
Number curr_barrier_error | ( | ) |
Total optimality error for the barrier problem at the current iterate, using scaling factors based on multipliers.
References IpoptCalculatedQuantities::curr_complementarity(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_primal_infeasibility(), DBG_ASSERT, DBG_PRINT, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::Max(), and Ipopt::NORM_MAX.
Referenced by MonotoneMuUpdate::UpdateBarrierParameter(), and AdaptiveMuUpdate::UpdateBarrierParameter().
Norm of the primal-dual system for a given mu (at current iterate).
The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.
References IpoptCalculatedQuantities::curr_complementarity(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_primal_infeasibility(), DBG_ASSERT, DBG_START_METH, Ipopt::GetRawPtr(), and Ipopt::NORM_1.
Norm of the primal-dual system for a given mu (at trial iterate).
The norm is defined as the sum of the 1-norms of dual infeasibiliy, primal infeasibility, and complementarity, all divided by the number of elements of the vectors of which the norm is taken.
References DBG_ASSERT, DBG_START_METH, Ipopt::GetRawPtr(), Ipopt::NORM_1, IpoptCalculatedQuantities::trial_complementarity(), IpoptCalculatedQuantities::trial_dual_infeasibility(), and IpoptCalculatedQuantities::trial_primal_infeasibility().
Fraction to the boundary from (current) primal variables x and s for a given step.
References IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_START_METH, Ipopt::GetRawPtr(), and Ipopt::Min().
Referenced by ProbingMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_primal_frac_to_the_bound(), FilterLSAcceptor::TryCorrector(), and FilterLSAcceptor::TrySecondOrderCorrection().
Fraction to the boundary from (current) primal variables x and s for internal (current) step.
References DBG_START_METH, and IpoptCalculatedQuantities::primal_frac_to_the_bound().
Referenced by BacktrackingLineSearch::FindAcceptableTrialPoint().
Number dual_frac_to_the_bound | ( | Number | tau, | |
const Vector & | delta_z_L, | |||
const Vector & | delta_z_U, | |||
const Vector & | delta_v_L, | |||
const Vector & | delta_v_U | |||
) |
Fraction to the boundary from (current) dual variables z and v for a given step.
References DBG_START_METH, Ipopt::GetRawPtr(), and Ipopt::Min().
Referenced by ProbingMuOracle::CalculateMu(), IpoptCalculatedQuantities::curr_dual_frac_to_the_bound(), BacktrackingLineSearch::FindAcceptableTrialPoint(), MinC_1NrmRestorationPhase::PerformRestoration(), and FilterLSAcceptor::TryCorrector().
Number uncached_dual_frac_to_the_bound | ( | Number | tau, | |
const Vector & | delta_z_L, | |||
const Vector & | delta_z_U, | |||
const Vector & | delta_v_L, | |||
const Vector & | delta_v_U | |||
) |
Fraction to the boundary from (current) dual variables z and v for a given step, without caching.
References DBG_START_METH, and Ipopt::Min().
Fraction to the boundary from (current) dual variables z and v for internal (current) step.
References DBG_START_METH, and IpoptCalculatedQuantities::dual_frac_to_the_bound().
Number uncached_slack_frac_to_the_bound | ( | Number | tau, | |
const Vector & | delta_x_L, | |||
const Vector & | delta_x_U, | |||
const Vector & | delta_s_L, | |||
const Vector & | delta_s_U | |||
) |
Fraction to the boundary from (current) slacks for a given step in the slacks.
Usually, one will use the primal_frac_to_the_bound method to compute the primal fraction to the boundary step size, but if it is cheaper to provide the steps in the slacks directly (e.g. when the primal step sizes are only temporary), the this method is more efficient. This method does not cache computations.
References IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_START_METH, and Ipopt::Min().
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_PRINT_VECTOR, and DBG_START_METH.
Referenced by PDFullSpaceSolver::Solve().
References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), and DBG_START_METH.
Referenced by PDFullSpaceSolver::Solve().
Number curr_avrg_compl | ( | ) |
average of current values of the complementarities
References IpoptCalculatedQuantities::curr_slack_s_L(), IpoptCalculatedQuantities::curr_slack_s_U(), IpoptCalculatedQuantities::curr_slack_x_L(), IpoptCalculatedQuantities::curr_slack_x_U(), DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by QualityFunctionMuOracle::CalculateMu(), ProbingMuOracle::CalculateMu(), LoqoMuOracle::CalculateMu(), FilterLSAcceptor::TryCorrector(), and AdaptiveMuUpdate::UpdateBarrierParameter().
Number trial_avrg_compl | ( | ) |
average of trial values of the complementarities
References DBG_START_METH, Ipopt::GetRawPtr(), IpoptCalculatedQuantities::trial_slack_s_L(), IpoptCalculatedQuantities::trial_slack_s_U(), IpoptCalculatedQuantities::trial_slack_x_L(), and IpoptCalculatedQuantities::trial_slack_x_U().
Referenced by FilterLSAcceptor::TryCorrector().
Number curr_gradBarrTDelta | ( | ) |
inner_product of current barrier obj.
fn. gradient with current search direction
References IpoptCalculatedQuantities::curr_grad_barrier_obj_s(), IpoptCalculatedQuantities::curr_grad_barrier_obj_x(), DBG_PRINT, DBG_START_METH, and Ipopt::GetRawPtr().
Referenced by FilterLSAcceptor::CalculateAlphaMin(), FilterLSAcceptor::InitThisLineSearch(), and FilterLSAcceptor::StartWatchDog().
Compute the norm of a specific type of a set of vectors (uncached).
References DBG_ASSERT, fkinkryx::i, Ipopt::Max(), Ipopt::NORM_1, Ipopt::NORM_2, and Ipopt::NORM_MAX.
Referenced by IpoptCalculatedQuantities::curr_complementarity(), IpoptCalculatedQuantities::curr_dual_infeasibility(), IpoptCalculatedQuantities::curr_nlp_constraint_violation(), IpoptCalculatedQuantities::curr_primal_infeasibility(), IpoptCalculatedQuantities::trial_complementarity(), IpoptCalculatedQuantities::trial_dual_infeasibility(), IpoptCalculatedQuantities::trial_primal_infeasibility(), IpoptCalculatedQuantities::unscaled_curr_dual_infeasibility(), and IpoptCalculatedQuantities::unscaled_curr_nlp_constraint_violation().
Compute the norm of a specific type of two vectors (uncached).
References Vector::Amax(), Vector::Asum(), DBG_ASSERT, Ipopt::Max(), Ipopt::NORM_1, Ipopt::NORM_2, Ipopt::NORM_MAX, and Vector::Nrm2().
ENormType constr_viol_normtype | ( | ) | const [inline] |
Norm type used for calculating constraint violation.
bool IsSquareProblem | ( | ) | const |
Method returning true if this is a square problem.
Referenced by MinC_1NrmRestorationPhase::PerformRestoration().
void RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
Called by IpoptType to register the options
Referenced by Ipopt::RegisterOptions_Algorithm().