IpoptCalculatedQuantities Class Reference

#include <IpIpoptCalculatedQuantities.hpp>

Inheritance diagram for IpoptCalculatedQuantities:

ReferencedObject

List of all members.


Detailed Description

Class for all IPOPT specific calculated quantities.

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 Vectorcurr_slack_x_L ()
 Slacks for x_L (at current iterate).
SmartPtr< const Vectorcurr_slack_x_U ()
 Slacks for x_U (at current iterate).
SmartPtr< const Vectorcurr_slack_s_L ()
 Slacks for s_L (at current iterate).
SmartPtr< const Vectorcurr_slack_s_U ()
 Slacks for s_U (at current iterate).
SmartPtr< const Vectortrial_slack_x_L ()
 Slacks for x_L (at trial point).
SmartPtr< const Vectortrial_slack_x_U ()
 Slacks for x_U (at trial point).
SmartPtr< const Vectortrial_slack_s_L ()
 Slacks for s_L (at trial point).
SmartPtr< const Vectortrial_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 Vectorcurr_grad_f ()
 Gradient of objective function (at current point).
SmartPtr< const Vectortrial_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 Vectorcurr_grad_barrier_obj_x ()
 Gradient of barrier objective function with respect to x (at current point with current mu).
SmartPtr< const Vectorcurr_grad_barrier_obj_s ()
 Gradient of barrier objective function with respect to s (at current point with current mu).
SmartPtr< const Vectorgrad_kappa_times_damping_x ()
 Gradient of the damping term with respect to x (times kappa_d).
SmartPtr< const Vectorgrad_kappa_times_damping_s ()
 Gradient of the damping term with respect to s (times kappa_d).
Constraints
SmartPtr< const Vectorcurr_c ()
 c(x) (at current point)
SmartPtr< const Vectorunscaled_curr_c ()
 unscaled c(x) (at current point)
SmartPtr< const Vectortrial_c ()
 c(x) (at trial point)
SmartPtr< const Vectorcurr_d ()
 d(x) (at current point)
SmartPtr< const Vectorunscaled_curr_d ()
 unscaled d(x) (at current point)
SmartPtr< const Vectortrial_d ()
 d(x) (at trial point)
SmartPtr< const Vectorcurr_d_minus_s ()
 d(x) - s (at current point)
SmartPtr< const Vectortrial_d_minus_s ()
 d(x) - s (at trial point)
SmartPtr< const Matrixcurr_jac_c ()
 Jacobian of c (at current point).
SmartPtr< const Matrixtrial_jac_c ()
 Jacobian of c (at trial point).
SmartPtr< const Matrixcurr_jac_d ()
 Jacobian of d (at current point).
SmartPtr< const Matrixtrial_jac_d ()
 Jacobian of d (at trial point).
SmartPtr< const Vectorcurr_jac_cT_times_vec (const Vector &vec)
 Product of Jacobian (evaluated at current point) of C transpose with general vector.
SmartPtr< const Vectortrial_jac_cT_times_vec (const Vector &vec)
 Product of Jacobian (evaluated at trial point) of C transpose with general vector.
SmartPtr< const Vectorcurr_jac_dT_times_vec (const Vector &vec)
 Product of Jacobian (evaluated at current point) of D transpose with general vector.
SmartPtr< const Vectortrial_jac_dT_times_vec (const Vector &vec)
 Product of Jacobian (evaluated at trial point) of D transpose with general vector.
SmartPtr< const Vectorcurr_jac_cT_times_curr_y_c ()
 Product of Jacobian (evaluated at current point) of C transpose with current y_c.
SmartPtr< const Vectortrial_jac_cT_times_trial_y_c ()
 Product of Jacobian (evaluated at trial point) of C transpose with trial y_c.
SmartPtr< const Vectorcurr_jac_dT_times_curr_y_d ()
 Product of Jacobian (evaluated at current point) of D transpose with current y_d.
SmartPtr< const Vectortrial_jac_dT_times_trial_y_d ()
 Product of Jacobian (evaluated at trial point) of D transpose with trial y_d.
SmartPtr< const Vectorcurr_jac_c_times_vec (const Vector &vec)
 Product of Jacobian (evaluated at current point) of C with general vector.
SmartPtr< const Vectorcurr_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 SymMatrixcurr_exact_hessian ()
 exact Hessian at current iterate (uncached)
primal-dual error and its components
SmartPtr< const Vectorcurr_grad_lag_x ()
 x-part of gradient of Lagrangian function (at current point)
SmartPtr< const Vectortrial_grad_lag_x ()
 x-part of gradient of Lagrangian function (at trial point)
SmartPtr< const Vectorcurr_grad_lag_s ()
 s-part of gradient of Lagrangian function (at current point)
SmartPtr< const Vectortrial_grad_lag_s ()
 s-part of gradient of Lagrangian function (at trial point)
SmartPtr< const Vectorcurr_grad_lag_with_damping_x ()
 x-part of gradient of Lagrangian function (at current point) including linear damping term
SmartPtr< const Vectorcurr_grad_lag_with_damping_s ()
 s-part of gradient of Lagrangian function (at current point) including linear damping term
SmartPtr< const Vectorcurr_compl_x_L ()
 Complementarity for x_L (for current iterate).
SmartPtr< const Vectorcurr_compl_x_U ()
 Complementarity for x_U (for current iterate).
SmartPtr< const Vectorcurr_compl_s_L ()
 Complementarity for s_L (for current iterate).
SmartPtr< const Vectorcurr_compl_s_U ()
 Complementarity for s_U (for current iterate).
SmartPtr< const Vectortrial_compl_x_L ()
 Complementarity for x_L (for trial iterate).
SmartPtr< const Vectortrial_compl_x_U ()
 Complementarity for x_U (for trial iterate).
SmartPtr< const Vectortrial_compl_s_L ()
 Complementarity for s_L (for trial iterate).
SmartPtr< const Vectortrial_compl_s_U ()
 Complementarity for s_U (for trial iterate).
SmartPtr< const Vectorcurr_relaxed_compl_x_L ()
 Relaxed complementarity for x_L (for current iterate and current mu).
SmartPtr< const Vectorcurr_relaxed_compl_x_U ()
 Relaxed complementarity for x_U (for current iterate and current mu).
SmartPtr< const Vectorcurr_relaxed_compl_s_L ()
 Relaxed complementarity for s_L (for current iterate and current mu).
SmartPtr< const Vectorcurr_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 Vectorcurr_sigma_x ()
SmartPtr< const Vectorcurr_sigma_s ()

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Constructor & Destructor Documentation

IpoptCalculatedQuantities ( const SmartPtr< IpoptNLP > &  ip_nlp,
const SmartPtr< IpoptData > &  ip_data 
)

Constructor.

References DBG_ASSERT, DBG_START_METH, and Ipopt::IsValid().

~IpoptCalculatedQuantities (  )  [virtual]

Default destructor.


Member Function Documentation

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().

SmartPtr< const Vector > curr_slack_x_L (  ) 

SmartPtr< const Vector > curr_slack_x_U (  ) 

SmartPtr< const Vector > curr_slack_s_L (  ) 

SmartPtr< const Vector > curr_slack_s_U (  ) 

SmartPtr< const Vector > trial_slack_x_L (  ) 

SmartPtr< const Vector > trial_slack_x_U (  ) 

SmartPtr< const Vector > trial_slack_s_L (  ) 

SmartPtr< const Vector > trial_slack_s_U (  ) 

Index AdjustedTrialSlacks (  ) 

Indicating whether or not we "fudged" the slacks.

References DBG_PRINT, and DBG_START_METH.

void ResetAdjustedTrialSlacks (  ) 

Reset the flags for "fudged" slacks.

References DBG_START_METH.

Referenced by WarmStartIterateInitializer::SetInitialIterates().

Number 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 (  ) 

Number unscaled_trial_f (  ) 

Unscaled value of the objective function (at the trial point).

References IpoptCalculatedQuantities::trial_f().

SmartPtr< const Vector > curr_grad_f (  ) 

SmartPtr< const Vector > trial_grad_f (  ) 

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 (  ) 

Number trial_barrier_obj (  ) 

SmartPtr< const Vector > curr_grad_barrier_obj_x (  ) 

SmartPtr< const Vector > curr_grad_barrier_obj_s (  ) 

SmartPtr< const Vector > grad_kappa_times_damping_x (  ) 

Gradient of the damping term with respect to x (times kappa_d).

References Ipopt::ConstPtr(), DBG_ASSERT, DBG_START_METH, and Ipopt::GetRawPtr().

SmartPtr< const Vector > grad_kappa_times_damping_s (  ) 

Gradient of the damping term with respect to s (times kappa_d).

References Ipopt::ConstPtr(), DBG_ASSERT, DBG_START_METH, and Ipopt::GetRawPtr().

SmartPtr< const Vector > curr_c (  ) 

SmartPtr< const Vector > unscaled_curr_c (  ) 

SmartPtr< const Vector > trial_c (  ) 

c(x) (at trial point)

References DBG_START_METH.

Referenced by IpoptCalculatedQuantities::trial_primal_infeasibility().

SmartPtr< const Vector > curr_d (  ) 

SmartPtr< const Vector > unscaled_curr_d (  ) 

unscaled d(x) (at current point)

References IpoptCalculatedQuantities::curr_d().

SmartPtr< const Vector > trial_d (  ) 

SmartPtr< const Vector > curr_d_minus_s (  ) 

SmartPtr< const Vector > trial_d_minus_s (  ) 

SmartPtr< const Matrix > curr_jac_c (  ) 

SmartPtr< const Matrix > trial_jac_c (  ) 

Jacobian of c (at trial point).

References DBG_START_METH.

Referenced by IpoptCalculatedQuantities::trial_jac_cT_times_vec().

SmartPtr< const Matrix > curr_jac_d (  ) 

SmartPtr< const Matrix > trial_jac_d (  ) 

Jacobian of d (at trial point).

References DBG_START_METH.

Referenced by IpoptCalculatedQuantities::trial_jac_dT_times_vec().

SmartPtr< const Vector > curr_jac_cT_times_vec ( const Vector 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().

SmartPtr< const Vector > trial_jac_cT_times_vec ( const Vector vec  ) 

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().

SmartPtr< const Vector > curr_jac_dT_times_vec ( const Vector vec  ) 

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().

SmartPtr< const Vector > trial_jac_dT_times_vec ( const Vector vec  ) 

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().

SmartPtr< const Vector > curr_jac_cT_times_curr_y_c (  ) 

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().

SmartPtr< const Vector > trial_jac_cT_times_trial_y_c (  ) 

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().

SmartPtr< const Vector > curr_jac_dT_times_curr_y_d (  ) 

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().

SmartPtr< const Vector > trial_jac_dT_times_trial_y_d (  ) 

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().

SmartPtr< const Vector > curr_jac_c_times_vec ( const Vector vec  ) 

Product of Jacobian (evaluated at current point) of C with general vector.

References Ipopt::ConstPtr(), IpoptCalculatedQuantities::curr_jac_c(), and DBG_START_METH.

SmartPtr< const Vector > curr_jac_d_times_vec ( const Vector vec  ) 

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().

Number curr_nlp_constraint_violation ( ENormType  NormType  ) 

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().

Number unscaled_curr_nlp_constraint_violation ( ENormType  NormType  ) 

SmartPtr< const SymMatrix > curr_exact_hessian (  ) 

exact Hessian at current iterate (uncached)

References DBG_START_METH, and Ipopt::GetRawPtr().

SmartPtr< const Vector > curr_grad_lag_x (  ) 

SmartPtr< const Vector > trial_grad_lag_x (  ) 

SmartPtr< const Vector > curr_grad_lag_s (  ) 

SmartPtr< const Vector > trial_grad_lag_s (  ) 

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().

SmartPtr< const Vector > curr_grad_lag_with_damping_x (  ) 

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().

SmartPtr< const Vector > curr_grad_lag_with_damping_s (  ) 

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().

SmartPtr< const Vector > curr_compl_x_L (  ) 

SmartPtr< const Vector > curr_compl_x_U (  ) 

SmartPtr< const Vector > curr_compl_s_L (  ) 

SmartPtr< const Vector > curr_compl_s_U (  ) 

SmartPtr< const Vector > trial_compl_x_L (  ) 

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().

SmartPtr< const Vector > trial_compl_x_U (  ) 

Complementarity for x_U (for trial iterate).

References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_x_U().

Referenced by IpoptCalculatedQuantities::trial_complementarity().

SmartPtr< const Vector > trial_compl_s_L (  ) 

Complementarity for s_L (for trial iterate).

References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_s_L().

Referenced by IpoptCalculatedQuantities::trial_complementarity().

SmartPtr< const Vector > trial_compl_s_U (  ) 

Complementarity for s_U (for trial iterate).

References DBG_START_METH, and IpoptCalculatedQuantities::trial_slack_s_U().

Referenced by IpoptCalculatedQuantities::trial_complementarity().

SmartPtr< const Vector > curr_relaxed_compl_x_L (  ) 

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().

SmartPtr< const Vector > curr_relaxed_compl_x_U (  ) 

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().

SmartPtr< const Vector > curr_relaxed_compl_s_L (  ) 

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().

SmartPtr< const Vector > curr_relaxed_compl_s_U (  ) 

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().

Number curr_primal_infeasibility ( ENormType  NormType  ) 

Number trial_primal_infeasibility ( ENormType  NormType  ) 

Number curr_dual_infeasibility ( ENormType  NormType  ) 

Number trial_dual_infeasibility ( ENormType  NormType  ) 

Number unscaled_curr_dual_infeasibility ( ENormType  NormType  ) 

Number curr_complementarity ( Number  mu,
ENormType  NormType 
)

Number trial_complementarity ( Number  mu,
ENormType  NormType 
)

Number unscaled_curr_complementarity ( Number  mu,
ENormType  NormType 
)

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 (  ) 

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 (  ) 

Number curr_primal_dual_system_error ( Number  mu  ) 

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.

Number trial_primal_dual_system_error ( Number  mu  ) 

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().

Number primal_frac_to_the_bound ( Number  tau,
const Vector delta_x,
const Vector delta_s 
)

Number curr_primal_frac_to_the_bound ( Number  tau  ) 

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 
)

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().

Number curr_dual_frac_to_the_bound ( Number  tau  ) 

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().

SmartPtr< const Vector > curr_sigma_x (  ) 

SmartPtr< const Vector > curr_sigma_s (  ) 

Number curr_avrg_compl (  ) 

Number trial_avrg_compl (  ) 

Number curr_gradBarrTDelta (  ) 

Number CalcNormOfType ( ENormType  NormType,
std::vector< SmartPtr< const Vector > >  vecs 
)

Number CalcNormOfType ( ENormType  NormType,
const Vector vec1,
const Vector vec2 
)

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().


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

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