MonotoneMuUpdate Class Reference

#include <IpMonotoneMuUpdate.hpp>

Inheritance diagram for MonotoneMuUpdate:

List of all members.

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Detailed Description

Monotone Mu Update.

This class implements the standard monotone mu update approach.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Initialize method - overloaded from AlgorithmStrategyObject.
virtual bool	UpdateBarrierParameter ()
	Method for determining the barrier parameter for the next iteration.
Constructors/Destructors
	MonotoneMuUpdate (const SmartPtr< LineSearch > &linesearch)
	Default Constructor.
virtual	~MonotoneMuUpdate ()
	Default destructor.
Static Public Member Functions
static void	RegisterOptions (const SmartPtr< RegisteredOptions > &roptions)
	Methods for IpoptType.

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Constructor & Destructor Documentation

MonotoneMuUpdate

(

const SmartPtr< LineSearch > &

linesearch

)

Default Constructor.

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

~MonotoneMuUpdate

(

)

[virtual]

Default destructor.

References DBG_START_METH.

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Member Function Documentation

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

Initialize method - overloaded from AlgorithmStrategyObject.

Implements MuUpdate.

References OptionsList::GetBoolValue(), OptionsList::GetNumericValue(), AlgorithmStrategyObject::IpData(), Ipopt::Max(), IpoptData::Set_mu(), and IpoptData::Set_tau().

bool UpdateBarrierParameter

(

)

[virtual]

Method for determining the barrier parameter for the next iteration.

When the optimality error for the current barrier parameter is less than a tolerance, the barrier parameter is reduced, and the Reset method of the LineSearch object linesearch is called.

Implements MuUpdate.

References IpoptCalculatedQuantities::curr_barrier_error(), IpoptData::curr_mu(), IpoptData::curr_tau(), AlgorithmStrategyObject::IpCq(), AlgorithmStrategyObject::IpData(), Ipopt::J_BARRIER_UPDATE, Ipopt::J_DETAILED, AlgorithmStrategyObject::Jnlst(), Journalist::Printf(), IpoptData::Set_mu(), IpoptData::Set_tau(), THROW_EXCEPTION, and IpoptData::tiny_step_flag().

void RegisterOptions

(

const SmartPtr< RegisteredOptions > &

roptions

)

[static]

Methods for IpoptType.

Referenced by Ipopt::RegisterOptions_Algorithm().

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

• IpMonotoneMuUpdate.hpp
• IpMonotoneMuUpdate.cpp