NLPScalingObject Class Reference
#include <IpNLPScaling.hpp>
Detailed Description
This is the abstract base class for problem scaling.It is repsonsible for determining the scaling factors and mapping quantities in and out of scaled and unscaled versions
Public Member Functions | |
| bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
| Method to initialize the options. | |
| virtual void | DetermineScaling (const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, SmartPtr< const MatrixSpace > &new_jac_c_space, SmartPtr< const MatrixSpace > &new_jac_d_space, SmartPtr< const SymMatrixSpace > &new_h_space)=0 |
| This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors. | |
Constructors/Destructors | |
| NLPScalingObject () | |
| Default destructor. | |
| virtual | ~NLPScalingObject () |
| Default destructor. | |
| virtual Number | apply_obj_scaling (const Number &f)=0 |
| Methods to map scaled and unscaled matrices. | |
| virtual Number | unapply_obj_scaling (const Number &f)=0 |
| Returns an obj-unscaled version of the given scalar. | |
| virtual SmartPtr< Vector > | apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an x-scaled version of the given vector. | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_x (const SmartPtr< const Vector > &v)=0 |
| Returns an x-scaled version of the given vector. | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an x-unscaled version of the given vector. | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_x (const SmartPtr< const Vector > &v)=0 |
| Returns an x-unscaled version of the given vector. | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_c (const SmartPtr< const Vector > &v)=0 |
| Returns an c-scaled version of the given vector. | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_c (const SmartPtr< const Vector > &v)=0 |
| Returns an c-unscaled version of the given vector. | |
| virtual SmartPtr< Vector > | apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an c-scaled version of the given vector. | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an c-unscaled version of the given vector. | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_d (const SmartPtr< const Vector > &v)=0 |
| Returns an d-scaled version of the given vector. | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_d (const SmartPtr< const Vector > &v)=0 |
| Returns an d-unscaled version of the given vector. | |
| virtual SmartPtr< Vector > | apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an d-scaled version of the given vector. | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)=0 |
| Returns an d-unscaled version of the given vector. | |
| virtual SmartPtr< const Matrix > | apply_jac_c_scaling (SmartPtr< const Matrix > matrix)=0 |
| Returns a scaled version of the jacobian for c. | |
| virtual SmartPtr< const Matrix > | apply_jac_d_scaling (SmartPtr< const Matrix > matrix)=0 |
| Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. | |
| virtual SmartPtr< const SymMatrix > | apply_hessian_scaling (SmartPtr< const SymMatrix > matrix)=0 |
| Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. | |
| SmartPtr< Vector > | apply_vector_scaling_x_LU_NonConst (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space) |
| Methods for scaling bounds - these wrap those above. | |
| SmartPtr< const Vector > | apply_vector_scaling_x_LU (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space) |
| Returns an x-scaled vector in the x_L or x_U space. | |
| SmartPtr< Vector > | apply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-scaled vector in the d_L or d_U space. | |
| SmartPtr< const Vector > | apply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-scaled vector in the d_L or d_U space. | |
| SmartPtr< Vector > | unapply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-unscaled vector in the d_L or d_U space. | |
| SmartPtr< const Vector > | unapply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-unscaled vector in the d_L or d_U space. | |
| virtual SmartPtr< Vector > | apply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v) |
| Methods for scaling the gradient of the objective - wraps the virtual methods above. | |
| virtual SmartPtr< const Vector > | apply_grad_obj_scaling (const SmartPtr< const Vector > &v) |
| Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector. | |
| virtual SmartPtr< Vector > | unapply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v) |
| Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. | |
| virtual SmartPtr< const Vector > | unapply_grad_obj_scaling (const SmartPtr< const Vector > &v) |
| Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. | |
Methods for determining whether scaling for entities is | |
done | |
| virtual bool | have_x_scaling ()=0 |
| Returns true if the primal x variables are scaled. | |
| virtual bool | have_c_scaling ()=0 |
| Returns true if the equality constraints are scaled. | |
| virtual bool | have_d_scaling ()=0 |
| Returns true if the inequality constraints are scaled. | |
Protected Member Functions | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix)=0 |
| Implementation of the initialization method that has to be overloaded by for each derived class. | |
| const Journalist & | Jnlst () const |
| Accessor method for the journalist. | |
Constructor & Destructor Documentation
| NLPScalingObject | ( | ) | [inline] |
Default destructor.
| virtual ~NLPScalingObject | ( | ) | [inline, virtual] |
Default destructor.
Member Function Documentation
| bool Initialize | ( | const Journalist & | jnlst, | |
| const OptionsList & | options, | |||
| const std::string & | prefix | |||
| ) | [inline] |
Methods to map scaled and unscaled matrices.
Returns an obj-scaled version of the given scalar
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_grad_obj_scaling(), and NLPScalingObject::apply_grad_obj_scaling_NonConst().
Returns an obj-unscaled version of the given scalar.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::unapply_grad_obj_scaling(), and NLPScalingObject::unapply_grad_obj_scaling_NonConst().
| virtual SmartPtr<Vector> apply_vector_scaling_x_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an x-scaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_vector_scaling_x_LU_NonConst(), and NLPScalingObject::unapply_grad_obj_scaling_NonConst().
| virtual SmartPtr<const Vector> apply_vector_scaling_x | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an x-scaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::unapply_grad_obj_scaling().
| virtual SmartPtr<Vector> unapply_vector_scaling_x_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an x-unscaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_grad_obj_scaling_NonConst().
| virtual SmartPtr<const Vector> unapply_vector_scaling_x | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an x-unscaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_grad_obj_scaling().
| virtual SmartPtr<Vector> apply_vector_scaling_d_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an d-scaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_vector_scaling_d_LU_NonConst().
| virtual SmartPtr<Vector> unapply_vector_scaling_d_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [pure virtual] |
Returns an d-unscaled version of the given vector.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::unapply_vector_scaling_d_LU_NonConst().
| virtual SmartPtr<const Matrix> apply_jac_c_scaling | ( | SmartPtr< const Matrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the jacobian for c.
If the overloaded method does not make a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in StandardScalingBase.
| virtual SmartPtr<const Matrix> apply_jac_d_scaling | ( | SmartPtr< const Matrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in StandardScalingBase.
| virtual SmartPtr<const SymMatrix> apply_hessian_scaling | ( | SmartPtr< const SymMatrix > | matrix | ) | [pure virtual] |
Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL.
Implemented in StandardScalingBase.
| SmartPtr< Vector > apply_vector_scaling_x_LU_NonConst | ( | const Matrix & | Px_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | x_space | |||
| ) |
Methods for scaling bounds - these wrap those above.
Returns an x-scaled vector in the x_L or x_U space
References NLPScalingObject::apply_vector_scaling_x_NonConst(), Ipopt::ConstPtr(), NLPScalingObject::have_x_scaling(), VectorSpace::MakeNew(), Matrix::MultVector(), and Matrix::TransMultVector().
Referenced by NLPScalingObject::apply_vector_scaling_x_LU().
| SmartPtr< const Vector > apply_vector_scaling_x_LU | ( | const Matrix & | Px_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | x_space | |||
| ) |
Returns an x-scaled vector in the x_L or x_U space.
References NLPScalingObject::apply_vector_scaling_x_LU_NonConst(), Ipopt::ConstPtr(), and NLPScalingObject::have_x_scaling().
| SmartPtr< Vector > apply_vector_scaling_d_LU_NonConst | ( | const Matrix & | Pd_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | d_space | |||
| ) |
Returns an d-scaled vector in the d_L or d_U space.
References NLPScalingObject::apply_vector_scaling_d_NonConst(), Ipopt::ConstPtr(), NLPScalingObject::have_d_scaling(), VectorSpace::MakeNew(), Matrix::MultVector(), and Matrix::TransMultVector().
Referenced by NLPScalingObject::apply_vector_scaling_d_LU().
| SmartPtr< const Vector > apply_vector_scaling_d_LU | ( | const Matrix & | Pd_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | d_space | |||
| ) |
Returns an d-scaled vector in the d_L or d_U space.
References NLPScalingObject::apply_vector_scaling_d_LU_NonConst(), Ipopt::ConstPtr(), and NLPScalingObject::have_d_scaling().
| SmartPtr< Vector > unapply_vector_scaling_d_LU_NonConst | ( | const Matrix & | Pd_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | d_space | |||
| ) |
Returns an d-unscaled vector in the d_L or d_U space.
References Ipopt::ConstPtr(), NLPScalingObject::have_d_scaling(), VectorSpace::MakeNew(), Matrix::MultVector(), Matrix::TransMultVector(), and NLPScalingObject::unapply_vector_scaling_d_NonConst().
Referenced by NLPScalingObject::unapply_vector_scaling_d_LU().
| SmartPtr< const Vector > unapply_vector_scaling_d_LU | ( | const Matrix & | Pd_LU, | |
| const SmartPtr< const Vector > & | lu, | |||
| const VectorSpace & | d_space | |||
| ) |
Returns an d-unscaled vector in the d_L or d_U space.
References Ipopt::ConstPtr(), NLPScalingObject::have_d_scaling(), and NLPScalingObject::unapply_vector_scaling_d_LU_NonConst().
Methods for scaling the gradient of the objective - wraps the virtual methods above.
Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector
References NLPScalingObject::apply_obj_scaling(), and NLPScalingObject::unapply_vector_scaling_x_NonConst().
Referenced by NLPScalingObject::apply_grad_obj_scaling().
Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector.
References NLPScalingObject::apply_grad_obj_scaling_NonConst(), NLPScalingObject::apply_obj_scaling(), Ipopt::ConstPtr(), and NLPScalingObject::unapply_vector_scaling_x().
| SmartPtr< Vector > unapply_grad_obj_scaling_NonConst | ( | const SmartPtr< const Vector > & | v | ) | [virtual] |
Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
References NLPScalingObject::apply_vector_scaling_x_NonConst(), and NLPScalingObject::unapply_obj_scaling().
Referenced by NLPScalingObject::unapply_grad_obj_scaling().
Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector.
References NLPScalingObject::apply_vector_scaling_x(), Ipopt::ConstPtr(), NLPScalingObject::unapply_grad_obj_scaling_NonConst(), and NLPScalingObject::unapply_obj_scaling().
| virtual bool have_x_scaling | ( | ) | [pure virtual] |
Returns true if the primal x variables are scaled.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_vector_scaling_x_LU(), and NLPScalingObject::apply_vector_scaling_x_LU_NonConst().
| virtual bool have_c_scaling | ( | ) | [pure virtual] |
| virtual bool have_d_scaling | ( | ) | [pure virtual] |
Returns true if the inequality constraints are scaled.
Implemented in StandardScalingBase.
Referenced by NLPScalingObject::apply_vector_scaling_d_LU(), NLPScalingObject::apply_vector_scaling_d_LU_NonConst(), NLPScalingObject::unapply_vector_scaling_d_LU(), and NLPScalingObject::unapply_vector_scaling_d_LU_NonConst().
| virtual void DetermineScaling | ( | const SmartPtr< const VectorSpace > | x_space, | |
| const SmartPtr< const VectorSpace > | c_space, | |||
| const SmartPtr< const VectorSpace > | d_space, | |||
| const SmartPtr< const MatrixSpace > | jac_c_space, | |||
| const SmartPtr< const MatrixSpace > | jac_d_space, | |||
| const SmartPtr< const SymMatrixSpace > | h_space, | |||
| SmartPtr< const MatrixSpace > & | new_jac_c_space, | |||
| SmartPtr< const MatrixSpace > & | new_jac_d_space, | |||
| SmartPtr< const SymMatrixSpace > & | new_h_space | |||
| ) | [pure virtual] |
This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.
Implemented in StandardScalingBase.
| virtual bool InitializeImpl | ( | const OptionsList & | options, | |
| const std::string & | prefix | |||
| ) | [protected, pure virtual] |
Implementation of the initialization method that has to be overloaded by for each derived class.
Implemented in GradientScaling, and StandardScalingBase.
Referenced by NLPScalingObject::Initialize().
| const Journalist& Jnlst | ( | ) | const [inline, protected] |
Accessor method for the journalist.
Referenced by StandardScalingBase::DetermineScaling(), and GradientScaling::DetermineScalingParametersImpl().
The documentation for this class was generated from the following files:
