StandardScalingBase Class Reference

#include <IpNLPScaling.hpp>

Inheritance diagram for StandardScalingBase:

List of all members.

---

Detailed Description

This is a base class for many standard scaling techniques.

The overloaded classes only need to provide the scaling parameters

Public Member Functions
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)
	This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.
Constructors/Destructors
	StandardScalingBase ()
	Default destructor.
virtual	~StandardScalingBase ()
	Default destructor.
virtual Number	apply_obj_scaling (const Number &f)
	Methods to map scaled and unscaled matrices.
virtual Number	unapply_obj_scaling (const Number &f)
	Returns an obj-unscaled version of the given scalar.
virtual SmartPtr< Vector >	apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_x (const SmartPtr< const Vector > &v)
	Returns an x-unscaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_c (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector.
virtual SmartPtr< Vector >	apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v)
	Returns an c-unscaled version of the given vector.
virtual SmartPtr< const Vector >	apply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector.
virtual SmartPtr< const Vector >	unapply_vector_scaling_d (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector.
virtual SmartPtr< Vector >	apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-scaled version of the given vector.
virtual SmartPtr< Vector >	unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v)
	Returns an d-unscaled version of the given vector.
virtual SmartPtr< const Matrix >	apply_jac_c_scaling (SmartPtr< const Matrix > matrix)
	Returns a scaled version of the jacobian for c.
virtual SmartPtr< const Matrix >	apply_jac_d_scaling (SmartPtr< const Matrix > matrix)
	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)
	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.
Methods for determining whether scaling for entities is
done
virtual bool	have_x_scaling ()
	Returns true if the primal x variables are scaled.
virtual bool	have_c_scaling ()
	Returns true if the equality constraints are scaled.
virtual bool	have_d_scaling ()
	Returns true if the inequality constraints are scaled.
Static Public Member Functions
static void	RegisterOptions (SmartPtr< RegisteredOptions > roptions)
	Methods for IpoptType.
Protected Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)
	Overloaded initialization method.
virtual void	DetermineScalingParametersImpl (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, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)=0
	This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.

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Constructor & Destructor Documentation

StandardScalingBase

(

)

[inline]

Default destructor.

virtual ~StandardScalingBase

(

)

[inline, virtual]

Default destructor.

---

Member Function Documentation

Number apply_obj_scaling

(

const Number &

f

)

[virtual]

Methods to map scaled and unscaled matrices.

Returns an obj-scaled version of the given scalar

Implements NLPScalingObject.

Number unapply_obj_scaling

(

const Number &

f

)

[virtual]

Returns an obj-unscaled version of the given scalar.

Implements NLPScalingObject.

SmartPtr< Vector > apply_vector_scaling_x_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-scaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::apply_vector_scaling_x().

SmartPtr< const Vector > apply_vector_scaling_x

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-scaled version of the given vector.

Implements NLPScalingObject.

References StandardScalingBase::apply_vector_scaling_x_NonConst(), Ipopt::ConstPtr(), and Ipopt::IsValid().

SmartPtr< Vector > unapply_vector_scaling_x_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-unscaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::unapply_vector_scaling_x().

SmartPtr< const Vector > unapply_vector_scaling_x

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an x-unscaled version of the given vector.

Implements NLPScalingObject.

References Ipopt::ConstPtr(), Ipopt::IsValid(), and StandardScalingBase::unapply_vector_scaling_x_NonConst().

SmartPtr< const Vector > apply_vector_scaling_c

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-scaled version of the given vector.

Implements NLPScalingObject.

References StandardScalingBase::apply_vector_scaling_c_NonConst(), Ipopt::ConstPtr(), and Ipopt::IsValid().

SmartPtr< const Vector > unapply_vector_scaling_c

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-unscaled version of the given vector.

Implements NLPScalingObject.

References Ipopt::ConstPtr(), Ipopt::IsValid(), and StandardScalingBase::unapply_vector_scaling_c_NonConst().

SmartPtr< Vector > apply_vector_scaling_c_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-scaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::apply_vector_scaling_c().

SmartPtr< Vector > unapply_vector_scaling_c_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an c-unscaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::unapply_vector_scaling_c().

SmartPtr< const Vector > apply_vector_scaling_d

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-scaled version of the given vector.

Implements NLPScalingObject.

References StandardScalingBase::apply_vector_scaling_d_NonConst(), Ipopt::ConstPtr(), and Ipopt::IsValid().

SmartPtr< const Vector > unapply_vector_scaling_d

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-unscaled version of the given vector.

Implements NLPScalingObject.

References Ipopt::ConstPtr(), Ipopt::IsValid(), and StandardScalingBase::unapply_vector_scaling_d_NonConst().

SmartPtr< Vector > apply_vector_scaling_d_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-scaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::apply_vector_scaling_d().

SmartPtr< Vector > unapply_vector_scaling_d_NonConst

(

const SmartPtr< const Vector > &

v

)

[virtual]

Returns an d-unscaled version of the given vector.

Implements NLPScalingObject.

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

Referenced by StandardScalingBase::unapply_vector_scaling_d().

SmartPtr< const Matrix > apply_jac_c_scaling

(

SmartPtr< const Matrix >

matrix

)

[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.

Implements NLPScalingObject.

References Ipopt::GetRawPtr(), and Ipopt::IsValid().

SmartPtr< const Matrix > apply_jac_d_scaling

(

SmartPtr< const Matrix >

matrix

)

[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.

Implements NLPScalingObject.

References Ipopt::GetRawPtr(), and Ipopt::IsValid().

SmartPtr< const SymMatrix > apply_hessian_scaling

(

SmartPtr< const SymMatrix >

matrix

)

[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.

Implements NLPScalingObject.

References Ipopt::GetRawPtr(), and Ipopt::IsValid().

bool have_x_scaling

(

)

[virtual]

Returns true if the primal x variables are scaled.

Implements NLPScalingObject.

References Ipopt::IsValid().

bool have_c_scaling

(

)

[virtual]

Returns true if the equality constraints are scaled.

Implements NLPScalingObject.

References Ipopt::IsValid().

bool have_d_scaling

(

)

[virtual]

Returns true if the inequality constraints are scaled.

Implements NLPScalingObject.

References Ipopt::IsValid().

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
	)			[virtual]

This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors.

Implements NLPScalingObject.

References Ipopt::ConstPtr(), StandardScalingBase::DetermineScalingParametersImpl(), Ipopt::GetRawPtr(), Ipopt::IsValid(), Ipopt::J_MAIN, Ipopt::J_VECTOR, NLPScalingObject::Jnlst(), and Journalist::Printf().

void RegisterOptions

(

SmartPtr< RegisteredOptions >

roptions

)

[static]

Methods for IpoptType.

Referenced by Ipopt::RegisterOptions_Algorithm().

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

Overloaded initialization method.

Implements NLPScalingObject.

Reimplemented in GradientScaling.

References OptionsList::GetNumericValue().

Referenced by GradientScaling::InitializeImpl().

virtual void DetermineScalingParametersImpl	(	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,
		Number &	df,
		SmartPtr< Vector > &	dx,
		SmartPtr< Vector > &	dc,
		SmartPtr< Vector > &	dd
	)			[protected, pure virtual]

This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.

The pointers to those vectors can be NULL, in which case no scaling for that item will be done later.

Implemented in GradientScaling, NoNLPScalingObject, and UserScaling.

Referenced by StandardScalingBase::DetermineScaling().

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

• IpNLPScaling.hpp
• IpNLPScaling.cpp