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IpBacktrackingLineSearch.hpp
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1 // Copyright (C) 2004, 2009 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
6 // Andreas Waechter IBM 2005-10-13
7 // derived file from IpFilterLineSearch.hpp
8 
9 #ifndef __IPBACKTRACKINGLINESEARCH_HPP__
10 #define __IPBACKTRACKINGLINESEARCH_HPP__
11 
12 #include "IpLineSearch.hpp"
14 #include "IpRestoPhase.hpp"
15 #include "IpConvCheck.hpp"
16 
17 namespace Ipopt
18 {
19 
36 {
37 public:
39 
51  const SmartPtr<BacktrackingLSAcceptor>& acceptor,
52  const SmartPtr<RestorationPhase>& resto_phase,
53  const SmartPtr<ConvergenceCheck>& conv_check
54  );
55 
57  virtual ~BacktrackingLineSearch();
59 
61  virtual bool InitializeImpl(
62  const OptionsList& options,
63  const std::string& prefix
64  );
65 
70  virtual void FindAcceptableTrialPoint();
71 
79  virtual void Reset();
80 
94  virtual void SetRigorousLineSearch(
95  bool rigorous
96  )
97  {
98  rigorous_ = rigorous;
99  }
100 
104  virtual bool CheckSkippedLineSearch()
105  {
106  return skipped_line_search_;
107  }
108 
113  virtual bool ActivateFallbackMechanism();
114 
116  static void RegisterOptions(
119  );
121 
122 private:
132 
136  );
137 
139  void operator=(
141  );
143 
152  bool skip_first_trial_point,
153  Number& alpha_primal,
154  bool& corr_taken,
155  bool& soc_taken,
156  Index& n_steps,
157  bool& evaluation_error,
158  SmartPtr<IteratesVector>& actual_delta
159  );
160 
165  void StartWatchDog();
166 
171  void StopWatchDog(
172  SmartPtr<IteratesVector>& actual_delta
173  );
174 
182  Number alpha_primal
183  );
184 
193  void PerformDualStep(
194  Number alpha_primal,
195  Number alpha_dual,
197  );
198 
211  bool TrySoftRestoStep(
212  SmartPtr<IteratesVector>& actual_delta,
213  bool& satisfies_original_criterion
214  );
215 
230  Number alpha_primal_test,
231  Number& alpha_primal,
232  SmartPtr<IteratesVector>& actual_delta
233  );
234 
242  bool TryCorrector(
243  Number alpha_primal_test,
244  Number& alpha_primal,
245  SmartPtr<IteratesVector>& actual_delta
246  );
247 
254  void PerformMagicStep();
255 
262  bool DetectTinyStep();
263 
265  void StoreAcceptablePoint();
266 
271  bool RestoreAcceptablePoint();
272 
280  bool CurrentIsAcceptable();
281 
286 
290 
293  {
304  };
312 
317 
329 
365 
368 
377 
382 
388 
390 
406 
413 
418 
423  bool rigorous_;
424 
429 
436 
439 
444 
447 
454 };
455 
456 } // namespace Ipopt
457 
458 #endif
bool rigorous_
Flag indicating whether the line search is to be performed robust (usually this is true...
AlphaForYEnum
enumeration for the different alpha_for_y_ settings
bool start_with_resto_
Indicates whether the algorithm should start directly with the restoration phase. ...
Number tiny_step_tol_
Tolerance for detecting tiny steps.
SmartPtr< const IteratesVector > watchdog_delta_
Watchdog search direction at reference point.
Index count_successive_shortened_steps_
Counter for the number of successive iterations in which the full step was not accepted.
void PerformDualStep(Number alpha_primal, Number alpha_dual, SmartPtr< IteratesVector > &delta)
Method for setting the dual variables in the trial fields in IpData, given the search direction...
SmartPtr< const IteratesVector > watchdog_iterate_
Watchdog reference iterate.
void StopWatchDog(SmartPtr< IteratesVector > &actual_delta)
Method for stopping the watch dog.
Number alpha_red_factor_
factor by which search direction is to be shortened if trial point is rejected.
virtual void SetRigorousLineSearch(bool rigorous)
Set flag indicating whether a very rigorous line search should be performed.
Index max_soft_resto_iters_
Maximal number of iterations that can be done in the soft iteration phase before the algorithm revert...
bool TryCorrector(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try higher order corrector (for fast local convergence).
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
bool tiny_step_last_iteration_
Flag indicating if a tiny step was detected in previous iteration.
bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)
Method for checking if current trial point is acceptable.
bool fallback_activated_
Flag indicating whether the algorithm has asked to immediately switch to the fallback mechanism (rest...
Number tiny_step_y_tol_
Tolerance for y variables for the tiny step stopping heuristic.
Index accept_after_max_steps_
Maximal number of trial steps before we blindly accept trial point.
bool DoBacktrackingLineSearch(bool skip_first_trial_point, Number &alpha_primal, bool &corr_taken, bool &soc_taken, Index &n_steps, bool &evaluation_error, SmartPtr< IteratesVector > &actual_delta)
Method performing the backtracking line search.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
SmartPtr< RestorationPhase > resto_phase_
virtual ~BacktrackingLineSearch()
Destructor.
bool TrySecondOrderCorrection(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)
Try a second order correction for the constraints.
This class stores a list of user set options.
SmartPtr< const IteratesVector > acceptable_iterate_
void operator=(const BacktrackingLineSearch &)
Default Assignment Operator.
virtual void Reset()
Reset the line search.
Number last_mu_
Barrier parameter value during last line search.
BacktrackingLineSearch(const SmartPtr< BacktrackingLSAcceptor > &acceptor, const SmartPtr< RestorationPhase > &resto_phase, const SmartPtr< ConvergenceCheck > &conv_check)
Constructor.
void StartWatchDog()
Method for starting the watch dog.
Index watchdog_trial_iter_
Counter for watch dog iterations.
General implementation of a backtracking line search.
Index watchdog_shortened_iter_
Counter for shortened iterations.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for OptionsList.
bool RestoreAcceptablePoint()
Restore acceptable point into the current fields of IpData if found.
bool in_soft_resto_phase_
Flag indicating whether we are currently in the &quot;soft&quot; restoration phase mode, in which steps are acc...
Number alpha_for_y_tol_
Tolerance for primal step to switch to full equality constraint multiplier steps. ...
Number expect_infeasible_problem_ctol_
Tolerance on constraint violation for expect_infeasible_problem heuristic.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
bool skipped_line_search_
Flag indicating whether no acceptable trial point was found during last line search.
Index watchdog_shortened_iter_trigger_
Number of shortened iterations that trigger the watchdog.
SmartPtr< ConvergenceCheck > conv_check_
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
InitializeImpl - overloaded from AlgorithmStrategyObject.
Number soft_resto_pderror_reduction_factor_
Reduction factor for the restoration phase that accepts steps reducing the optimality error (&quot;soft re...
bool CurrentIsAcceptable()
Method for determining if the current iterate is acceptable (in the sense of the acceptable_tol optio...
virtual bool CheckSkippedLineSearch()
Check if the line search procedure didn&#39;t accept a new iterate during the last call of FindAcceptable...
AlphaForYEnum alpha_for_y_
Flag indicating whether the dual step size is to be used for the equality constraint multipliers...
Index soft_resto_counter_
Counter for iteration performed in soft restoration phase in a row.
Number expect_infeasible_problem_ytol_
Trigger tolerance on constraint multipliers.
void StoreAcceptablePoint()
Store current iterate as acceptable point.
bool in_watchdog_
Flag indicating if the watchdog is active.
Base class for line search objects.
bool DetectTinyStep()
Detect if the search direction is too small.
bool magic_steps_
Flag indicating whether magic steps should be used.
bool TrySoftRestoStep(SmartPtr< IteratesVector > &actual_delta, bool &satisfies_original_criterion)
Try a step for the soft restoration phase and check if it is acceptable.
virtual bool ActivateFallbackMechanism()
Activate fallback mechanism.
SmartPtr< BacktrackingLSAcceptor > acceptor_
Index watchdog_trial_iter_max_
Number of watch dog trial steps.
virtual void FindAcceptableTrialPoint()
Perform the line search.
void PerformMagicStep()
Perform magic steps.
Number watchdog_alpha_primal_test_
Step size for Armijo test in watch dog.
bool accept_every_trial_step_
Flag indicating whether the line search should always accept the full (fraction-to-the-boundary) step...
bool expect_infeasible_problem_
Indicates whether problem can be expected to be infeasible.