Ipopt Documentation  
IpProbingMuOracle.hpp
Go to the documentation of this file.
1 // Copyright (C) 2004, 2006 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 
7 #ifndef __IPPROBINGMUORACLE_HPP__
8 #define __IPPROBINGMUORACLE_HPP__
9 
10 #include "IpMuOracle.hpp"
11 #include "IpPDSystemSolver.hpp"
12 
13 namespace Ipopt
14 {
15 
20 {
21 public:
23 
26  const SmartPtr<PDSystemSolver>& pd_solver
27  );
28 
30  virtual ~ProbingMuOracle();
32 
34  virtual bool InitializeImpl(
35  const OptionsList& options,
36  const std::string& prefix
37  );
38 
43  virtual bool CalculateMu(
44  Number mu_min,
45  Number mu_max,
46  Number& new_mu
47  );
48 
49  static void RegisterOptions(
51  );
52 
53 private:
63 
66 
69  const ProbingMuOracle&
70  );
71 
73  void operator=(
74  const ProbingMuOracle&
75  );
77 
82 
87  Number alpha_primal,
88  Number alpha_dual,
89  const IteratesVector& step
90  );
91 
93 
97 };
98 
99 } // namespace Ipopt
100 
101 #endif
Specialized CompoundVector class specifically for the algorithm iterates.
Number sigma_max_
safeguarding upper bound on centering parameter sigma
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Implementation of the probing strategy for computing the barrier parameter.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter t...
Definition: IpMuOracle.hpp:19
This file contains a base class for all exceptions and a set of macros to help with exceptions...
virtual ~ProbingMuOracle()
Destructor.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
This class stores a list of user set options.
virtual bool CalculateMu(Number mu_min, Number mu_max, Number &new_mu)
Method for computing the value of the barrier parameter that could be used in the current iteration (...
void operator=(const ProbingMuOracle &)
Default Assignment Operator.
Number CalculateAffineMu(Number alpha_primal, Number alpha_dual, const IteratesVector &step)
Auxiliary function for computing the average complementarity at a point, given step sizes and step...
ProbingMuOracle()
Default Constructor.
SmartPtr< PDSystemSolver > pd_solver_
Pointer to the object that should be used to solve the primal-dual system.