Ipopt Documentation  
IpPDPerturbationHandler.hpp
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1 // Copyright (C) 2005, 2007 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 2005-08-04
6 
7 #ifndef __IPPDPERTURBATIONHANDLER_HPP__
8 #define __IPPDPERTURBATIONHANDLER_HPP__
9 
10 #include "IpAlgStrategy.hpp"
11 
12 namespace Ipopt
13 {
14 
24 {
25 public:
27 
30 
33  { }
35 
36  /* overloaded from AlgorithmStrategyObject */
37  virtual bool InitializeImpl(
38  const OptionsList& options,
39  const std::string& prefix
40  );
41 
51  virtual bool ConsiderNewSystem(
52  Number& delta_x,
53  Number& delta_s,
54  Number& delta_c,
55  Number& delta_d
56  );
57 
63  virtual bool PerturbForSingularity(
64  Number& delta_x,
65  Number& delta_s,
66  Number& delta_c,
67  Number& delta_d
68  );
69 
76  virtual bool PerturbForWrongInertia(
77  Number& delta_x,
78  Number& delta_s,
79  Number& delta_c,
80  Number& delta_d);
81 
85  virtual void CurrentPerturbation(
86  Number& delta_x,
87  Number& delta_s,
88  Number& delta_c,
89  Number& delta_d
90  );
91 
92  static void RegisterOptions(
94  );
95 
96 protected:
106 
109  const PDPerturbationHandler&
110  );
111 
113  void operator=(
114  const PDPerturbationHandler&
115  );
117 
119 
129 
133 
143 
148 
150 
153  {
157  };
158 
163 
168 
176 
179  {
185  };
186 
190 
192 
221 
223 
230  Number& delta_x,
231  Number& delta_s,
232  Number& delta_c,
233  Number& delta_d
234  );
235 
241  void finalize_test();
242 
244  Number delta_cd();
246 
247 };
248 
249 } // namespace Ipopt
250 
251 #endif
virtual void CurrentPerturbation(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
Just return the perturbation values that have been determined most recently.
Number delta_x_last_
The last nonzero value for delta_x.
This is the base class for all algorithm strategy objects.
Number delta_xs_inc_fact_
Increase factor for delta_xs for later perturbations.
DegenType
Type for degeneracy flags.
Number delta_d_curr_
The current value for delta_d.
Number delta_xs_first_inc_fact_
Increase factor for delta_xs for first required perturbation.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Number delta_d_last_
The last nonzero value for delta_d.
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
bool get_deltas_for_wrong_inertia_called_
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called...
DegenType jac_degenerate_
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient...
Number delta_xs_min_
Smallest possible perturbation for x and s.
This file contains a base class for all exceptions and a set of macros to help with exceptions...
virtual bool ConsiderNewSystem(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method must be called for each new matrix, and before any other method for generating perturbati...
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
bool get_deltas_for_wrong_inertia(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called...
This class stores a list of user set options.
Number delta_xs_init_
Very first trial value for delta_xs perturbation.
Number delta_x_curr_
The current value for delta_x.
Number delta_cd_val_
Size of perturbation for c and d blocks.
Number delta_xs_dec_fact_
Decrease factor for delta_xs for later perturbations.
virtual bool PerturbForSingularity(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns perturbation factors for the case when the most recent factorization resulted in ...
Number delta_s_last_
The last nonzero value for delta_s.
Number delta_cd()
Compute perturbation value for constraints.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
void finalize_test()
This method is call whenever a matrix had been factorization and is not singular. ...
PDPerturbationHandler()
Default Constructor.
Number delta_s_curr_
The current value for delta_s.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class...
Number delta_c_curr_
The current value for delta_c.
Index degen_iters_max_
Required number of iterations for degeneracy conclusions.
TrialStatus test_status_
Current status.
virtual ~PDPerturbationHandler()
Destructor.
virtual bool PerturbForWrongInertia(Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d)
This method returns perturbation factors for the case when the most recent factorization resulted in ...
DegenType hess_degenerate_
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
Number delta_cd_exp_
Exponent on mu in formula for of perturbation for c and d blocks.
void operator=(const PDPerturbationHandler &)
Default Assignment Operator.
bool reset_last_
Flag indicating whether the new values are based on the perturbations in the last iteration or in the...
Number delta_xs_max_
Maximal perturbation for x and s.
Index degen_iters_
Flag counting matrices in which degeneracy was observed in the first successive iterations.
TrialStatus
Status of current trial configuration.
bool perturb_always_cd_
Flag indicating that the delta_c, delta_d perturbation should always be used.
Number delta_c_last_
The last nonzero value for delta_c.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)