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IpIpoptAlg.hpp
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1 // Copyright (C) 2004, 2010 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 __IPIPOPTALG_HPP__
8 #define __IPIPOPTALG_HPP__
9 
10 #include "IpIpoptNLP.hpp"
11 #include "IpAlgStrategy.hpp"
13 #include "IpLineSearch.hpp"
14 #include "IpMuUpdate.hpp"
15 #include "IpConvCheck.hpp"
16 #include "IpOptionsList.hpp"
17 #include "IpIterateInitializer.hpp"
18 #include "IpIterationOutput.hpp"
19 #include "IpAlgTypes.hpp"
20 #include "IpHessianUpdater.hpp"
21 #include "IpEqMultCalculator.hpp"
22 
23 namespace Ipopt
24 {
25 
28 DECLARE_STD_EXCEPTION(STEP_COMPUTATION_FAILED);
30 
45 {
46 public:
47 
57  const SmartPtr<SearchDirectionCalculator>& search_dir_calculator,
58  const SmartPtr<LineSearch>& line_search,
59  const SmartPtr<MuUpdate>& mu_update,
60  const SmartPtr<ConvergenceCheck>& conv_check,
61  const SmartPtr<IterateInitializer>& iterate_initializer,
62  const SmartPtr<IterationOutput>& iter_output,
63  const SmartPtr<HessianUpdater>& hessian_updater,
64  const SmartPtr<EqMultiplierCalculator>& eq_multiplier_calculator = NULL
65  );
66 
68  virtual ~IpoptAlgorithm();
70 
72  virtual bool InitializeImpl(
73  const OptionsList& options,
74  const std::string& prefix
75  );
76 
78  SolverReturn Optimize(
79  bool isResto = false
80  );
81 
84  static void RegisterOptions(
86  );
88 
92  {
93  return search_dir_calculator_;
94  }
96 
97  static void print_copyright_message(
98  const Journalist& jnlst
99  );
100 
101 private:
113  IpoptAlgorithm();
114 
117  const IpoptAlgorithm&
118  );
119 
121  void operator=(
122  const IpoptAlgorithm&
123  );
125 
140 
148  void UpdateHessian();
149 
156  bool UpdateBarrierParameter();
157 
164  bool ComputeSearchDirection();
165 
170  void ComputeAcceptableTrialPoint();
171 
175  void AcceptTrialPoint();
176 
178  void OutputIteration();
179 
184  void InitializeIterates();
185 
187  void PrintProblemStatistics();
188 
190  void ComputeFeasibilityMultipliers();
192 
198 
212  bool recalc_y_;
222  std::string linear_solver_;
224 
227  void calc_number_of_bounds(
228  const Vector& x,
229  const Vector& x_L,
230  const Vector& x_U,
231  const Matrix& Px_L,
232  const Matrix& Px_U,
233  Index& n_tot,
234  Index& n_only_lower,
235  Index& n_both,
236  Index& n_only_upper
237  );
238 
248  Number correct_bound_multiplier(
249  const Vector& trial_z,
250  const Vector& trial_slack,
251  const Vector& trial_compl,
252  SmartPtr<const Vector>& new_trial_z
253  );
255 };
256 
257 } // namespace Ipopt
258 
259 #endif
This is the base class for all algorithm strategy objects.
SmartPtr< MuUpdate > mu_update_
Definition: IpIpoptAlg.hpp:130
DECLARE_STD_EXCEPTION(FATAL_ERROR_IN_LINEAR_SOLVER)
SmartPtr< EqMultiplierCalculator > eq_multiplier_calculator_
The multiplier calculator (for y_c and y_d) has to be set only if option recalc_y is set to true...
Definition: IpIpoptAlg.hpp:138
SmartPtr< SearchDirectionCalculator > SearchDirCalc()
Definition: IpIpoptAlg.hpp:91
double Number
Type of all numbers.
Definition: IpTypes.hpp:15
Vector Base Class.
Definition: IpVector.hpp:47
SmartPtr< IterationOutput > iter_output_
Definition: IpIpoptAlg.hpp:133
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:171
This class stores a list of user set options.
SolverReturn
enum for the return from the optimize algorithm
Definition: IpAlgTypes.hpp:19
Matrix Base Class.
Definition: IpMatrix.hpp:27
SmartPtr< IterateInitializer > iterate_initializer_
Definition: IpIpoptAlg.hpp:132
Number recalc_y_feas_tol_
Feasibility threshold for recalc_y.
Definition: IpIpoptAlg.hpp:214
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
SmartPtr< ConvergenceCheck > conv_check_
Definition: IpIpoptAlg.hpp:131
bool mehrotra_algorithm_
Flag indicating if we want to do Mehrotras&#39;s algorithm.
Definition: IpIpoptAlg.hpp:220
#define IPOPTLIB_EXPORT
Number kappa_sigma_
safeguard factor for bound multipliers.
Definition: IpIpoptAlg.hpp:207
std::string linear_solver_
String specifying linear solver.
Definition: IpIpoptAlg.hpp:222
SmartPtr< SearchDirectionCalculator > search_dir_calculator_
Definition: IpIpoptAlg.hpp:128
Class responsible for all message output.
SmartPtr< HessianUpdater > hessian_updater_
Definition: IpIpoptAlg.hpp:134
The main ipopt algorithm class.
Definition: IpIpoptAlg.hpp:44
SmartPtr< LineSearch > line_search_
Definition: IpIpoptAlg.hpp:129
bool skip_print_problem_stats_
Flag indicating if the statistic should not be printed.
Definition: IpIpoptAlg.hpp:196
bool recalc_y_
Flag indicating whether the y multipliers should be recalculated with the eq_mutliplier_calculator ob...
Definition: IpIpoptAlg.hpp:212