Ipopt 3.11.9
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IpInexactPDSolver.hpp
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1// Copyright (C) 2008 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpInexactPDSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Andreas Waechter IBM 2008-09-09
8
9#ifndef __IPINEXACTPDSOLVER_HPP__
10#define __IPINEXACTPDSOLVER_HPP__
11
12#include "IpAlgStrategy.hpp"
13#include "IpAugSystemSolver.hpp"
15#include "IpInexactCq.hpp"
16
17namespace Ipopt
18{
19
25 {
26 public:
33 PDPerturbationHandler& perturbHandler);
34
38
39 /* overloaded from AlgorithmStrategyObject */
40 bool InitializeImpl(const OptionsList& options,
41 const std::string& prefix);
42
45 virtual bool Solve(const IteratesVector& rhs,
46 IteratesVector& sol);
47
52
53 private:
67
70 {
71 InexactData& inexact_data =
72 static_cast<InexactData&>(IpData().AdditionalData());
73 DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
74 return inexact_data;
75 }
76
79 {
80 InexactCq& inexact_cq =
81 static_cast<InexactCq&>(IpCq().AdditionalCq());
82 DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
83 return inexact_cq;
84 }
85
93
98 const Matrix& J_c,
99 const Matrix& J_d,
100 const Matrix& Pd_L,
101 const Matrix& Pd_U,
102 const Vector& v_L,
103 const Vector& v_U,
104 const Vector& slack_s_L,
105 const Vector& slack_s_U,
106 const Vector& sigma_s,
107 const IteratesVector& rhs,
108 const IteratesVector& res,
109 IteratesVector& resid);
110
115
132
136
138 };
139
140
141} // namespace Ipopt
142
143#endif
#define DBG_ASSERT(test)
Definition IpDebug.hpp:38
This is the base class for all algorithm strategy objects.
IpoptCalculatedQuantities & IpCq() const
Base class for Solver for the augmented system.
Class for all Chen-Goldfarb penalty method specific calculated quantities.
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
This is the implemetation of the Primal-Dual System, allowing the usage of an inexact linear solver.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
InexactPDSolver()
Default Constructor.
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
bool is_pardiso_
flag indicating if we are dealing with the Pardiso solver (temporary)
Number tcc_psi_
Psi factor in the tangential component condition.
InexactCq & InexCq()
Method to easily access Inexact calculated quantities.
virtual ~InexactPDSolver()
Default destructor.
Index inexact_regularization_ls_count_trigger_
Threshold on line search evaluation count to trigger Hessia modification.
void ComputeResiduals(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &v_L, const Vector &v_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_s, const IteratesVector &rhs, const IteratesVector &res, IteratesVector &resid)
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...
bool modify_hessian_with_slacks_
flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the i...
InexactPDSolver(AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler)
Constructor that takes in the Augmented System solver that is to be used inside.
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 tcc_theta_
theta factor in the tangential component condition
bool HessianRequiresChange()
Method for checking if the Hessian matrix has to be modified.
InexactPDSolver & operator=(const InexactPDSolver &)
Overloaded Equals Operator.
virtual bool Solve(const IteratesVector &rhs, IteratesVector &sol)
Solve the primal dual system, given one right hand side.
InexactData & InexData()
Method to easily access Inexact data.
Number tcc_theta_mu_exponent_
mu exponent when multiplied to theta in the tangential component condition
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
Specialized CompoundVector class specifically for the algorithm iterates.
Matrix Base Class.
Definition IpMatrix.hpp:28
This class stores a list of user set options.
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Template class for Smart Pointers.
This is the base class for all derived symmetric matrix types.
Vector Base Class.
Definition IpVector.hpp:48
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17