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IpQualityFunctionMuOracle.hpp
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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: Andreas Waechter IBM 2004-11-12
6 
7 #ifndef __IPQUALITYFUNCTIONMUORACLE_HPP__
8 #define __IPQUALITYFUNCTIONMUORACLE_HPP__
9 
10 #include "IpMuOracle.hpp"
11 #include "IpPDSystemSolver.hpp"
13 
14 namespace Ipopt
15 {
16 
21 {
22 public:
25 
27  const SmartPtr<PDSystemSolver>& pd_solver
28  );
29 
32 
34 
35  virtual bool InitializeImpl(
36  const OptionsList& options,
37  const std::string& prefix
38  );
39 
43  virtual bool CalculateMu(
44  Number mu_min,
45  Number mu_max,
46  Number& new_mu
47  );
48 
49  static void RegisterOptions(
51  );
52 
57 
58  enum NormEnum
59  {
60  NM_NORM_1 = 0,
63  NM_NORM_2
64  };
65 
68  {
69  CEN_NONE = 0,
73  };
74 
77  {
78  BT_NONE = 0,
79  BT_CUBIC
80  };
82 
83 private:
94 
96 
100  );
101 
103  void operator=(
105  );
107 
112 
117  Number sigma,
118  const Vector& step_aff_x_L,
119  const Vector& step_aff_x_U,
120  const Vector& step_aff_s_L,
121  const Vector& step_aff_s_U,
122  const Vector& step_aff_y_c,
123  const Vector& step_aff_y_d,
124  const Vector& step_aff_z_L,
125  const Vector& step_aff_z_U,
126  const Vector& step_aff_v_L,
127  const Vector& step_aff_v_U,
128  const Vector& step_cen_x_L,
129  const Vector& step_cen_x_U,
130  const Vector& step_cen_s_L,
131  const Vector& step_cen_s_U,
132  const Vector& step_cen_y_c,
133  const Vector& step_cen_y_d,
134  const Vector& step_cen_z_L,
135  const Vector& step_cen_z_U,
136  const Vector& step_cen_v_L,
137  const Vector& step_cen_v_U
138  );
139 
142  Number sigma_up,
143  Number q_up,
144  Number sigma_lo,
145  Number q_lo,
146  Number sigma_tol,
147  Number qf_tol,
148  const Vector& step_aff_x_L,
149  const Vector& step_aff_x_U,
150  const Vector& step_aff_s_L,
151  const Vector& step_aff_s_U,
152  const Vector& step_aff_y_c,
153  const Vector& step_aff_y_d,
154  const Vector& step_aff_z_L,
155  const Vector& step_aff_z_U,
156  const Vector& step_aff_v_L,
157  const Vector& step_aff_v_U,
158  const Vector& step_cen_x_L,
159  const Vector& step_cen_x_U,
160  const Vector& step_cen_s_L,
161  const Vector& step_cen_s_U,
162  const Vector& step_cen_y_c,
163  const Vector& step_cen_y_d,
164  const Vector& step_cen_z_L,
165  const Vector& step_cen_z_U,
166  const Vector& step_cen_v_L,
167  const Vector& step_cen_v_U
168  );
169 
175  Number sigma
176  );
177 
179  Number scaled_sigma
180  );
182 
186  /* This doesn't seem to work well, so I took it out for now (AW)
187  Number PerformGoldenSectionLog(Number sigma_up,
188  Number sigma_lo,
189  Number tol,
190  const Vector& step_aff_x_L,
191  const Vector& step_aff_x_U,
192  const Vector& step_aff_s_L,
193  const Vector& step_aff_s_U,
194  const Vector& step_aff_y_c,
195  const Vector& step_aff_y_d,
196  const Vector& step_aff_z_L,
197  const Vector& step_aff_z_U,
198  const Vector& step_aff_v_L,
199  const Vector& step_aff_v_U,
200  const Vector& step_cen_x_L,
201  const Vector& step_cen_x_U,
202  const Vector& step_cen_s_L,
203  const Vector& step_cen_s_U,
204  const Vector& step_cen_y_c,
205  const Vector& step_cen_y_d,
206  const Vector& step_cen_z_L,
207  const Vector& step_cen_z_U,
208  const Vector& step_cen_v_L,
209  const Vector& step_cen_v_U);
210  */
211 
214 
216 
219 
222 
227 
232 
237 
242 
248 
262 
272 
273  /* Counter for the qualify function evaluations */
275 
287 
292 
297 
302 
307 
313 };
314 
315 } // namespace Ipopt
316 
317 #endif
Abstract Base Class for classes that are able to compute a suggested value of the barrier parameter t...
Definition: IpMuOracle.hpp:20
This class stores a list of user set options.
Implementation of the probing strategy for computing the barrier parameter.
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 (...
BalancingTermEnum quality_function_balancing_term_
Flag indicating whether we use a balancing term in the quality function.
CentralityEnum quality_function_centrality_
Flag indicating how centrality should be involved in the quality function.
Number sigma_min_
Lower bound on centering parameter sigma.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Number sigma_max_
Upper bound on centering parameter sigma.
QualityFunctionMuOracle(const QualityFunctionMuOracle &)
Copy Constructor.
Number ScaleSigma(Number sigma)
Auxiliary functions for scaling the sigma axis in the golden section procedure.
NormEnum quality_function_norm_
Norm to be used for the quality function.
QualityFunctionMuOracle(const SmartPtr< PDSystemSolver > &pd_solver)
Constructor.
void operator=(const QualityFunctionMuOracle &)
Default Assignment Operator.
Number PerformGoldenSection(Number sigma_up, Number q_up, Number sigma_lo, Number q_lo, Number sigma_tol, Number qf_tol, const Vector &step_aff_x_L, const Vector &step_aff_x_U, const Vector &step_aff_s_L, const Vector &step_aff_s_U, const Vector &step_aff_y_c, const Vector &step_aff_y_d, const Vector &step_aff_z_L, const Vector &step_aff_z_U, const Vector &step_aff_v_L, const Vector &step_aff_v_U, const Vector &step_cen_x_L, const Vector &step_cen_x_U, const Vector &step_cen_s_L, const Vector &step_cen_s_U, const Vector &step_cen_y_c, const Vector &step_cen_y_d, const Vector &step_cen_z_L, const Vector &step_cen_z_U, const Vector &step_cen_v_L, const Vector &step_cen_v_U)
Auxiliary function performing the golden section.
Number quality_function_section_sigma_tol_
Relative tolerance for golden bi-section algorithm in sigma space.
Number UnscaleSigma(Number scaled_sigma)
virtual ~QualityFunctionMuOracle()
Destructor.
Number quality_function_section_qf_tol_
Relative tolerance for golden bi-section algorithm in function value space.
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.
QualityFunctionMuOracle()
Default Constructor.
Number CalculateQualityFunction(Number sigma, const Vector &step_aff_x_L, const Vector &step_aff_x_U, const Vector &step_aff_s_L, const Vector &step_aff_s_U, const Vector &step_aff_y_c, const Vector &step_aff_y_d, const Vector &step_aff_z_L, const Vector &step_aff_z_U, const Vector &step_aff_v_L, const Vector &step_aff_v_U, const Vector &step_cen_x_L, const Vector &step_cen_x_U, const Vector &step_cen_s_L, const Vector &step_cen_s_U, const Vector &step_cen_y_c, const Vector &step_cen_y_d, const Vector &step_cen_z_L, const Vector &step_cen_z_U, const Vector &step_cen_v_L, const Vector &step_cen_v_U)
Auxiliary function for computing the average complementarity at a point, given step sizes and step.
BalancingTermEnum
enum for the quality function balancing term type
Index quality_function_max_section_steps_
Maximal number of bi-section steps in the golden section search for sigma.
SmartPtr< PDSystemSolver > pd_solver_
Pointer to the object that should be used to solve the primal-dual system.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
Vector Base Class.
Definition: IpVector.hpp:48
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17