Ipopt Documentation  
IpIpoptData.hpp
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1 // Copyright (C) 2004, 2009 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 __IPIPOPTDATA_HPP__
8 #define __IPIPOPTDATA_HPP__
9 
10 #include "IpSymMatrix.hpp"
11 #include "IpOptionsList.hpp"
12 #include "IpIteratesVector.hpp"
13 #include "IpRegOptions.hpp"
14 #include "IpTimingStatistics.hpp"
15 
16 namespace Ipopt
17 {
18 
19 /* Forward declaration */
20 class IpoptNLP;
21 
30 {
31 public:
34 
36  { }
37 
40  { }
42 
48  virtual bool Initialize(
49  const Journalist& jnlst,
50  const OptionsList& options,
51  const std::string& prefix
52  ) = 0;
53 
55  virtual bool InitializeDataStructures() = 0;
56 
62  virtual void AcceptTrialPoint() = 0;
63 
64 private:
75 
77  const IpoptAdditionalData&
78  );
79 
81  void operator=(
82  const IpoptAdditionalData&
83  );
85 };
86 
98 {
99 public:
102 
104  SmartPtr<IpoptAdditionalData> add_data = NULL
105  );
106 
108  virtual ~IpoptData();
110 
113  IpoptNLP& ip_nlp,
114  bool want_x,
115  bool want_y_c,
116  bool want_y_d,
117  bool want_z_L,
118  bool want_z_U
119  );
120 
127  const Journalist& jnlst,
128  const OptionsList& options,
129  const std::string& prefix
130  );
131 
134 
135  inline SmartPtr<const IteratesVector> curr() const;
136 
142  // SmartPtr<IteratesVector> curr_container() const;
144  inline SmartPtr<const IteratesVector> trial() const;
145 
151  //SmartPtr<IteratesVector> trial_container() const;
158  inline
159  void set_trial(
161  );
162  /* ToDo: I may need to add versions of set_trial like the
163  * following, but I am not sure
164  */
165  // void set_trial(const SmartPtr<IteratesVector>& trial_iterates);
166  // void set_trial(SmartPtr<const IteratesVector>& trial_iterates);
167 
172  Number alpha,
173  const Vector& delta_x,
174  const Vector& delta_s
175  );
181  Number alpha,
182  const Vector& delta_y_c,
183  const Vector& delta_y_d
184  );
190  Number alpha,
191  const Vector& delta_z_L,
192  const Vector& delta_z_U,
193  const Vector& delta_v_L,
194  const Vector& delta_v_U
195  );
196 
198  inline SmartPtr<const IteratesVector> delta() const;
199 
206  inline
207  void set_delta(
209  );
210 
219  inline
220  void set_delta(
222  );
223 
225  inline SmartPtr<const IteratesVector> delta_aff() const;
226 
233  inline
234  void set_delta_aff(
235  SmartPtr<IteratesVector>& delta_aff
236  );
237 
240  {
241  DBG_ASSERT(IsValid(W_));
242  return W_;
243  }
244 
246  void Set_W(
248  )
249  {
250  W_ = W;
251  }
252 
262 
272  bool HaveDeltas() const
273  {
274  return have_deltas_;
275  }
276 
286  bool have_deltas
287  )
288  {
289  have_deltas_ = have_deltas;
290  }
292 
302 
312  bool HaveAffineDeltas() const
313  {
314  return have_affine_deltas_;
315  }
316 
326  bool have_affine_deltas
327  )
328  {
329  have_affine_deltas_ = have_affine_deltas;
330  }
332 
335 
336  inline
337  void CopyTrialToCurrent();
338 
342 
346  {
347  return iter_count_;
348  }
350  Index iter_count
351  )
352  {
353  iter_count_ = iter_count;
354  }
355 
356  Number curr_mu() const
357  {
358  DBG_ASSERT(mu_initialized_);
359  return curr_mu_;
360  }
361  void Set_mu(
362  Number mu
363  )
364  {
365  curr_mu_ = mu;
366  mu_initialized_ = true;
367  }
368  bool MuInitialized() const
369  {
370  return mu_initialized_;
371  }
372 
373  Number curr_tau() const
374  {
375  DBG_ASSERT(tau_initialized_);
376  return curr_tau_;
377  }
378  void Set_tau(
379  Number tau
380  )
381  {
382  curr_tau_ = tau;
383  tau_initialized_ = true;
384  }
385  bool TauInitialized() const
386  {
387  return tau_initialized_;
388  }
389 
391  bool free_mu_mode
392  )
393  {
394  free_mu_mode_ = free_mu_mode;
395  }
396  bool FreeMuMode() const
397  {
398  return free_mu_mode_;
399  }
400 
405  bool flag
406  )
407  {
408  tiny_step_flag_ = flag;
409  }
411  {
412  return tiny_step_flag_;
413  }
415 
424 
425  Number tol() const
426  {
427  DBG_ASSERT(initialize_called_);
428  return tol_;
429  }
440  void Set_tol(
441  Number tol
442  )
443  {
444  tol_ = tol;
445  }
447 
457  {
458  return timing_statistics_.OverallAlgorithm().StartCpuTime();
459  }
460 
464  {
465  return info_regu_x_;
466  }
468  Number regu_x
469  )
470  {
471  info_regu_x_ = regu_x;
472  }
474  {
475  return info_alpha_primal_;
476  }
478  Number alpha_primal
479  )
480  {
481  info_alpha_primal_ = alpha_primal;
482  }
484  {
485  return info_alpha_primal_char_;
486  }
488  char info_alpha_primal_char
489  )
490  {
491  info_alpha_primal_char_ = info_alpha_primal_char;
492  }
494  {
495  return info_alpha_dual_;
496  }
498  Number alpha_dual
499  )
500  {
501  info_alpha_dual_ = alpha_dual;
502  }
504  {
505  return info_ls_count_;
506  }
508  Index ls_count
509  )
510  {
511  info_ls_count_ = ls_count;
512  }
513  bool info_skip_output() const
514  {
515  return info_skip_output_;
516  }
518  const std::string& add_str
519  )
520  {
521  info_string_ += add_str;
522  }
523  const std::string& info_string() const
524  {
525  return info_string_;
526  }
531  bool info_skip_output
532  )
533  {
534  info_skip_output_ = info_skip_output;
535  }
536 
539  {
540  return info_last_output_;
541  }
544  Number info_last_output
545  )
546  {
547  info_last_output_ = info_last_output;
548  }
549 
554  {
555  return info_iters_since_header_;
556  }
561  {
562  info_iters_since_header_++;
563  }
568  int info_iters_since_header
569  )
570  {
571  info_iters_since_header_ = info_iters_since_header;
572  }
573 
575  void ResetInfo()
576  {
577  info_regu_x_ = 0;
578  info_alpha_primal_ = 0;
579  info_alpha_dual_ = 0.;
580  info_alpha_primal_char_ = ' ';
581  info_skip_output_ = false;
582  info_string_.erase();
583  }
585 
588  {
589  return timing_statistics_;
590  }
591 
593  bool HaveAddData()
594  {
595  return IsValid(add_data_);
596  }
597 
600  {
601  return *add_data_;
602  }
603 
607  )
608  {
609  // cppcheck-suppress assertWithSideEffect
610  DBG_ASSERT(!HaveAddData());
611  add_data_ = add_data;
612  }
613 
615  void setPDPert(
616  Number pd_pert_x,
617  Number pd_pert_s,
618  Number pd_pert_c,
619  Number pd_pert_d
620  )
621  {
622  pd_pert_x_ = pd_pert_x;
623  pd_pert_s_ = pd_pert_s;
624  pd_pert_c_ = pd_pert_c;
625  pd_pert_d_ = pd_pert_d;
626  }
627 
629  void getPDPert(
630  Number& pd_pert_x,
631  Number& pd_pert_s,
632  Number& pd_pert_c,
633  Number& pd_pert_d
634  )
635  {
636  pd_pert_x = pd_pert_x_;
637  pd_pert_s = pd_pert_s_;
638  pd_pert_c = pd_pert_c_;
639  pd_pert_d = pd_pert_d_;
640  }
641 
642  static void RegisterOptions(
643  const SmartPtr<RegisteredOptions>& roptions
644  );
645 
646 private:
649 
651 
654 
657 
668  // ToDo we could cue off of a null delta_
671 
687  // ToDo we could cue off of a null delta_aff_
690 
693 
697 
701 
704 
709 
718 
721 
724 
729 
732 
747  std::string info_string_;
755 
758 
761 
766 
774 
785 
787  const IpoptData&
788  );
789 
791  void operator=(
792  const IpoptData&
793  );
795 
796 #if IPOPT_CHECKLEVEL > 0
801  TaggedObject::Tag debug_curr_tag_;
802  TaggedObject::Tag debug_trial_tag_;
803  TaggedObject::Tag debug_delta_tag_;
804  TaggedObject::Tag debug_delta_aff_tag_;
805  TaggedObject::Tag debug_curr_tag_sum_;
806  TaggedObject::Tag debug_trial_tag_sum_;
807  TaggedObject::Tag debug_delta_tag_sum_;
808  TaggedObject::Tag debug_delta_aff_tag_sum_;
810 #endif
811 
812 };
813 
815 {
816  DBG_ASSERT(IsNull(curr_) || (curr_->GetTag() == debug_curr_tag_ && curr_->GetTagSum() == debug_curr_tag_sum_) );
817 
818  return curr_;
819 }
820 
822 {
823  DBG_ASSERT(IsNull(trial_) || (trial_->GetTag() == debug_trial_tag_ && trial_->GetTagSum() == debug_trial_tag_sum_) );
824 
825  return trial_;
826 }
827 
829 {
830  DBG_ASSERT(IsNull(delta_) || (delta_->GetTag() == debug_delta_tag_ && delta_->GetTagSum() == debug_delta_tag_sum_) );
831 
832  return delta_;
833 }
834 
836 {
837  DBG_ASSERT(IsNull(delta_aff_) || (delta_aff_->GetTag() == debug_delta_aff_tag_ && delta_aff_->GetTagSum() == debug_delta_aff_tag_sum_) );
838 
839  return delta_aff_;
840 }
841 
842 inline
844 {
845  curr_ = trial_;
846 #if IPOPT_CHECKLEVEL > 0
847 
848  if (IsValid(curr_))
849  {
850  debug_curr_tag_ = curr_->GetTag();
851  debug_curr_tag_sum_ = curr_->GetTagSum();
852  }
853  else
854  {
855  debug_curr_tag_ = 0;
856  debug_curr_tag_sum_ = 0;
857  }
858 #endif
859 
860 }
861 
862 inline
865 )
866 {
867  trial_ = ConstPtr(trial);
868 
869 #if IPOPT_CHECKLEVEL > 0
870  // verify the correct space
871  DBG_ASSERT(trial_->OwnerSpace() == static_cast<VectorSpace*>(GetRawPtr(iterates_space_)));
872  if (IsValid(trial))
873  {
874  debug_trial_tag_ = trial->GetTag();
875  debug_trial_tag_sum_ = trial->GetTagSum();
876  }
877  else
878  {
879  debug_trial_tag_ = 0;
880  debug_trial_tag_sum_ = 0;
881  }
882 #endif
883 
884  trial = NULL;
885 }
886 
887 inline
890 )
891 {
892  delta_ = ConstPtr(delta);
893 #if IPOPT_CHECKLEVEL > 0
894 
895  if (IsValid(delta))
896  {
897  debug_delta_tag_ = delta->GetTag();
898  debug_delta_tag_sum_ = delta->GetTagSum();
899  }
900  else
901  {
902  debug_delta_tag_ = 0;
903  debug_delta_tag_sum_ = 0;
904  }
905 #endif
906 
907  delta = NULL;
908 }
909 
910 inline
913 )
914 {
915  delta_ = delta;
916 #if IPOPT_CHECKLEVEL > 0
917 
918  if (IsValid(delta))
919  {
920  debug_delta_tag_ = delta->GetTag();
921  debug_delta_tag_sum_ = delta->GetTagSum();
922  }
923  else
924  {
925  debug_delta_tag_ = 0;
926  debug_delta_tag_sum_ = 0;
927  }
928 #endif
929 
930  delta = NULL;
931 }
932 
933 inline
935  SmartPtr<IteratesVector>& delta_aff
936 )
937 {
939 #if IPOPT_CHECKLEVEL > 0
940 
941  if (IsValid(delta_aff))
942  {
943  debug_delta_aff_tag_ = delta_aff->GetTag();
944  debug_delta_aff_tag_sum_ = delta_aff->GetTagSum();
945  }
946  else
947  {
948  debug_delta_aff_tag_ = 0;
949  debug_delta_aff_tag_sum_ = delta_aff->GetTagSum();
950  }
951 #endif
952 
953  delta_aff = NULL;
954 }
955 
956 } // namespace Ipopt
957 
958 #endif
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:27
#define IPOPT_DEPRECATED
macro to declare symbols as deprecated
Definition: IpTypes.h:25
Base class for additional data that is special to a particular type of algorithm, such as the CG pena...
Definition: IpIpoptData.hpp:30
IpoptAdditionalData()
Default Constructor.
Definition: IpIpoptData.hpp:35
IpoptAdditionalData(const IpoptAdditionalData &)
Copy Constructor.
void operator=(const IpoptAdditionalData &)
Default Assignment Operator.
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)=0
This method is called to initialize the global algorithmic parameters.
virtual bool InitializeDataStructures()=0
Initialize Data Structures at the beginning.
virtual ~IpoptAdditionalData()
Destructor.
Definition: IpIpoptData.hpp:39
virtual void AcceptTrialPoint()=0
Do whatever is necessary to accept a trial point as current iterate.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:98
TimingStatistics timing_statistics_
TimingStatistics object collecting all Ipopt timing statistics.
Number info_alpha_primal() const
Index info_ls_count_
Number of backtracking trial steps.
void operator=(const IpoptData &)
Default Assignment Operator.
bool HaveAddData()
Check if additional data has been set.
Number info_regu_x() const
std::string info_string_
any string of characters for the end of the output line
void set_delta_aff(SmartPtr< IteratesVector > &delta_aff)
Set the affine delta.
void Append_info_string(const std::string &add_str)
void setPDPert(Number pd_pert_x, Number pd_pert_s, Number pd_pert_c, Number pd_pert_d)
Set the perturbation of the primal-dual system.
bool free_mu_mode_
flag indicating whether the algorithm is in the free mu mode
void Set_info_last_output(Number info_last_output)
sets time when the last summary output line was printed
void Set_info_regu_x(Number regu_x)
void Set_W(SmartPtr< const SymMatrix > W)
Set Hessian approximation.
SmartPtr< const IteratesVector > trial_
Main iteration variables (trial calculations)
SmartPtr< const IteratesVector > delta_aff_
void Inc_info_iters_since_header()
increases number of iteration summaries actually printed since last summary header was printed
bool have_deltas_
The following flag is set to true, if some other part of the algorithm (like the method for computing...
bool initialize_called_
flag indicating if Initialize method has been called (for debugging)
Index info_ls_count() const
void SetTrialEqMultipliersFromStep(Number alpha, const Vector &delta_y_c, const Vector &delta_y_d)
Set the values of the trial values for the equality constraint multipliers (y_c and y_d) from provide...
void SetHaveDeltas(bool have_deltas)
Method for setting the HaveDeltas flag.
Number curr_tau() const
SmartPtr< const SymMatrix > W()
Hessian or Hessian approximation (do not hold on to it, it might be changed)
int info_iters_since_header_
number of iteration summaries actually printed since last summary header was printed
bool HaveDeltas() const
Returns true, if the primal-dual step have been already computed for the current iteration.
Number info_alpha_dual_
Dual step size.
SmartPtr< const IteratesVector > delta() const
get the current delta
void Set_info_ls_count(Index ls_count)
TimingStatistics & TimingStats()
Return Timing Statistics Object.
SmartPtr< IpoptAdditionalData > add_data_
Object for the data specific for the Chen-Goldfarb penalty method algorithm.
const std::string & info_string() const
bool have_affine_deltas_
The following flag is set to true, if some other part of the algorithm (like the method for computing...
SmartPtr< const IteratesVector > curr_
Main iteration variables (current iteration)
void SetTrialPrimalVariablesFromStep(Number alpha, const Vector &delta_x, const Vector &delta_s)
Set the values of the primal trial variables (x and s) from provided Step with step length alpha.
void AcceptTrialPoint()
Set the current iterate values from the trial values.
Number info_alpha_primal_
Primal step size.
void CopyTrialToCurrent()
Copy the trial values to the current values.
void Set_info_alpha_primal_char(char info_alpha_primal_char)
Number info_alpha_dual() const
IpoptData(const IpoptData &)
Copy Constructor.
void Set_tiny_step_flag(bool flag)
Setting the flag that indicates if a tiny step (below machine precision) has been detected.
Index iter_count() const
SmartPtr< const IteratesVector > curr() const
Current point.
void Set_info_alpha_dual(Number alpha_dual)
void ResetInfo()
Reset all info fields.
void SetTrialBoundMultipliersFromStep(Number alpha, const Vector &delta_z_L, const Vector &delta_z_U, const Vector &delta_v_L, const Vector &delta_v_U)
Set the value of the trial values for the bound multipliers (z_L, z_U, v_L, v_U) from provided step w...
void Set_iter_count(Index iter_count)
Number curr_tau_
current fraction to the boundary parameter
SmartPtr< const IteratesVector > trial() const
Get the current point in a copied container that is non-const.
bool HaveAffineDeltas() const
Returns true, if the affine-scaling step have been already computed for the current iteration.
int info_iters_since_header()
gives number of iteration summaries actually printed since last summary header was printed
bool tiny_step_flag_
flag indicating if a tiny step has been detected
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
void Set_info_iters_since_header(int info_iters_since_header)
sets number of iteration summaries actually printed since last summary header was printed
SmartPtr< IteratesVectorSpace > iterates_space_
VectorSpace for all the iterates.
void Set_tau(Number tau)
bool info_skip_output() const
Number tol_
Overall convergence tolerance.
Number curr_mu_
current barrier parameter
void Set_info_skip_output(bool info_skip_output)
Set this to true, if the next time when output is written, the summary line should not be printed.
Number tol() const
Overall convergence tolerance.
bool FreeMuMode() const
char info_alpha_primal_char_
Info character for primal step size.
bool have_prototypes_
flag for debugging whether we have already curr_ values available (from which new Vectors can be gene...
void Set_tol(Number tol)
Set a new value for the tolerance.
bool info_skip_output_
true, if next summary output line should not be printed (eg after restoration phase).
void SetFreeMuMode(bool free_mu_mode)
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
IPOPT_DEPRECATED Number cpu_time_start() const
Cpu time counter at the beginning of the optimization.
virtual ~IpoptData()
Destructor.
bool InitializeDataStructures(IpoptNLP &ip_nlp, bool want_x, bool want_y_c, bool want_y_d, bool want_z_L, bool want_z_U)
Initialize Data Structures.
char info_alpha_primal_char() const
SmartPtr< const IteratesVector > delta_
bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
This method must be called to initialize the global algorithmic parameters.
Number info_last_output_
time when the last summary output line was printed
Index iter_count_
iteration count
Number info_last_output()
gives time when the last summary output line was printed
void set_delta(SmartPtr< IteratesVector > &delta)
Set the current delta.
Number curr_mu() const
SmartPtr< const SymMatrix > W_
Hessian (approximation) - might be changed elsewhere!
IpoptData(SmartPtr< IpoptAdditionalData > add_data=NULL)
Constructor.
void Set_mu(Number mu)
bool MuInitialized() const
void SetHaveAffineDeltas(bool have_affine_deltas)
Method for setting the HaveDeltas flag.
void Set_info_alpha_primal(Number alpha_primal)
void set_trial(SmartPtr< IteratesVector > &trial)
Get Trial point in a copied container that is non-const.
void getPDPert(Number &pd_pert_x, Number &pd_pert_s, Number &pd_pert_c, Number &pd_pert_d)
Get the current perturbation of the primal-dual system.
bool TauInitialized() const
SmartPtr< const IteratesVector > delta_aff() const
Affine Delta.
Number info_regu_x_
Size of regularization for the Hessian.
void SetAddData(SmartPtr< IpoptAdditionalData > add_data)
Set a new pointer for additional Ipopt data.
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Definition: IpIpoptNLP.hpp:36
Class responsible for all message output.
This class stores a list of user set options.
Storing the reference count of all the smart pointers that currently reference it.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:165
unsigned int Tag
Type for the Tag values.
This class collects all timing statistics for Ipopt.
VectorSpace base class, corresponding to the Vector base class.
Definition: IpVector.hpp:473
Vector Base Class.
Definition: IpVector.hpp:48
#define IPOPTLIB_EXPORT
Definition: config.h:94
This file contains a base class for all exceptions and a set of macros to help with exceptions.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:663
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:672
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:649
ipindex Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition: IpTypes.hpp:17
bool IsNull(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:680