This is the implemetation of the Primal-Dual System, allowing the usage of an inexact linear solver. More...
#include <IpInexactPDSolver.hpp>
Public Member Functions | |
bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
Implementation of the initialization method that has to be overloaded by for each derived class. | |
virtual bool | Solve (const IteratesVector &rhs, IteratesVector &sol) |
Solve the primal dual system, given one right hand side. | |
/Destructor | |
InexactPDSolver (AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler) | |
Constructor that takes in the Augmented System solver that is to be used inside. | |
virtual | ~InexactPDSolver () |
Default destructor. | |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Methods for IpoptType. | |
Private Member Functions | |
InexactData & | InexData () |
Method to easily access Inexact data. | |
InexactCq & | InexCq () |
Method to easily access Inexact calculated quantities. | |
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 of the system (res). | |
bool | HessianRequiresChange () |
Method for checking if the Hessian matrix has to be modified. | |
Default Compiler Generated Methods | |
InexactPDSolver () | |
Default Constructor. | |
InexactPDSolver & | operator= (const InexactPDSolver &) |
Overloaded Equals Operator. | |
Private Attributes | |
bool | is_pardiso_ |
flag indicating if we are dealing with the Pardiso solver (temporary) | |
Index | last_info_ls_count_ |
Strategy objects to hold on to. | |
SmartPtr< AugSystemSolver > | augSysSolver_ |
Pointer to the Solver for the augmented system. | |
SmartPtr< PDPerturbationHandler > | perturbHandler_ |
Pointer to the Perturbation Handler. | |
Algorithmic options | |
Number | tcc_psi_ |
Psi factor in the tangential component condition. | |
Number | tcc_theta_ |
theta factor in the tangential component condition | |
Number | tcc_theta_mu_exponent_ |
mu exponent when multiplied to theta in the tangential component condition | |
bool | modify_hessian_with_slacks_ |
flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the identity matrix | |
Index | inexact_regularization_ls_count_trigger_ |
Threshold on line search evaluation count to trigger Hessia modification. |
This is the implemetation of the Primal-Dual System, allowing the usage of an inexact linear solver.
The step computed is usually for the tangential step.
Definition at line 24 of file IpInexactPDSolver.hpp.
Ipopt::InexactPDSolver::InexactPDSolver | ( | AugSystemSolver & | augSysSolver, | |
PDPerturbationHandler & | perturbHandler | |||
) |
Constructor that takes in the Augmented System solver that is to be used inside.
virtual Ipopt::InexactPDSolver::~InexactPDSolver | ( | ) | [virtual] |
Default destructor.
Ipopt::InexactPDSolver::InexactPDSolver | ( | ) | [private] |
Default Constructor.
bool Ipopt::InexactPDSolver::InitializeImpl | ( | const OptionsList & | options, | |
const std::string & | prefix | |||
) | [virtual] |
Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::AlgorithmStrategyObject.
virtual bool Ipopt::InexactPDSolver::Solve | ( | const IteratesVector & | rhs, | |
IteratesVector & | sol | |||
) | [virtual] |
Solve the primal dual system, given one right hand side.
static void Ipopt::InexactPDSolver::RegisterOptions | ( | SmartPtr< RegisteredOptions > | roptions | ) | [static] |
Methods for IpoptType.
InexactPDSolver& Ipopt::InexactPDSolver::operator= | ( | const InexactPDSolver & | ) | [private] |
Overloaded Equals Operator.
Reimplemented from Ipopt::AlgorithmStrategyObject.
InexactData& Ipopt::InexactPDSolver::InexData | ( | ) | [inline, private] |
Method to easily access Inexact data.
Definition at line 69 of file IpInexactPDSolver.hpp.
InexactCq& Ipopt::InexactPDSolver::InexCq | ( | ) | [inline, private] |
Method to easily access Inexact calculated quantities.
Definition at line 78 of file IpInexactPDSolver.hpp.
void Ipopt::InexactPDSolver::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 | |||
) | [private] |
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution of the system (res).
bool Ipopt::InexactPDSolver::HessianRequiresChange | ( | ) | [private] |
Method for checking if the Hessian matrix has to be modified.
All required data is obtained from the Data objects, so those values have to be set before this is called.
Pointer to the Solver for the augmented system.
Definition at line 89 of file IpInexactPDSolver.hpp.
Pointer to the Perturbation Handler.
Definition at line 91 of file IpInexactPDSolver.hpp.
Number Ipopt::InexactPDSolver::tcc_psi_ [private] |
Psi factor in the tangential component condition.
Definition at line 119 of file IpInexactPDSolver.hpp.
Number Ipopt::InexactPDSolver::tcc_theta_ [private] |
theta factor in the tangential component condition
Definition at line 121 of file IpInexactPDSolver.hpp.
mu exponent when multiplied to theta in the tangential component condition
Definition at line 124 of file IpInexactPDSolver.hpp.
bool Ipopt::InexactPDSolver::modify_hessian_with_slacks_ [private] |
flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the identity matrix
Definition at line 127 of file IpInexactPDSolver.hpp.
Threshold on line search evaluation count to trigger Hessia modification.
Definition at line 130 of file IpInexactPDSolver.hpp.
bool Ipopt::InexactPDSolver::is_pardiso_ [private] |
flag indicating if we are dealing with the Pardiso solver (temporary)
Definition at line 135 of file IpInexactPDSolver.hpp.
Definition at line 137 of file IpInexactPDSolver.hpp.