9 #ifndef __IPIPOPTDATA_HPP__
10 #define __IPIPOPTDATA_HPP__
47 const std::string& prefix) = 0;
109 const std::string& prefix);
671 #if COIN_IPOPT_CHECKLEVEL > 0
725 #if COIN_IPOPT_CHECKLEVEL > 0
728 debug_curr_tag_ =
curr_->GetTag();
729 debug_curr_tag_sum_ =
curr_->GetTagSum();
733 debug_curr_tag_sum_ = 0;
744 #if COIN_IPOPT_CHECKLEVEL > 0
748 debug_trial_tag_ =
trial->GetTag();
749 debug_trial_tag_sum_ =
trial->GetTagSum();
752 debug_trial_tag_ = 0;
753 debug_trial_tag_sum_ = 0;
764 #if COIN_IPOPT_CHECKLEVEL > 0
767 debug_delta_tag_ =
delta->GetTag();
768 debug_delta_tag_sum_ =
delta->GetTagSum();
771 debug_delta_tag_ = 0;
772 debug_delta_tag_sum_ = 0;
783 #if COIN_IPOPT_CHECKLEVEL > 0
786 debug_delta_tag_ =
delta->GetTag();
787 debug_delta_tag_sum_ =
delta->GetTagSum();
790 debug_delta_tag_ = 0;
791 debug_delta_tag_sum_ = 0;
802 #if COIN_IPOPT_CHECKLEVEL > 0
805 debug_delta_aff_tag_ =
delta_aff->GetTag();
806 debug_delta_aff_tag_sum_ =
delta_aff->GetTagSum();
809 debug_delta_aff_tag_ = 0;
810 debug_delta_aff_tag_sum_ =
delta_aff->GetTagSum();
Base class for additional data that is special to a particular type of algorithm, such as the CG pena...
IpoptAdditionalData()
Default Constructor.
IpoptAdditionalData(const IpoptAdditionalData &)
Copy Constructor.
void operator=(const IpoptAdditionalData &)
Overloaded Equals 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()
Default destructor.
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.
TimingStatistics timing_statistics_
TimingStatistics object collecting all Ipopt timing statistics.
Number cpu_time_start() const
Cpu time counter at the beginning of the optimization.
Number info_alpha_primal() const
Index info_ls_count_
Number of backtracking trial steps.
void operator=(const IpoptData &)
Overloaded Equals 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 - like the trial point, this method copies the pointer for efficiency (no copy a...
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.
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
ToDo: I may need to add versions of set_trial like the following, but I am not sure.
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...
Number cpu_time_start_
CPU time counter at initialization.
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.
IpoptData(SmartPtr< IpoptAdditionalData > add_data=NULL, Number cpu_time_start=-1.)
Constructor.
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.
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.
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.
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)
Methods for IpoptType.
virtual ~IpoptData()
Default 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 - like the trial point, this method copies the pointer for efficiency (no copy ...
SmartPtr< const SymMatrix > W_
Hessian (approximation) - might be changed elsewhere!
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 ...
Class responsible for all message output.
This class stores a list of user set options.
Template class for Smart Pointers.
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.
SmartPtr< const U > ConstPtr(const SmartPtr< U > &smart_ptr)
bool IsValid(const SmartPtr< U > &smart_ptr)
U * GetRawPtr(const SmartPtr< U > &smart_ptr)
int Index
Type of all indices of vectors, matrices etc.
bool IsNull(const SmartPtr< U > &smart_ptr)
double Number
Type of all numbers.