Ipopt  3.11.9
IpOptErrorConvCheck.hpp
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1 // Copyright (C) 2004, 2010 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpOptErrorConvCheck.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 
9 #ifndef __IPOPTERRORCONVCHECK_HPP__
10 #define __IPOPTERRORCONVCHECK_HPP__
11 
12 #include "IpConvCheck.hpp"
13 
14 namespace Ipopt
15 {
16 
21  {
22  public:
27 
31 
33  virtual bool InitializeImpl(const OptionsList& options,
34  const std::string& prefix);
35 
37  virtual ConvergenceStatus
38  CheckConvergence(bool call_intermediate_callback = true);
39 
42  virtual bool CurrentIsAcceptable();
43 
48 
49  protected:
83 
84  private:
93 
97 
101 
105 
109 
112  };
113 
114 } // namespace Ipopt
115 
116 #endif
Base class for checking the algorithm termination criteria.
Definition: IpConvCheck.hpp:21
ConvergenceStatus
Convergence return enum.
Definition: IpConvCheck.hpp:35
Number dual_inf_tol_
Tolerance on unscaled dual infeasibility.
Number acceptable_tol_
Acceptable tolerance for the problem to terminate earlier if algorithm seems stuck or cycling.
Number acceptable_obj_change_tol_
Acceptable tolerance for relative objective function change from iteratoin to iteration.
Number acceptable_constr_viol_tol_
Acceptable tolerance on unscaled constraint violation.
Number acceptable_dual_inf_tol_
Acceptable tolerance on unscaled dual infeasibility.
void operator=(const OptimalityErrorConvergenceCheck &)
Overloaded Equals Operator.
Number compl_inf_tol_
Tolerance on unscaled complementarity.
virtual ConvergenceStatus CheckConvergence(bool call_intermediate_callback=true)
Overloaded convergence check.
Index acceptable_counter_
Counter for successive iterations in which acceptability criteria are met.
Number last_obj_val_
Value of the objective function from last iteration.
OptimalityErrorConvergenceCheck(const OptimalityErrorConvergenceCheck &)
Copy Constructor.
Index acceptable_iter_
Number of iterations with acceptable level of accuracy, after which the algorithm terminates.
virtual bool CurrentIsAcceptable()
Auxilliary function for testing whether current iterate satisfies the acceptable level of optimality.
virtual ~OptimalityErrorConvergenceCheck()
Default destructor.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number acceptable_compl_inf_tol_
Acceptable tolerance on unscaled complementarity.
Number max_cpu_time_
Upper bound on CPU time.
Index max_iterations_
Maximal number of iterations.
OptimalityErrorConvergenceCheck()
Default Constructor.
Number diverging_iterates_tol_
Threshold for primal iterates for divergence test.
Number constr_viol_tol_
Tolerance on unscaled constraint violation.
Index last_obj_val_iter_
Iteration counter for which last_obj_val most recently updated.
Number curr_obj_val_
Value of the objective function from current iteration.
Number mu_target_
Desired value of the barrier parameter.
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
double Number
Type of all numbers.
Definition: IpTypes.hpp:17