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11 #ifndef __IPCGSEARCHDIRCALC_HPP__
12 #define __IPCGSEARCHDIRCALC_HPP__
39 const std::string& prefix);
Number penalty_init_max_
Maximal value for initial penalty parameter.
Index nonmonotone_pen_update_counter_
Counter for how many times the pen para is updated nonmonotonically.
Number penalty_init_min_
safeguard factor for bound multipliers.
IpoptCalculatedQuantities & IpCq() const
Implementation of the search direction calculator that computes the Chen-Goldfarb step for the curren...
virtual ~CGSearchDirCalculator()
Default destructor.
double Number
Type of all numbers.
IpoptData & IpData() const
Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Base class for computing the search direction for the line search.
bool penalty_backward_
Algorithm type.
virtual bool ComputeSearchDirection()
Method for computing the search direction.
int Index
Type of all indices of vectors, matrices etc.
Template class for Smart Pointers.
IpoptAdditionalData & AdditionalData()
Get access to additional data object.
CGPenaltyData & CGPenData()
Method to easily access CGPenalty data.
void operator=(const CGSearchDirCalculator &)
Overloaded Equals Operator.
IpoptAdditionalCq & AdditionalCq()
CGPenaltyCq & CGPenCq()
Method to easily access CGPenalty calculated quantities.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
SmartPtr< PDSystemSolver > pd_solver_
bool never_use_fact_cgpen_direction_
Flag indicating whether the fast Chen-Goldfarb direction should never be used.
Number penalty_max_
Maximal value for penalty parameters.
Number pen_des_fact_
parameters used in computation of line search penalty parameter and KKT perturbation parameters
This class stores a list of user set options.
Class for all Chen-Goldfarb penalty method specific calculated quantities.
CGSearchDirCalculator()
Default Constructor.
Number kappa_x_dis_
parameters used to check if the fast direction can be used as the line search direction