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9 #ifndef __IPADAPTIVEMUUPDATE_HPP__
10 #define __IPADAPTIVEMUUPDATE_HPP__
38 const std::string& prefix);
Number min_ref_val()
Computer the currently smallest reference value.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Number barrier_tol_factor_
Index num_refs_max_
Maximal number of reference values (algorithmic parameter)
Number max_ref_val()
Computer the currently largest reference value.
QualityFunctionMuOracle::CentralityEnum adaptive_mu_kkt_centrality_
bool restore_accepted_iterate_
Flag indicating whether the most recent accepted step should be restored, when switching to the fixed...
Number adaptive_mu_safeguard_factor_
AdaptiveMuGlobalizationEnum adaptive_mu_globalization_
Flag indicating which globalization strategy should be used.
Number init_primal_inf_
Primal infeasibility at initial point.
double Number
Type of all numbers.
void InitializeFixedMuGlobalization()
NormEnum
enum for norm type
Number quality_function_pd_system()
Method for computing the norm of the primal dual system at the current point.
AdaptiveMuUpdate()
Default Constructor.
Number filter_margin_fact_
Factor for filter margin.
Abstract Base Class for classes that implement methods for computing the barrier and fraction-to-the-...
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize method - overloaded from AlgorithmStrategyObject.
CentralityEnum
enum for centrality type
Number compl_inf_tol_
Unscaled tolerance for complementarity.
int Index
Type of all indices of vectors, matrices etc.
bool no_bounds_
Flag indicating whether the problem has any inequality constraints.
Template class for Smart Pointers.
AdaptiveMuGlobalizationEnum
enumeration for adaptive globalization
bool CheckSufficientProgress()
Check whether the point in the "current" fields offers sufficient reduction in order to remain in or ...
Number NewFixedMu()
Compute the value of the fixed mu that should be used in a new fixed mu phase.
Number lower_mu_safeguard()
Method for computing a lower safeguard bound for the barrier parameter.
SmartPtr< MuOracle > free_mu_oracle_
Pointer to strategy object that is to be used for computing a suggested value of the barrier paramete...
Number filter_max_margin_
Maximal margin in filter.
Number adaptive_mu_monotone_init_factor_
virtual bool UpdateBarrierParameter()
Method for determining the barrier parameter for the next iteration.
Filter filter_
Alternatively, we might also want to use a filter.
Number mu_superlinear_decrease_power_
Number mu_linear_decrease_factor_
SmartPtr< const IteratesVector > accepted_point_
Number refs_red_fact_
Factor requested to reduce the reference values.
SmartPtr< LineSearch > linesearch_
Line search object of the Ipopt algorithm.
void operator=(const AdaptiveMuUpdate &)
Overloaded Equals Operator.
std::list< Number > refs_vals_
Values of the currently stored reference values (norm of pd equations)
void RememberCurrentPointAsAccepted()
Include the current point in internal memory to as accepted point.
bool check_if_no_bounds_
Flag indicating whether no_bounds_ has been initialized.
BalancingTermEnum
enum for the quality function balancing term type
QualityFunctionMuOracle::BalancingTermEnum adaptive_mu_kkt_balancing_term_
Number Compute_tau_monotone(Number mu)
Compute value for the fraction-to-the-boundary parameter given mu in the monotone phase.
This class stores a list of user set options.
SmartPtr< MuOracle > fix_mu_oracle_
Pointer to strategy object that is to be used for computing a suggested value for the fixed mu mode.
QualityFunctionMuOracle::NormEnum adaptive_mu_kkt_norm_
virtual ~AdaptiveMuUpdate()
Default destructor.
Number init_dual_inf_
Dual infeasibility at initial point.