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9 #ifndef __IPDEFAULTITERATEINITIALIZER_HPP__
10 #define __IPDEFAULTITERATEINITIALIZER_HPP__
46 const std::string& prefix);
78 Number constr_mult_init_max);
SmartPtr< IterateInitializer > warm_start_initializer_
object to be used for a warm start initialization
Number constr_mult_init_max_
If max-norm of the initial equality constraint multiplier estimate is larger than this,...
Class to organize all the data required by the algorithm.
Number bound_mult_init_val_
Initial value for all bound mulitpliers.
Number Number * x_U
Upper bounds on variables.
Number slack_bound_frac_
Relative parameter for bumping s0.
Number * x_L
Lower bounds on variables.
Number slack_bound_push_
Absolute parameter for bumping s0.
Class for all IPOPT specific calculated quantities.
bool warm_start_init_point_
Flag indicating whether warm_start_initializer should be used instead of the default initialization.
double Number
Type of all numbers.
Number bound_push_
Absolute parameter for bumping x0.
bool CalculateLeastSquareDuals(Vector &zL_new, Vector &zU_new, Vector &vL_new, Vector &vU_new, Vector &yc_new, Vector &yd_new)
Auxilliary method for computing least square dual variables.
Number bound_frac_
Relative parameter for bumping x0.
DefaultIterateInitializer(const DefaultIterateInitializer &)
Copy Constructor.
BoundMultInitMethod bound_mult_init_method_
Flag indicating how bound multipliers are initialized.
static void least_square_mults(const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, Number constr_mult_init_max)
Auxilliary function for computing least_square multipliers.
SmartPtr< AugSystemSolver > aug_system_solver_
Object for solving the augmented system.
Class implementing the default initialization procedure (based on user options) for the iterates.
Template class for Smart Pointers.
virtual ~DefaultIterateInitializer()
Default destructor.
bool CalculateLeastSquarePrimals(Vector &x_ls, Vector &s_ls)
Auxilliary method for computing least square primal variables.
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
SmartPtr< EqMultiplierCalculator > eq_mult_calculator_
object to be used for the initialization of the equality constraint multipliers.
bool least_square_init_primal_
Flag indicating whether the primal variables should be initialized as least square fit for the linear...
virtual bool SetInitialIterates()
Compute the initial iterates and set the into the curr field of the ip_data object.
Class responsible for all message output.
void operator=(const DefaultIterateInitializer &)
Overloaded Equals Operator.
static void push_variables(const Journalist &jnlst, Number bound_push, Number bound_frac, std::string name, const Vector &orig_x, SmartPtr< const Vector > &new_x, const Vector &x_L, const Vector &x_U, const Matrix &Px_L, const Matrix &Px_U)
Auxilliary function for moving the initial point.
DefaultIterateInitializer(const SmartPtr< EqMultiplierCalculator > &eq_mult_calculator, const SmartPtr< IterateInitializer > &warm_start_initializer, const SmartPtr< AugSystemSolver > aug_system_solver=NULL)
Constructor.
static void RegisterOptions(SmartPtr< RegisteredOptions > reg_options)
Methods for IpoptType.
Number mu_init_
Initial value of barrier parameter.
DefaultIterateInitializer()
Default Constructor.
bool least_square_init_duals_
Flag indicating whether all dual variables should be initialized as least square fit for the lineariz...
This class stores a list of user set options.
Base class for all methods for initializing the iterates.
This is the abstract base class for classes that map the traditional NLP into something that is more ...