Ipopt  3.11.9
IpBacktrackingLSAcceptor.hpp
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1 // Copyright (C) 2004, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpBacktrackingLSAcceptor.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8 // Andreas Waechter IBM 2005-10-13
9 // derived file from IpFilterLineSearch.hpp
10 
11 #ifndef __IPBACKTRACKINGLSACCEPTOR_HPP__
12 #define __IPBACKTRACKINGLSACCEPTOR_HPP__
13 
14 #include "IpAlgStrategy.hpp"
15 
16 namespace Ipopt
17 {
18 
22  {
23  public:
28  {}
29 
32  {}
34 
36  virtual bool InitializeImpl(const OptionsList& options,
37  const std::string& prefix)=0;
38 
45  virtual void Reset()=0;
46 
50  virtual void InitThisLineSearch(bool in_watchdog)=0;
51 
56  virtual void PrepareRestoPhaseStart()=0;
57 
63 
71  virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)=0;
72 
84  virtual bool TrySecondOrderCorrection(Number alpha_primal_test,
85  Number& alpha_primal,
86  SmartPtr<IteratesVector>& actual_delta)=0;
87 
94  virtual bool TryCorrector(Number alpha_primal_test,
95  Number& alpha_primal,
96  SmartPtr<IteratesVector>& actual_delta)=0;
97 
103  virtual char UpdateForNextIteration(Number alpha_primal_test)=0;
104 
107  virtual void StartWatchDog()=0;
108 
111  virtual void StopWatchDog()=0;
112 
115  virtual bool RestoredIterate()
116  {
117  return false;
118  }
119 
122  virtual bool NeverRestorationPhase()
123  {
124  return false;
125  }
126 
131  virtual bool DoFallback()
132  {
133  return false;
134  }
135 
139  virtual Number ComputeAlphaForY(Number alpha_primal,
140  Number alpha_dual,
142  {
143  THROW_EXCEPTION(OPTION_INVALID,
144  "Value \"acceptor\" for option \"alpha_for_y\" not valid for this line search.");
145  return -1.;
146  }
147 
150  virtual bool HasComputeAlphaForY() const
151  {
152  return false;
153  }
154 
159 
160  private:
171 
175  };
176 
177 } // namespace Ipopt
178 
179 #endif
Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor
BacktrackingLSAcceptor(const BacktrackingLSAcceptor &)
Copy Constructor.
THROW_EXCEPTION
#define THROW_EXCEPTION(__except_type, __msg)
Definition: IpException.hpp:123
Ipopt::BacktrackingLSAcceptor::CheckAcceptabilityOfTrialPoint
virtual bool CheckAcceptabilityOfTrialPoint(Number alpha_primal)=0
Method for checking if current trial point is acceptable.
Ipopt::BacktrackingLSAcceptor::InitThisLineSearch
virtual void InitThisLineSearch(bool in_watchdog)=0
Initialization for the next line search.
Ipopt::BacktrackingLSAcceptor::TrySecondOrderCorrection
virtual bool TrySecondOrderCorrection(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
Try a second order correction for the constraints.
Ipopt::BacktrackingLSAcceptor::StartWatchDog
virtual void StartWatchDog()=0
Method for setting internal data if the watchdog procedure is started.
Ipopt
Definition: matlabjournal.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::BacktrackingLSAcceptor::StopWatchDog
virtual void StopWatchDog()=0
Method for setting internal data if the watchdog procedure is stopped.
Ipopt::BacktrackingLSAcceptor::~BacktrackingLSAcceptor
virtual ~BacktrackingLSAcceptor()
Default destructor.
Definition: IpBacktrackingLSAcceptor.hpp:31
Ipopt::BacktrackingLSAcceptor::TryCorrector
virtual bool TryCorrector(Number alpha_primal_test, Number &alpha_primal, SmartPtr< IteratesVector > &actual_delta)=0
Try higher order corrector (for fast local convergence).
Ipopt::BacktrackingLSAcceptor::BacktrackingLSAcceptor
BacktrackingLSAcceptor()
Constructor.
Definition: IpBacktrackingLSAcceptor.hpp:27
Ipopt::BacktrackingLSAcceptor::CalculateAlphaMin
virtual Number CalculateAlphaMin()=0
Method returning the lower bound on the trial step sizes.
Ipopt::BacktrackingLSAcceptor::UpdateForNextIteration
virtual char UpdateForNextIteration(Number alpha_primal_test)=0
Method for ending the current line search.
Ipopt::BacktrackingLSAcceptor::PrepareRestoPhaseStart
virtual void PrepareRestoPhaseStart()=0
Method that is called before the restoration phase is called.
Ipopt::BacktrackingLSAcceptor::RestoredIterate
virtual bool RestoredIterate()
Method for telling the BacktrackingLineSearch object that a previous iterate has been restored.
Definition: IpBacktrackingLSAcceptor.hpp:115
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Ipopt::BacktrackingLSAcceptor::Reset
virtual void Reset()=0
Reset the acceptor.
Ipopt::BacktrackingLSAcceptor::ComputeAlphaForY
virtual Number ComputeAlphaForY(Number alpha_primal, Number alpha_dual, SmartPtr< IteratesVector > &delta)
Method for computing the step for the constraint multipliers in the line search acceptor method.
Definition: IpBacktrackingLSAcceptor.hpp:139
Ipopt::BacktrackingLSAcceptor::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for OptionsList.
Ipopt::AlgorithmStrategyObject
This is the base class for all algorithm strategy objects.
Definition: IpAlgStrategy.hpp:36
Ipopt::BacktrackingLSAcceptor::HasComputeAlphaForY
virtual bool HasComputeAlphaForY() const
Method returning true of ComputeAlphaForY is implemented for this acceptor.
Definition: IpBacktrackingLSAcceptor.hpp:150
Ipopt::BacktrackingLSAcceptor::DoFallback
virtual bool DoFallback()
Method for doing a fallback approach in case no search direction could be computed.
Definition: IpBacktrackingLSAcceptor.hpp:131
IpAlgStrategy.hpp
Ipopt::BacktrackingLSAcceptor
Base class for backtracking line search acceptors.
Definition: IpBacktrackingLSAcceptor.hpp:22
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::BacktrackingLSAcceptor::operator=
void operator=(const BacktrackingLSAcceptor &)
Overloaded Equals Operator.
Ipopt::BacktrackingLSAcceptor::InitializeImpl
virtual bool InitializeImpl(const OptionsList &options, const std::string &prefix)=0
InitializeImpl - overloaded from AlgorithmStrategyObject.
Ipopt::BacktrackingLSAcceptor::NeverRestorationPhase
virtual bool NeverRestorationPhase()
Method called by BacktrackingLineSearch object to determine whether the restoration phase should neve...
Definition: IpBacktrackingLSAcceptor.hpp:122