Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system. More...
#include <IpCGPerturbationHandler.hpp>
Public Member Functions | |
virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
Implementation of the initialization method that has to be overloaded by for each derived class. More... | |
bool | ConsiderNewSystem (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method must be called for each new matrix, and before any other method for generating perturbation factors. More... | |
bool | PerturbForSingularity (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix. More... | |
bool | PerturbForWrongInertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
This method returns perturbation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues. More... | |
void | CurrentPerturbation (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
Just return the perturbation values that have been determined most recently. More... | |
Constructors/Destructors | |
CGPerturbationHandler () | |
Default Constructor. More... | |
virtual | ~CGPerturbationHandler () |
Destructor. More... | |
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PDPerturbationHandler () | |
Default Constructor. More... | |
virtual | ~PDPerturbationHandler () |
Destructor. More... | |
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bool | Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix) |
This method is called every time the algorithm starts again - it is used to reset any internal state. More... | |
bool | ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
Reduced version of the Initialize method, which does not require special Ipopt information. More... | |
AlgorithmStrategyObject () | |
Default Constructor. More... | |
virtual | ~AlgorithmStrategyObject () |
Destructor. More... | |
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ReferencedObject () | |
virtual | ~ReferencedObject () |
Index | ReferenceCount () const |
void | AddRef (const Referencer *referencer) const |
void | ReleaseRef (const Referencer *referencer) const |
Static Public Member Functions | |
static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
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static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
Private Member Functions | |
CGPenaltyData & | CGPenData () |
Method to easily access CGPenalty data. More... | |
CGPenaltyCq & | CGPenCq () |
Method to easily access CGPenalty calculated quantities. More... | |
Default Compiler Generated Methods | |
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called. | |
CGPerturbationHandler (const CGPerturbationHandler &) | |
Copy Constructor. More... | |
void | operator= (const CGPerturbationHandler &) |
Default Assignment Operator. More... | |
Auxiliary methods | |
bool | get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called. More... | |
void | finalize_test () |
This method is call whenever a matrix had been factorization and is not singular. More... | |
Number | delta_cd () |
Compute perturbation value for constraints. More... | |
Private Attributes | |
bool | get_deltas_for_wrong_inertia_called_ |
Flag indicating if for the given matrix the perturbation for wrong inertia method has already been called. More... | |
Number | penalty_max_ |
The max reference value for scaling the penalty parameter. More... | |
Number | mult_diverg_feasibility_tol_ |
Feasibility for perturbation in pure Newton method. More... | |
Size of the most recent non-zero perturbation. | |
Number | delta_x_last_ |
The last nonzero value for delta_x. More... | |
Number | delta_s_last_ |
The last nonzero value for delta_s. More... | |
Number | delta_c_last_ |
The last nonzero value for delta_c. More... | |
Number | delta_d_last_ |
The last nonzero value for delta_d. More... | |
Size of the most recently suggested perturbation for the | |
current matrix. | |
Number | delta_x_curr_ |
The current value for delta_x. More... | |
Number | delta_s_curr_ |
The current value for delta_s. More... | |
Number | delta_c_curr_ |
The current value for delta_c. More... | |
Number | delta_d_curr_ |
The current value for delta_d. More... | |
Algorithmic parameters. | |
Number | delta_xs_max_ |
Maximal perturbation for x and s. More... | |
Number | delta_xs_min_ |
Smallest possible perturbation for x and s. More... | |
Number | delta_xs_first_inc_fact_ |
Increase factor for delta_xs for first required perturbation. More... | |
Number | delta_xs_inc_fact_ |
Increase factor for delta_xs for later perturbations. More... | |
Number | delta_xs_dec_fact_ |
Decrease factor for delta_xs for later perturbations. More... | |
Number | delta_xs_init_ |
Very first trial value for delta_xs perturbation. More... | |
Number | delta_cd_val_ |
Size of perturbation for c and d blocks. More... | |
Number | delta_cd_exp_ |
Exponent on mu in formula for of perturbation for c and d blocks. More... | |
bool | reset_last_ |
Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done. More... | |
Index | degen_iters_max_ |
Required number of iterations for degeneracy conclusions. More... | |
bool | perturb_always_cd_ |
Flag indicating that the delta_c, delta_d perturbation should always be used. More... | |
Handling structural degeneracy | |
enum | DegenType { NOT_YET_DETERMINED , NOT_DEGENERATE , DEGENERATE } |
Type for degeneracy flags. More... | |
enum | TrialStatus { NO_TEST , TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 , TEST_DELTA_C_GT_0_DELTA_X_EQ_0 , TEST_DELTA_C_EQ_0_DELTA_X_GT_0 , TEST_DELTA_C_GT_0_DELTA_X_GT_0 } |
Status of current trial configuration. More... | |
DegenType | hess_degenerate_ |
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular. More... | |
DegenType | jac_degenerate_ |
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient. More... | |
Index | degen_iters_ |
Flag counting matrices in which degeneracy was observed in the first successive iterations. More... | |
TrialStatus | test_status_ |
Current status. More... | |
Additional Inherited Members | |
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enum | DegenType { NOT_YET_DETERMINED , NOT_DEGENERATE , DEGENERATE } |
Type for degeneracy flags. More... | |
enum | TrialStatus { NO_TEST , TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 , TEST_DELTA_C_GT_0_DELTA_X_EQ_0 , TEST_DELTA_C_EQ_0_DELTA_X_GT_0 , TEST_DELTA_C_GT_0_DELTA_X_GT_0 } |
Status of current trial configuration. More... | |
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PDPerturbationHandler (const PDPerturbationHandler &) | |
Copy Constructor. More... | |
void | operator= (const PDPerturbationHandler &) |
Default Assignment Operator. More... | |
bool | get_deltas_for_wrong_inertia (Number &delta_x, Number &delta_s, Number &delta_c, Number &delta_d) |
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called. More... | |
void | finalize_test () |
This method is call whenever a matrix had been factorization and is not singular. More... | |
Number | delta_cd () |
Compute perturbation value for constraints. More... | |
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const Journalist & | Jnlst () const |
IpoptNLP & | IpNLP () const |
IpoptData & | IpData () const |
IpoptCalculatedQuantities & | IpCq () const |
bool | HaveIpData () const |
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bool | get_deltas_for_wrong_inertia_called_ |
Flag indicating if for the given matrix the perturb for wrong inertia method has already been called. More... | |
Number | delta_x_last_ |
The last nonzero value for delta_x. More... | |
Number | delta_s_last_ |
The last nonzero value for delta_s. More... | |
Number | delta_c_last_ |
The last nonzero value for delta_c. More... | |
Number | delta_d_last_ |
The last nonzero value for delta_d. More... | |
Number | delta_x_curr_ |
The current value for delta_x. More... | |
Number | delta_s_curr_ |
The current value for delta_s. More... | |
Number | delta_c_curr_ |
The current value for delta_c. More... | |
Number | delta_d_curr_ |
The current value for delta_d. More... | |
Number | delta_xs_max_ |
Maximal perturbation for x and s. More... | |
Number | delta_xs_min_ |
Smallest possible perturbation for x and s. More... | |
Number | delta_xs_first_inc_fact_ |
Increase factor for delta_xs for first required perturbation. More... | |
Number | delta_xs_inc_fact_ |
Increase factor for delta_xs for later perturbations. More... | |
Number | delta_xs_dec_fact_ |
Decrease factor for delta_xs for later perturbations. More... | |
Number | delta_xs_init_ |
Very first trial value for delta_xs perturbation. More... | |
Number | delta_cd_val_ |
Size of perturbation for c and d blocks. More... | |
Number | delta_cd_exp_ |
Exponent on mu in formula for of perturbation for c and d blocks. More... | |
bool | reset_last_ |
Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done. More... | |
Index | degen_iters_max_ |
Required number of iterations for degeneracy conclusions. More... | |
bool | perturb_always_cd_ |
Flag indicating that the delta_c, delta_d perturbation should always be used. More... | |
DegenType | hess_degenerate_ |
Flag indicating whether the reduced Hessian matrix is thought to be structurally singular. More... | |
DegenType | jac_degenerate_ |
Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient. More... | |
Index | degen_iters_ |
Flag counting matrices in which degeneracy was observed in the first successive iterations. More... | |
TrialStatus | test_status_ |
Current status. More... | |
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual system.
This class is used by the PDFullSpaceSolver to handle the cases where the primal-dual system is singular or has the wrong inertia. The perturbation factors are obtained based on simple heuristics, taking into account the size of previous perturbations.
Definition at line 25 of file IpCGPerturbationHandler.hpp.
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Type for degeneracy flags.
Enumerator | |
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NOT_YET_DETERMINED | |
NOT_DEGENERATE | |
DEGENERATE |
Definition at line 169 of file IpCGPerturbationHandler.hpp.
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Status of current trial configuration.
Enumerator | |
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NO_TEST | |
TEST_DELTA_C_EQ_0_DELTA_X_EQ_0 | |
TEST_DELTA_C_GT_0_DELTA_X_EQ_0 | |
TEST_DELTA_C_EQ_0_DELTA_X_GT_0 | |
TEST_DELTA_C_GT_0_DELTA_X_GT_0 |
Definition at line 195 of file IpCGPerturbationHandler.hpp.
Ipopt::CGPerturbationHandler::CGPerturbationHandler | ( | ) |
Default Constructor.
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inlinevirtual |
Destructor.
Definition at line 34 of file IpCGPerturbationHandler.hpp.
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Copy Constructor.
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virtual |
Implementation of the initialization method that has to be overloaded by for each derived class.
Reimplemented from Ipopt::PDPerturbationHandler.
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virtual |
This method must be called for each new matrix, and before any other method for generating perturbation factors.
Usually, the returned perturbation factors are zero, but if the system is thought to be structurally singular, they might be positive. If the return value is false, no suitable perturbation could be found.
Reimplemented from Ipopt::PDPerturbationHandler.
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This method returns perturbation factors for the case when the most recent factorization resulted in a singular matrix.
Reimplemented from Ipopt::PDPerturbationHandler.
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virtual |
This method returns perturbation factors for the case when the most recent factorization resulted in a matrix with an incorrect number of negative eigenvalues.
Reimplemented from Ipopt::PDPerturbationHandler.
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virtual |
Just return the perturbation values that have been determined most recently.
Reimplemented from Ipopt::PDPerturbationHandler.
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Default Assignment Operator.
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Method to easily access CGPenalty data.
Definition at line 122 of file IpCGPerturbationHandler.hpp.
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Method to easily access CGPenalty calculated quantities.
Definition at line 130 of file IpCGPerturbationHandler.hpp.
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private |
Internal version of PerturbForWrongInertia with the difference, that finalize_test is not called.
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private |
This method is call whenever a matrix had been factorization and is not singular.
In here, we can evaluate the outcome of the degeneracy test heuristics.
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Compute perturbation value for constraints.
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The last nonzero value for delta_x.
Definition at line 140 of file IpCGPerturbationHandler.hpp.
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The last nonzero value for delta_s.
Definition at line 142 of file IpCGPerturbationHandler.hpp.
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The last nonzero value for delta_c.
Definition at line 144 of file IpCGPerturbationHandler.hpp.
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The last nonzero value for delta_d.
Definition at line 146 of file IpCGPerturbationHandler.hpp.
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The current value for delta_x.
Definition at line 153 of file IpCGPerturbationHandler.hpp.
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The current value for delta_s.
Definition at line 155 of file IpCGPerturbationHandler.hpp.
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The current value for delta_c.
Definition at line 157 of file IpCGPerturbationHandler.hpp.
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The current value for delta_d.
Definition at line 159 of file IpCGPerturbationHandler.hpp.
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Flag indicating if for the given matrix the perturbation for wrong inertia method has already been called.
Definition at line 164 of file IpCGPerturbationHandler.hpp.
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Flag indicating whether the reduced Hessian matrix is thought to be structurally singular.
Definition at line 179 of file IpCGPerturbationHandler.hpp.
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Flag indicating whether the Jacobian of the constraints is thought to be structurally rank-deficient.
Definition at line 184 of file IpCGPerturbationHandler.hpp.
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Flag counting matrices in which degeneracy was observed in the first successive iterations.
A value of -1 means that there was a non-degenerate (unperturbed) matrix at some point.
Definition at line 192 of file IpCGPerturbationHandler.hpp.
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Current status.
Definition at line 205 of file IpCGPerturbationHandler.hpp.
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Maximal perturbation for x and s.
Definition at line 211 of file IpCGPerturbationHandler.hpp.
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Smallest possible perturbation for x and s.
Definition at line 213 of file IpCGPerturbationHandler.hpp.
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Increase factor for delta_xs for first required perturbation.
Definition at line 215 of file IpCGPerturbationHandler.hpp.
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Increase factor for delta_xs for later perturbations.
Definition at line 217 of file IpCGPerturbationHandler.hpp.
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Decrease factor for delta_xs for later perturbations.
Definition at line 219 of file IpCGPerturbationHandler.hpp.
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Very first trial value for delta_xs perturbation.
Definition at line 221 of file IpCGPerturbationHandler.hpp.
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Size of perturbation for c and d blocks.
Definition at line 223 of file IpCGPerturbationHandler.hpp.
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Exponent on mu in formula for of perturbation for c and d blocks.
Definition at line 225 of file IpCGPerturbationHandler.hpp.
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Flag indicating whether the new values are based on the perturbations in the last iteration or in the more recent iteration in which a perturbation was done.
Definition at line 230 of file IpCGPerturbationHandler.hpp.
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Required number of iterations for degeneracy conclusions.
Definition at line 232 of file IpCGPerturbationHandler.hpp.
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Flag indicating that the delta_c, delta_d perturbation should always be used.
Definition at line 235 of file IpCGPerturbationHandler.hpp.
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The max reference value for scaling the penalty parameter.
Definition at line 239 of file IpCGPerturbationHandler.hpp.
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Feasibility for perturbation in pure Newton method.
Definition at line 241 of file IpCGPerturbationHandler.hpp.