#include <FilterIPMSolver.h>

Inheritance diagram for FilterIPMSolver:

Public Member Functions
	FilterIPMSolver (ProblemFormulation of, Data prob)

	~FilterIPMSolver ()

virtual int	solve (Data prob, Variables iterate, Residuals *resid)

Public Member Functions inherited from Solver
	Solver ()

virtual	~Solver ()

virtual void	start (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual void	stevestart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual void	dumbstart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *step)

virtual double	finalStepLength (Variables iterate, Variables step)

virtual void	doMonitor (Data data, Variables vars, Residuals *resids, double alpha, double sigma, int i, double mu, int stop_code, int level)

virtual int	doStatus (Data data, Variables vars, Residuals *resids, int i, double mu, int level)

void	addMonitor (OoqpMonitor *)

void	useStatus (Status *s)

void	useStartStrategy (OoqpStartStrategy *s)

void	monitorSelf ()

void	setMuTol (double m)

double	getMuTol ()

void	setArTol (double ar)

double	getArTol ()

double	dataNorm ()

LinearSystem *	getLinearSystem ()

Protected Member Functions
virtual void	ChangeBounds (Data prob_in, Residuals resid_in)

virtual void	defaultStart (ProblemFormulation formulation, Variables iterate, Data prob, Residuals resid, Variables *rhs)

virtual void	_initialVar (Variables iterate_in, Data prob_in, Residuals *resid_in)

virtual void	EvalErrScaling (Variables *iterate_in)

virtual void	FilterInitializeAndPara (Data prob_in, Variables iterate_in, Residuals *resid_in)

virtual int	updateBarrierParameter (Data prob_in, Variables iterate_in, Residuals *resid_in)

virtual void	addDampingTermToKKT (Residuals *resid_in)

virtual double	getAlphaMin (const double priAlaph_in)

virtual bool	isTinyStep (Variables vars_in, Residuals resid_in, Variables *step_in)

virtual bool	testStep (const double trialAlpha, const double trial_ConsNorm_in, const double trial_Obj_in, const double curr_ConsNorm_in, const double curr_Obj_in, const double curr_BarrGradTimesD_in, const double curr_ConsTimesD_in, FilterIPMOption *FilterIPMOpt)

virtual bool	testSwitchingCondition (const double trialAlpha, const double curr_filter_ConsNorm_in, const double augmented_BarrGradTimesD, FilterIPMOption *FilterIPMOpt)

virtual bool	testArmijo (const double trialAlpha, const double trial_Obj_in, const double curr_Obj_in, const double augmented_BarrGradTimesD, FilterIPMOption *FilterIPMOpt)

virtual bool	testSufficientReductionCondition (const double trial_ConsNorm_in, const double trial_Obj_in, const double curr_ConsNorm_in, const double curr_Obj_in, FilterIPMOption *FilterIPMOpt)

virtual void	accept_iterate (Data data_in, Variables vars_in, Residuals resid_in, Variables step_in)

virtual double	get_xWx (Data prob_in, Residuals resid_in, Variables *step_in)

virtual void	compute_step_WithRegularization (Data data_in, Variables vars_in, Residuals resids_in, Variables step_in, bool inSOC=false)

virtual double	evalBarrObj (Data prob_in, Variables iterate_in, Residuals *resid_in, const int isTrialIter=0)

virtual double	evalConOneNorm (Data prob_in, Variables iterate_in, Residuals *resid_in, const int isTrialIter=0)

virtual double	computeSOCIter (Data prob_in, Variables iterate_in, Residuals *resid_in, const double AlphaStep)

virtual bool	ifStepAccepted (Data prob_in, Variables vars_in, Residuals resid_in, Variables step_in, Variables *trial_iter_in, const double trialAlpha, const bool inSOC=false)

virtual void	line_search_Filter (Data prob_in, Variables vars_in, Residuals resid_in, Variables step_in)

virtual int	BackTrack (Data prob_in, Variables vars_in, Residuals resid_in, Variables step_in)

virtual void	UpdateFilter ()

virtual void	use_TinyStep (Variables *step_in)

virtual void	defaultMonitor (Data data, Variables vars, Residuals *resids, double alpha, double sigma, int i, double mu, int status_code, int level)

virtual int	defaultStatus (Data data_in, Variables , Residuals *resids_in, int iterate, double mu, int)

virtual double *	computeQuantitiesForDualReg (Data prob_in, Variables iter_in, Residuals resid_in, Variables step_in, PDRegularization *RegInfo)

Protected Attributes
double *	dualRegQuantities

double	ALObj

double	ALPCon

double	xWx_0

double	xWx_done

double	thd_0

double	thd_done

int	printlevel

double	rho

double	mu

double	oldmu

double	scal_commerr

double	scal_dualerr

double	alp_pri

double	alp_boundDual

double	alp_pri_max

double	alp_boundDual_max

double	curr_ConNorm

double	curr_BarrObj

double	curr_BarrObjGradTimesD

double	curr_ConTimesD

double	test_ConNorm

double	test_BarrObj

char *	strPrt

char *	strPrt_du

char	strbuffer [8]

char	strbuffer2 [8]

char	dashes [6]

bool	FirstTimeUpdateMu

Variables *	mainstep

Variables *	SOCstep

Variables *	t_step

Variables *	n_step

Variables *	trial_iter

Variables *	KKT_sol

Residuals *	trialIter_rhs_SOC

Residuals *	KKT_Resid

double	tau_j

double	oldtau_j

double	deltaRegular_pr

double	deltaRegular_du

int	NumBackCheck

bool	DoFeasResto

bool	SolfromSOC

bool	IfTinyStep

bool	DualStepIsTiny

bool	LastIterRejectByFilter

int	LastIterAcceptByCondition

int	cumulative_small_step

int	cumulative_reject_filter

int	StepAcceptDueTo_SWC_AC

int	StepAcceptDueTo_SRC_obj

int	StepAcceptDueTo_SRC_con

int	StepAcceptDueTo_SRC

char	info_xWx_type

char	info_PriAlpha_char

char	info_PriAlpha_char_1st

Filter2D *	Filter

FilterIPMOption *	FilterIPMOpt

PDRegularization *	PD_Reg

ProblemFormulation *	factory

double	AugLagVaryPart

Protected Attributes inherited from Solver
OoqpMonitor *	itsMonitors

Status *	status

OoqpStartStrategy *	startStrategy

double	dnorm

double	mutol

double	artol

double	gamma_f

double	gamma_a

double	phi

int	maxit

double *	mu_history

double *	rnorm_history

double *	phi_history

double *	phi_min_history

LinearSystem *	sys

Additional Inherited Members
Public Attributes inherited from Solver
int	iter

Detailed Description

Derived class of Solver implementing filter line search algorithm.

Constructor & Destructor Documentation

FilterIPMSolver::FilterIPMSolver	(	ProblemFormulation *	of,
		Data *	prob
	)

Derived class of Solver implementing filter line search algorithm.

FilterIPMSolver::~FilterIPMSolver ( )

Member Function Documentation

void FilterIPMSolver::_initialVar	(	Variables *	iterate_in,
		Data *	prob_in,
		Residuals *	resid_in
	)

protectedvirtual

void FilterIPMSolver::accept_iterate	(	Data *	data_in,
		Variables *	vars_in,
		Residuals *	resid_in,
		Variables *	step_in
	)

protectedvirtual

void FilterIPMSolver::addDampingTermToKKT ( Residuals * resid_in )

protectedvirtual

int FilterIPMSolver::BackTrack	(	Data *	prob_in,
		Variables *	vars_in,
		Residuals *	resid_in,
		Variables *	step_in
	)

protectedvirtual

void FilterIPMSolver::ChangeBounds	(	Data *	prob_in,
		Residuals *	resid_in
	)

protectedvirtual

void FilterIPMSolver::compute_step_WithRegularization	(	Data *	data_in,
		Variables *	vars_in,
		Residuals *	resids_in,
		Variables *	step_in,
		bool	inSOC = `false`
	)

protectedvirtual

double * FilterIPMSolver::computeQuantitiesForDualReg	(	Data *	prob_in,
		Variables *	iter_in,
		Residuals *	resid_in,
		Variables *	step_in,
		PDRegularization *	RegInfo
	)

protectedvirtual

double FilterIPMSolver::computeSOCIter	(	Data *	prob_in,
		Variables *	iterate_in,
		Residuals *	resid_in,
		const double	AlphaStep
	)

protectedvirtual

void FilterIPMSolver::defaultMonitor	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		double	alpha,
		double	sigma,
		int	i,
		double	mu,
		int	stop_code,
		int	level
	)

protectedvirtual

default monitor: prints out one line of information on each interior-point iteration

Implements Solver.

void FilterIPMSolver::defaultStart	(	ProblemFormulation *	formulation,
		Variables *	iterate,
		Data *	prob,
		Residuals *	resid,
		Variables *	step
	)

protectedvirtual

default starting point heuristic

Reimplemented from Solver.

int FilterIPMSolver::defaultStatus	(	Data *	data,
		Variables *	vars,
		Residuals *	resids,
		int	i,
		double	mu,
		int	level
	)

protectedvirtual

default method for checking status. May be replaced by a user-defined method

Reimplemented from Solver.

Reimplemented in FilterIPMStochSolver.

double FilterIPMSolver::evalBarrObj	(	Data *	prob_in,
		Variables *	iterate_in,
		Residuals *	resid_in,
		const int	isTrialIter = `0`
	)

protectedvirtual

double FilterIPMSolver::evalConOneNorm	(	Data *	prob_in,
		Variables *	iterate_in,
		Residuals *	resid_in,
		const int	isTrialIter = `0`
	)

protectedvirtual

void FilterIPMSolver::EvalErrScaling ( Variables * iterate_in )

protectedvirtual

void FilterIPMSolver::FilterInitializeAndPara	(	Data *	prob_in,
		Variables *	iterate_in,
		Residuals *	resid_in
	)

protectedvirtual

double FilterIPMSolver::get_xWx	(	Data *	prob_in,
		Residuals *	resid_in,
		Variables *	step_in
	)

protectedvirtual

double FilterIPMSolver::getAlphaMin ( const double priAlaph_in )

protectedvirtual

bool FilterIPMSolver::ifStepAccepted	(	Data *	prob_in,
		Variables *	vars_in,
		Residuals *	resid_in,
		Variables *	step_in,
		Variables *	trial_iter_in,
		const double	trialAlpha,
		const bool	inSOC = `false`
	)

protectedvirtual

bool FilterIPMSolver::isTinyStep	(	Variables *	vars_in,
		Residuals *	resid_in,
		Variables *	step_in
	)

protectedvirtual

void FilterIPMSolver::line_search_Filter	(	Data *	prob_in,
		Variables *	vars_in,
		Residuals *	resid_in,
		Variables *	step_in
	)

protectedvirtual

int FilterIPMSolver::solve	(	Data *	prob,
		Variables *	iterate,
		Residuals *	resids
	)

virtual

implements the interior-point method for solving the QP

Implements Solver.

Reimplemented in FilterIPMStochSolver.

bool FilterIPMSolver::testArmijo	(	const double	trialAlpha,
		const double	trial_Obj_in,
		const double	curr_Obj_in,
		const double	augmented_BarrGradTimesD,
		FilterIPMOption *	FilterIPMOpt
	)

protectedvirtual

bool FilterIPMSolver::testStep	(	const double	trialAlpha,
		const double	trial_ConsNorm_in,
		const double	trial_Obj_in,
		const double	curr_ConsNorm_in,
		const double	curr_Obj_in,
		const double	curr_BarrGradTimesD_in,
		const double	curr_ConsTimesD_in,
		FilterIPMOption *	FilterIPMOpt
	)

protectedvirtual

bool FilterIPMSolver::testSufficientReductionCondition	(	const double	trial_ConsNorm_in,
		const double	trial_Obj_in,
		const double	curr_ConsNorm_in,
		const double	curr_Obj_in,
		FilterIPMOption *	FilterIPMOpt
	)

protectedvirtual

bool FilterIPMSolver::testSwitchingCondition	(	const double	trialAlpha,
		const double	curr_filter_ConsNorm_in,
		const double	augmented_BarrGradTimesD,
		FilterIPMOption *	FilterIPMOpt
	)

protectedvirtual

int FilterIPMSolver::updateBarrierParameter	(	Data *	prob_in,
		Variables *	iterate_in,
		Residuals *	resid_in
	)

protectedvirtual

void FilterIPMSolver::UpdateFilter ( )

protectedvirtual

void FilterIPMSolver::use_TinyStep ( Variables * step_in )

protectedvirtual

Member Data Documentation

double FilterIPMSolver::ALObj

protected

double FilterIPMSolver::alp_boundDual

protected

double FilterIPMSolver::alp_boundDual_max

protected

double FilterIPMSolver::alp_pri

protected

double FilterIPMSolver::alp_pri_max

protected

double FilterIPMSolver::ALPCon

protected

double FilterIPMSolver::AugLagVaryPart

protected

int FilterIPMSolver::cumulative_reject_filter

protected

int FilterIPMSolver::cumulative_small_step

protected

double FilterIPMSolver::curr_BarrObj

protected

double FilterIPMSolver::curr_BarrObjGradTimesD

protected

double FilterIPMSolver::curr_ConNorm

protected

double FilterIPMSolver::curr_ConTimesD

protected

char FilterIPMSolver::dashes[6]

protected

double FilterIPMSolver::deltaRegular_du

protected

double FilterIPMSolver::deltaRegular_pr

protected

bool FilterIPMSolver::DoFeasResto

protected

double* FilterIPMSolver::dualRegQuantities

protected

bool FilterIPMSolver::DualStepIsTiny

protected

ProblemFormulation* FilterIPMSolver::factory

protected

Filter2D* FilterIPMSolver::Filter

protected

FilterIPMOption* FilterIPMSolver::FilterIPMOpt

protected

bool FilterIPMSolver::FirstTimeUpdateMu

protected

bool FilterIPMSolver::IfTinyStep

protected

char FilterIPMSolver::info_PriAlpha_char

protected

char FilterIPMSolver::info_PriAlpha_char_1st

protected

char FilterIPMSolver::info_xWx_type

protected

Residuals* FilterIPMSolver::KKT_Resid

protected

Variables * FilterIPMSolver::KKT_sol

protected

int FilterIPMSolver::LastIterAcceptByCondition

protected

bool FilterIPMSolver::LastIterRejectByFilter

protected

Variables* FilterIPMSolver::mainstep

protected

double FilterIPMSolver::mu

protected

Variables * FilterIPMSolver::n_step

protected

int FilterIPMSolver::NumBackCheck

protected

double FilterIPMSolver::oldmu

protected

double FilterIPMSolver::oldtau_j

protected

PDRegularization* FilterIPMSolver::PD_Reg

protected

int FilterIPMSolver::printlevel

protected

double FilterIPMSolver::rho

protected

double FilterIPMSolver::scal_commerr

protected

double FilterIPMSolver::scal_dualerr

protected

Variables * FilterIPMSolver::SOCstep

protected

bool FilterIPMSolver::SolfromSOC

protected

int FilterIPMSolver::StepAcceptDueTo_SRC

protected

int FilterIPMSolver::StepAcceptDueTo_SRC_con

protected

int FilterIPMSolver::StepAcceptDueTo_SRC_obj

protected

int FilterIPMSolver::StepAcceptDueTo_SWC_AC

protected

char FilterIPMSolver::strbuffer[8]

protected

char FilterIPMSolver::strbuffer2[8]

protected

char* FilterIPMSolver::strPrt

protected

char* FilterIPMSolver::strPrt_du

protected

Variables * FilterIPMSolver::t_step

protected

double FilterIPMSolver::tau_j

protected

double FilterIPMSolver::test_BarrObj

protected

double FilterIPMSolver::test_ConNorm

protected

double FilterIPMSolver::thd_0

protected

double FilterIPMSolver::thd_done

protected

Variables* FilterIPMSolver::trial_iter

protected

Residuals* FilterIPMSolver::trialIter_rhs_SOC

protected

double FilterIPMSolver::xWx_0

protected

double FilterIPMSolver::xWx_done

protected

The documentation for this class was generated from the following files:

/home/michel/git/PIPS/PIPS-NLP/Core/NlpSolvers/FilterIPMSolver.h
/home/michel/git/PIPS/PIPS-NLP/Core/NlpSolvers/FilterIPMSolver.C

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation