#include <FilterIPMStochSolver.h>

Inheritance diagram for FilterIPMStochSolver:

Public Member Functions
	FilterIPMStochSolver (ProblemFormulation opt, Data prob)

	~FilterIPMStochSolver ()

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

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

Public Member Functions inherited from FilterIPMSolver
	FilterIPMSolver (ProblemFormulation of, Data prob)

	~FilterIPMSolver ()

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 ()

Additional Inherited Members
Public Attributes inherited from Solver
int	iter

Protected Member Functions inherited from FilterIPMSolver
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 double *	computeQuantitiesForDualReg (Data prob_in, Variables iter_in, Residuals resid_in, Variables step_in, PDRegularization *RegInfo)

Protected Attributes inherited from FilterIPMSolver
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

Constructor & Destructor Documentation

FilterIPMStochSolver::FilterIPMStochSolver	(	ProblemFormulation *	opt,
		Data *	prob
	)

FilterIPMStochSolver::~FilterIPMStochSolver ( )

Member Function Documentation

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

virtual

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

Reimplemented from FilterIPMSolver.

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

virtual

implements the interior-point method for solving the QP

Reimplemented from FilterIPMSolver.

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

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

Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation