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IpEquilibrationScaling.hpp
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1// Copyright (C) 2007 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Andreas Waechter IBM 2007-05-21
6
7#ifndef __IPEQUILIBRATIONSCALING_HPP__
8#define __IPEQUILIBRATIONSCALING_HPP__
9
10#include "IpNLPScaling.hpp"
11#include "IpNLP.hpp"
12
13namespace Ipopt
14{
20{
21public:
25 const SmartPtr<NLP>& nlp)
27 nlp_(nlp)
28 { }
29
32 { }
34
37
38 static void RegisterOptions(
39 const SmartPtr<RegisteredOptions>& roptions
40 );
42
43protected:
46 const OptionsList& options,
47 const std::string& prefix
48 );
49
51 const SmartPtr<const VectorSpace> x_space,
52 const SmartPtr<const VectorSpace> c_space,
53 const SmartPtr<const VectorSpace> d_space,
54 const SmartPtr<const MatrixSpace> jac_c_space,
55 const SmartPtr<const MatrixSpace> jac_d_space,
57 const Matrix& Px_L,
58 const Vector& x_L,
59 const Matrix& Px_U,
60 const Vector& x_U,
61 Number& df,
65 );
66
67private:
68
79
82 );
83
87 );
89
92
95};
96
104{
105public:
109 const Vector& reference_point,
110 Number random_pert_radius,
111 const Matrix& Px_L,
112 const Vector& x_L,
113 const Matrix& Px_U,
114 const Vector& x_U
115 );
116
119 { }
121
124
125private:
126
137
139 const PointPerturber&
140 );
141
144 const PointPerturber&
145 );
147
150
153};
154
155} // namespace Ipopt
156#endif
This class does problem scaling by setting the scaling parameters based on the maximum of the gradien...
Number point_perturbation_radius_
maximal radius for the random perturbation of the initial point
void operator=(const EquilibrationScaling &)
Default Assignment Operator.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize the object from the options.
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
EquilibrationScaling(const SmartPtr< NLP > &nlp)
virtual ~EquilibrationScaling()
Destructor.
SmartPtr< NLP > nlp_
pointer to the NLP to get scaling parameters
virtual void DetermineScalingParametersImpl(const SmartPtr< const VectorSpace > x_space, const SmartPtr< const VectorSpace > c_space, const SmartPtr< const VectorSpace > d_space, const SmartPtr< const MatrixSpace > jac_c_space, const SmartPtr< const MatrixSpace > jac_d_space, const SmartPtr< const SymMatrixSpace > h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U, Number &df, SmartPtr< Vector > &dx, SmartPtr< Vector > &dc, SmartPtr< Vector > &dd)
This is the method that has to be overloaded by a particular scaling method that somehow computes the...
EquilibrationScaling(const EquilibrationScaling &)
Copy Constructor.
Matrix Base Class.
Definition: IpMatrix.hpp:28
This class stores a list of user set options.
This class is a simple object for generating randomly perturbed points that are within the NLP bounds...
virtual ~PointPerturber()
Destructor.
SmartPtr< Vector > ref_point_
pointer to the midpoint of the perturbation
PointPerturber(const PointPerturber &)
Copy Constructor.
SmartPtr< Vector > pert_dir_
pointer to the perturbation vector
PointPerturber(const Vector &reference_point, Number random_pert_radius, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U)
SmartPtr< Vector > MakeNewPerturbedPoint() const
Return a new perturbed point.
void operator=(const PointPerturber &)
Default Assignment Operator.
Storing the reference count of all the smart pointers that currently reference it.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This is a base class for many standard scaling techniques.
Vector Base Class.
Definition: IpVector.hpp:48
This file contains a base class for all exceptions and a set of macros to help with exceptions.
double Number
Type of all numbers.
Definition: IpTypes.hpp:15