Ipopt 3.11.9
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IpGradientScaling.hpp
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1// Copyright (C) 2005, 2009 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpGradientScaling.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2005-07-13
8
9#ifndef __IPGRADIENTSCALING_HPP__
10#define __IPGRADIENTSCALING_HPP__
11
12#include "IpNLPScaling.hpp"
13#include "IpNLP.hpp"
14
15namespace Ipopt
16{
22 {
23 public:
27 :
29 nlp_(nlp)
30 {}
31
34 {}
36
40 static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
42
43 protected:
45 bool InitializeImpl(const OptionsList& options,
46 const std::string& prefix);
47
49 const SmartPtr<const VectorSpace> x_space,
50 const SmartPtr<const VectorSpace> c_space,
51 const SmartPtr<const VectorSpace> d_space,
52 const SmartPtr<const MatrixSpace> jac_c_space,
53 const SmartPtr<const MatrixSpace> jac_d_space,
55 const Matrix& Px_L, const Vector& x_L,
56 const Matrix& Px_U, const Vector& x_U,
57 Number& df,
61
62 private:
63
72
75
79
82
85
88
91
94 };
95} // namespace Ipopt
96#endif
Number * x_L
Lower bounds on variables.
Number Number * x_U
Upper bounds on variables.
This class does problem scaling by setting the scaling parameters based on the maximum of the gradien...
Number scaling_max_gradient_
maximum allowed gradient before scaling is performed
virtual ~GradientScaling()
Default destructor.
GradientScaling(const SmartPtr< NLP > &nlp)
SmartPtr< NLP > nlp_
pointer to the NLP to get scaling parameters
void operator=(const GradientScaling &)
Overloaded Equals Operator.
GradientScaling(const GradientScaling &)
Copy Constructor.
Number scaling_obj_target_gradient_
target size of norm for objective gradient
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...
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Initialize the object from the options.
Number scaling_min_value_
minimum value of a scaling parameter
Number scaling_constr_target_gradient_
target size of norm for constraint gradients
static void RegisterOptions(const SmartPtr< RegisteredOptions > &roptions)
Methods for IpoptType.
Matrix Base Class.
Definition IpMatrix.hpp:28
This class stores a list of user set options.
Template class for Smart Pointers.
This is a base class for many standard scaling techniques.
Vector Base Class.
Definition IpVector.hpp:48
double Number
Type of all numbers.
Definition IpTypes.hpp:17