Standard class for updating the reduced sigma for interior point optimization. More...

#include <MoochoPack_UpdateReducedSigma_Step.hpp>

Inheritance diagram for MoochoPack::UpdateReducedSigma_Step:

Public Types
enum	e_update_methods { ALWAYS_EXPLICIT, BFGS_PRIMAL, BFGS_DUAL_NO_CORRECTION, BFGS_DUAL_EXPLICIT_CORRECTION, BFGS_DUAL_SCALING_CORRECTION }

Public Types inherited from IterationPack::AlgorithmStep
typedef size_t	poss_type

Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (e_update_methods, update_method)
	update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated. More...

	UpdateReducedSigma_Step (const e_update_methods update_method=ALWAYS_EXPLICIT)

Public Member Functions inherited from IterationPack::AlgorithmStep
virtual	~AlgorithmStep ()

virtual void	initialize_step (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` just before the algorithm is run. More...

virtual void	inform_updated (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` to inform when a runtime configuration change is finihed. More...

virtual void	finalize_step (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` just after an algorithm is terminiated. More...

Private Member Functions
void	FormReducedSigmaExplicitly (NLPAlgo &algo, IpState &s, EJournalOutputLevel olevel, std::ostream &out)

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)

void	print_step (const IterationPack::Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
	Called by `Algorithm::print_algorithm()` to print out what this step does in Matlab like format. More...

Detailed Description

Standard class for updating the reduced sigma for interior point optimization.

Definition at line 63 of file MoochoPack_UpdateReducedSigma_Step.hpp.

Member Enumeration Documentation

enum MoochoPack::UpdateReducedSigma_Step::e_update_methods

Enumerator
ALWAYS_EXPLICIT
BFGS_PRIMAL
BFGS_DUAL_NO_CORRECTION
BFGS_DUAL_EXPLICIT_CORRECTION
BFGS_DUAL_SCALING_CORRECTION

Definition at line 68 of file MoochoPack_UpdateReducedSigma_Step.hpp.

Constructor & Destructor Documentation

MoochoPack::UpdateReducedSigma_Step::UpdateReducedSigma_Step ( const e_update_methods update_method = ALWAYS_EXPLICIT )

Constructor.

Definition at line 67 of file MoochoPack_UpdateReducedSigma_Step.cpp.

Member Function Documentation

MoochoPack::UpdateReducedSigma_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	e_update_methods	,
		update_method
	)

update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated.

always_explicit : the full Z_kT*Sigma*Zk at each step (expensive) BFGS_primal : a BFGS update of mu*X^-2 (exact at solution) BFGS_dual_no_correction : update with Z_kT*Sigma*Z_k*pz (no correction when mu changes) BFGS_dual_explicit_correction : same as above (do an explicit calculation when mu changes) BFGS_dual_scaling_correction : same as above (scale by mu_kp1/mu_k when mu changes)

bool MoochoPack::UpdateReducedSigma_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

virtual

Implements IterationPack::AlgorithmStep.

Definition at line 74 of file MoochoPack_UpdateReducedSigma_Step.cpp.

void MoochoPack::UpdateReducedSigma_Step::print_step	(	const IterationPack::Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss,
		std::ostream &	out,
		const std::string &	leading_str
	)		const

virtual

Called by Algorithm::print_algorithm() to print out what this step does in Matlab like format.

The default does nothing.

Reimplemented from IterationPack::AlgorithmStep.

Definition at line 127 of file MoochoPack_UpdateReducedSigma_Step.cpp.

void MoochoPack::UpdateReducedSigma_Step::FormReducedSigmaExplicitly	(	NLPAlgo &	algo,
		IpState &	s,
		EJournalOutputLevel	olevel,
		std::ostream &	out
	)

private

Definition at line 144 of file MoochoPack_UpdateReducedSigma_Step.cpp.

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

Public Types

Public Member Functions

Private Member Functions

Overridden from AlgorithmStep

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation