ipopt-src 0.2.3+3.14.16

// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                 IBM    2008-09-11
//               derived file from IpPenaltyLSAcceptor.hpp (rev 019)

#ifndef __IPINEXACTLSACCEPTOR_HPP__
#define __IPINEXACTLSACCEPTOR_HPP__

#include "IpBacktrackingLSAcceptor.hpp"
#include "IpInexactCq.hpp"

namespace Ipopt
{

/** Penalty function line search for the inexact step algorithm
 *  version.
 */
class InexactLSAcceptor: public BacktrackingLSAcceptor
{
public:
   /**@name Constructors/Destructors */
   ///@{
   /** Constructor.
    *
    *  The PDSystemSolver object only needs to be
    *  provided (i.e. not NULL) if second order correction or
    *  corrector steps are to be used.
    */
   InexactLSAcceptor();

   /** Destructor */
   virtual ~InexactLSAcceptor();
   ///@}

   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );

   /** Reset the acceptor.
    *
    *  This function should be called if all previous information
    *  should be discarded when the line search is performed the
    *  next time.  For example, this method should be called if
    *  the barrier parameter is changed.
    */
   virtual void Reset();

   /** Initialization for the next line search.
    *
    *  Here is where the penalty parameter is updated.
    *
    *  @param in_watchdog indicates if we are currently in an active watchdog procedure
    */
   virtual void InitThisLineSearch(
      bool in_watchdog
   );

   /** Method that is called before the restoration phase is called.
    *
    *  For now, we just terminate if this is called.
    */
   virtual void PrepareRestoPhaseStart();

   /** Method returning the lower bound on the trial step sizes. */
   virtual Number CalculateAlphaMin();

   /** Method for checking if current trial point is acceptable.
    *
    *  It is assumed that the delta information in ip_data is the
    *  search direction used in criteria.  The primal trial point has
    *  to be set before the call.
    */
   virtual bool CheckAcceptabilityOfTrialPoint(
      Number alpha_primal
   );

   /** Try a second order correction for the constraints.
    *
    *  For the inexact version, this always returns false because
    *  a second order step is too expensive.
    */
   virtual bool TrySecondOrderCorrection(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );

   /** Try higher order corrector (for fast local convergence).
    *
    *  In contrast to a second order correction step, which tries to
    *  make an unacceptable point acceptable by improving constraint
    *  violation, this corrector step is tried even if the regular
    *  primal-dual step is acceptable.
    */
   virtual bool TryCorrector(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );

   /** Method for ending the current line search.
    *
    *  When it is called, the internal data should be updates.
    *
    *  @param alpha_primal_test the value of alpha that has been used
    *  for in the acceptance test earlier.
    */
   virtual char UpdateForNextIteration(
      Number alpha_primal_test
   );

   /** Method for setting internal data if the watchdog procedure is
    *  started.
    */
   virtual void StartWatchDog();

   /** Method for setting internal data if the watchdog procedure is
    *  stopped.
    */
   virtual void StopWatchDog();

   /**@name Trial Point Accepting Methods.
    *
    * Used internally to check certain
    * acceptability criteria and used externally (by the restoration phase
    * convergence check object, for instance)
    */
   ///@{
   /** Checks if a trial point is acceptable to the current iterate */
   bool IsAcceptableToCurrentIterate(
      Number trial_barr,
      Number trial_theta,
      bool   called_from_restoration = false
   ) const;
   ///@}

   /** Method for updating the equality constraint multipliers */
   virtual Number ComputeAlphaForY(
      Number                    alpha_primal,
      Number                    alpha_dual,
      SmartPtr<IteratesVector>& delta
   );

   /** Method returning true of ComputeAlphaForY is implemented for
    *  this acceptor.
    */
   virtual bool HasComputeAlphaForY() const
   {
      return true;
   }

   /** Methods for OptionsList */
   ///@{
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
   ///@}

protected:
   /** Method to easily access Inexact data */
   InexactData& InexData()
   {
      InexactData& inexact_data = static_cast<InexactData&>(IpData().AdditionalData());
      DBG_ASSERT(dynamic_cast<InexactData*>(&IpData().AdditionalData()));
      return inexact_data;
   }

   /** Method to easily access Inexact calculated quantities */
   InexactCq& InexCq()
   {
      InexactCq& inexact_cq = static_cast<InexactCq&>(IpCq().AdditionalCq());
      DBG_ASSERT(dynamic_cast<InexactCq*>(&IpCq().AdditionalCq()));
      return inexact_cq;
   }

private:
   /**@name Default Compiler Generated Methods
    * (Hidden to avoid implicit creation/calling).
    *
    * These methods are not implemented and
    * we do not want the compiler to implement
    * them for us, so we declare them private
    * and do not define them. This ensures that
    * they will not be implicitly created/called.
    */
   ///@{
   /** Copy Constructor */
   InexactLSAcceptor(
      const InexactLSAcceptor&
   );

   /** Overloaded Assignment Operator */
   void operator=(
      const InexactLSAcceptor&
   );
   ///@}

   /** Compute predicted reduction for given step size */
   Number CalcPred(
      Number alpha
   );

   /** Method for resetting the slacks to be satisfying the slack
    * equality constraints without increasing the barrier
    * function.
    */
   void ResetSlacks();

   /** @name Parameters for the penalty function algorithm. */
   ///@{
   /** Initial value of penalty parameter */
   Number nu_init_;
   /** Initial value of lower penalty parameter */
   Number nu_low_init_;
   /** Factor in update rule for lower penalty parameter */
   Number nu_low_fact_;
   /** Increment for penalty parameter */
   Number nu_inc_;
   /** \f$ \eta_{\varphi} \f$ */
   Number eta_;
   /** \f$ \rho \f$ */
   Number rho_;
   /** theta factor in Tangential Component Condition */
   Number tcc_theta_;
   /** Lower feasibility bound to skip penalty parameter update */
   Number nu_update_inf_skip_tol_;
   /** Flag indicating whether the Curtis/Nocedal flexible penalty
    *  function should be used */
   bool flexible_penalty_function_;
   ///@}

   /** @name Information related to watchdog procedure */
   ///@{
   /** Constraint violation at the point with respect to which
    *  progress is to be made */
   Number reference_theta_;
   /** Barrier objective function at the point with respect to which
    *  progress is to be made */
   Number reference_barr_;
   /** Reference predicted reduction.  If positive, then it is used
    *  in watch dog. */
   Number reference_pred_;
   /** Constraint violation at reference point */
   Number watchdog_theta_;
   /** Barrier objective function at reference point */
   Number watchdog_barr_;
   /** Predicted reduction to be compared with in watch dog. */
   Number watchdog_pred_;
   ///@}

   /** @name Penalty parameter */
   ///@{
   /** Current value of the penalty parameter */
   Number nu_;
   /** Value of penalty parameter at beginning of the iteration. */
   Number last_nu_;
   /** Current lower value of the penalty parameter */
   Number nu_low_;
   /** Value of lower penalty parameter at beginning of the iteration */
   Number last_nu_low_;
   /** Step size threshold for activating step decomposition */
   Number inexact_decomposition_activate_tol_;
   /** Step size threshold for inactivating step decomposition */
   Number inexact_decomposition_inactivate_tol_;
   ///@}

   /** Flag indicating if this is a termination test 2 iteration in
    *  which we just update the multipliers and skip the line
    *  search.
    */
   bool in_tt2_;

   /** When called from the restoration phase, this is the required
    *  predicted reduction.
    */
   Number resto_pred_;

   /** Flag indicating if the step was accepted only because of the lower
    *  penalty parameter.
    *
    *  This is for output only.
    */
   bool accepted_by_low_only_;
};

} // namespace Ipopt

#endif