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// Copyright (C) 2005, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Carl Laird, Andreas Waechter IBM 2005-07-13
#ifndef __IPGRADIENTSCALING_HPP__
#define __IPGRADIENTSCALING_HPP__
#include "IpNLPScaling.hpp"
#include "IpNLP.hpp"
namespace Ipopt
{
/** This class does problem scaling by setting the
* scaling parameters based on the maximum of the
* gradient at the user provided initial point.
*/
class GradientScaling: public StandardScalingBase
{
public:
/**@name Constructors/Destructors */
///@{
GradientScaling(
const SmartPtr<NLP>& nlp
)
: StandardScalingBase(),
nlp_(nlp)
{
}
/** Destructor */
virtual ~GradientScaling()
{ }
///@}
/** Register the options for this class */
static void RegisterOptions(
const SmartPtr<RegisteredOptions>& roptions
);
protected:
/** Initialize the object from the options */
bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
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
);
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 */
GradientScaling(
const GradientScaling&
);
/** Default Assignment Operator */
void operator=(
const GradientScaling&
);
///@}
/** pointer to the NLP to get scaling parameters */
SmartPtr<NLP> nlp_;
/** maximum allowed gradient before scaling is performed */
Number scaling_max_gradient_;
/** target size of norm for objective gradient */
Number scaling_obj_target_gradient_;
/** target size of norm for constraint gradients */
Number scaling_constr_target_gradient_;
/** minimum value of a scaling parameter */
Number scaling_min_value_;
};
} // namespace Ipopt
#endif