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// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
#ifndef __IPMONOTONEMUUPDATE_HPP__
#define __IPMONOTONEMUUPDATE_HPP__
#include "IpMuUpdate.hpp"
#include "IpLineSearch.hpp"
#include "IpRegOptions.hpp"
namespace Ipopt
{
/** Monotone Mu Update.
*
* This class implements the standard monotone mu update approach.
*/
class MonotoneMuUpdate: public MuUpdate
{
public:
/**@name Constructors / Destructor */
///@{
/** Default Constructor */
MonotoneMuUpdate(
const SmartPtr<LineSearch>& linesearch
);
/** Destructor */
virtual ~MonotoneMuUpdate();
///@}
virtual bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
/** Method for determining the barrier parameter for the next
* iteration.
*
* When the optimality error for the current barrier
* parameter is less than a tolerance, the barrier parameter is
* reduced, and the Reset method of the LineSearch object
* linesearch is called.
*/
virtual bool UpdateBarrierParameter();
static void RegisterOptions(
const SmartPtr<RegisteredOptions>& roptions
);
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.
*/
///@{
MonotoneMuUpdate();
/** Copy Constructor */
MonotoneMuUpdate(
const MonotoneMuUpdate&
);
void operator=(
const MonotoneMuUpdate&);
///@}
/** Internal method for computing the new values for mu and tau */
void CalcNewMuAndTau(
Number& new_mu,
Number& new_tau
);
/** @name Algorithmic parameters */
///@{
/** Initial value of the barrier parameter */
Number mu_init_;
Number barrier_tol_factor_;
Number mu_linear_decrease_factor_;
Number mu_superlinear_decrease_power_;
bool mu_allow_fast_monotone_decrease_;
/** Tau_min for fraction to boundary rule */
Number tau_min_;
Number compl_inf_tol_;
Number mu_target_;
///@}
SmartPtr<LineSearch> linesearch_;
/** Flag indicating whether the method has been called at least once so far. */
bool initialized_;
/** If true, no modification of the barrier parameter will be done
* at the first call of Update (fix for the restoration phase -
* we should clean that up!)
*/
bool first_iter_resto_;
};
} // namespace Ipopt
#endif