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// Copyright (C) 2004, 2006 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 __IPPROBINGMUORACLE_HPP__
#define __IPPROBINGMUORACLE_HPP__
#include "IpMuOracle.hpp"
#include "IpPDSystemSolver.hpp"
namespace Ipopt
{
/** Implementation of the probing strategy for computing the
* barrier parameter.
*/
class ProbingMuOracle: public MuOracle
{
public:
/**@name Constructors/Destructors */
///@{
/** Constructor */
ProbingMuOracle(
const SmartPtr<PDSystemSolver>& pd_solver
);
/** Destructor */
virtual ~ProbingMuOracle();
///@}
/** overloaded from AlgorithmStrategyObject */
virtual bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
/** Method for computing the value of the barrier parameter that
* could be used in the current iteration (using Mehrotra's
* probing heuristic).
*/
virtual bool CalculateMu(
Number mu_min,
Number mu_max,
Number& new_mu
);
static void RegisterOptions(
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.
*/
///@{
/** Default Constructor */
ProbingMuOracle();
/** Copy Constructor */
ProbingMuOracle(
const ProbingMuOracle&
);
/** Default Assignment Operator */
void operator=(
const ProbingMuOracle&
);
///@}
/** Pointer to the object that should be used to solve the
* primal-dual system.
*/
SmartPtr<PDSystemSolver> pd_solver_;
/** Auxiliary function for computing the average complementarity
* at a point, given step sizes and step
*/
Number CalculateAffineMu(
Number alpha_primal,
Number alpha_dual,
const IteratesVector& step
);
/** @name Algorithmic parameters */
///@{
/** safeguarding upper bound on centering parameter sigma */
Number sigma_max_;
///@}
};
} // namespace Ipopt
#endif