1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
// 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 2005-04-01
#ifndef __IPWARMSTARTITERATEINITIALIZER_HPP__
#define __IPWARMSTARTITERATEINITIALIZER_HPP__
#include "IpIterateInitializer.hpp"
#include "IpEqMultCalculator.hpp"
namespace Ipopt
{
/** Class implementing an initialization procedure for warm starts. */
class WarmStartIterateInitializer: public IterateInitializer
{
public:
/**@name Constructors/Destructors */
///@{
/** Constructor. */
WarmStartIterateInitializer();
/** Destructor */
virtual ~WarmStartIterateInitializer()
{ }
///@}
virtual bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
/** Compute the initial iterates and set the into the curr field
* of the ip_data object.
*/
virtual bool SetInitialIterates();
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.
*/
///@{
/** Copy Constructor */
WarmStartIterateInitializer(
const WarmStartIterateInitializer&
);
/** Default Assignment Operator */
void operator=(
const WarmStartIterateInitializer&
);
///@}
/**@name Algorithmic Parameters */
///@{
/** Absolute parameters for bumping x0 in warm start mode */
Number warm_start_bound_push_;
/** Relative parameters for bumping x0 in warm start mode */
Number warm_start_bound_frac_;
/** Absolute parameters for bumping s0 in warm start mode */
Number warm_start_slack_bound_push_;
/** Relative parameters for bumping s0 in warm start mode */
Number warm_start_slack_bound_frac_;
/** Parameters for bumping initial bound multipliers */
Number warm_start_mult_bound_push_;
/** Maximal size of entries in bound and equality constraint
* multipliers in magnitude.
*
* If chosen less of equal to zero, no upper limit is imposed.
* Otherwise, the entries exceeding the given limit are set
* to the value closest to the limit.
*/
Number warm_start_mult_init_max_;
/** Target values for the barrier parameter in warm start option. */
Number warm_start_target_mu_;
/** Indicator for which method in the NLP should be used to get
* the warm start.
*/
bool warm_start_entire_iterate_;
///@}
/** @name Auxiliary functions */
///@{
void process_target_mu(
Number factor,
const Vector& curr_vars,
const Vector& curr_slacks,
const Vector& curr_mults,
const Matrix& P,
SmartPtr<const Vector>& ret_vars,
SmartPtr<const Vector>& ret_mults
);
void adapt_to_target_mu(
Vector& new_s,
Vector& new_z,
Number target_mu
);
///@}
};
} // namespace Ipopt
#endif