This class does problem scaling by getting scaling parameters from the user (through the NLP interface). More...
#include <IpUserScaling.hpp>
Inheritance diagram for Ipopt::UserScaling:
Public Member Functions | |
Constructors/Destructors | |
| UserScaling (const SmartPtr< const NLP > &nlp) | |
| virtual | ~UserScaling () |
| Default destructor. More... | |
| Public Member Functions inherited from Ipopt::StandardScalingBase | |
| virtual void | DetermineScaling (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, SmartPtr< const MatrixSpace > &new_jac_c_space, SmartPtr< const MatrixSpace > &new_jac_d_space, SmartPtr< const SymMatrixSpace > &new_h_space, const Matrix &Px_L, const Vector &x_L, const Matrix &Px_U, const Vector &x_U) |
| This method is called by the IpoptNLP's at a convenient time to compute and/or read scaling factors. More... | |
| StandardScalingBase () | |
| virtual | ~StandardScalingBase () |
| Default destructor. More... | |
| virtual Number | apply_obj_scaling (const Number &f) |
| Methods to map scaled and unscaled matrices. More... | |
| virtual Number | unapply_obj_scaling (const Number &f) |
| Returns an obj-unscaled version of the given scalar. More... | |
| virtual SmartPtr< Vector > | apply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v) |
| Returns an x-scaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_x (const SmartPtr< const Vector > &v) |
| Returns an x-scaled version of the given vector. More... | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_x_NonConst (const SmartPtr< const Vector > &v) |
| Returns an x-unscaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_x (const SmartPtr< const Vector > &v) |
| Returns an x-unscaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_c (const SmartPtr< const Vector > &v) |
| Returns an c-scaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_c (const SmartPtr< const Vector > &v) |
| Returns an c-unscaled version of the given vector. More... | |
| virtual SmartPtr< Vector > | apply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v) |
| Returns an c-scaled version of the given vector. More... | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_c_NonConst (const SmartPtr< const Vector > &v) |
| Returns an c-unscaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | apply_vector_scaling_d (const SmartPtr< const Vector > &v) |
| Returns an d-scaled version of the given vector. More... | |
| virtual SmartPtr< const Vector > | unapply_vector_scaling_d (const SmartPtr< const Vector > &v) |
| Returns an d-unscaled version of the given vector. More... | |
| virtual SmartPtr< Vector > | apply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v) |
| Returns an d-scaled version of the given vector. More... | |
| virtual SmartPtr< Vector > | unapply_vector_scaling_d_NonConst (const SmartPtr< const Vector > &v) |
| Returns an d-unscaled version of the given vector. More... | |
| virtual SmartPtr< const Matrix > | apply_jac_c_scaling (SmartPtr< const Matrix > matrix) |
| Returns a scaled version of the jacobian for c. More... | |
| virtual SmartPtr< const Matrix > | apply_jac_d_scaling (SmartPtr< const Matrix > matrix) |
| Returns a scaled version of the jacobian for d If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. More... | |
| virtual SmartPtr< const SymMatrix > | apply_hessian_scaling (SmartPtr< const SymMatrix > matrix) |
| Returns a scaled version of the hessian of the lagrangian If the overloaded method does not create a new matrix, make sure to set the matrix ptr passed in to NULL. More... | |
| virtual bool | have_x_scaling () |
| Returns true if the primal x variables are scaled. More... | |
| virtual bool | have_c_scaling () |
| Returns true if the equality constraints are scaled. More... | |
| virtual bool | have_d_scaling () |
| Returns true if the inequality constraints are scaled. More... | |
| Public Member Functions inherited from Ipopt::NLPScalingObject | |
| bool | Initialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix) |
| Method to initialize the options. More... | |
| NLPScalingObject () | |
| virtual | ~NLPScalingObject () |
| Default destructor. More... | |
| SmartPtr< Vector > | apply_vector_scaling_x_LU_NonConst (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space) |
| Methods for scaling bounds - these wrap those above. More... | |
| SmartPtr< const Vector > | apply_vector_scaling_x_LU (const Matrix &Px_LU, const SmartPtr< const Vector > &lu, const VectorSpace &x_space) |
| Returns an x-scaled vector in the x_L or x_U space. More... | |
| SmartPtr< Vector > | apply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-scaled vector in the d_L or d_U space. More... | |
| SmartPtr< const Vector > | apply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-scaled vector in the d_L or d_U space. More... | |
| SmartPtr< Vector > | unapply_vector_scaling_d_LU_NonConst (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-unscaled vector in the d_L or d_U space. More... | |
| SmartPtr< const Vector > | unapply_vector_scaling_d_LU (const Matrix &Pd_LU, const SmartPtr< const Vector > &lu, const VectorSpace &d_space) |
| Returns an d-unscaled vector in the d_L or d_U space. More... | |
| virtual SmartPtr< Vector > | apply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v) |
| Methods for scaling the gradient of the objective - wraps the virtual methods above. More... | |
| virtual SmartPtr< const Vector > | apply_grad_obj_scaling (const SmartPtr< const Vector > &v) |
| Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector. More... | |
| virtual SmartPtr< Vector > | unapply_grad_obj_scaling_NonConst (const SmartPtr< const Vector > &v) |
| Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. More... | |
| virtual SmartPtr< const Vector > | unapply_grad_obj_scaling (const SmartPtr< const Vector > &v) |
| Returns a grad_f unscaled version (d_f * D_x^{-1}) of the given vector. More... | |
| Public Member Functions inherited from Ipopt::ReferencedObject | |
| ReferencedObject () | |
| virtual | ~ReferencedObject () |
| Index | ReferenceCount () const |
| void | AddRef (const Referencer *referencer) const |
| void | ReleaseRef (const Referencer *referencer) const |
Protected Member Functions | |
| 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) |
| This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd. More... | |
| Protected Member Functions inherited from Ipopt::StandardScalingBase | |
| virtual bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
| Overloaded initialization method. More... | |
| Protected Member Functions inherited from Ipopt::NLPScalingObject | |
| const Journalist & | Jnlst () const |
| Accessor method for the journalist. More... | |
Private Member Functions | |
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. | |
| UserScaling (const UserScaling &) | |
| Copy Constructor. More... | |
| void | operator= (const UserScaling &) |
| Overloaded Equals Operator. More... | |
Private Attributes | |
| SmartPtr< const NLP > | nlp_ |
| pointer to the NLP to get scaling parameters More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from Ipopt::StandardScalingBase | |
| static void | RegisterOptions (SmartPtr< RegisteredOptions > roptions) |
| Methods for IpoptType. More... | |
Detailed Description
This class does problem scaling by getting scaling parameters from the user (through the NLP interface).
Definition at line 20 of file IpUserScaling.hpp.
Constructor & Destructor Documentation
◆ UserScaling() [1/2]
Definition at line 25 of file IpUserScaling.hpp.
◆ ~UserScaling()
|
inlinevirtual |
Default destructor.
Definition at line 32 of file IpUserScaling.hpp.
◆ UserScaling() [2/2]
|
private |
Copy Constructor.
Member Function Documentation
◆ DetermineScalingParametersImpl()
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protectedvirtual |
This is the method that has to be overloaded by a particular scaling method that somehow computes the scaling vectors dx, dc, and dd.
The pointers to those vectors can be NULL, in which case no scaling for that item will be done later.
Implements Ipopt::StandardScalingBase.
◆ operator=()
|
private |
Overloaded Equals Operator.
Member Data Documentation
◆ nlp_
pointer to the NLP to get scaling parameters
Definition at line 70 of file IpUserScaling.hpp.
The documentation for this class was generated from the following file:
- src/Algorithm/IpUserScaling.hpp
