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// Copyright (C) 2004, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpIpoptData.hpp 2472 2014-04-05 17:47:20Z stefan $
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
#ifndef __IPIPOPTDATA_HPP__
#define __IPIPOPTDATA_HPP__
#include "IpSymMatrix.hpp"
#include "IpOptionsList.hpp"
#include "IpIteratesVector.hpp"
#include "IpRegOptions.hpp"
#include "IpTimingStatistics.hpp"
namespace Ipopt
{
/* Forward declaration */
class IpoptNLP;
/** Base class for additional data that is special to a particular
* type of algorithm, such as the CG penalty function, or using
* iterative linear solvers. The regular IpoptData object should
* be given a derivation of this base class when it is created. */
class IpoptAdditionalData : public ReferencedObject
{
public:
/**@name Constructors/Destructors */
//@{
/** Default Constructor */
IpoptAdditionalData()
{}
/** Default destructor */
virtual ~IpoptAdditionalData()
{}
//@}
/** This method is called to initialize the global algorithmic
* parameters. The parameters are taken from the OptionsList
* object. */
virtual bool Initialize(const Journalist& jnlst,
const OptionsList& options,
const std::string& prefix) = 0;
/** Initialize Data Structures at the beginning. */
virtual bool InitializeDataStructures() = 0;
/** Do whatever is necessary to accept a trial point as current
* iterate. This is also used to finish an iteration, i.e., to
* release memory, and to reset any flags for a new iteration. */
virtual void AcceptTrialPoint() = 0;
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 */
IpoptAdditionalData(const IpoptAdditionalData&);
/** Overloaded Equals Operator */
void operator=(const IpoptAdditionalData&);
//@}
};
/** Class to organize all the data required by the algorithm.
* Internally, once this Data object has been initialized, all
* internal curr_ vectors must always be set (so that prototyes are
* available). The current values can only be set from the trial
* values. The trial values can be set by copying from a vector or
* by adding some fraction of a step to the current values. This
* object also stores steps, which allows to easily communicate the
* step from the step computation object to the line search object.
*/
class IpoptData : public ReferencedObject
{
public:
/**@name Constructors/Destructors */
//@{
/** Constructor */
IpoptData(SmartPtr<IpoptAdditionalData> add_data = NULL,
Number cpu_time_start = -1.);
/** Default destructor */
virtual ~IpoptData();
//@}
/** Initialize Data Structures */
bool InitializeDataStructures(IpoptNLP& ip_nlp,
bool want_x,
bool want_y_c,
bool want_y_d,
bool want_z_L,
bool want_z_U);
/** This method must be called to initialize the global
* algorithmic parameters. The parameters are taken from the
* OptionsList object. */
bool Initialize(const Journalist& jnlst,
const OptionsList& options,
const std::string& prefix);
/** @name Get Methods for Iterates */
//@{
/** Current point */
inline
SmartPtr<const IteratesVector> curr() const;
/** Get the current point in a copied container that is non-const.
The entries in the container cannot be modified, but
the container can be modified to point to new entries.
*/
// SmartPtr<IteratesVector> curr_container() const;
/** Get Trial point */
inline
SmartPtr<const IteratesVector> trial() const;
/** Get Trial point in a copied container that is non-const.
* The entries in the container can not be modified, but
* the container can be modified to point to new entries.
*/
//SmartPtr<IteratesVector> trial_container() const;
/** Set the trial point - this method copies the pointer for
* efficiency (no copy and to keep cache tags the same) so
* after you call set you cannot modify the data again
*/
inline
void set_trial(SmartPtr<IteratesVector>& trial);
/** Set the values of the primal trial variables (x and s) from
* provided Step with step length alpha.
*/
void SetTrialPrimalVariablesFromStep(Number alpha,
const Vector& delta_x,
const Vector& delta_s);
/** Set the values of the trial values for the equality constraint
* multipliers (y_c and y_d) from provided step with step length
* alpha.
*/
void SetTrialEqMultipliersFromStep(Number alpha,
const Vector& delta_y_c,
const Vector& delta_y_d);
/** Set the value of the trial values for the bound multipliers
* (z_L, z_U, v_L, v_U) from provided step with step length
* alpha.
*/
void SetTrialBoundMultipliersFromStep(Number alpha,
const Vector& delta_z_L,
const Vector& delta_z_U,
const Vector& delta_v_L,
const Vector& delta_v_U);
/** ToDo: I may need to add versions of set_trial like the
* following, but I am not sure
*/
// void set_trial(const SmartPtr<IteratesVector>& trial_iterates);
// void set_trial(SmartPtr<const IteratesVector>& trial_iterates);
/** get the current delta */
inline
SmartPtr<const IteratesVector> delta() const;
/** Set the current delta - like the trial point, this method copies
* the pointer for efficiency (no copy and to keep cache tags the
* same) so after you call set, you cannot modify the data
*/
inline
void set_delta(SmartPtr<IteratesVector>& delta);
/** Set the current delta - like the trial point, this method
* copies the pointer for efficiency (no copy and to keep cache
* tags the same) so after you call set, you cannot modify the
* data. This is the version that is happy with a pointer to
* const IteratesVector.
*/
inline
void set_delta(SmartPtr<const IteratesVector>& delta);
/** Affine Delta */
inline
SmartPtr<const IteratesVector> delta_aff() const;
/** Set the affine delta - like the trial point, this method copies
* the pointer for efficiency (no copy and to keep cache tags the
* same) so after you call set, you cannot modify the data
*/
inline
void set_delta_aff(SmartPtr<IteratesVector>& delta_aff);
/** Hessian or Hessian approximation (do not hold on to it, it might be changed) */
SmartPtr<const SymMatrix> W()
{
DBG_ASSERT(IsValid(W_));
return W_;
}
/** Set Hessian approximation */
void Set_W(SmartPtr<const SymMatrix> W)
{
W_ = W;
}
/** @name ("Main") Primal-dual search direction. Those fields are
* used to store the search directions computed from solving the
* primal-dual system, and can be used in the line search. They
* are overwritten in every iteration, so do not hold on to the
* pointers (make copies instead) */
//@{
/** Returns true, if the primal-dual step have been already
* computed for the current iteration. This flag is reset after
* every call of AcceptTrialPoint(). If the search direction is
* computed during the computation of the barrier parameter, the
* method computing the barrier parameter should call
* SetHaveDeltas(true) to tell the IpoptAlgorithm object that it
* doesn't need to recompute the primal-dual step. */
bool HaveDeltas() const
{
return have_deltas_;
}
/** Method for setting the HaveDeltas flag. This method should be
* called if some method computes the primal-dual step (and
* stores it in the delta_ fields of IpoptData) at an early part
* of the iteration. If that flag is set to true, the
* IpoptAlgorithm object will not recompute the step. */
void SetHaveDeltas(bool have_deltas)
{
have_deltas_ = have_deltas;
}
//@}
/** @name Affine-scaling step. Those fields can be used to store
* the affine scaling step. For example, if the method for
* computing the current barrier parameter computes the affine
* scaling steps, then the corrector step in the line search does
* not have to recompute those solutions of the linear system. */
//@{
/** Returns true, if the affine-scaling step have been already
* computed for the current iteration. This flag is reset after
* every call of AcceptTrialPoint(). If the search direction is
* computed during the computation of the barrier parameter, the
* method computing the barrier parameter should call
* SetHaveDeltas(true) to tell the line search does not have to
* recompute them in case it wants to do a corrector step. */
bool HaveAffineDeltas() const
{
return have_affine_deltas_;
}
/** Method for setting the HaveDeltas flag. This method should be
* called if some method computes the primal-dual step (and
* stores it in the delta_ fields of IpoptData) at an early part
* of the iteration. If that flag is set to true, the
* IpoptAlgorithm object will not recompute the step. */
void SetHaveAffineDeltas(bool have_affine_deltas)
{
have_affine_deltas_ = have_affine_deltas;
}
//@}
/** @name Public Methods for updating iterates */
//@{
/** Copy the trial values to the current values */
inline
void CopyTrialToCurrent();
/** Set the current iterate values from the
* trial values. */
void AcceptTrialPoint();
//@}
/** @name General algorithmic data */
//@{
Index iter_count() const
{
return iter_count_;
}
void Set_iter_count(Index iter_count)
{
iter_count_ = iter_count;
}
Number curr_mu() const
{
DBG_ASSERT(mu_initialized_);
return curr_mu_;
}
void Set_mu(Number mu)
{
curr_mu_ = mu;
mu_initialized_ = true;
}
bool MuInitialized() const
{
return mu_initialized_;
}
Number curr_tau() const
{
DBG_ASSERT(tau_initialized_);
return curr_tau_;
}
void Set_tau(Number tau)
{
curr_tau_ = tau;
tau_initialized_ = true;
}
bool TauInitialized() const
{
return tau_initialized_;
}
void SetFreeMuMode(bool free_mu_mode)
{
free_mu_mode_ = free_mu_mode;
}
bool FreeMuMode() const
{
return free_mu_mode_;
}
/** Setting the flag that indicates if a tiny step (below machine
* precision) has been detected */
void Set_tiny_step_flag(bool flag)
{
tiny_step_flag_ = flag;
}
bool tiny_step_flag()
{
return tiny_step_flag_;
}
//@}
/** Overall convergence tolerance. It is used in the convergence
* test, but also in some other parts of the algorithm that
* depend on the specified tolerance, such as the minimum value
* for the barrier parameter. */
//@{
/** Obtain the tolerance. */
Number tol() const
{
DBG_ASSERT(initialize_called_);
return tol_;
}
/** Set a new value for the tolerance. One should be very careful
* when using this, since changing the predefined tolerance might
* have unexpected consequences. This method is for example used
* in the restoration convergence checker to tighten the
* restoration phase convergence tolerance, if the restoration
* phase converged to a point that has not a large value for the
* constraint violation. */
void Set_tol(Number tol)
{
tol_ = tol;
}
//@}
/** Cpu time counter at the beginning of the optimization. This
* is useful to see how much CPU time has been spent in this
* optimization run. */
Number cpu_time_start() const
{
return cpu_time_start_;
}
/** @name Information gathered for iteration output */
//@{
Number info_regu_x() const
{
return info_regu_x_;
}
void Set_info_regu_x(Number regu_x)
{
info_regu_x_ = regu_x;
}
Number info_alpha_primal() const
{
return info_alpha_primal_;
}
void Set_info_alpha_primal(Number alpha_primal)
{
info_alpha_primal_ = alpha_primal;
}
char info_alpha_primal_char() const
{
return info_alpha_primal_char_;
}
void Set_info_alpha_primal_char(char info_alpha_primal_char)
{
info_alpha_primal_char_ = info_alpha_primal_char;
}
Number info_alpha_dual() const
{
return info_alpha_dual_;
}
void Set_info_alpha_dual(Number alpha_dual)
{
info_alpha_dual_ = alpha_dual;
}
Index info_ls_count() const
{
return info_ls_count_;
}
void Set_info_ls_count(Index ls_count)
{
info_ls_count_ = ls_count;
}
bool info_skip_output() const
{
return info_skip_output_;
}
void Append_info_string(const std::string& add_str)
{
info_string_ += add_str;
}
const std::string& info_string() const
{
return info_string_;
}
/** Set this to true, if the next time when output is written, the
* summary line should not be printed. */
void Set_info_skip_output(bool info_skip_output)
{
info_skip_output_ = info_skip_output;
}
/** gives time when the last summary output line was printed */
Number info_last_output()
{
return info_last_output_;
}
/** sets time when the last summary output line was printed */
void Set_info_last_output(Number info_last_output)
{
info_last_output_ = info_last_output;
}
/** gives number of iteration summaries actually printed
* since last summary header was printed */
int info_iters_since_header()
{
return info_iters_since_header_;
}
/** increases number of iteration summaries actually printed
* since last summary header was printed */
void Inc_info_iters_since_header()
{
info_iters_since_header_++;
}
/** sets number of iteration summaries actually printed
* since last summary header was printed */
void Set_info_iters_since_header(int info_iters_since_header)
{
info_iters_since_header_ = info_iters_since_header;
}
/** Reset all info fields */
void ResetInfo()
{
info_regu_x_ = 0;
info_alpha_primal_ = 0;
info_alpha_dual_ = 0.;
info_alpha_primal_char_ = ' ';
info_skip_output_ = false;
info_string_.erase();
}
//@}
/** Return Timing Statistics Object */
TimingStatistics& TimingStats()
{
return timing_statistics_;
}
/** Check if additional data has been set */
bool HaveAddData()
{
return IsValid(add_data_);
}
/** Get access to additional data object */
IpoptAdditionalData& AdditionalData()
{
return *add_data_;
}
/** Set a new pointer for additional Ipopt data */
void SetAddData(SmartPtr<IpoptAdditionalData> add_data)
{
DBG_ASSERT(!HaveAddData());
add_data_ = add_data;
}
/** Set the perturbation of the primal-dual system */
void setPDPert(Number pd_pert_x, Number pd_pert_s,
Number pd_pert_c, Number pd_pert_d)
{
pd_pert_x_ = pd_pert_x;
pd_pert_s_ = pd_pert_s;
pd_pert_c_ = pd_pert_c;
pd_pert_d_ = pd_pert_d;
}
/** Get the current perturbation of the primal-dual system */
void getPDPert(Number& pd_pert_x, Number& pd_pert_s,
Number& pd_pert_c, Number& pd_pert_d)
{
pd_pert_x = pd_pert_x_;
pd_pert_s = pd_pert_s_;
pd_pert_c = pd_pert_c_;
pd_pert_d = pd_pert_d_;
}
/** Methods for IpoptType */
//@{
static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);
//@}
private:
/** @name Iterates */
//@{
/** Main iteration variables
* (current iteration) */
SmartPtr<const IteratesVector> curr_;
/** Main iteration variables
* (trial calculations) */
SmartPtr<const IteratesVector> trial_;
/** Hessian (approximation) - might be changed elsewhere! */
SmartPtr<const SymMatrix> W_;
/** @name Primal-dual Step */
//@{
SmartPtr<const IteratesVector> delta_;
/** The following flag is set to true, if some other part of the
* algorithm (like the method for computing the barrier
* parameter) has already computed the primal-dual search
* direction. This flag is reset when the AcceptTrialPoint
* method is called.
* ToDo: we could cue off of a null delta_;
*/
bool have_deltas_;
//@}
/** @name Affine-scaling step. This used to transfer the
* information about the affine-scaling step from the computation
* of the barrier parameter to the corrector (in the line
* search). */
//@{
SmartPtr<const IteratesVector> delta_aff_;
/** The following flag is set to true, if some other part of the
* algorithm (like the method for computing the barrier
* parameter) has already computed the affine-scaling step. This
* flag is reset when the AcceptTrialPoint method is called.
* ToDo: we could cue off of a null delta_aff_;
*/
bool have_affine_deltas_;
//@}
/** iteration count */
Index iter_count_;
/** current barrier parameter */
Number curr_mu_;
bool mu_initialized_;
/** current fraction to the boundary parameter */
Number curr_tau_;
bool tau_initialized_;
/** flag indicating if Initialize method has been called (for
* debugging) */
bool initialize_called_;
/** flag for debugging whether we have already curr_ values
* available (from which new Vectors can be generated */
bool have_prototypes_;
/** @name Global algorithm parameters. Those are options that can
* be modified by the user and appear at different places in the
* algorithm. They are set using an OptionsList object in the
* Initialize method. */
//@{
/** Overall convergence tolerance */
Number tol_;
//@}
/** @name Status data **/
//@{
/** flag indicating whether the algorithm is in the free mu mode */
bool free_mu_mode_;
/** flag indicating if a tiny step has been detected */
bool tiny_step_flag_;
//@}
/** @name Gathered information for iteration output */
//@{
/** Size of regularization for the Hessian */
Number info_regu_x_;
/** Primal step size */
Number info_alpha_primal_;
/** Info character for primal step size */
char info_alpha_primal_char_;
/** Dual step size */
Number info_alpha_dual_;
/** Number of backtracking trial steps */
Index info_ls_count_;
/** true, if next summary output line should not be printed (eg
* after restoration phase. */
bool info_skip_output_;
/** any string of characters for the end of the output line */
std::string info_string_;
/** time when the last summary output line was printed */
Number info_last_output_;
/** number of iteration summaries actually printed since last
* summary header was printed */
int info_iters_since_header_;
//@}
/** VectorSpace for all the iterates */
SmartPtr<IteratesVectorSpace> iterates_space_;
/** TimingStatistics object collecting all Ipopt timing
* statistics */
TimingStatistics timing_statistics_;
/** CPU time counter at initialization. */
Number cpu_time_start_;
/** Object for the data specific for the Chen-Goldfarb penalty
* method algorithm */
SmartPtr<IpoptAdditionalData> add_data_;
/** @name Information about the perturbation of the primal-dual
* system */
//@{
Number pd_pert_x_;
Number pd_pert_s_;
Number pd_pert_c_;
Number pd_pert_d_;
//@}
/**@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 */
IpoptData(const IpoptData&);
/** Overloaded Equals Operator */
void operator=(const IpoptData&);
//@}
#if COIN_IPOPT_CHECKLEVEL > 0
/** Some debug flags to make sure vectors are not changed
* behind the IpoptData's back
*/
//@{
TaggedObject::Tag debug_curr_tag_;
TaggedObject::Tag debug_trial_tag_;
TaggedObject::Tag debug_delta_tag_;
TaggedObject::Tag debug_delta_aff_tag_;
TaggedObject::Tag debug_curr_tag_sum_;
TaggedObject::Tag debug_trial_tag_sum_;
TaggedObject::Tag debug_delta_tag_sum_;
TaggedObject::Tag debug_delta_aff_tag_sum_;
//@}
#endif
};
inline
SmartPtr<const IteratesVector> IpoptData::curr() const
{
DBG_ASSERT(IsNull(curr_) || (curr_->GetTag() == debug_curr_tag_ && curr_->GetTagSum() == debug_curr_tag_sum_) );
return curr_;
}
inline
SmartPtr<const IteratesVector> IpoptData::trial() const
{
DBG_ASSERT(IsNull(trial_) || (trial_->GetTag() == debug_trial_tag_ && trial_->GetTagSum() == debug_trial_tag_sum_) );
return trial_;
}
inline
SmartPtr<const IteratesVector> IpoptData::delta() const
{
DBG_ASSERT(IsNull(delta_) || (delta_->GetTag() == debug_delta_tag_ && delta_->GetTagSum() == debug_delta_tag_sum_) );
return delta_;
}
inline
SmartPtr<const IteratesVector> IpoptData::delta_aff() const
{
DBG_ASSERT(IsNull(delta_aff_) || (delta_aff_->GetTag() == debug_delta_aff_tag_ && delta_aff_->GetTagSum() == debug_delta_aff_tag_sum_) );
return delta_aff_;
}
inline
void IpoptData::CopyTrialToCurrent()
{
curr_ = trial_;
#if COIN_IPOPT_CHECKLEVEL > 0
if (IsValid(curr_)) {
debug_curr_tag_ = curr_->GetTag();
debug_curr_tag_sum_ = curr_->GetTagSum();
}
else {
debug_curr_tag_ = 0;
debug_curr_tag_sum_ = 0;
}
#endif
}
inline
void IpoptData::set_trial(SmartPtr<IteratesVector>& trial)
{
trial_ = ConstPtr(trial);
#if COIN_IPOPT_CHECKLEVEL > 0
// verify the correct space
DBG_ASSERT(trial_->OwnerSpace() == (VectorSpace*)GetRawPtr(iterates_space_));
if (IsValid(trial)) {
debug_trial_tag_ = trial->GetTag();
debug_trial_tag_sum_ = trial->GetTagSum();
}
else {
debug_trial_tag_ = 0;
debug_trial_tag_sum_ = 0;
}
#endif
trial = NULL;
}
inline
void IpoptData::set_delta(SmartPtr<IteratesVector>& delta)
{
delta_ = ConstPtr(delta);
#if COIN_IPOPT_CHECKLEVEL > 0
if (IsValid(delta)) {
debug_delta_tag_ = delta->GetTag();
debug_delta_tag_sum_ = delta->GetTagSum();
}
else {
debug_delta_tag_ = 0;
debug_delta_tag_sum_ = 0;
}
#endif
delta = NULL;
}
inline
void IpoptData::set_delta(SmartPtr<const IteratesVector>& delta)
{
delta_ = delta;
#if COIN_IPOPT_CHECKLEVEL > 0
if (IsValid(delta)) {
debug_delta_tag_ = delta->GetTag();
debug_delta_tag_sum_ = delta->GetTagSum();
}
else {
debug_delta_tag_ = 0;
debug_delta_tag_sum_ = 0;
}
#endif
delta = NULL;
}
inline
void IpoptData::set_delta_aff(SmartPtr<IteratesVector>& delta_aff)
{
delta_aff_ = ConstPtr(delta_aff);
#if COIN_IPOPT_CHECKLEVEL > 0
if (IsValid(delta_aff)) {
debug_delta_aff_tag_ = delta_aff->GetTag();
debug_delta_aff_tag_sum_ = delta_aff->GetTagSum();
}
else {
debug_delta_aff_tag_ = 0;
debug_delta_aff_tag_sum_ = delta_aff->GetTagSum();
}
#endif
delta_aff = NULL;
}
} // namespace Ipopt
#endif