ConstrainedOptPack_MeritFuncNLPL1.cpp

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#include <math.h>

#include "ConstrainedOptPack_MeritFuncNLPL1.hpp"
#include "AbstractLinAlgPack_Vector.hpp"
#include "AbstractLinAlgPack_VectorStdOps.hpp"
#include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"
#include "Teuchos_Assert.hpp"
#include "Teuchos_dyn_cast.hpp"

namespace ConstrainedOptPack {

MeritFuncNLPL1::MeritFuncNLPL1()
  : deriv_(0.0), mu_(0.0)
{}

// Overridden from MeritFuncNLP

MeritFuncNLP& MeritFuncNLPL1::operator=(const MeritFuncNLP& merit_func)
{
  using Teuchos::dyn_cast;
  const MeritFuncNLPL1 &merit_func_l1 = dyn_cast<const MeritFuncNLPL1>(merit_func);
  if(this == &merit_func_l1)
    return *this; // assignment to self
  this->deriv_   = merit_func_l1.deriv_;
  this->mu_      = merit_func_l1.mu_;
  return *this;
}

value_type MeritFuncNLPL1::value(
  value_type       f
  ,const Vector    *c
  ,const Vector    *h
  ,const Vector    *hl
  ,const Vector    *hu
  ) const
{
  value_type phi_val_h = 0.0;
  if(h) {
    size_type   max_viol_i;
    value_type  max_viol, h_i, hlu_i;
    int         bnd_type;
    AbstractLinAlgPack::max_inequ_viol(*h,*hl,*hu,&max_viol_i,&max_viol,&h_i,&bnd_type,&hlu_i);
    if(max_viol_i) phi_val_h += mu_ * fabs(h_i - hlu_i);
  }
  return f + ( c ? mu_ * c->norm_1() : 0.0) + phi_val_h;
}

value_type MeritFuncNLPL1::deriv() const
{
  return deriv_;
}

void MeritFuncNLPL1::print_merit_func(std::ostream& out
  , const std::string& L ) const
{
  out
    << L << "*** Define L1 merit funciton (assumes Gc_k'*d_k + c_k = 0):\n"
    << L << "phi(f,c) = f + mu_k*( norm(c,1) + max_viol( hl <= h <= hu ) )\n"
    << L << "Dphi(x_k,d_k) = Gf_k' * d_k - mu*( norm(c_k,1)  + max_viol( hl <= h_k <= hu ) )\n";
}

// Overridden from MeritFuncNLPDirecDeriv

value_type MeritFuncNLPL1::calc_deriv(
  const Vector    &Gf_k
  ,const Vector   *c_k
  ,const Vector   *h_k
  ,const Vector   *hl
  ,const Vector   *hu
  ,const Vector   &d_k
  )
{
  using AbstractLinAlgPack::dot;
  TEUCHOS_TEST_FOR_EXCEPTION(
    h_k || hl || hu, std::logic_error
    ,"MeritFuncNLPL1::value(...) : Error! general inequalities are not supported yet" );
  return deriv_ = dot( Gf_k, d_k ) - ( c_k ? mu_ * c_k->norm_1() : 0.0 );
}

// Overridden from MeritFuncPenaltyParam

void MeritFuncNLPL1::mu(value_type mu)
{
  mu_ = mu;
}

value_type MeritFuncNLPL1::mu() const
{
  return mu_;
}

} // end namespace ConstrainedOptPack