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MoochoPack_MeritFunc_PenaltyParamUpdateWithMult_AddedStep.hpp
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41 
42 #ifndef MERIT_FUNC_PENALTY_PARAM_UPDATE_WITH_MULT_ADDED_STEP_H
43 #define MERIT_FUNC_PENALTY_PARAM_UPDATE_WITH_MULT_ADDED_STEP_H
44 
46 
47 namespace MoochoPack {
48 
54 {
55 public:
56 
59  const merit_func_ptr_t& merit_func
60  , value_type small_mu = 1e-6
61  , value_type mult_factor = 1e-4
62  , value_type kkt_near_sol = 1.0
63  );
64 
65 protected:
66 
67  // /////////////////////////////////////////////////////////////
68  // Overridden from MeritFunc_PenaltyParamUpdateGuts_AddedStep
69 
71  bool min_mu( NLPAlgoState& s, value_type* min_mu ) const;
72 
74  void print_min_mu_step( std::ostream& out
75  , const std::string& leading_str ) const;
76 
77 }; // end class MeritFunc_PenaltyParamUpdateWithMult_AddedStep
78 
79 } // end namespace MoochoPack
80 
81 #endif // MERIT_FUNC_PENALTY_PARAM_UPDATE_WITH_MULT_ADDED_STEP_H
bool min_mu(NLPAlgoState &s, value_type *min_mu) const
void print_min_mu_step(std::ostream &out, const std::string &leading_str) const
Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf.
MeritFunc_PenaltyParamUpdateWithMult_AddedStep(const merit_func_ptr_t &merit_func, value_type small_mu=1e-6, value_type mult_factor=1e-4, value_type kkt_near_sol=1.0)
Reduced space SQP state encapsulation interface.
std::ostream * out
AbstractLinAlgPack::value_type value_type
Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu )...