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MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp
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41 
42 #ifndef MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
43 #define MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
44 
48 
49 namespace MoochoPack {
50 
59 {
60 public:
61 
63  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
64 
66  MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t& merit_func
68  , value_type mult_factor = 1e-4 , value_type kkt_near_sol = 1e-1 );
69 
70  // ///////////////////////////////
71  // Overridden from AlgorithmStep
72 
74  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
75  , poss_type assoc_step_poss);
76 
78  void print_step( const Algorithm& algo, poss_type step_poss
79  , IterationPack::EDoStepType type, poss_type assoc_step_poss
80  , std::ostream& out, const std::string& leading_str ) const;
81 
82  // //////////////////////////////////////////////////////////////////////
83  // Overridden from MeritFunc_PenaltyParamUpdate_AddedStep
84 
88  value_type small_mu() const;
89 
93  value_type min_mu_ratio() const;
94 
98  value_type mult_factor() const;
99 
103  value_type kkt_near_sol() const;
104 
105 private:
112 
113 }; // end class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
114 
115 } // end namespace MoochoPack
116 
117 #endif // MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t &merit_func, value_type small_mu=1e-6, value_type min_mu_ratio=1e-8, value_type mult_factor=1e-4, value_type kkt_near_sol=1e-1)
Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| )...
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
std::ostream * out
void print_step(const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or so...
AbstractLinAlgPack::value_type value_type
Acts as the central hub for an iterative algorithm.
STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP, merit_func)
<<std comp>="">> members for merit_func