The L1 merit function. More...

#include <ConstrainedOptPack_MeritFuncNLPL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPL1:

Public Member Functions
	MeritFuncNLPL1 ()
	Initializes deriv() = 0 and mu() = 0. More...

Public Member Functions inherited from ConstrainedOptPack::MeritFuncNLP
virtual	~MeritFuncNLP ()

Public Member Functions inherited from ConstrainedOptPack::MeritFuncNLPDirecDeriv
virtual	~MeritFuncNLPDirecDeriv ()

Public Member Functions inherited from ConstrainedOptPack::MeritFuncPenaltyParam
virtual	~MeritFuncPenaltyParam ()

Private Attributes
value_type	deriv_

value_type	mu_

Overridden from MeritFuncNLP
MeritFuncNLP &	operator= (const MeritFuncNLP &)

value_type	value (value_type f, const Vector c, const Vector h, const Vector hl, const Vector hu) const

value_type	deriv () const

void	print_merit_func (std::ostream &out, const std::string &leading_str) const

Overridden from MeritFuncNLPDirecDeriv
value_type	calc_deriv (const Vector &Gf_k, const Vector c_k, const Vector h_k, const Vector hl, const Vector hu, const Vector &d_k)

Overridden from MeritFuncPenaltyParam
void	mu (value_type mu)

value_type	mu () const

Detailed Description

The L1 merit function.

phi(x) = f(x) + mu * norm(c(x),1)

Dphi(x_k,d_k) = Gf_k' * d_k - mu * norm(c_k,1)

Note that the definition of Dphi(x_k,d_k) assumes that Gc_k'*d_k + c_k = 0. In otherwords, d_k must satisfiy the linearized equality constraints at at x_k.

ToDo: Add a term for general inequalities hl <= h <= hu

Implicit copy constructor and assignment operators are allowed.

Definition at line 67 of file ConstrainedOptPack_MeritFuncNLPL1.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPL1::MeritFuncNLPL1 ( )

Initializes deriv() = 0 and mu() = 0.

Definition at line 53 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

Member Function Documentation

MeritFuncNLP & ConstrainedOptPack::MeritFuncNLPL1::operator= ( const MeritFuncNLP & merit_func )

virtual

Reimplemented from ConstrainedOptPack::MeritFuncNLP.

Definition at line 59 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::value	(	value_type	f,
		const Vector *	c,
		const Vector *	h,
		const Vector *	hl,
		const Vector *	hu
	)		const

virtual

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 70 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::deriv ( ) const

virtual

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 89 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::print_merit_func	(	std::ostream &	out,
		const std::string &	leading_str
	)		const

virtual

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 94 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::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
	)