Implements watchdog line search. More...

#include <MoochoPack_LineSearchWatchDog_Step.hpp>

Inherits LineSearch_Step.

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (DirectLineSearch_Strategy, direct_line_search)
	<<std comp>="">> members for direct_line_search More...

	STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
	<<std comp>="">> members for merit_func More...

	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta)
	<<std member="" comp>="">> members for the armijo fractional reduction parameter. More...

	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, opt_kkt_err_threshold)
	<<std member="" comp>="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in. More...

	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, feas_kkt_err_threshold)
	<<std member="" comp>="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in. More...

	LineSearchWatchDog_Step (const direct_line_search_ptr_t &direct_line_search=0, const merit_func_ptr_t &merit_func=0, value_type eta=1e-4, value_type opt_kkt_err_threshold=1e-1, value_type feas_kkt_err_threshold=1e-3)

bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)

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

Private Attributes
int	watch_k_

DVector	xo_

value_type	fo_

value_type	nrm_co_

DVector	do_

value_type	phio_

value_type	Dphio_

value_type	phiop1_

Detailed Description

Implements watchdog line search.

The watchdog proceedure will only be considered when : opt_kkt_err_k <= opt_kkt_err_threshold && feas_kkt_err_k <= feas_kkt_err_threshold (see step listing). The default behavior is to never use the watchdog procedure.

Definition at line 61 of file MoochoPack_LineSearchWatchDog_Step.hpp.

Constructor & Destructor Documentation

MoochoPack::LineSearchWatchDog_Step::LineSearchWatchDog_Step	(	const direct_line_search_ptr_t &	direct_line_search = `0`,
		const merit_func_ptr_t &	merit_func = `0`,
		value_type	eta = `1e-4`,
		value_type	opt_kkt_err_threshold = `1e-1`,
		value_type	feas_kkt_err_threshold = `1e-3`
	)

Member Function Documentation

MoochoPack::LineSearchWatchDog_Step::STANDARD_COMPOSITION_MEMBERS	(	DirectLineSearch_Strategy	,
		direct_line_search
	)

<<std comp>="">> members for direct_line_search

MoochoPack::LineSearchWatchDog_Step::STANDARD_COMPOSITION_MEMBERS	(	MeritFuncNLP	,
		merit_func
	)

<<std comp>="">> members for merit_func

MoochoPack::LineSearchWatchDog_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		eta
	)

<<std member="" comp>="">> members for the armijo fractional reduction parameter.

MoochoPack::LineSearchWatchDog_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		opt_kkt_err_threshold
	)

<<std member="" comp>="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in.

MoochoPack::LineSearchWatchDog_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		feas_kkt_err_threshold
	)

<<std member="" comp>="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in.

bool MoochoPack::LineSearchWatchDog_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

void MoochoPack::LineSearchWatchDog_Step::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