Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep:

Public Member Functions
	MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol)

Public Member Functions inherited from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep
virtual void	min_mu_ratio (value_type min_mu_ratio)
	Set the ratio of min(mu(i))/max(mu(i)) >= min_mu_ratio. More...

virtual value_type	min_mu_ratio () const

Public Member Functions inherited from IterationPack::AlgorithmStep
virtual	~AlgorithmStep ()

virtual void	initialize_step (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` just before the algorithm is run. More...

virtual void	inform_updated (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` to inform when a runtime configuration change is finihed. More...

virtual void	finalize_step (Algorithm &algo, poss_type step_poss, EDoStepType type, poss_type assoc_step_poss)
	Called by `Algorithm` just after an algorithm is terminiated. More...

Private Attributes
bool	near_solution_

value_type	small_mu_

value_type	mult_factor_

value_type	kkt_near_sol_

Overridden from AlgorithmStep
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

Overridden from MeritFunc_PenaltyParamUpdate_AddedStep
void	small_mu (value_type small_mu)

value_type	small_mu () const

void	mult_factor (value_type mult_factor)

value_type	mult_factor () const

void	kkt_near_sol (value_type kkt_near_sol)

value_type	kkt_near_sol () const

Pure virtual functions to be overridden by subclasses
virtual bool	min_mu (NLPAlgoState &s, value_type *min_mu) const =0
	Override to determine the mininum value of mu the penalty parameter can take on. More...

virtual void	print_min_mu_step (std::ostream &out, const std::string &leading_str) const =0
	Override to print how min_mu calculated. More...

Additional Inherited Members
Public Types inherited from IterationPack::AlgorithmStep
typedef size_t	poss_type

Detailed Description

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ).

This class assumes the merit function iteration quantity supports the interfaces MeritFuncPenaltyParam and MeritFuncNLPDirecDeriv.

min_mu is computed by subclasses.

Definition at line 57 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp.

Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::MeritFunc_PenaltyParamUpdateGuts_AddedStep	(	value_type	small_mu,
		value_type	mult_factor,
		value_type	kkt_near_sol
	)

Definition at line 62 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

Member Function Documentation

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

virtual

Implements IterationPack::AlgorithmStep.

Definition at line 73 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::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

virtual

Reimplemented from IterationPack::AlgorithmStep.

Definition at line 184 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu ( value_type small_mu )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 232 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 237 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor ( value_type mult_factor )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 242 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 247 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol ( value_type kkt_near_sol )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 252 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 257 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

virtual bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::min_mu	(	NLPAlgoState &	s,
		value_type *	min_mu
	)		const

protectedpure virtual

Override to determine the mininum value of mu the penalty parameter can take on.

Parameters

s	[in] The rSQP state object to get at useful information.
min_mu	[out] If min_mu(...) returns true, then this is the mininum value mu can take on and still have descent in the merit function.