Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1. More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep:

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Public Member Functions
	MeritFunc_PenaltyParamUpdateMultFree_AddedStep (value_type small_mu=1e-6, value_type mult_factor=1e-4, value_type kkt_near_sol=1.0)

Public Member Functions inherited from MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep
	MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol)

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

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

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...

Overridden from MeritFunc_PenaltyParamUpdateGuts_AddedStep
bool	min_mu (NLPAlgoState &s, value_type *min_mu) const

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

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

Protected Member Functions inherited from MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep

Detailed Description

Specializes the update of the penalty parameter for a merit function as: min_mu = |(Gf_k+nu_k)'* Ypy_k| / ||c_k||1.

Definition at line 52 of file MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.hpp.

Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep::MeritFunc_PenaltyParamUpdateMultFree_AddedStep	(	value_type	small_mu = `1e-6`,
		value_type	mult_factor = `1e-4`,
		value_type	kkt_near_sol = `1.0`
	)

Definition at line 54 of file MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.cpp.

Member Function Documentation

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

protectedvirtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

Definition at line 64 of file MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep::print_min_mu_step	(	std::ostream &	out,
		const std::string &	leading_str
	)		const

protectedvirtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

Definition at line 88 of file MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.cpp.

The documentation for this class was generated from the following files:

Public Member Functions

Overridden from MeritFunc_PenaltyParamUpdateGuts_AddedStep

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation