MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep Class Reference

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ). More...

#include <MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep:

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
	<<std comp>="">> members for merit_func More...
	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)
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	min_mu_ratio (value_type min_mu_ratio)
value_type	min_mu_ratio () 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
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	min_mu_ratio_
value_type	mult_factor_
value_type	kkt_near_sol_
value_type	norm_inf_mu_last_

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

Detailed Description

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ).

This class assumes the merit function supports the interfaces MeritFuncPenaltyParams and MeritFuncNLPDirecDeriv.

Definition at line 57 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::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
	)

Member Function Documentation

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

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

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

virtual

Implements IterationPack::AlgorithmStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_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.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu ( value_type  small_mu )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio ( value_type  min_mu_ratio )

virtual

Reimplemented from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio ( ) const

virtual

Reimplemented from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor ( value_type  mult_factor )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol ( value_type  kkt_near_sol )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Member Data Documentation

bool MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::near_solution_

private

Definition at line 106 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu_

private

Definition at line 107 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio_

private

Definition at line 108 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor_

private

Definition at line 109 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol_

private

Definition at line 110 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::norm_inf_mu_last_

private

Definition at line 111 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

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

• MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp