This is a do all configuration class for NLPAlgo. More...

#include <MoochoPack_NLPAlgoConfigMamaJama.hpp>

Inheritance diagram for MoochoPack::NLPAlgoConfigMamaJama:

Classes
struct	SOptionValues

Public Member Functions
	NLPAlgoConfigMamaJama ()

	~NLPAlgoConfigMamaJama ()

Public Member Functions inherited from MoochoPack::NLPAlgoConfig
virtual	~NLPAlgoConfig ()

Static Private Member Functions
static void	readin_options (const OptionsFromStreamPack::OptionsFromStream &options, SOptionValues option_values, std::ostream trase_out)
	Read in the options from a stream. More...

static void	set_default_options (const SOptionValues &user_option_values, SOptionValues current_option_values, std::ostream trase_out)
	Set the defaults for options not set by the user. More...

Private Attributes
DecompositionSystemStateStepBuilderStd	decomp_sys_step_builder_
	Builder class for some common code. More...

options_ptr_t	options_
	Smart pointer to options. More...

SOptionValues	uov_
	Options structs. More...

SOptionValues	cov_

void	set_options (const options_ptr_t &options)
	Set the `OptionsFromStream` object that will be used for specifying the options. More...

const options_ptr_t &	get_options () const

void	config_algo_cntr (NLPAlgoContainer algo_cntr, std::ostream trase_out)

void	init_algo (NLPAlgoInterface *algo)

Enums for variaous options categories
enum	EQuasiNewton { QN_AUTO, QN_BFGS, QN_PBFGS, QN_LBFGS, QN_LPBFGS }

enum	EHessianInitialization { INIT_HESS_AUTO, INIT_HESS_SERIALIZE, INIT_HESS_IDENTITY, INIT_HESS_FIN_DIFF_SCALE_IDENTITY, INIT_HESS_FIN_DIFF_SCALE_DIAGONAL, INIT_HESS_FIN_DIFF_SCALE_DIAGONAL_ABS }

enum	EQPSolverType { QP_AUTO, QP_QPSOL, QP_QPOPT, QP_QPKWIK, QP_QPSCHUR }

enum	ELineSearchMethod { LINE_SEARCH_AUTO, LINE_SEARCH_NONE, LINE_SEARCH_DIRECT, LINE_SEARCH_2ND_ORDER_CORRECT, LINE_SEARCH_WATCHDOG, LINE_SEARCH_FILTER }

enum	EMeritFunctionType { MERIT_FUNC_AUTO, MERIT_FUNC_L1, MERIT_FUNC_MOD_L1, MERIT_FUNC_MOD_L1_INCR }

enum	EL1PenaltyParamUpdate { L1_PENALTY_PARAM_AUTO, L1_PENALTY_PARAM_WITH_MULT, L1_PENALTY_PARAM_MULT_FREE }

Detailed Description

This is a do all configuration class for NLPAlgo.

This class relies on the builder class DecompositionSystemStateStepBuilderStd to perform many different tasks.

Options specific for to this configuration class and the classes that it works with that can be set through this->set_options(), see the files Moocho.opt.DecompositionSystemStateStepBuilderStd. and Moocho.opt.NLPAlgoConfigMamaJama.

Note that all built-in support for basis permutations and direct sparse solvers can be left out if the macro MOOCHO_NO_BASIS_PERM_DIRECT_SOLVERS is defined This will result in smaller executables for programs that don't need this extra functionality..

ToDo: Finish documentation!

Definition at line 69 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

Member Enumeration Documentation

enum MoochoPack::NLPAlgoConfigMamaJama::EQuasiNewton

Enumerator
QN_AUTO
QN_BFGS
QN_PBFGS
QN_LBFGS
QN_LPBFGS

Definition at line 107 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

enum MoochoPack::NLPAlgoConfigMamaJama::EHessianInitialization

Enumerator
INIT_HESS_AUTO
INIT_HESS_SERIALIZE
INIT_HESS_IDENTITY
INIT_HESS_FIN_DIFF_SCALE_IDENTITY
INIT_HESS_FIN_DIFF_SCALE_DIAGONAL
INIT_HESS_FIN_DIFF_SCALE_DIAGONAL_ABS

Definition at line 110 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

enum MoochoPack::NLPAlgoConfigMamaJama::EQPSolverType

Enumerator
QP_AUTO
QP_QPSOL
QP_QPOPT
QP_QPKWIK
QP_QPSCHUR

Definition at line 114 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

enum MoochoPack::NLPAlgoConfigMamaJama::ELineSearchMethod

Enumerator
LINE_SEARCH_AUTO
LINE_SEARCH_NONE
LINE_SEARCH_DIRECT
LINE_SEARCH_2ND_ORDER_CORRECT
LINE_SEARCH_WATCHDOG
LINE_SEARCH_FILTER

Definition at line 117 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

enum MoochoPack::NLPAlgoConfigMamaJama::EMeritFunctionType

Enumerator
MERIT_FUNC_AUTO
MERIT_FUNC_L1
MERIT_FUNC_MOD_L1
MERIT_FUNC_MOD_L1_INCR

Definition at line 122 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

enum MoochoPack::NLPAlgoConfigMamaJama::EL1PenaltyParamUpdate

Enumerator
L1_PENALTY_PARAM_AUTO
L1_PENALTY_PARAM_WITH_MULT
L1_PENALTY_PARAM_MULT_FREE

Definition at line 126 of file MoochoPack_NLPAlgoConfigMamaJama.hpp.

Constructor & Destructor Documentation

MoochoPack::NLPAlgoConfigMamaJama::NLPAlgoConfigMamaJama ( )

Definition at line 203 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

MoochoPack::NLPAlgoConfigMamaJama::~NLPAlgoConfigMamaJama ( )

Definition at line 206 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

Member Function Documentation

void MoochoPack::NLPAlgoConfigMamaJama::set_options ( const options_ptr_t & options )

virtual

Set the OptionsFromStream object that will be used for specifying the options.

Overridden from NLPAlgoConfig

Parameters

options [in] If NULL then no options will be set. If !=NULL then this is the OptionsFromStream object that will be used to extract the options to use for the algorithm. The state of this object must be maintained by the client until config_algo_cntr() is called and it is at this point that the options are read.

Implements MoochoPack::NLPAlgoConfig.

Definition at line 211 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

const NLPAlgoConfig::options_ptr_t & MoochoPack::NLPAlgoConfigMamaJama::get_options ( ) const

virtual

Implements MoochoPack::NLPAlgoConfig.

Definition at line 218 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

void MoochoPack::NLPAlgoConfigMamaJama::config_algo_cntr	(	NLPAlgoContainer *	algo_cntr,
		std::ostream *	trase_out
	)

virtual

Implements MoochoPack::NLPAlgoConfig.

Definition at line 223 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

void MoochoPack::NLPAlgoConfigMamaJama::init_algo ( NLPAlgoInterface * algo )

virtual

Implements MoochoPack::NLPAlgoConfig.

Definition at line 1527 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

void MoochoPack::NLPAlgoConfigMamaJama::readin_options	(	const OptionsFromStreamPack::OptionsFromStream &	options,
		SOptionValues *	option_values,
		std::ostream *	trase_out
	)

staticprivate

Read in the options from a stream.

Definition at line 1559 of file MoochoPack_NLPAlgoConfigMamaJama.cpp.

void MoochoPack::NLPAlgoConfigMamaJama::set_default_options	(	const SOptionValues &	user_option_values,
		SOptionValues *	current_option_values,
		std::ostream *	trase_out
	)