MoochoPack::UpdateBarrierParameter_Step Class Reference

Barrier Parameter (mu) Update. More...

#include <MoochoPack_UpdateBarrierParameter_Step.hpp>

Inheritance diagram for MoochoPack::UpdateBarrierParameter_Step:

Private Member Functions
value_type	Calculate_e_tol (value_type mu)

Constructors / initializers
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, init_barrier_parameter)
	Initial barrier parameter. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, tau_mu)
	barrier_parameter decrease fraction (linear decrease) More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_mu)
	barrier_parameter decrease power (for superlinear decrease) More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, tau_epsilon)
	error tolerance fraction More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_epsilon)
	error tolerance power More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, e_tol_max)
	maximum error tolerance More...
	UpdateBarrierParameter_Step (const value_type init_barrier_parameter=0.1, const value_type tau_mu=0.2, const value_type theta_mu=1.5, const value_type tau_epsilon=10, const value_type theta_epsilon=1.1, const value_type e_tol_max=1000)
	Constructor. More...

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void	print_step (const IterationPack::Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
	Called by Algorithm::print_algorithm() to print out what this step does in Matlab like format. More...

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

Detailed Description

Barrier Parameter (mu) Update.

This class updates barrier_parameter & e_tol for next iteration

Definition at line 61 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

Constructor & Destructor Documentation

MoochoPack::UpdateBarrierParameter_Step::UpdateBarrierParameter_Step	(	const value_type	init_barrier_parameter = 0.1,
		const value_type	tau_mu = 0.2,
		const value_type	theta_mu = 1.5,
		const value_type	tau_epsilon = 10,
		const value_type	theta_epsilon = 1.1,
		const value_type	e_tol_max = 1000
	)

Constructor.

Definition at line 64 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

Member Function Documentation

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		init_barrier_parameter
	)

Initial barrier parameter.

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		tau_mu
	)

barrier_parameter decrease fraction (linear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		theta_mu
	)

barrier_parameter decrease power (for superlinear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		tau_epsilon
	)

error tolerance fraction

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		theta_epsilon
	)

error tolerance power

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		e_tol_max
	)

maximum error tolerance

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

virtual

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Implements IterationPack::AlgorithmStep.

Definition at line 82 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

void MoochoPack::UpdateBarrierParameter_Step::print_step ( const IterationPack::Algorithm &  algo, poss_type  step_poss, IterationPack::EDoStepType  type, poss_type  assoc_step_poss, std::ostream &  out, const std::string &  leading_str  ) const

virtual

Called by Algorithm::print_algorithm() to print out what this step does in Matlab like format.

The default does nothing.

Reimplemented from IterationPack::AlgorithmStep.

Definition at line 186 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

value_type MoochoPack::UpdateBarrierParameter_Step::Calculate_e_tol ( value_type  mu )

private

Definition at line 203 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

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

• MoochoPack_UpdateBarrierParameter_Step.hpp
• MoochoPack_UpdateBarrierParameter_Step.cpp