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ConstrainedOptPack_MeritFuncNLPL1.cpp
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41 
42 #include <math.h>
43 
44 #include "ConstrainedOptPack_MeritFuncNLPL1.hpp"
45 #include "AbstractLinAlgPack_Vector.hpp"
46 #include "AbstractLinAlgPack_VectorStdOps.hpp"
47 #include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"
48 #include "Teuchos_Assert.hpp"
49 #include "Teuchos_dyn_cast.hpp"
50 
51 namespace ConstrainedOptPack {
52 
54  : deriv_(0.0), mu_(0.0)
55 {}
56 
57 // Overridden from MeritFuncNLP
58 
60 {
61  using Teuchos::dyn_cast;
62  const MeritFuncNLPL1 &merit_func_l1 = dyn_cast<const MeritFuncNLPL1>(merit_func);
63  if(this == &merit_func_l1)
64  return *this; // assignment to self
65  this->deriv_ = merit_func_l1.deriv_;
66  this->mu_ = merit_func_l1.mu_;
67  return *this;
68 }
69 
71  value_type f
72  ,const Vector *c
73  ,const Vector *h
74  ,const Vector *hl
75  ,const Vector *hu
76  ) const
77 {
78  value_type phi_val_h = 0.0;
79  if(h) {
80  size_type max_viol_i;
81  value_type max_viol, h_i, hlu_i;
82  int bnd_type;
83  AbstractLinAlgPack::max_inequ_viol(*h,*hl,*hu,&max_viol_i,&max_viol,&h_i,&bnd_type,&hlu_i);
84  if(max_viol_i) phi_val_h += mu_ * fabs(h_i - hlu_i);
85  }
86  return f + ( c ? mu_ * c->norm_1() : 0.0) + phi_val_h;
87 }
88 
89 value_type MeritFuncNLPL1::deriv() const
90 {
91  return deriv_;
92 }
93 
94 void MeritFuncNLPL1::print_merit_func(std::ostream& out
95  , const std::string& L ) const
96 {
97  out
98  << L << "*** Define L1 merit funciton (assumes Gc_k'*d_k + c_k = 0):\n"
99  << L << "phi(f,c) = f + mu_k*( norm(c,1) + max_viol( hl <= h <= hu ) )\n"
100  << L << "Dphi(x_k,d_k) = Gf_k' * d_k - mu*( norm(c_k,1) + max_viol( hl <= h_k <= hu ) )\n";
101 }
102 
103 // Overridden from MeritFuncNLPDirecDeriv
104 
106  const Vector &Gf_k
107  ,const Vector *c_k
108  ,const Vector *h_k
109  ,const Vector *hl
110  ,const Vector *hu
111  ,const Vector &d_k
112  )
113 {
116  h_k || hl || hu, std::logic_error
117  ,"MeritFuncNLPL1::value(...) : Error! general inequalities are not supported yet" );
118  return deriv_ = dot( Gf_k, d_k ) - ( c_k ? mu_ * c_k->norm_1() : 0.0 );
119 }
120 
121 // Overridden from MeritFuncPenaltyParam
122 
123 void MeritFuncNLPL1::mu(value_type mu)
124 {
125  mu_ = mu;
126 }
127 
128 value_type MeritFuncNLPL1::mu() const
129 {
130  return mu_;
131 }
132 
133 } // end namespace ConstrainedOptPack
Base class for all merit functions for NonLinear Programs (NLP) {abstract}.
#define TEUCHOS_TEST_FOR_EXCEPTION(throw_exception_test, Exception, msg)
value_type value(value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
T_To & dyn_cast(T_From &from)
void print_merit_func(std::ostream &out, const std::string &leading_str) const
size_t size_type
MeritFuncNLPL1()
Initializes deriv() = 0 and mu() = 0.
value_type calc_deriv(const Vector &Gf_k, const Vector *c_k, const Vector *h_k, const Vector *hl, const Vector *hu, const Vector &d_k)
bool max_inequ_viol(const AbstractLinAlgPack::Vector &v, const AbstractLinAlgPack::Vector &vL, const AbstractLinAlgPack::Vector &vU, AbstractLinAlgPack::size_type *max_viol_i, AbstractLinAlgPack::value_type *max_viol, AbstractLinAlgPack::value_type *v_i, int *bnd_type, AbstractLinAlgPack::value_type *vLU_i)
MeritFuncNLP & operator=(const MeritFuncNLP &)
value_type dot(const Vector &v_rhs1, const Vector &v_rhs2)