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ConstrainedOptPack_MeritFuncNLPL1.hpp
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41 
42 #ifndef MERIT_FUNC_NLP_L1_H
43 #define MERIT_FUNC_NLP_L1_H
44 
45 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
46 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp"
47 #include "ConstrainedOptPack_MeritFuncPenaltyParam.hpp"
48 
49 namespace ConstrainedOptPack {
50 
68  : public MeritFuncNLP
69  , public MeritFuncNLPDirecDeriv
70  , public MeritFuncPenaltyParam
71 {
72 public:
73 
76 
79 
83  value_type value(
84  value_type f
85  ,const Vector *c
86  ,const Vector *h
87  ,const Vector *hl
88  ,const Vector *hu
89  ) const;
91  value_type deriv() const;
93  void print_merit_func(
94  std::ostream& out, const std::string& leading_str ) const;
95 
97 
100 
102  value_type calc_deriv(
103  const Vector &Gf_k
104  ,const Vector *c_k
105  ,const Vector *h_k
106  ,const Vector *hl
107  ,const Vector *hu
108  ,const Vector &d_k
109  );
110 
112 
115 
117  void mu(value_type mu);
118 
120  value_type mu() const;
121 
123 
124 private:
125  value_type deriv_;
126  value_type mu_;
127 
128 }; // end class MeritFuncNLPL1
129 
130 } // end namespace ConstrainedOptPack
131 
132 #endif // MERIT_FUNC_NLP_L1_H
Base class for all merit functions for NonLinear Programs (NLP) {abstract}.
value_type value(value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
void print_merit_func(std::ostream &out, const std::string &leading_str) const
This class provides a mix-in interface for allowing subclass merit functions to compute the direction...
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)
MeritFuncNLP & operator=(const MeritFuncNLP &)
This class provides interface for setting and retrieving a penalty parameter that many merit function...