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ConstrainedOptPack_MeritFuncNLPModL1.hpp
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41 
42 #ifndef MERIT_FUNC_NLP_MOD_L1_H
43 #define MERIT_FUNC_NLP_MOD_L1_H
44 
45 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
46 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp"
47 #include "ConstrainedOptPack_MeritFuncPenaltyParams.hpp"
48 
49 namespace ConstrainedOptPack {
50 
66  : public MeritFuncNLP
67  , public MeritFuncNLPDirecDeriv
68  , public MeritFuncPenaltyParams
69 {
70 public:
71 
74 
77 
79  value_type value(
80  value_type f
81  ,const Vector *c
82  ,const Vector *h
83  ,const Vector *hl
84  ,const Vector *hu
85  ) const;
86 
88  value_type deriv() const;
89 
91  void print_merit_func(
92  std::ostream& out, const std::string& leading_str ) const;
93 
95 
98 
104  value_type calc_deriv(
105  const Vector &Gf_k
106  ,const Vector *c_k
107  ,const Vector *h_k
108  ,const Vector *hl
109  ,const Vector *hu
110  ,const Vector &d_k
111  );
112 
114 
117 
119  void set_space_c( const VectorSpace::space_ptr_t& space_c );
120 
122  VectorMutable& set_mu();
123 
125  const Vector& get_mu() const;
126 
128 
129 private:
130  value_type deriv_;
131  VectorSpace::vec_mut_ptr_t mu_;
132 
133 }; // end class MeritFuncNLPModL1
134 
135 } // end namespace ConstrainedOptPack
136 
137 #endif // MERIT_FUNC_NLP_MOD_L1_H
Base class for all merit functions for NonLinear Programs (NLP) {abstract}.
This class provides interface for setting and retrieving a penalty parameter that many merit function...
void print_merit_func(std::ostream &out, const std::string &leading_str) const
The modified L1 merit function using different penatly parameters for each constriant.
This class provides a mix-in interface for allowing subclass merit functions to compute the direction...
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)
If the value n passed to resize(n) does not equal the size of the vector parameters then an exception...
value_type value(value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
void set_space_c(const VectorSpace::space_ptr_t &space_c)
MeritFuncNLPModL1()
Initializes deriv() = 0 and mu() = 0.