ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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The L1 merit function. More...
#include <ConstrainedOptPack_MeritFuncNLPL1.hpp>
Public Member Functions | |
MeritFuncNLPL1 () | |
Initializes deriv() = 0 and mu() = 0. More... | |
Public Member Functions inherited from ConstrainedOptPack::MeritFuncNLP | |
virtual | ~MeritFuncNLP () |
Public Member Functions inherited from ConstrainedOptPack::MeritFuncNLPDirecDeriv | |
virtual | ~MeritFuncNLPDirecDeriv () |
Public Member Functions inherited from ConstrainedOptPack::MeritFuncPenaltyParam | |
virtual | ~MeritFuncPenaltyParam () |
Overridden from MeritFuncNLP | |
MeritFuncNLP & | operator= (const MeritFuncNLP &) |
value_type | value (value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const |
value_type | deriv () const |
void | print_merit_func (std::ostream &out, const std::string &leading_str) const |
Overridden from MeritFuncNLPDirecDeriv | |
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) |
Overridden from MeritFuncPenaltyParam | |
void | mu (value_type mu) |
value_type | mu () const |
The L1 merit function.
phi(x) = f(x) + mu * norm(c(x),1)
Dphi(x_k,d_k) = Gf_k' * d_k - mu * norm(c_k,1)
Note that the definition of Dphi(x_k,d_k) assumes that Gc_k'*d_k + c_k = 0. In otherwords, d_k must satisfiy the linearized equality constraints at at x_k.
ToDo: Add a term for general inequalities hl <= h <= hu
Implicit copy constructor and assignment operators are allowed.
Definition at line 67 of file ConstrainedOptPack_MeritFuncNLPL1.hpp.
ConstrainedOptPack::MeritFuncNLPL1::MeritFuncNLPL1 | ( | ) |
Initializes deriv() = 0 and mu() = 0.
Definition at line 53 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Reimplemented from ConstrainedOptPack::MeritFuncNLP.
Definition at line 59 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncNLP.
Definition at line 70 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncNLP.
Definition at line 89 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncNLP.
Definition at line 94 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv.
Definition at line 105 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncPenaltyParam.
Definition at line 123 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.
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Implements ConstrainedOptPack::MeritFuncPenaltyParam.
Definition at line 128 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.