42 #ifndef MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
43 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
45 #include "rSQPAlgo_Step.h"
46 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
50 namespace MoochoPack {
57 :
public rSQPAlgo_Step
66 const merit_func_ptr_t& merit_func
68 ,
int after_k_iter = 3
69 , value_type obj_increase_threshold = 1e-4
70 , value_type max_pos_penalty_increase = 1.0
71 , value_type pos_to_neg_penalty_increase = 1.0
72 , value_type incr_mult_factor = 1e-4 );
96 bool do_step(
Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
97 , poss_type assoc_step_poss);
101 , IterationPack::EDoStepType type, poss_type assoc_step_poss
102 , std::ostream& out,
const std::string& leading_str )
const;
114 #endif // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP, merit_func)
<<std comp>="">> members for merit_func
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void print_step(const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
This function increases the penalty parameters of the modifed L1 merit function to allow for larger s...
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, eta)
eta.