42 #ifndef MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
43 #define MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
45 #include "MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp"
46 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
49 namespace MoochoPack {
79 , IterationPack::EDoStepType type,
poss_type assoc_step_poss
80 , std::ostream& out,
const std::string& leading_str )
const;
107 value_type small_mu_;
108 value_type min_mu_ratio_;
109 value_type mult_factor_;
110 value_type kkt_near_sol_;
111 value_type norm_inf_mu_last_;
117 #endif // MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t &merit_func, value_type small_mu=1e-6, value_type min_mu_ratio=1e-8, value_type mult_factor=1e-4, value_type kkt_near_sol=1e-1)
Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| )...
value_type mult_factor() const
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
value_type kkt_near_sol() const
Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or so...
value_type min_mu_ratio() const
value_type small_mu() const
STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP, merit_func)
<<std comp>="">> members for merit_func