MoochoPack::DampenCrossTermStd_Step Class Reference

Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0. More...

#include <MoochoPack_DampenCrossTermStd_Step.hpp>

Inherits rSQPAlgo_Step.

Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, frac_descent)
	«std comp» members for frac_descent More...
	DampenCrossTermStd_Step (const value_type &frac_descent=0.9)
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

Detailed Description

Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0.

This condition Gf'*Z*pz <= 0 is needed to ensure descent of many merit functions.

This implementation ensures that Gf'*Z*pz <= 0 only if there will not be any active constraints when the reduced QP subproblem is solved (nu_k = 0) and there are no undecomposed equality constraints or if there they are linearly dependent (lambda_k(undecomp_con) = 0).

In particular this implementation computes zeta_k such that:

Gf'*Z*pz <= frac_descent * rGf'inv(B)*rGf

where: 0 < frac_descent < 1

To ensure strong descent (and hopefully deal with the cases where nu_k != 0 and lambda_k(undecomp_con) != 0) the parameter frac_descent is set to frac_descent = 0.9 by default.

The basis derivation goes like this:

ToDo: Finish documentation!

Definition at line 75 of file MoochoPack_DampenCrossTermStd_Step.hpp.

Constructor & Destructor Documentation

MoochoPack::DampenCrossTermStd_Step::DampenCrossTermStd_Step

(

const value_type &

frac_descent = 0.9

)

Member Function Documentation

MoochoPack::DampenCrossTermStd_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		frac_descent
	)

«std comp» members for frac_descent

bool MoochoPack::DampenCrossTermStd_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

void MoochoPack::DampenCrossTermStd_Step::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

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The documentation for this class was generated from the following file:

• MoochoPack_DampenCrossTermStd_Step.hpp