MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep Class Reference

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step. More...

#include <MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp>

Inherits rSQPAlgo_Step.

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
	<<std comp>="">> members for merit_func More...
	MeritFunc_ModifiedL1LargerSteps_AddedStep (const merit_func_ptr_t &merit_func, value_type eta, int after_k_iter=3, value_type obj_increase_threshold=1e-4, value_type max_pos_penalty_increase=1.0, value_type pos_to_neg_penalty_increase=1.0, value_type incr_mult_factor=1e-4)
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta)
	eta. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (int, after_k_iter)
	after_k_iter. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, obj_increase_threshold)
	obj_increase_threshold. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_pos_penalty_increase)
	max_pos_penalty_increase More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, pos_to_neg_penalty_increase)
	pos_to_neg_penalty_increase More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, incr_mult_factor)
	incr_mult_factor More...
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

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step.

Definition at line 56 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

Constructor & Destructor Documentation

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::MeritFunc_ModifiedL1LargerSteps_AddedStep	(	const merit_func_ptr_t &	merit_func,
		value_type	eta,
		int	after_k_iter = 3,
		value_type	obj_increase_threshold = 1e-4,
		value_type	max_pos_penalty_increase = 1.0,
		value_type	pos_to_neg_penalty_increase = 1.0,
		value_type	incr_mult_factor = 1e-4
	)

Member Function Documentation

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_COMPOSITION_MEMBERS	(	MeritFuncNLP	,
		merit_func
	)

<<std comp>="">> members for merit_func

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		eta
	)

eta.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	int	,
		after_k_iter
	)

after_k_iter.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		obj_increase_threshold
	)

obj_increase_threshold.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_pos_penalty_increase
	)

max_pos_penalty_increase

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		pos_to_neg_penalty_increase
	)

pos_to_neg_penalty_increase

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		incr_mult_factor
	)

incr_mult_factor

bool MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::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_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp