MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep Class Reference

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ). More...

#include <MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep:

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
	<<std comp>="">> members for merit_func More...
	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)
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
void	small_mu (value_type small_mu)
value_type	small_mu () const
void	min_mu_ratio (value_type min_mu_ratio)
value_type	min_mu_ratio () const
void	mult_factor (value_type mult_factor)
value_type	mult_factor () const
void	kkt_near_sol (value_type kkt_near_sol)
value_type	kkt_near_sol () const
Public Member Functions inherited from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep

Detailed Description

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ).

This class assumes the merit function supports the interfaces MeritFuncPenaltyParams and MeritFuncNLPDirecDeriv.

Definition at line 57 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.

Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::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
	)

Member Function Documentation

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

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

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

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_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

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu ( value_type  small_mu )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio ( value_type  min_mu_ratio )

virtual

Reimplemented from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio ( ) const

virtual

Reimplemented from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor ( value_type  mult_factor )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol ( value_type  kkt_near_sol )

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol ( ) const

virtual

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

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

• MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp