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ConstrainedOptPack_MeritFuncNLPModL1.cpp
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00041 
00042 #include "ConstrainedOptPack_MeritFuncNLPModL1.hpp"
00043 #include "AbstractLinAlgPack_VectorMutable.hpp"
00044 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00045 #include "Teuchos_Assert.hpp"
00046 
00047 namespace ConstrainedOptPack {
00048 
00049 MeritFuncNLPModL1::MeritFuncNLPModL1()
00050   : deriv_(0.0)
00051 {}
00052 
00053 // Overridden from MeritFuncNLP
00054 
00055 value_type MeritFuncNLPModL1::value(
00056   value_type             f
00057   ,const Vector    *c
00058   ,const Vector    *h
00059   ,const Vector    *hl
00060   ,const Vector    *hu
00061   ) const
00062 {
00063   TEUCHOS_TEST_FOR_EXCEPTION(
00064     h || hl || hu, std::logic_error
00065     ,"MeritFuncNLPModL1::value(...) : Error! general inequalities are not supported!" );
00066 /*
00067   using DenseLinAlgPack::norm_1;
00068   return f + local_constr_term( mu_, c, "calc_deriv" );
00069 */
00070   TEUCHOS_TEST_FOR_EXCEPT(true); // ToDo: Write a reduction operator for the above operation
00071   return 0.0;
00072 }
00073 
00074 value_type MeritFuncNLPModL1::deriv() const
00075 {
00076   return deriv_;
00077 }
00078 
00079 void MeritFuncNLPModL1::print_merit_func(
00080   std::ostream& out, const std::string& L
00081   ) const
00082 {
00083   out
00084     << L << "*** Define a modified L1 merit funciton that uses different\n"
00085     << L << "*** penalty parameters for each constriant.\n"
00086     << L << "*** (assumes Gc_k'*d_k + c_k = 0):\n"
00087     << L << "phi(f,c) = f + sum( mu(j) * abs(c(j)), j = 1,...,m )\n"
00088     << L << "Dphi(x_k,d_k) = Gf_k' * d_k - sum( mu(j) * abs(c(j)), j = 1,...,m )\n";
00089 }
00090 
00091 // Overridden from MeritFuncNLPDirecDeriv
00092 
00093 value_type MeritFuncNLPModL1::calc_deriv(
00094   const Vector    &Gf_k
00095   ,const Vector   *c_k
00096   ,const Vector   *h_k
00097   ,const Vector   *hl
00098   ,const Vector   *hu
00099   ,const Vector   &d_k
00100   )
00101 {
00102   TEUCHOS_TEST_FOR_EXCEPTION(
00103     h_k || hl || hu, std::logic_error
00104     ,"MeritFuncNLPModL1::value(...) : Error! general inequalities are not supported!" );
00105 /*
00106   using DenseLinAlgPack::dot; using DenseLinAlgPack::norm_1;
00107   return deriv_ = dot( Gf_k, d_k ) - local_constr_term( mu_, c_k, "calc_deriv" );
00108 */
00109   TEUCHOS_TEST_FOR_EXCEPT(true); // ToDo: Write a reduction operator for the above operation
00110   return 0.0;
00111 }
00112 
00113 // Overridden from MeritFuncPenaltyParam
00114 
00115 void MeritFuncNLPModL1::set_space_c( const VectorSpace::space_ptr_t& space_c )
00116 {
00117   mu_  = space_c->create_member();
00118   *mu_ = 0.0;
00119 }
00120 
00121 VectorMutable& MeritFuncNLPModL1::set_mu()
00122 {
00123   return *mu_;
00124 }
00125 
00126 const Vector& MeritFuncNLPModL1::get_mu() const
00127 {
00128   return *mu_;
00129 }
00130 
00131 } // end namespace ConstrainedOptPack
00132 
00133 /* ToDo: Write a reduction operator for the following!
00134 
00135 namespace {
00136 
00137 value_type local_constr_term( const DVector& mu, const DVectorSlice& c
00138   , const char func_name[] )
00139 {
00140   if( mu.size() != c.size() ) {
00141     std::ostringstream omsg;
00142     omsg
00143       << "MeritFuncNLPModL1::" << func_name << "(...) : "
00144       << "Error, the sizes mu.size() == " << mu.size()
00145       << " != c.size() == " << c.size();
00146     throw ConstrainedOptPack::MeritFuncNLP::InvalidInitialization(omsg.str());
00147   }
00148   value_type r = 0.0;
00149   DVector::const_iterator
00150     mu_itr = mu.begin();
00151   DVectorSlice::const_iterator
00152     c_itr = c.begin();
00153   while( mu_itr != mu.end() )
00154     r += *mu_itr++ * ::fabs( *c_itr++ );
00155   return r;
00156 }
00157 
00158 } // end namespace
00159 
00160 */
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