ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
ConstrainedOptPack_MeritFuncNLPL1.cpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #include <math.h>
00043 
00044 #include "ConstrainedOptPack_MeritFuncNLPL1.hpp"
00045 #include "AbstractLinAlgPack_Vector.hpp"
00046 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00047 #include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"
00048 #include "Teuchos_Assert.hpp"
00049 #include "Teuchos_dyn_cast.hpp"
00050 
00051 namespace ConstrainedOptPack {
00052 
00053 MeritFuncNLPL1::MeritFuncNLPL1()
00054   : deriv_(0.0), mu_(0.0)
00055 {}
00056 
00057 // Overridden from MeritFuncNLP
00058 
00059 MeritFuncNLP& MeritFuncNLPL1::operator=(const MeritFuncNLP& merit_func)
00060 {
00061   using Teuchos::dyn_cast;
00062   const MeritFuncNLPL1 &merit_func_l1 = dyn_cast<const MeritFuncNLPL1>(merit_func);
00063   if(this == &merit_func_l1)
00064     return *this; // assignment to self
00065   this->deriv_   = merit_func_l1.deriv_;
00066   this->mu_      = merit_func_l1.mu_;
00067   return *this;
00068 }
00069 
00070 value_type MeritFuncNLPL1::value(
00071   value_type       f
00072   ,const Vector    *c
00073   ,const Vector    *h
00074   ,const Vector    *hl
00075   ,const Vector    *hu
00076   ) const
00077 {
00078   value_type phi_val_h = 0.0;
00079   if(h) {
00080     size_type   max_viol_i;
00081     value_type  max_viol, h_i, hlu_i;
00082     int         bnd_type;
00083     AbstractLinAlgPack::max_inequ_viol(*h,*hl,*hu,&max_viol_i,&max_viol,&h_i,&bnd_type,&hlu_i);
00084     if(max_viol_i) phi_val_h += mu_ * fabs(h_i - hlu_i);
00085   }
00086   return f + ( c ? mu_ * c->norm_1() : 0.0) + phi_val_h;
00087 }
00088 
00089 value_type MeritFuncNLPL1::deriv() const
00090 {
00091   return deriv_;
00092 }
00093 
00094 void MeritFuncNLPL1::print_merit_func(std::ostream& out
00095   , const std::string& L ) const
00096 {
00097   out
00098     << L << "*** Define L1 merit funciton (assumes Gc_k'*d_k + c_k = 0):\n"
00099     << L << "phi(f,c) = f + mu_k*( norm(c,1) + max_viol( hl <= h <= hu ) )\n"
00100     << L << "Dphi(x_k,d_k) = Gf_k' * d_k - mu*( norm(c_k,1)  + max_viol( hl <= h_k <= hu ) )\n";
00101 }
00102 
00103 // Overridden from MeritFuncNLPDirecDeriv
00104 
00105 value_type MeritFuncNLPL1::calc_deriv(
00106   const Vector    &Gf_k
00107   ,const Vector   *c_k
00108   ,const Vector   *h_k
00109   ,const Vector   *hl
00110   ,const Vector   *hu
00111   ,const Vector   &d_k
00112   )
00113 {
00114   using AbstractLinAlgPack::dot;
00115   TEUCHOS_TEST_FOR_EXCEPTION(
00116     h_k || hl || hu, std::logic_error
00117     ,"MeritFuncNLPL1::value(...) : Error! general inequalities are not supported yet" );
00118   return deriv_ = dot( Gf_k, d_k ) - ( c_k ? mu_ * c_k->norm_1() : 0.0 );
00119 }
00120 
00121 // Overridden from MeritFuncPenaltyParam
00122 
00123 void MeritFuncNLPL1::mu(value_type mu)
00124 {
00125   mu_ = mu;
00126 }
00127 
00128 value_type MeritFuncNLPL1::mu() const
00129 {
00130   return mu_;
00131 }
00132 
00133 } // end namespace ConstrainedOptPack 
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