MoochoPack::LineSearchWatchDog_Step Class Reference

Implements watchdog line search. More...

#include <MoochoPack_LineSearchWatchDog_Step.hpp>

List of all members.

Public Member Functions

 STANDARD_COMPOSITION_MEMBERS (DirectLineSearch_Strategy, direct_line_search)
 <<std comp>="">> members for direct_line_search
 STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
 <<std comp>="">> members for merit_func
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta)
 <<std member="" comp>="">> members for the armijo fractional reduction parameter.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, opt_kkt_err_threshold)
 <<std member="" comp>="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, feas_kkt_err_threshold)
 <<std member="" comp>="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in.
 LineSearchWatchDog_Step (const direct_line_search_ptr_t &direct_line_search=0, const merit_func_ptr_t &merit_func=0, value_type eta=1e-4, value_type opt_kkt_err_threshold=1e-1, value_type feas_kkt_err_threshold=1e-3)
 
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

Implements watchdog line search.

The watchdog proceedure will only be considered when : opt_kkt_err_k <= opt_kkt_err_threshold && feas_kkt_err_k <= feas_kkt_err_threshold (see step listing). The default behavior is to never use the watchdog procedure.

Definition at line 48 of file MoochoPack_LineSearchWatchDog_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::LineSearchWatchDog_Step::LineSearchWatchDog_Step ( const direct_line_search_ptr_t &  direct_line_search = 0,
const merit_func_ptr_t &  merit_func = 0,
value_type  eta = 1e-4,
value_type  opt_kkt_err_threshold = 1e-1,
value_type  feas_kkt_err_threshold = 1e-3 
)


Member Function Documentation

MoochoPack::LineSearchWatchDog_Step::STANDARD_COMPOSITION_MEMBERS ( DirectLineSearch_Strategy  ,
direct_line_search   
)

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

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

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

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

<<std member="" comp>="">> members for the armijo fractional reduction parameter.

MoochoPack::LineSearchWatchDog_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
opt_kkt_err_threshold   
)

<<std member="" comp>="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in.

MoochoPack::LineSearchWatchDog_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
feas_kkt_err_threshold   
)

<<std member="" comp>="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in.

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

void MoochoPack::LineSearchWatchDog_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


The documentation for this class was generated from the following file:
Generated on Wed May 12 21:32:19 2010 for MoochoPack : Framework for Large-Scale Optimization Algorithms by  doxygen 1.4.7