MoochoPack::UpdateReducedSigma_Step Class Reference

Standard class for updating the reduced sigma for interior point optimization. More...

#include <MoochoPack_UpdateReducedSigma_Step.hpp>

Inheritance diagram for MoochoPack::UpdateReducedSigma_Step:

[legend]List of all members.

Overridden from AlgorithmStep
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void	print_step (const IterationPack::Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
Public Types
enum	e_update_methods
Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (e_update_methods, update_method)
	update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated.
	UpdateReducedSigma_Step (const e_update_methods update_method=ALWAYS_EXPLICIT)

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Detailed Description

Standard class for updating the reduced sigma for interior point optimization.

Definition at line 50 of file MoochoPack_UpdateReducedSigma_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::UpdateReducedSigma_Step::UpdateReducedSigma_Step

(

const e_update_methods

update_method = ALWAYS_EXPLICIT

)

Constructor.

Definition at line 54 of file MoochoPack_UpdateReducedSigma_Step.cpp.

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Member Function Documentation

MoochoPack::UpdateReducedSigma_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	e_update_methods	,
		update_method
	)

update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated.

always_explicit : the full Z_kT*Sigma*Zk at each step (expensive) BFGS_primal : a BFGS update of mu*X^-2 (exact at solution) BFGS_dual_no_correction : update with Z_kT*Sigma*Z_k*pz (no correction when mu changes) BFGS_dual_explicit_correction : same as above (do an explicit calculation when mu changes) BFGS_dual_scaling_correction : same as above (scale by mu_kp1/mu_k when mu changes)

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

Definition at line 61 of file MoochoPack_UpdateReducedSigma_Step.cpp.

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

• MoochoPack_UpdateReducedSigma_Step.hpp
• MoochoPack_UpdateReducedSigma_Step.cpp

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