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MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.cpp
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00041 
00042 #include <math.h>
00043 
00044 #include <ostream>
00045 #include <typeinfo>
00046 
00047 #include "MoochoPack_MeritFunc_PenaltyParamUpdateMultFree_AddedStep.hpp"
00048 #include "MoochoPack_NLPAlgoState.hpp"
00049 #include "AbstractLinAlgPack_Vector.hpp"
00050 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00051 
00052 namespace MoochoPack {
00053 
00054 MeritFunc_PenaltyParamUpdateMultFree_AddedStep::MeritFunc_PenaltyParamUpdateMultFree_AddedStep(
00055   value_type    small_mu
00056   ,value_type   mult_factor
00057   ,value_type   kkt_near_sol
00058   )
00059   :MeritFunc_PenaltyParamUpdateGuts_AddedStep(small_mu,mult_factor,kkt_near_sol)
00060 {}
00061 
00062 // Overridden from MeritFunc_PenaltyParamUpdateGuts_AddedStep
00063 
00064 bool MeritFunc_PenaltyParamUpdateMultFree_AddedStep::min_mu(
00065   NLPAlgoState& s, value_type* min_mu
00066   ) const
00067 {
00068   using AbstractLinAlgPack::dot;
00069 
00070   IterQuantityAccess<VectorMutable>
00071     &Gf_iq    = s.Gf(),
00072     &nu_iq    = s.nu(),
00073     &Ypy_iq   = s.Ypy(),
00074     &c_iq     = s.c();
00075   if ( Gf_iq.updated_k(0) && nu_iq.updated_k(0) && Ypy_iq.updated_k(0) && c_iq.updated_k(0) ) {
00076     // min_mu = abs((Gf_k+nu_k)'*Ypy_k) / norm(c_k,1)
00077     const value_type
00078       dot_Gf_Ypy = dot( Gf_iq.get_k(0), Ypy_iq.get_k(0) ),
00079       dot_nu_Ypy = dot( nu_iq.get_k(0), Ypy_iq.get_k(0) ),
00080       nrm_c      = c_iq.get_k(0).norm_1(),
00081       small_num  = std::numeric_limits<value_type>::min();
00082     *min_mu = ::fabs( dot_Gf_Ypy + dot_nu_Ypy ) / ( nrm_c + small_num );
00083     return true;
00084   }
00085   return false;
00086 }
00087 
00088 void MeritFunc_PenaltyParamUpdateMultFree_AddedStep::print_min_mu_step(
00089   std::ostream& out, const std::string& L ) const
00090 {
00091   out
00092     << L << "if Gf_k, nu_k, Ypy_k and c_k are updated then\n"
00093     << L << "   min_mu = abs((Gf_k+nu_k)'*Ypy_k) / ( norm(c_k,1) + small_num )\n"
00094     << L << "   update_mu = true\n"
00095     << L << "else\n"
00096     << L << "   update_mu = false\n"
00097     << L << "endif\n"
00098     ;
00099 }
00100 
00101 } // end namespace MoochoPack
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