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ConstrainedOptPack::MeritFuncNLPModL1 Class Reference

The modified L1 merit function using different penatly parameters for each constriant. More...

#include <ConstrainedOptPack_MeritFuncNLPModL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPModL1:
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List of all members.

Public Member Functions

 MeritFuncNLPModL1 ()
 Initializes deriv() = 0 and mu() = 0.

Private Attributes

value_type deriv_
VectorSpace::vec_mut_ptr_t mu_

Overridden from MeritFuncNLP

value_type value (value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
 
value_type deriv () const
 
void print_merit_func (std::ostream &out, const std::string &leading_str) const
 

Overridden from MeritFuncNLPDirecDeriv

value_type calc_deriv (const Vector &Gf_k, const Vector *c_k, const Vector *h_k, const Vector *hl, const Vector *hu, const Vector &d_k)
 If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown.

Overridden from MeritFuncPenaltyParams

void set_space_c (const VectorSpace::space_ptr_t &space_c)
 
VectorMutable & set_mu ()
 
const Vectorget_mu () const
 

Detailed Description

The modified L1 merit function using different penatly parameters for each constriant.

phi(x) = f) + sum( mu(j) * abs(c(j)), j = 1,...,m )

Dphi(x_k,d_k) = Gf_k' * d_k - sum( mu(j) * abs(c(j)), j = 1,...,m )

Note that the definition of Dphi(x_k,d_k) assumes that Gc_k'*d_k + c_k = 0. In otherwords, d_k must satisfiy the linearized equality constraints at at x_k.

Implicit copy constructor and assignment operators are allowed.

Definition at line 65 of file ConstrainedOptPack_MeritFuncNLPModL1.hpp.


Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPModL1::MeritFuncNLPModL1 ( )

Initializes deriv() = 0 and mu() = 0.

Definition at line 49 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.


Member Function Documentation

value_type ConstrainedOptPack::MeritFuncNLPModL1::value ( value_type  f,
const Vector c,
const Vector h,
const Vector hl,
const Vector hu 
) const [virtual]
value_type ConstrainedOptPack::MeritFuncNLPModL1::deriv ( ) const [virtual]
void ConstrainedOptPack::MeritFuncNLPModL1::print_merit_func ( std::ostream &  out,
const std::string &  leading_str 
) const [virtual]
value_type ConstrainedOptPack::MeritFuncNLPModL1::calc_deriv ( const Vector Gf_k,
const Vector c_k,
const Vector h_k,
const Vector hl,
const Vector hu,
const Vector d_k 
) [virtual]

If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown.

Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv.

Definition at line 93 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

void ConstrainedOptPack::MeritFuncNLPModL1::set_space_c ( const VectorSpace::space_ptr_t &  space_c) [virtual]
VectorMutable & ConstrainedOptPack::MeritFuncNLPModL1::set_mu ( ) [virtual]
const Vector & ConstrainedOptPack::MeritFuncNLPModL1::get_mu ( ) const [virtual]

Member Data Documentation

Definition at line 130 of file ConstrainedOptPack_MeritFuncNLPModL1.hpp.

VectorSpace::vec_mut_ptr_t ConstrainedOptPack::MeritFuncNLPModL1::mu_ [private]

Definition at line 131 of file ConstrainedOptPack_MeritFuncNLPModL1.hpp.


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