MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack::TangentialStepWithoutBounds_Step Class Reference

Solves the unconstrained QP subproblem: `min qp_grad' * pz + (1/2) * pz' * rHL * pz`. More...

`#include <MoochoPack_TangentialStepWithoutBounds_Step.hpp>`

Inheritance diagram for MoochoPack::TangentialStepWithoutBounds_Step:
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List of all members.

## Public Member Functions

STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_pz_norm)
Set the maximum size for ||pz|| dampening.
STANDARD_MEMBER_COMPOSITION_MEMBERS (int, num_pz_damp_iters)
Set the number of iterations to dampen pz for.
TangentialStepWithoutBounds_Step ()

## Overridden from AlgorithmStep

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

Solves the unconstrained QP subproblem: `min qp_grad' * pz + (1/2) * pz' * rHL * pz`.

The solution to this system is just:
`pz = inv(rHL) *qp_grad`.

If use_qp_correc is false then:
`qp_grad = rGf` else
```qp_grad = rGf + zeta * ZtHLYpy. ```

` Then Zpz = Z * pz `

Definition at line 63 of file MoochoPack_TangentialStepWithoutBounds_Step.hpp.

## Constructor & Destructor Documentation

 MoochoPack::TangentialStepWithoutBounds_Step::TangentialStepWithoutBounds_Step ( )

## Member Function Documentation

 MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type , max_pz_norm )

Set the maximum size for ||pz|| dampening.

A value of `max_pz_norm <= 0.0` means not to dampen pz!

 MoochoPack::TangentialStepWithoutBounds_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( int , num_pz_damp_iters )

Set the number of iterations to dampen pz for.

A value of `num_pz_damp_iters <= 0` means not to dampen pz for any iterations!

 bool MoochoPack::TangentialStepWithoutBounds_Step::do_step ( Algorithm & algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss )
 void MoochoPack::TangentialStepWithoutBounds_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 files: