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:

Inheritance graph
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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 Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
 

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 ()
 

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 50 of file MoochoPack_TangentialStepWithoutBounds_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::TangentialStepWithoutBounds_Step::TangentialStepWithoutBounds_Step (  ) 

Definition at line 56 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.


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 
)

Definition at line 62 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.

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

Definition at line 180 of file MoochoPack_TangentialStepWithoutBounds_Step.cpp.


The documentation for this class was generated from the following files:
Generated on Tue Jul 13 09:29:42 2010 for MoochoPack : Framework for Large-Scale Optimization Algorithms by  doxygen 1.4.7