ConstrainedOptPack_MeritFuncNLPModL1.hpp

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00001 // @HEADER
00002 // ***********************************************************************
00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00008 // license for use of this work by or on behalf of the U.S. Government.
00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
00013 // License, or (at your option) any later version.
00014 //  
00015 // This library is distributed in the hope that it will be useful, but
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00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
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00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
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00028 
00029 #ifndef MERIT_FUNC_NLP_MOD_L1_H
00030 #define MERIT_FUNC_NLP_MOD_L1_H
00031 
00032 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00033 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp"
00034 #include "ConstrainedOptPack_MeritFuncPenaltyParams.hpp"
00035 
00036 namespace ConstrainedOptPack {
00037 
00052 class MeritFuncNLPModL1
00053   : public MeritFuncNLP
00054   , public MeritFuncNLPDirecDeriv
00055   , public MeritFuncPenaltyParams
00056 {
00057 public:
00058 
00060   MeritFuncNLPModL1();
00061 
00064 
00066   value_type value(
00067     value_type             f
00068     ,const Vector    *c
00069     ,const Vector    *h
00070     ,const Vector    *hl
00071     ,const Vector    *hu
00072     ) const;
00073 
00075   value_type deriv() const;
00076 
00078   void print_merit_func(
00079     std::ostream& out, const std::string& leading_str ) const;
00080 
00082 
00085 
00091   value_type calc_deriv(
00092     const Vector    &Gf_k
00093     ,const Vector   *c_k
00094     ,const Vector   *h_k
00095     ,const Vector   *hl
00096     ,const Vector   *hu
00097     ,const Vector   &d_k
00098     );
00099   
00101 
00104 
00106   void set_space_c( const VectorSpace::space_ptr_t& space_c );
00107 
00109   VectorMutable& set_mu();
00110 
00112   const Vector& get_mu() const;
00113 
00115 
00116 private:
00117   value_type                   deriv_;
00118   VectorSpace::vec_mut_ptr_t   mu_;
00119 
00120 };  // end class MeritFuncNLPModL1
00121 
00122 } // end namespace ConstrainedOptPack
00123 
00124 #endif  // MERIT_FUNC_NLP_MOD_L1_H
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