MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep Class Reference

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ). More...

#include <MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep:
Inheritance graph
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List of all members.

Public Member Functions

 STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
 <<std comp>="">> members for merit_func
 MeritFunc_PenaltyParamsUpdateWithMult_AddedStep (const merit_func_ptr_t &merit_func, value_type small_mu=1e-6, value_type min_mu_ratio=1e-8, value_type mult_factor=1e-4, value_type kkt_near_sol=1e-1)
 
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
 
void small_mu (value_type small_mu)
 
value_type small_mu () const
 
void min_mu_ratio (value_type min_mu_ratio)
 
value_type min_mu_ratio () const
 
void mult_factor (value_type mult_factor)
 
value_type mult_factor () const
 
void kkt_near_sol (value_type kkt_near_sol)
 
value_type kkt_near_sol () const
 

Private Attributes

bool near_solution_
value_type small_mu_
value_type min_mu_ratio_
value_type mult_factor_
value_type kkt_near_sol_
value_type norm_inf_mu_last_

Detailed Description

Updates a set of penalty parameters for a merit function as: mu(j) = max( mu(j), |lambda_k(j)| ).

This class assumes the merit function supports the interfaces MeritFuncPenaltyParams and MeritFuncNLPDirecDeriv.

Definition at line 41 of file MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp.


Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep ( const merit_func_ptr_t &  merit_func,
value_type  small_mu = 1e-6,
value_type  min_mu_ratio = 1e-8,
value_type  mult_factor = 1e-4,
value_type  kkt_near_sol = 1e-1 
)


Member Function Documentation

MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::STANDARD_COMPOSITION_MEMBERS ( MeritFuncNLP  ,
merit_func   
)

<<std comp>="">> members for merit_func

bool MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::do_step ( Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss 
) [virtual]
void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::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 [virtual]

Reimplemented from IterationPack::AlgorithmStep.

void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu ( value_type  small_mu  )  [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::small_mu (  )  const [virtual]
void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio ( value_type  min_mu_ratio  )  [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::min_mu_ratio (  )  const [virtual]
void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor ( value_type  mult_factor  )  [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::mult_factor (  )  const [virtual]
void MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol ( value_type  kkt_near_sol  )  [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep::kkt_near_sol (  )  const [virtual]

Member Data Documentation


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