MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.hpp
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
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
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
00021 // License along with this library; if not, write to the Free Software
00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #ifndef MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
00030 #define MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
00031 
00032 #include "MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp"
00033 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00034 #include "Teuchos_StandardCompositionMacros.hpp"
00035 
00036 namespace MoochoPack {
00037 
00044 class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
00045   : public MeritFunc_PenaltyParamUpdate_AddedStep
00046 {
00047 public:
00048 
00050   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00051 
00053   MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t& merit_func
00054     , value_type small_mu = 1e-6, value_type min_mu_ratio = 1e-8
00055     , value_type mult_factor = 1e-4 , value_type kkt_near_sol = 1e-1 );
00056 
00057   // ///////////////////////////////
00058   // Overridden from AlgorithmStep
00059 
00061   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00062     , poss_type assoc_step_poss);
00063 
00065   void print_step( const Algorithm& algo, poss_type step_poss
00066     , IterationPack::EDoStepType type, poss_type assoc_step_poss
00067     , std::ostream& out, const std::string& leading_str ) const;
00068 
00069   // //////////////////////////////////////////////////////////////////////
00070   // Overridden from MeritFunc_PenaltyParamUpdate_AddedStep
00071 
00073   void small_mu( value_type small_mu );
00075   value_type small_mu() const;
00076 
00078   void min_mu_ratio( value_type min_mu_ratio );
00080   value_type min_mu_ratio() const;
00081 
00083   void mult_factor( value_type mult_factor );
00085   value_type mult_factor() const;
00086 
00088   void kkt_near_sol( value_type kkt_near_sol );
00090   value_type kkt_near_sol() const;
00091 
00092 private:
00093   bool near_solution_;
00094   value_type small_mu_;
00095   value_type min_mu_ratio_;
00096   value_type mult_factor_;
00097   value_type kkt_near_sol_;
00098   value_type norm_inf_mu_last_;
00099   
00100 };  // end class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
00101 
00102 } // end namespace MoochoPack 
00103 
00104 #endif  // MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends