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MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep Class Reference

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp>

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

Public Member Functions

 MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol)
 

Private Attributes

bool near_solution_
value_type small_mu_
value_type mult_factor_
value_type kkt_near_sol_

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
 

Overridden from MeritFunc_PenaltyParamUpdate_AddedStep

void small_mu (value_type small_mu)
 
value_type small_mu () 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
 

Pure virtual functions to be overridden by subclasses

virtual bool min_mu (NLPAlgoState &s, value_type *min_mu) const =0
 Override to determine the mininum value of mu the penalty parameter can take on.
virtual void print_min_mu_step (std::ostream &out, const std::string &leading_str) const =0
 Override to print how min_mu calculated.

Detailed Description

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ).

This class assumes the merit function iteration quantity supports the interfaces MeritFuncPenaltyParam and MeritFuncNLPDirecDeriv.

min_mu is computed by subclasses.

Definition at line 57 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp.


Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::MeritFunc_PenaltyParamUpdateGuts_AddedStep ( value_type  small_mu,
value_type  mult_factor,
value_type  kkt_near_sol 
)

Member Function Documentation

bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::do_step ( Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss 
) [virtual]
void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_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]
void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu ( value_type  small_mu) [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu ( ) const [virtual]
void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor ( value_type  mult_factor) [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor ( ) const [virtual]
void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol ( value_type  kkt_near_sol) [virtual]
value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol ( ) const [virtual]
virtual bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::min_mu ( NLPAlgoState s,
value_type *  min_mu 
) const [protected, pure virtual]

Override to determine the mininum value of mu the penalty parameter can take on.

Parameters:
s[in] The rSQP state object to get at useful information.
min_mu[out] If min_mu(...) returns true, then this is the mininum value mu can take on and still have descent in the merit function.
Returns:
Returns true if the penalty parameter should be updated or false if the previous mu_km1 should be used.

Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep.

virtual void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::print_min_mu_step ( std::ostream &  out,
const std::string &  leading_str 
) const [protected, pure virtual]

Member Data Documentation


The documentation for this class was generated from the following files:
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