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 // Redistribution and use in source and binary forms, with or without
00011 // modification, are permitted provided that the following conditions are
00012 // met:
00013 //
00014 // 1. Redistributions of source code must retain the above copyright
00015 // notice, this list of conditions and the following disclaimer.
00016 //
00017 // 2. Redistributions in binary form must reproduce the above copyright
00018 // notice, this list of conditions and the following disclaimer in the
00019 // documentation and/or other materials provided with the distribution.
00020 //
00021 // 3. Neither the name of the Corporation nor the names of the
00022 // contributors may be used to endorse or promote products derived from
00023 // this software without specific prior written permission.
00024 //
00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00036 //
00037 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00038 // 
00039 // ***********************************************************************
00040 // @HEADER
00041 
00042 #ifndef MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
00043 #define MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
00044 
00045 #include "MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp"
00046 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00047 #include "Teuchos_StandardCompositionMacros.hpp"
00048 
00049 namespace MoochoPack {
00050 
00057 class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
00058   : public MeritFunc_PenaltyParamUpdate_AddedStep
00059 {
00060 public:
00061 
00063   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00064 
00066   MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t& merit_func
00067     , value_type small_mu = 1e-6, value_type min_mu_ratio = 1e-8
00068     , value_type mult_factor = 1e-4 , value_type kkt_near_sol = 1e-1 );
00069 
00070   // ///////////////////////////////
00071   // Overridden from AlgorithmStep
00072 
00074   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00075     , poss_type assoc_step_poss);
00076 
00078   void print_step( const Algorithm& algo, poss_type step_poss
00079     , IterationPack::EDoStepType type, poss_type assoc_step_poss
00080     , std::ostream& out, const std::string& leading_str ) const;
00081 
00082   // //////////////////////////////////////////////////////////////////////
00083   // Overridden from MeritFunc_PenaltyParamUpdate_AddedStep
00084 
00086   void small_mu( value_type small_mu );
00088   value_type small_mu() const;
00089 
00091   void min_mu_ratio( value_type min_mu_ratio );
00093   value_type min_mu_ratio() const;
00094 
00096   void mult_factor( value_type mult_factor );
00098   value_type mult_factor() const;
00099 
00101   void kkt_near_sol( value_type kkt_near_sol );
00103   value_type kkt_near_sol() const;
00104 
00105 private:
00106   bool near_solution_;
00107   value_type small_mu_;
00108   value_type min_mu_ratio_;
00109   value_type mult_factor_;
00110   value_type kkt_near_sol_;
00111   value_type norm_inf_mu_last_;
00112   
00113 };  // end class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep
00114 
00115 } // end namespace MoochoPack 
00116 
00117 #endif  // MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends