MoochoPack::UpdateBarrierParameter_Step Class Reference

Barrier Parameter (mu) Update. More...

#include <MoochoPack_UpdateBarrierParameter_Step.hpp>

Inheritance diagram for MoochoPack::UpdateBarrierParameter_Step:

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List of all members.

Constructors / initializers

void init_barrier_parameter (const value_type &init_barrier_parameter)
 Initial barrier parameter.
const value_typeinit_barrier_parameter () const
void tau_mu (const value_type &tau_mu)
 barrier_parameter decrease fraction (linear decrease)
const value_typetau_mu () const
void theta_mu (const value_type &theta_mu)
 barrier_parameter decrease power (for superlinear decrease)
const value_typetheta_mu () const
void tau_epsilon (const value_type &tau_epsilon)
 error tolerance fraction
const value_typetau_epsilon () const
void theta_epsilon (const value_type &theta_epsilon)
 error tolerance power
const value_typetheta_epsilon () const
void e_tol_max (const value_type &e_tol_max)
 maximum error tolerance
const value_typee_tol_max () const
 UpdateBarrierParameter_Step (const value_type init_barrier_parameter=0.1, const value_type tau_mu=0.2, const value_type theta_mu=1.5, const value_type tau_epsilon=10, const value_type theta_epsilon=1.1, const value_type e_tol_max=1000)
 Constructor.
value_type init_barrier_parameter_
value_type tau_mu_
value_type theta_mu_
value_type tau_epsilon_
value_type theta_epsilon_
value_type e_tol_max_

Overridden from AlgorithmStep

bool do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
 
void print_step (const IterationPack::Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const

Private Member Functions

value_type Calculate_e_tol (value_type mu)

Detailed Description

Barrier Parameter (mu) Update.

This class updates barrier_parameter & e_tol for next iteration

Definition at line 48 of file MoochoPack_UpdateBarrierParameter_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::UpdateBarrierParameter_Step::UpdateBarrierParameter_Step const value_type  init_barrier_parameter = 0.1,
const value_type  tau_mu = 0.2,
const value_type  theta_mu = 1.5,
const value_type  tau_epsilon = 10,
const value_type  theta_epsilon = 1.1,
const value_type  e_tol_max = 1000
 

Constructor.

Definition at line 51 of file MoochoPack_UpdateBarrierParameter_Step.cpp.


Member Function Documentation

void MoochoPack::UpdateBarrierParameter_Step::init_barrier_parameter const value_type init_barrier_parameter  )  [inline]
 

Initial barrier parameter.

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 60 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::init_barrier_parameter  )  const [inline]
 

Definition at line 60 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::tau_mu const value_type tau_mu  )  [inline]
 

barrier_parameter decrease fraction (linear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 66 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::tau_mu  )  const [inline]
 

Definition at line 66 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::theta_mu const value_type theta_mu  )  [inline]
 

barrier_parameter decrease power (for superlinear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 72 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::theta_mu  )  const [inline]
 

Definition at line 72 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::tau_epsilon const value_type tau_epsilon  )  [inline]
 

error tolerance fraction

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

Definition at line 78 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::tau_epsilon  )  const [inline]
 

Definition at line 78 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::theta_epsilon const value_type theta_epsilon  )  [inline]
 

error tolerance power

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

Definition at line 84 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::theta_epsilon  )  const [inline]
 

Definition at line 84 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::e_tol_max const value_type e_tol_max  )  [inline]
 

maximum error tolerance

Definition at line 89 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

const value_type& MoochoPack::UpdateBarrierParameter_Step::e_tol_max  )  const [inline]
 

Definition at line 89 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

bool MoochoPack::UpdateBarrierParameter_Step::do_step Algorithm _algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss
 

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Definition at line 69 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

void MoochoPack::UpdateBarrierParameter_Step::print_step const IterationPack::Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss,
std::ostream &  out,
const std::string &  leading_str
const
 

Definition at line 173 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

value_type MoochoPack::UpdateBarrierParameter_Step::Calculate_e_tol value_type  mu  )  [private]
 

Definition at line 190 of file MoochoPack_UpdateBarrierParameter_Step.cpp.


Member Data Documentation

value_type MoochoPack::UpdateBarrierParameter_Step::init_barrier_parameter_ [private]
 

Definition at line 60 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

value_type MoochoPack::UpdateBarrierParameter_Step::tau_mu_ [private]
 

Definition at line 66 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

value_type MoochoPack::UpdateBarrierParameter_Step::theta_mu_ [private]
 

Definition at line 72 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

value_type MoochoPack::UpdateBarrierParameter_Step::tau_epsilon_ [private]
 

Definition at line 78 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

value_type MoochoPack::UpdateBarrierParameter_Step::theta_epsilon_ [private]
 

Definition at line 84 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

value_type MoochoPack::UpdateBarrierParameter_Step::e_tol_max_ [private]
 

Definition at line 89 of file MoochoPack_UpdateBarrierParameter_Step.hpp.


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