ConstrainedOptPack::MeritFuncNLPL1 Class Reference

The L1 merit function. More...

#include <ConstrainedOptPack_MeritFuncNLPL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPL1:

[legend]List of all members.

Overridden from MeritFuncNLP
MeritFuncNLP &	operator= (const MeritFuncNLP &)
value_type	value (value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
value_type	deriv () const
void	print_merit_func (std::ostream &out, const std::string &leading_str) const
Overridden from MeritFuncNLPDirecDeriv
value_type	calc_deriv (const Vector &Gf_k, const Vector *c_k, const Vector *h_k, const Vector *hl, const Vector *hu, const Vector &d_k)
Overridden from MeritFuncPenaltyParam
void	mu (value_type mu)
value_type	mu () const
Public Member Functions
	MeritFuncNLPL1 ()
	Initializes deriv() = 0 and mu() = 0.

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Detailed Description

The L1 merit function.

phi(x) = f(x) + mu * norm(c(x),1)

Dphi(x_k,d_k) = Gf_k' * d_k - mu * norm(c_k,1)

Note that the definition of Dphi(x_k,d_k) assumes that Gc_k'*d_k + c_k = 0. In otherwords, d_k must satisfiy the linearized equality constraints at at x_k.

ToDo: Add a term for general inequalities hl <= h <= hu

Implicit copy constructor and assignment operators are allowed.

Definition at line 54 of file ConstrainedOptPack_MeritFuncNLPL1.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPL1::MeritFuncNLPL1 (   )

Initializes deriv() = 0 and mu() = 0. Definition at line 40 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

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Member Function Documentation

MeritFuncNLP & ConstrainedOptPack::MeritFuncNLPL1::operator= (  const MeritFuncNLP &   )  [virtual]

Reimplemented from ConstrainedOptPack::MeritFuncNLP. Definition at line 46 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::value (  value_type  f, const Vector *  c, const Vector *  h, const Vector *  hl, const Vector *  hu )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 57 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::deriv (   )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 76 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::print_merit_func (  std::ostream &  out, const std::string &  leading_str )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 81 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::calc_deriv (  const Vector &  Gf_k, const Vector *  c_k, const Vector *  h_k, const Vector *  hl, const Vector *  hu, const Vector &  d_k )  [virtual]

Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv. Definition at line 92 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::mu (  value_type  mu  )  [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam. Definition at line 110 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::mu (   )  const [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam. Definition at line 115 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

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

• ConstrainedOptPack_MeritFuncNLPL1.hpp
• ConstrainedOptPack_MeritFuncNLPL1.cpp

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