ConstrainedOptPack::MeritFuncNLPModL1 Class Reference

The modified L1 merit function using different penatly parameters for each constriant. More...

#include <ConstrainedOptPack_MeritFuncNLPModL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPModL1:

[legend]List of all members.

Overridden from 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)
	If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown.
Overridden from MeritFuncPenaltyParams
void	set_space_c (const VectorSpace::space_ptr_t &space_c)
VectorMutable &	set_mu ()
const Vector &	get_mu () const
Public Member Functions
	MeritFuncNLPModL1 ()
	Initializes deriv() = 0 and mu() = 0.

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Detailed Description

The modified L1 merit function using different penatly parameters for each constriant.

phi(x) = f) + sum( mu(j) * abs(c(j)), j = 1,...,m )

Dphi(x_k,d_k) = Gf_k' * d_k - sum( mu(j) * abs(c(j)), j = 1,...,m )

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.

Implicit copy constructor and assignment operators are allowed.

Definition at line 52 of file ConstrainedOptPack_MeritFuncNLPModL1.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPModL1::MeritFuncNLPModL1 (   )

Initializes deriv() = 0 and mu() = 0. Definition at line 36 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

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Member Function Documentation

value_type ConstrainedOptPack::MeritFuncNLPModL1::value (  value_type  f, const Vector *  c, const Vector *  h, const Vector *  hl, const Vector *  hu )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 42 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPModL1::deriv (   )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 61 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

void ConstrainedOptPack::MeritFuncNLPModL1::print_merit_func (  std::ostream &  out, const std::string &  leading_str )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP. Definition at line 66 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPModL1::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]

If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown. Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv. Definition at line 80 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

void ConstrainedOptPack::MeritFuncNLPModL1::set_space_c (  const VectorSpace::space_ptr_t &  space_c  )  [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParams. Definition at line 102 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

VectorMutable & ConstrainedOptPack::MeritFuncNLPModL1::set_mu (   )  [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParams. Definition at line 108 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

const Vector & ConstrainedOptPack::MeritFuncNLPModL1::get_mu (   )  const [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParams. Definition at line 113 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

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

• ConstrainedOptPack_MeritFuncNLPModL1.hpp
• ConstrainedOptPack_MeritFuncNLPModL1.cpp

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