MoochoPack::DampenCrossTermStd_Step Class Reference

Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0. More...

#include <MoochoPack_DampenCrossTermStd_Step.hpp>

List of all members.

Public Member Functions
void	frac_descent (const value_type &frac_descent)
	«std comp» members for frac_descent
	DampenCrossTermStd_Step (const value_type &frac_descent=0.9)
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

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Detailed Description

Compute a dampening term zeta_k for the cross term w_k such that Gf'*Z*pz <= 0.

This condition Gf'*Z*pz <= 0 is needed to ensure descent of many merit functions.

This implementation ensures that Gf'*Z*pz <= 0 only if there will not be any active constraints when the reduced QP subproblem is solved (nu_k = 0) and there are no undecomposed equality constraints or if there they are linearly dependent (lambda_k(undecomp_con) = 0).

In particular this implementation computes zeta_k such that:

Gf'*Z*pz <= frac_descent * rGf'inv(B)*rGf

where: 0 < frac_descent < 1

To ensure strong descent (and hopefully deal with the cases where nu_k != 0 and lambda_k(undecomp_con) != 0) the parameter frac_descent is set to frac_descent = 0.9 by default.

The basis derivation goes like this:

ToDo: Finish documentation!

Definition at line 62 of file MoochoPack_DampenCrossTermStd_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::DampenCrossTermStd_Step::DampenCrossTermStd_Step (  const value_type &  frac_descent = 0.9  )

Definition at line 42 of file MoochoPack_DampenCrossTermStd_Step.cpp.

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Member Function Documentation

void MoochoPack::DampenCrossTermStd_Step::frac_descent (  const value_type &  frac_descent  )  [inline]

«std comp» members for frac_descent Definition at line 66 of file MoochoPack_DampenCrossTermStd_Step.hpp.

bool MoochoPack::DampenCrossTermStd_Step::do_step (  Algorithm &  algo, poss_type  step_poss, IterationPack::EDoStepType  type, poss_type  assoc_step_poss )

Definition at line 46 of file MoochoPack_DampenCrossTermStd_Step.cpp.

void MoochoPack::DampenCrossTermStd_Step::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

Definition at line 119 of file MoochoPack_DampenCrossTermStd_Step.cpp.

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

• MoochoPack_DampenCrossTermStd_Step.hpp
• MoochoPack_DampenCrossTermStd_Step.cpp

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