MoochoPack::LineSearch2ndOrderCorrect_Step Class Reference

Implements second order correction. More...

#include <MoochoPack_LineSearch2ndOrderCorrect_Step.hpp>

List of all members.

Options for 2nd order correction

void eta (const value_type &eta)
 the Armijo cord fractional reduction test parameter eta
void newton_olevel (const ENewtonOutputLevel &newton_olevel)
 Optput level for newton iterations.
void constr_norm_threshold (const value_type &constr_norm_threshold)
 constr_norm_threshold.
void constr_incr_ratio (const value_type &constr_incr_ratio)
 constr_incr_ratio
void after_k_iter (const int &after_k_iter)
 after_k_iter.
void forced_constr_reduction (const EForcedConstrReduction &forced_constr_reduction)
 forced_constr_reduction.
void forced_reduct_ratio (const value_type &forced_reduct_ratio)
 forced_reduct_ratio
void max_step_ratio (const value_type &max_step_ratio)
 max_step_ratio.
void max_newton_iter (const int &max_newton_iter)
 max_netwon_iter.

Public Types

enum  ENewtonOutputLevel
  More...
enum  EForcedConstrReduction
  More...

Public Member Functions

void set_direct_ls_sqp (const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &direct_ls_sqp)
 <<std comp="">> members for direct_ls_sqp.
void set_merit_func (const Teuchos::RefCountPtr< MeritFuncNLP > &merit_func)
 <<std comp="">> members for merit_func.
void set_feasibility_step (const Teuchos::RefCountPtr< FeasibilityStep_Strategy > &feasibility_step)
 <<std comp="">> members for feasibility_step.
void set_direct_ls_newton (const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &direct_ls_newton)
 <<std comp="">> members for direct_ls_newton.
 LineSearch2ndOrderCorrect_Step (const direct_ls_sqp_ptr_t &direct_ls_sqp=NULL, const merit_func_ptr_t &merit_func=NULL, const feasibility_step_ptr_t &feasibility_step=NULL, const direct_ls_newton_ptr_t &direct_ls_newton=0, value_type eta=1.0e-4, ENewtonOutputLevel newton_olevel=PRINT_USE_DEFAULT, value_type constr_norm_threshold=1.0, value_type constr_incr_ratio=10.0, int after_k_iter=0, EForcedConstrReduction forced_constr_reduction=CONSTR_LESS_X, value_type forced_reduct_ratio=1.0, value_type max_step_ratio=1.0, int max_newton_iter=3)
 
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
 


Detailed Description

Implements second order correction.

Let the printed documentation describe these parameters.

Definition at line 46 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.


Member Enumeration Documentation

enum MoochoPack::LineSearch2ndOrderCorrect_Step::ENewtonOutputLevel
 

Definition at line 50 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

enum MoochoPack::LineSearch2ndOrderCorrect_Step::EForcedConstrReduction
 

Definition at line 59 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::LineSearch2ndOrderCorrect_Step::LineSearch2ndOrderCorrect_Step const direct_ls_sqp_ptr_t direct_ls_sqp = NULL,
const merit_func_ptr_t merit_func = NULL,
const feasibility_step_ptr_t feasibility_step = NULL,
const direct_ls_newton_ptr_t direct_ls_newton = 0,
value_type  eta = 1.0e-4,
ENewtonOutputLevel  newton_olevel = PRINT_USE_DEFAULT,
value_type  constr_norm_threshold = 1.0,
value_type  constr_incr_ratio = 10.0,
int  after_k_iter = 0,
EForcedConstrReduction  forced_constr_reduction = CONSTR_LESS_X,
value_type  forced_reduct_ratio = 1.0,
value_type  max_step_ratio = 1.0,
int  max_newton_iter = 3
 

Definition at line 55 of file MoochoPack_LineSearch2ndOrderCorrect_Step.cpp.


Member Function Documentation

void MoochoPack::LineSearch2ndOrderCorrect_Step::set_direct_ls_sqp const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &  direct_ls_sqp  )  [inline]
 

<<std comp="">> members for direct_ls_sqp.

This is the line search strategy object for the SQP step for x_k+1 = x_k + alpha_k * d_k + alpha_k^2 * w.

Definition at line 66 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::set_merit_func const Teuchos::RefCountPtr< MeritFuncNLP > &  merit_func  )  [inline]
 

<<std comp="">> members for merit_func.

This is the merit function object for SQP step line search.

Definition at line 72 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::set_feasibility_step const Teuchos::RefCountPtr< FeasibilityStep_Strategy > &  feasibility_step  )  [inline]
 

<<std comp="">> members for feasibility_step.

This is the strategy object that is used to compute feasibility steps for the newton iterations.

Definition at line 79 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::set_direct_ls_newton const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &  direct_ls_newton  )  [inline]
 

<<std comp="">> members for direct_ls_newton.

This is the line search strategy object for the internal newton iterations for determining the second order correction w.

Definition at line 86 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::eta const value_type &  eta  )  [inline]
 

the Armijo cord fractional reduction test parameter eta

Definition at line 111 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::newton_olevel const ENewtonOutputLevel newton_olevel  )  [inline]
 

Optput level for newton iterations.

Definition at line 114 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::constr_norm_threshold const value_type &  constr_norm_threshold  )  [inline]
 

constr_norm_threshold.

Definition at line 117 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::constr_incr_ratio const value_type &  constr_incr_ratio  )  [inline]
 

constr_incr_ratio

Definition at line 120 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::after_k_iter const int &  after_k_iter  )  [inline]
 

after_k_iter.

Definition at line 123 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::forced_constr_reduction const EForcedConstrReduction forced_constr_reduction  )  [inline]
 

forced_constr_reduction.

Definition at line 126 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::forced_reduct_ratio const value_type &  forced_reduct_ratio  )  [inline]
 

forced_reduct_ratio

Definition at line 129 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::max_step_ratio const value_type &  max_step_ratio  )  [inline]
 

max_step_ratio.

Definition at line 132 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

void MoochoPack::LineSearch2ndOrderCorrect_Step::max_newton_iter const int &  max_newton_iter  )  [inline]
 

max_netwon_iter.

Definition at line 135 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

bool MoochoPack::LineSearch2ndOrderCorrect_Step::do_step Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss
 

Definition at line 85 of file MoochoPack_LineSearch2ndOrderCorrect_Step.cpp.

void MoochoPack::LineSearch2ndOrderCorrect_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 680 of file MoochoPack_LineSearch2ndOrderCorrect_Step.cpp.


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