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MoochoPack::LineSearchFilter_Step Class Reference

Filter line-search step class. More...

#include <MoochoPack_LineSearchFilter_Step.hpp>

Inheritance diagram for MoochoPack::LineSearchFilter_Step:

[legend]
List of all members.

Constructors / initializers

void gamma_theta (const value_type &gamma_theta)
 Feasibility decrease fraction.
void gamma_f (const value_type &gamma_f)
 Optimality decrease fraction.
void f_min (const value_type &f_min)
 Estimate of minimum value obtainable for the objective function.
void gamma_alpha (const value_type &gamma_alpha)
 alpha_min linearization correction fraction
void delta (const value_type &delta)
 Delta parameter for switching condition.
void s_f (const value_type &s_f)
 Exponent for objective in switching condition.
void s_theta (const value_type &s_theta)
 Exponent for theta in switching condition.
void theta_small_fact (const value_type &theta_small_fact)
 Factor to evaluate theta_small theta_small = theta_small_fact*max(1,theta_k).
void theta_max (const value_type &theta_max)
 Maximum allowable theta value.
void eta_f (const value_type &eta_f)
 Constant for Armijo condition on objective.
void back_track_frac (const value_type &back_track_frac)
 Backtracking fraction for step.
 LineSearchFilter_Step (Teuchos::RefCountPtr< NLPInterfacePack::NLP > nlp, const std::string obj_iq_name="f", const std::string grad_obj_iq_name="Gf", const value_type &gamma_theta=1e-5, const value_type &gamma_f=1e-5, const value_type &f_min=F_MIN_UNBOUNDED, const value_type &gamma_alpha=5e-2, const value_type &delta=1e-4, const value_type &s_theta=1.1, const value_type &s_f=2.3, const value_type &theta_small_fact=1e-4, const value_type &theta_max=1e10, const value_type &eta_f=1e-4, const value_type &back_track_frac=0.5)
 Constructor.

Overridden from AlgorithmStep

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
 

Public types

value_type F_MIN_UNBOUNDED = std::numeric_limits<value_type>::min()
 

Public Member Functions

 ~LineSearchFilter_Step ()
 Destructor.

Detailed Description

Filter line-search step class.

Todo: Finish documentataion.

Definition at line 63 of file MoochoPack_LineSearchFilter_Step.hpp.

Constructor & Destructor Documentation

MoochoPack::LineSearchFilter_Step::LineSearchFilter_Step (  Teuchos::RefCountPtr< NLPInterfacePack::NLP >  nlp,
const std::string  obj_iq_name = "f",
const std::string  grad_obj_iq_name = "Gf",
const value_type &  gamma_theta = 1e-5,
const value_type &  gamma_f = 1e-5,
const value_type &  f_min = F_MIN_UNBOUNDED,
const value_type &  gamma_alpha = 5e-2,
const value_type &  delta = 1e-4,
const value_type &  s_theta = 1.1,
const value_type &  s_f = 2.3,
const value_type &  theta_small_fact = 1e-4,
const value_type &  theta_max = 1e10,
const value_type &  eta_f = 1e-4,
const value_type &  back_track_frac = 0.5
) 
 

Constructor.

Definition at line 59 of file MoochoPack_LineSearchFilter_Step.cpp.

MoochoPack::LineSearchFilter_Step::~LineSearchFilter_Step (   ) 
 

Destructor.

Definition at line 105 of file MoochoPack_LineSearchFilter_Step.cpp.

Member Function Documentation

void MoochoPack::LineSearchFilter_Step::gamma_theta (  const value_type &  gamma_theta  )  [inline]
 

Feasibility decrease fraction.

ToDo: Finish documentation.

Definition at line 83 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::gamma_f (  const value_type &  gamma_f  )  [inline]
 

Optimality decrease fraction.

ToDo: Finish documentation.

Definition at line 89 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::f_min (  const value_type &  f_min  )  [inline]
 

Estimate of minimum value obtainable for the objective function.

If this value is set to F_MIN_UNBOUNDED then the default behavior if gamma_f is alterned otherwise the value of gamma_f used is set to gamm_f_used = gamma_f *(f_k-f_min) (see the algorithm print out).

Definition at line 97 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::gamma_alpha (  const value_type &  gamma_alpha  )  [inline]
 

alpha_min linearization correction fraction

ToDo: Finish documentation.

Definition at line 103 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::delta (  const value_type &  delta  )  [inline]
 

Delta parameter for switching condition.

ToDo: Finish documentation.

Definition at line 109 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::s_f (  const value_type &  s_f  )  [inline]
 

Exponent for objective in switching condition.

ToDo: Finish documentation.

Definition at line 115 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::s_theta (  const value_type &  s_theta  )  [inline]
 

Exponent for theta in switching condition.

ToDo: Finish documentation.

Definition at line 121 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::theta_small_fact (  const value_type &  theta_small_fact  )  [inline]
 

Factor to evaluate theta_small theta_small = theta_small_fact*max(1,theta_k).

ToDo: Finish documentation.

Definition at line 128 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::theta_max (  const value_type &  theta_max  )  [inline]
 

Maximum allowable theta value.

ToDo: Finish documentation.

Definition at line 134 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::eta_f (  const value_type &  eta_f  )  [inline]
 

Constant for Armijo condition on objective.

ToDo: Finish documentation.

Definition at line 140 of file MoochoPack_LineSearchFilter_Step.hpp.

void MoochoPack::LineSearchFilter_Step::back_track_frac (  const value_type &  back_track_frac  )  [inline]
 

Backtracking fraction for step.

ToDo: Finish documentation.

Definition at line 146 of file MoochoPack_LineSearchFilter_Step.hpp.

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

Definition at line 114 of file MoochoPack_LineSearchFilter_Step.cpp.

void MoochoPack::LineSearchFilter_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 457 of file MoochoPack_LineSearchFilter_Step.cpp.

Member Data Documentation

value_type MoochoPack::LineSearchFilter_Step::F_MIN_UNBOUNDED = std::numeric_limits<value_type>::min() [static]
 

Definition at line 806 of file MoochoPack_LineSearchFilter_Step.cpp.

The documentation for this class was generated from the following files:
Generated on Thu Sep 18 12:34:30 2008 for MoochoPack : Framework for Large-Scale Optimization Algorithms by doxygen 1.3.9.1