MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep Class Reference

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step. More...

#include <MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp>

List of all members.

Public Member Functions
void	set_merit_func (const Teuchos::RefCountPtr< MeritFuncNLP > &merit_func)
	<<std comp="">> members for merit_func
	MeritFunc_ModifiedL1LargerSteps_AddedStep (const merit_func_ptr_t &merit_func, value_type eta, int after_k_iter=3, value_type obj_increase_threshold=1e-4, value_type max_pos_penalty_increase=1.0, value_type pos_to_neg_penalty_increase=1.0, value_type incr_mult_factor=1e-4)
void	eta (const value_type &eta)
	eta.
void	after_k_iter (const int &after_k_iter)
	after_k_iter.
void	obj_increase_threshold (const value_type &obj_increase_threshold)
	obj_increase_threshold.
void	max_pos_penalty_increase (const value_type &max_pos_penalty_increase)
	max_pos_penalty_increase
void	pos_to_neg_penalty_increase (const value_type &pos_to_neg_penalty_increase)
	pos_to_neg_penalty_increase
void	incr_mult_factor (const value_type &incr_mult_factor)
	incr_mult_factor
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

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step.

Definition at line 43 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

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Constructor & Destructor Documentation

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::MeritFunc_ModifiedL1LargerSteps_AddedStep (  const merit_func_ptr_t &  merit_func, value_type  eta, int  after_k_iter = 3, value_type  obj_increase_threshold = 1e-4, value_type  max_pos_penalty_increase = 1.0, value_type  pos_to_neg_penalty_increase = 1.0, value_type  incr_mult_factor = 1e-4 )

Definition at line 52 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.

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Member Function Documentation

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::set_merit_func (  const Teuchos::RefCountPtr< MeritFuncNLP > &  merit_func  )  [inline]

<<std comp="">> members for merit_func Definition at line 49 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::eta (  const value_type &  eta  )  [inline]

eta. Definition at line 62 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::after_k_iter (  const int &  after_k_iter  )  [inline]

after_k_iter. Definition at line 65 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::obj_increase_threshold (  const value_type &  obj_increase_threshold  )  [inline]

obj_increase_threshold. Definition at line 68 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::max_pos_penalty_increase (  const value_type &  max_pos_penalty_increase  )  [inline]

max_pos_penalty_increase Definition at line 71 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::pos_to_neg_penalty_increase (  const value_type &  pos_to_neg_penalty_increase  )  [inline]

pos_to_neg_penalty_increase Definition at line 74 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::incr_mult_factor (  const value_type &  incr_mult_factor  )  [inline]

incr_mult_factor Definition at line 77 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.

bool MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::do_step (  Algorithm &  algo, poss_type  step_poss, IterationPack::EDoStepType  type, poss_type  assoc_step_poss )

Definition at line 67 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::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 324 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.

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

• MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp
• MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp

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