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
 


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.


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.


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.


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