MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep Class Reference

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep:

[legend]
List of all members.

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
 

Overridden from MeritFunc_PenaltyParamUpdate_AddedStep

void small_mu (value_type small_mu)
 
value_type small_mu () const
 
void mult_factor (value_type mult_factor)
 
value_type mult_factor () const
 
void kkt_near_sol (value_type kkt_near_sol)
 
value_type kkt_near_sol () const
 

Pure virtual functions to be overridden by subclasses

virtual bool min_mu (NLPAlgoState &s, value_type *min_mu) const =0
 Override to determine the mininum value of mu the penalty parameter can take on.
virtual void print_min_mu_step (std::ostream &out, const std::string &leading_str) const =0
 Override to print how min_mu calculated.

Public Member Functions

 MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol)
 

Detailed Description

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ).

This class assumes the merit function iteration quantity supports the interfaces MeritFuncPenaltyParam and MeritFuncNLPDirecDeriv.

min_mu is computed by subclasses.

Definition at line 44 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp.


Constructor & Destructor Documentation

MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::MeritFunc_PenaltyParamUpdateGuts_AddedStep value_type  small_mu,
value_type  mult_factor,
value_type  kkt_near_sol
 

Definition at line 49 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.


Member Function Documentation

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

Definition at line 60 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_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 171 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu value_type  small_mu  )  [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 219 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu  )  const [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 224 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor value_type  mult_factor  )  [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 229 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor  )  const [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 234 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol value_type  kkt_near_sol  )  [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 239 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol  )  const [virtual]
 

Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.

Definition at line 244 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.

virtual bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::min_mu NLPAlgoState s,
value_type *  min_mu
const [protected, pure virtual]
 

Override to determine the mininum value of mu the penalty parameter can take on.

Parameters:
s [in] The rSQP state object to get at useful information.
min_mu [out] If min_mu(...) returns true, then this is the mininum value mu can take on and still have descent in the merit function.
Returns:
Returns true if the penalty parameter should be updated or false if the previous mu_km1 should be used.

Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep.

virtual void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::print_min_mu_step std::ostream &  out,
const std::string &  leading_str
const [protected, pure virtual]
 

Override to print how min_mu calculated.

Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep.


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