MoochoPack::UpdateBarrierParameter_Step Class Reference

Barrier Parameter (mu) Update. More...

#include <MoochoPack_UpdateBarrierParameter_Step.hpp>

Inheritance diagram for MoochoPack::UpdateBarrierParameter_Step:

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List of all members.

Constructors / initializers

void init_barrier_parameter (const value_type &init_barrier_parameter)
 Initial barrier parameter.
void tau_mu (const value_type &tau_mu)
 barrier_parameter decrease fraction (linear decrease)
void theta_mu (const value_type &theta_mu)
 barrier_parameter decrease power (for superlinear decrease)
void tau_epsilon (const value_type &tau_epsilon)
 error tolerance fraction
void theta_epsilon (const value_type &theta_epsilon)
 error tolerance power
void e_tol_max (const value_type &e_tol_max)
 maximum error tolerance
 UpdateBarrierParameter_Step (const value_type init_barrier_parameter=0.1, const value_type tau_mu=0.2, const value_type theta_mu=1.5, const value_type tau_epsilon=10, const value_type theta_epsilon=1.1, const value_type e_tol_max=1000)
 Constructor.

Overridden from AlgorithmStep

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

Detailed Description

Barrier Parameter (mu) Update.

This class updates barrier_parameter & e_tol for next iteration

Definition at line 48 of file MoochoPack_UpdateBarrierParameter_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::UpdateBarrierParameter_Step::UpdateBarrierParameter_Step const value_type  init_barrier_parameter = 0.1,
const value_type  tau_mu = 0.2,
const value_type  theta_mu = 1.5,
const value_type  tau_epsilon = 10,
const value_type  theta_epsilon = 1.1,
const value_type  e_tol_max = 1000
 

Constructor.

Definition at line 51 of file MoochoPack_UpdateBarrierParameter_Step.cpp.


Member Function Documentation

void MoochoPack::UpdateBarrierParameter_Step::init_barrier_parameter const value_type &  init_barrier_parameter  )  [inline]
 

Initial barrier parameter.

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 60 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::tau_mu const value_type &  tau_mu  )  [inline]
 

barrier_parameter decrease fraction (linear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 66 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::theta_mu const value_type &  theta_mu  )  [inline]
 

barrier_parameter decrease power (for superlinear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

Definition at line 72 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::tau_epsilon const value_type &  tau_epsilon  )  [inline]
 

error tolerance fraction

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

Definition at line 78 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::theta_epsilon const value_type &  theta_epsilon  )  [inline]
 

error tolerance power

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

Definition at line 84 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

void MoochoPack::UpdateBarrierParameter_Step::e_tol_max const value_type &  e_tol_max  )  [inline]
 

maximum error tolerance

Definition at line 89 of file MoochoPack_UpdateBarrierParameter_Step.hpp.

bool MoochoPack::UpdateBarrierParameter_Step::do_step Algorithm _algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss
 

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Definition at line 69 of file MoochoPack_UpdateBarrierParameter_Step.cpp.


The documentation for this class was generated from the following files:
Generated on Thu Sep 18 12:34:31 2008 for MoochoPack : Framework for Large-Scale Optimization Algorithms by doxygen 1.3.9.1