MoochoPack::UpdateBarrierParameter_Step Class Reference

Barrier Parameter (mu) Update. More...

#include <MoochoPack_UpdateBarrierParameter_Step.hpp>

Inheritance diagram for MoochoPack::UpdateBarrierParameter_Step:

[legend]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)

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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.

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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.

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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 )

*********************************************************** *********************************************************** *********************************************************** *********************************************************** *********************************************************** *********************************************************** Definition at line 69 of file MoochoPack_UpdateBarrierParameter_Step.cpp.

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

• MoochoPack_UpdateBarrierParameter_Step.hpp
• MoochoPack_UpdateBarrierParameter_Step.cpp

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