MoochoPack::UpdateReducedSigma_Step Class Reference

Standard class for updating the reduced sigma for interior point optimization. More...

#include <MoochoPack_UpdateReducedSigma_Step.hpp>

Inheritance diagram for MoochoPack::UpdateReducedSigma_Step:

[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)
Public Member Functions
void	update_method (const e_update_methods &update_method)
	update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated.
	UpdateReducedSigma_Step (const e_update_methods update_method=ALWAYS_EXPLICIT)

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Detailed Description

Standard class for updating the reduced sigma for interior point optimization.

Definition at line 50 of file MoochoPack_UpdateReducedSigma_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::UpdateReducedSigma_Step::UpdateReducedSigma_Step (  const e_update_methods  update_method = ALWAYS_EXPLICIT  )

Constructor. Definition at line 54 of file MoochoPack_UpdateReducedSigma_Step.cpp.

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Member Function Documentation

void MoochoPack::UpdateReducedSigma_Step::update_method (  const e_update_methods &  update_method  )  [inline]

update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal; update_method = BFGS_dual_no_correction; update_method = BFGS_dual_explicit_correction; *** (default) update_method = BFGS_dual_scaling_correction; These options determine exactly how the reduced sigma term will be updated. always_explicit : the full Z_kT*Sigma*Zk at each step (expensive) BFGS_primal : a BFGS update of mu*X^-2 (exact at solution) BFGS_dual_no_correction : update with Z_kT*Sigma*Z_k*pz (no correction when mu changes) BFGS_dual_explicit_correction : same as above (do an explicit calculation when mu changes) BFGS_dual_scaling_correction : same as above (scale by mu_kp1/mu_k when mu changes) Definition at line 82 of file MoochoPack_UpdateReducedSigma_Step.hpp.

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

Definition at line 61 of file MoochoPack_UpdateReducedSigma_Step.cpp.

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

• MoochoPack_UpdateReducedSigma_Step.hpp
• MoochoPack_UpdateReducedSigma_Step.cpp

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