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:

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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)

Detailed Description

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

Definition at line 50 of file MoochoPack_UpdateReducedSigma_Step.hpp.


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.


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.


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