MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp

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00001 // @HEADER
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00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
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00014 //  
00015 // This library is distributed in the hope that it will be useful, but
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00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
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00028 
00029 #ifndef MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
00030 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
00031 
00032 #include "rSQPAlgo_Step.h"
00033 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00034 #include "Teuchos_StandardCompositionMacros.hpp"
00035 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00036 
00037 namespace MoochoPack {
00038 
00043 class MeritFunc_ModifiedL1LargerSteps_AddedStep
00044   : public rSQPAlgo_Step
00045 {
00046 public:
00047 
00049   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00050 
00052   MeritFunc_ModifiedL1LargerSteps_AddedStep(
00053       const merit_func_ptr_t& merit_func
00054     , value_type  eta
00055     , int     after_k_iter        = 3
00056     , value_type  obj_increase_threshold    = 1e-4
00057     , value_type  max_pos_penalty_increase  = 1.0
00058     , value_type  pos_to_neg_penalty_increase = 1.0
00059     , value_type  incr_mult_factor      = 1e-4 );
00060 
00062   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta);
00063 
00065   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);
00066 
00068   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,obj_increase_threshold);
00069 
00071   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_pos_penalty_increase);
00072 
00074   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,pos_to_neg_penalty_increase);
00075 
00077   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,incr_mult_factor);
00078 
00079   // ///////////////////////////////
00080   // Overridden from AlgorithmStep
00081 
00083   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00084     , poss_type assoc_step_poss);
00085 
00087   void print_step( const Algorithm& algo, poss_type step_poss
00088     , IterationPack::EDoStepType type, poss_type assoc_step_poss
00089     , std::ostream& out, const std::string& leading_str ) const;
00090 
00091 private:
00092   // not defined and not to be called.
00093   MeritFunc_ModifiedL1LargerSteps_AddedStep();
00094   MeritFunc_ModifiedL1LargerSteps_AddedStep(const MeritFunc_ModifiedL1LargerSteps_AddedStep&);
00095   MeritFunc_ModifiedL1LargerSteps_AddedStep& operator=(const MeritFunc_ModifiedL1LargerSteps_AddedStep&);
00096   
00097 };  // end class MeritFunc_ModifiedL1LargerSteps_AddedStep
00098 
00099 } // end namespace MoochoPack 
00100 
00101 #endif  // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H

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