MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep Class Reference

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step. More...

#include <MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp>

List of all members.

Public Member Functions

 STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
 <<std comp>="">> members for merit_func
 MeritFunc_ModifiedL1LargerSteps_AddedStep (const merit_func_ptr_t &merit_func, value_type eta, int after_k_iter=3, value_type obj_increase_threshold=1e-4, value_type max_pos_penalty_increase=1.0, value_type pos_to_neg_penalty_increase=1.0, value_type incr_mult_factor=1e-4)
 
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta)
 eta.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (int, after_k_iter)
 after_k_iter.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, obj_increase_threshold)
 obj_increase_threshold.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_pos_penalty_increase)
 max_pos_penalty_increase
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, pos_to_neg_penalty_increase)
 pos_to_neg_penalty_increase
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, incr_mult_factor)
 incr_mult_factor
bool do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
 
void print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
 


Detailed Description

This function increases the penalty parameters of the modifed L1 merit function to allow for larger steps by taking advantage of constraints that are reduced for a full step.

Definition at line 43 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp.


Constructor & Destructor Documentation

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::MeritFunc_ModifiedL1LargerSteps_AddedStep ( const merit_func_ptr_t &  merit_func,
value_type  eta,
int  after_k_iter = 3,
value_type  obj_increase_threshold = 1e-4,
value_type  max_pos_penalty_increase = 1.0,
value_type  pos_to_neg_penalty_increase = 1.0,
value_type  incr_mult_factor = 1e-4 
)

Definition at line 52 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.


Member Function Documentation

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_COMPOSITION_MEMBERS ( MeritFuncNLP  ,
merit_func   
)

<<std comp>="">> members for merit_func

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
eta   
)

eta.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( int  ,
after_k_iter   
)

after_k_iter.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
obj_increase_threshold   
)

obj_increase_threshold.

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
max_pos_penalty_increase   
)

max_pos_penalty_increase

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
pos_to_neg_penalty_increase   
)

pos_to_neg_penalty_increase

MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
incr_mult_factor   
)

incr_mult_factor

bool MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::do_step ( Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss 
)

Definition at line 67 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.

void MoochoPack::MeritFunc_ModifiedL1LargerSteps_AddedStep::print_step ( const Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss,
std::ostream &  out,
const std::string &  leading_str 
) const

Definition at line 324 of file MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.cpp.


The documentation for this class was generated from the following files:
Generated on Tue Oct 20 12:51:11 2009 for MoochoPack : Framework for Large-Scale Optimization Algorithms by doxygen 1.4.7