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

 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, init_barrier_parameter)
 Initial barrier parameter.
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, tau_mu)
 barrier_parameter decrease fraction (linear decrease)
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_mu)
 barrier_parameter decrease power (for superlinear decrease)
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, tau_epsilon)
 error tolerance fraction
 STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_epsilon)
 error tolerance power
 STANDARD_MEMBER_COMPOSITION_MEMBERS (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)
 
void print_step (const IterationPack::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

Barrier Parameter (mu) Update.

This class updates barrier_parameter & e_tol for next iteration

Definition at line 48 of file MoochoPack_UpdateBarrierParameter_Step.hpp.


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.


Member Function Documentation

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
init_barrier_parameter   
)

Initial barrier parameter.

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
tau_mu   
)

barrier_parameter decrease fraction (linear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
theta_mu   
)

barrier_parameter decrease power (for superlinear decrease)

mu_kp1 = min(tau_mu*mu_k,mu_k^theta_mu)

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
tau_epsilon   
)

error tolerance fraction

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
theta_epsilon   
)

error tolerance power

e_tol = min( e_tol_max, tau_epsilon*min(mu_k,mu_k^theta_epsilon))

MoochoPack::UpdateBarrierParameter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( value_type  ,
e_tol_max   
)

maximum error tolerance

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

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Definition at line 69 of file MoochoPack_UpdateBarrierParameter_Step.cpp.


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