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:

Inheritance graph
[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)
 
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

Public Types

 ALWAYS_EXPLICIT
 BFGS_PRIMAL
 BFGS_DUAL_NO_CORRECTION
 BFGS_DUAL_EXPLICIT_CORRECTION
 BFGS_DUAL_SCALING_CORRECTION
enum  e_update_methods {
  ALWAYS_EXPLICIT, BFGS_PRIMAL, BFGS_DUAL_NO_CORRECTION, BFGS_DUAL_EXPLICIT_CORRECTION,
  BFGS_DUAL_SCALING_CORRECTION
}

Public Member Functions

 STANDARD_MEMBER_COMPOSITION_MEMBERS (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)

Private Member Functions

void FormReducedSigmaExplicitly (NLPAlgo &algo, IpState &s, EJournalOutputLevel olevel, std::ostream &out)

Detailed Description

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

Definition at line 50 of file MoochoPack_UpdateReducedSigma_Step.hpp.


Member Enumeration Documentation

enum MoochoPack::UpdateReducedSigma_Step::e_update_methods

Enumerator:
ALWAYS_EXPLICIT 
BFGS_PRIMAL 
BFGS_DUAL_NO_CORRECTION 
BFGS_DUAL_EXPLICIT_CORRECTION 
BFGS_DUAL_SCALING_CORRECTION 

Definition at line 55 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

MoochoPack::UpdateReducedSigma_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS ( 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.

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)

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.

void MoochoPack::UpdateReducedSigma_Step::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

Definition at line 114 of file MoochoPack_UpdateReducedSigma_Step.cpp.

void MoochoPack::UpdateReducedSigma_Step::FormReducedSigmaExplicitly ( NLPAlgo algo,
IpState s,
EJournalOutputLevel  olevel,
std::ostream &  out 
) [private]

Definition at line 131 of file MoochoPack_UpdateReducedSigma_Step.cpp.


The documentation for this class was generated from the following files:
Generated on Wed May 12 21:57:29 2010 for MOOCHO (Single Doxygen Collection) by  doxygen 1.4.7