ConstrainedOptPack::MeritFuncNLPL1 Class Reference

The L1 merit function. More...

#include <ConstrainedOptPack_MeritFuncNLPL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPL1:

Inheritance graph
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List of all members.

Overridden from MeritFuncNLP

MeritFuncNLPoperator= (const MeritFuncNLP &)
 
value_type value (value_type f, const Vector *c, const Vector *h, const Vector *hl, const Vector *hu) const
 
value_type deriv () const
 
void print_merit_func (std::ostream &out, const std::string &leading_str) const
 

Overridden from MeritFuncNLPDirecDeriv

value_type calc_deriv (const Vector &Gf_k, const Vector *c_k, const Vector *h_k, const Vector *hl, const Vector *hu, const Vector &d_k)
 

Overridden from MeritFuncPenaltyParam

void mu (value_type mu)
 
value_type mu () const
 

Public Member Functions

 MeritFuncNLPL1 ()
 Initializes deriv() = 0 and mu() = 0.

Detailed Description

The L1 merit function.

phi(x) = f(x) + mu * norm(c(x),1)

Dphi(x_k,d_k) = Gf_k' * d_k - mu * norm(c_k,1)

Note that the definition of Dphi(x_k,d_k) assumes that Gc_k'*d_k + c_k = 0. In otherwords, d_k must satisfiy the linearized equality constraints at at x_k.

ToDo: Add a term for general inequalities hl <= h <= hu

Implicit copy constructor and assignment operators are allowed.

Definition at line 54 of file ConstrainedOptPack_MeritFuncNLPL1.hpp.


Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPL1::MeritFuncNLPL1 (  ) 

Initializes deriv() = 0 and mu() = 0.

Definition at line 40 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.


Member Function Documentation

MeritFuncNLP & ConstrainedOptPack::MeritFuncNLPL1::operator= ( const MeritFuncNLP  )  [virtual]

Reimplemented from ConstrainedOptPack::MeritFuncNLP.

Definition at line 46 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::value ( value_type  f,
const Vector *  c,
const Vector *  h,
const Vector *  hl,
const Vector *  hu 
) const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 57 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::deriv (  )  const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 76 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::print_merit_func ( std::ostream &  out,
const std::string &  leading_str 
) const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 81 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::calc_deriv ( const Vector &  Gf_k,
const Vector *  c_k,
const Vector *  h_k,
const Vector *  hl,
const Vector *  hu,
const Vector &  d_k 
) [virtual]

Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv.

Definition at line 92 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::mu ( value_type  mu  )  [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam.

Definition at line 110 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::mu (  )  const [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam.

Definition at line 115 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.


The documentation for this class was generated from the following files:
Generated on Wed May 12 21:51:13 2010 for ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization by  doxygen 1.4.7