MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep Class Reference

Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them). More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep:

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List of all members.

Pure virtual methods to be overridden by subclasses

virtual void small_mu (value_type small_mu)=0
 Set the smallest value a penalty parameter is allowed to be.
virtual value_type small_mu () const =0
 
virtual void min_mu_ratio (value_type min_mu_ratio)
 Set the ratio of min(mu(i))/max(mu(i)) >= min_mu_ratio.
virtual value_type min_mu_ratio () const
 
virtual void mult_factor (value_type mult_factor)=0
 Set set the factor for mu = (1 + mult_factor) * abs(lambda_k(i)).
virtual value_type mult_factor () const =0
 
virtual void kkt_near_sol (value_type kkt_near_sol)=0
 Set the total KKT error ( max(||rGL||inf/max(1,||Gf||inf),||c||inf) ) above which the penalty parameter will be allowed to be reduced.
virtual value_type kkt_near_sol () const =0
 

Detailed Description

Base class for steps that update penalty parameters based on the Lagrange multipliers lambda_k (or some approximation to them).

This class contains methods for setting and querying values that determine how the penalty parameters are updated.

Definition at line 43 of file MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp.


Member Function Documentation

virtual void MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::small_mu ( value_type  small_mu  )  [pure virtual]

Set the smallest value a penalty parameter is allowed to be.

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

virtual value_type MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::small_mu (  )  const [pure virtual]

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

virtual void MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::min_mu_ratio ( value_type  min_mu_ratio  )  [inline, virtual]

Set the ratio of min(mu(i))/max(mu(i)) >= min_mu_ratio.

If there is only one penalty parameter this is ignored. The default implementation is to just return 1.

Reimplemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.

Definition at line 61 of file MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp.

virtual value_type MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::min_mu_ratio (  )  const [inline, virtual]

Reimplemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep.

Definition at line 64 of file MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp.

virtual void MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::mult_factor ( value_type  mult_factor  )  [pure virtual]

Set set the factor for mu = (1 + mult_factor) * abs(lambda_k(i)).

Here it is expented that mult_factor will be very small (i.e. 1e-4)

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

virtual value_type MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::mult_factor (  )  const [pure virtual]

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

virtual void MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::kkt_near_sol ( value_type  kkt_near_sol  )  [pure virtual]

Set the total KKT error ( max(||rGL||inf/max(1,||Gf||inf),||c||inf) ) above which the penalty parameter will be allowed to be reduced.

If the KKT error is less than near_solution the penalty parameter will only be increased. This is usually needed to prove convergence.

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.

virtual value_type MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep::kkt_near_sol (  )  const [pure virtual]

Implemented in MoochoPack::MeritFunc_PenaltyParamsUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep.


The documentation for this class was generated from the following file:
Generated on Wed May 12 21:51:26 2010 for MoochoPack : Framework for Large-Scale Optimization Algorithms by  doxygen 1.4.7