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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. Neither the name of the Corporation nor the names of the 00022 // contributors may be used to endorse or promote products derived from 00023 // this software without specific prior written permission. 00024 // 00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00036 // 00037 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #ifndef MERIT_FUNC_NLP_MOD_L1_H 00043 #define MERIT_FUNC_NLP_MOD_L1_H 00044 00045 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00046 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp" 00047 #include "ConstrainedOptPack_MeritFuncPenaltyParams.hpp" 00048 00049 namespace ConstrainedOptPack { 00050 00065 class MeritFuncNLPModL1 00066 : public MeritFuncNLP 00067 , public MeritFuncNLPDirecDeriv 00068 , public MeritFuncPenaltyParams 00069 { 00070 public: 00071 00073 MeritFuncNLPModL1(); 00074 00077 00079 value_type value( 00080 value_type f 00081 ,const Vector *c 00082 ,const Vector *h 00083 ,const Vector *hl 00084 ,const Vector *hu 00085 ) const; 00086 00088 value_type deriv() const; 00089 00091 void print_merit_func( 00092 std::ostream& out, const std::string& leading_str ) const; 00093 00095 00098 00104 value_type calc_deriv( 00105 const Vector &Gf_k 00106 ,const Vector *c_k 00107 ,const Vector *h_k 00108 ,const Vector *hl 00109 ,const Vector *hu 00110 ,const Vector &d_k 00111 ); 00112 00114 00117 00119 void set_space_c( const VectorSpace::space_ptr_t& space_c ); 00120 00122 VectorMutable& set_mu(); 00123 00125 const Vector& get_mu() const; 00126 00128 00129 private: 00130 value_type deriv_; 00131 VectorSpace::vec_mut_ptr_t mu_; 00132 00133 }; // end class MeritFuncNLPModL1 00134 00135 } // end namespace ConstrainedOptPack 00136 00137 #endif // MERIT_FUNC_NLP_MOD_L1_H
1.7.6.1