ConstrainedOptPack::MeritFuncNLPL1 Class Reference

The L1 merit function. More...

#include <ConstrainedOptPack_MeritFuncNLPL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPL1:

List of all members.

Public Member Functions
	MeritFuncNLPL1 ()
	Initializes deriv() = 0 and mu() = 0.
Overridden from MeritFuncNLP
MeritFuncNLP &	operator= (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

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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 67 of file ConstrainedOptPack_MeritFuncNLPL1.hpp.

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Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPL1::MeritFuncNLPL1

(

)

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

Definition at line 53 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

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Member Function Documentation

MeritFuncNLP & ConstrainedOptPack::MeritFuncNLPL1::operator=

(

const MeritFuncNLP &

merit_func

)

[virtual]

Reimplemented from ConstrainedOptPack::MeritFuncNLP.

Definition at line 59 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 70 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::deriv

(

)

const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 89 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 94 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 105 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

void ConstrainedOptPack::MeritFuncNLPL1::mu

(

value_type

mu

)

[virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam.

Definition at line 123 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPL1::mu

(

)

const [virtual]

Implements ConstrainedOptPack::MeritFuncPenaltyParam.

Definition at line 128 of file ConstrainedOptPack_MeritFuncNLPL1.cpp.

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The documentation for this class was generated from the following files:

• ConstrainedOptPack_MeritFuncNLPL1.hpp
• ConstrainedOptPack_MeritFuncNLPL1.cpp