The modified L1 merit function using different penatly parameters for each constriant. More...

#include <ConstrainedOptPack_MeritFuncNLPModL1.hpp>

Inheritance diagram for ConstrainedOptPack::MeritFuncNLPModL1:

Public Member Functions
	MeritFuncNLPModL1 ()
	Initializes deriv() = 0 and mu() = 0.
Overridden from 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)
	If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown.
Overridden from MeritFuncPenaltyParams
void	set_space_c (const VectorSpace::space_ptr_t &space_c)

VectorMutable &	set_mu ()

const Vector &	get_mu () const

Detailed Description

The modified L1 merit function using different penatly parameters for each constriant.

phi(x) = f) + sum( mu(j) * abs(c(j)), j = 1,...,m )

Dphi(x_k,d_k) = Gf_k' * d_k - sum( mu(j) * abs(c(j)), j = 1,...,m )

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.

Implicit copy constructor and assignment operators are allowed.

Definition at line 65 of file ConstrainedOptPack_MeritFuncNLPModL1.hpp.

Constructor & Destructor Documentation

ConstrainedOptPack::MeritFuncNLPModL1::MeritFuncNLPModL1 ( )

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

Definition at line 49 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

Member Function Documentation

value_type ConstrainedOptPack::MeritFuncNLPModL1::value	(	value_type	f,
		const Vector *	c,
		const Vector *	h,
		const Vector *	hl,
		const Vector *	hu
	)		const `[virtual]`

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 55 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPModL1::deriv ( ) const [virtual]

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 74 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

void ConstrainedOptPack::MeritFuncNLPModL1::print_merit_func	(	std::ostream &	out,
		const std::string &	leading_str
	)		const `[virtual]`

Implements ConstrainedOptPack::MeritFuncNLP.

Definition at line 79 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

value_type ConstrainedOptPack::MeritFuncNLPModL1::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]`

If the value n passed to resize(n) does not equal the size of the vector parameters then an exception #MeritFuncNLP::InvalidInitialization# will be thrown.

Implements ConstrainedOptPack::MeritFuncNLPDirecDeriv.

Definition at line 93 of file ConstrainedOptPack_MeritFuncNLPModL1.cpp.

void ConstrainedOptPack::MeritFuncNLPModL1::set_space_c ( const VectorSpace::space_ptr_t & space_c ) [virtual]