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MoochoPack : Framework for Large-Scale Optimization Algorithms
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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_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H 00043 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H 00044 00045 #include "rSQPAlgo_Step.h" 00046 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00047 #include "Teuchos_StandardCompositionMacros.hpp" 00048 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00049 00050 namespace MoochoPack { 00051 00056 class MeritFunc_ModifiedL1LargerSteps_AddedStep 00057 : public rSQPAlgo_Step 00058 { 00059 public: 00060 00062 STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func); 00063 00065 MeritFunc_ModifiedL1LargerSteps_AddedStep( 00066 const merit_func_ptr_t& merit_func 00067 , value_type eta 00068 , int after_k_iter = 3 00069 , value_type obj_increase_threshold = 1e-4 00070 , value_type max_pos_penalty_increase = 1.0 00071 , value_type pos_to_neg_penalty_increase = 1.0 00072 , value_type incr_mult_factor = 1e-4 ); 00073 00075 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta); 00076 00078 STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter); 00079 00081 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,obj_increase_threshold); 00082 00084 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_pos_penalty_increase); 00085 00087 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,pos_to_neg_penalty_increase); 00088 00090 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,incr_mult_factor); 00091 00092 // /////////////////////////////// 00093 // Overridden from AlgorithmStep 00094 00096 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00097 , poss_type assoc_step_poss); 00098 00100 void print_step( const Algorithm& algo, poss_type step_poss 00101 , IterationPack::EDoStepType type, poss_type assoc_step_poss 00102 , std::ostream& out, const std::string& leading_str ) const; 00103 00104 private: 00105 // not defined and not to be called. 00106 MeritFunc_ModifiedL1LargerSteps_AddedStep(); 00107 MeritFunc_ModifiedL1LargerSteps_AddedStep(const MeritFunc_ModifiedL1LargerSteps_AddedStep&); 00108 MeritFunc_ModifiedL1LargerSteps_AddedStep& operator=(const MeritFunc_ModifiedL1LargerSteps_AddedStep&); 00109 00110 }; // end class MeritFunc_ModifiedL1LargerSteps_AddedStep 00111 00112 } // end namespace MoochoPack 00113 00114 #endif // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
1.7.6.1