MoochoPack::LineSearch2ndOrderCorrect_Step Class Reference

Implements second order correction. More...

#include <MoochoPack_LineSearch2ndOrderCorrect_Step.hpp>

List of all members.

Public Types
enum	ENewtonOutputLevel
	More...
enum	EForcedConstrReduction
	More...
Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (DirectLineSearch_Strategy, direct_ls_sqp)
	<<std comp>="">> members for direct_ls_sqp.
	STANDARD_COMPOSITION_MEMBERS (MeritFuncNLP, merit_func)
	<<std comp>="">> members for merit_func.
	STANDARD_COMPOSITION_MEMBERS (FeasibilityStep_Strategy, feasibility_step)
	<<std comp>="">> members for feasibility_step.
	STANDARD_COMPOSITION_MEMBERS (DirectLineSearch_Strategy, direct_ls_newton)
	<<std comp>="">> members for direct_ls_newton.
	LineSearch2ndOrderCorrect_Step (const direct_ls_sqp_ptr_t &direct_ls_sqp=NULL, const merit_func_ptr_t &merit_func=NULL, const feasibility_step_ptr_t &feasibility_step=NULL, const direct_ls_newton_ptr_t &direct_ls_newton=0, value_type eta=1.0e-4, ENewtonOutputLevel newton_olevel=PRINT_USE_DEFAULT, value_type constr_norm_threshold=1.0, value_type constr_incr_ratio=10.0, int after_k_iter=0, EForcedConstrReduction forced_constr_reduction=CONSTR_LESS_X, value_type forced_reduct_ratio=1.0, value_type max_step_ratio=1.0, int max_newton_iter=3)
bool	do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
void	print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
Options for 2nd order correction
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta)
	the Armijo cord fractional reduction test parameter eta
	STANDARD_MEMBER_COMPOSITION_MEMBERS (ENewtonOutputLevel, newton_olevel)
	Optput level for newton iterations.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, constr_norm_threshold)
	constr_norm_threshold.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, constr_incr_ratio)
	constr_incr_ratio
	STANDARD_MEMBER_COMPOSITION_MEMBERS (int, after_k_iter)
	after_k_iter.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (EForcedConstrReduction, forced_constr_reduction)
	forced_constr_reduction.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, forced_reduct_ratio)
	forced_reduct_ratio
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, max_step_ratio)
	max_step_ratio.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (int, max_newton_iter)
	max_netwon_iter.

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Detailed Description

Implements second order correction.

Let the printed documentation describe these parameters.

Definition at line 59 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

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Member Enumeration Documentation

enum MoochoPack::LineSearch2ndOrderCorrect_Step::ENewtonOutputLevel

Definition at line 63 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

enum MoochoPack::LineSearch2ndOrderCorrect_Step::EForcedConstrReduction

Definition at line 72 of file MoochoPack_LineSearch2ndOrderCorrect_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::LineSearch2ndOrderCorrect_Step::LineSearch2ndOrderCorrect_Step	(	const direct_ls_sqp_ptr_t &	direct_ls_sqp = NULL,
		const merit_func_ptr_t &	merit_func = NULL,
		const feasibility_step_ptr_t &	feasibility_step = NULL,
		const direct_ls_newton_ptr_t &	direct_ls_newton = 0,
		value_type	eta = 1.0e-4,
		ENewtonOutputLevel	newton_olevel = PRINT_USE_DEFAULT,
		value_type	constr_norm_threshold = 1.0,
		value_type	constr_incr_ratio = 10.0,
		int	after_k_iter = 0,
		EForcedConstrReduction	forced_constr_reduction = CONSTR_LESS_X,
		value_type	forced_reduct_ratio = 1.0,
		value_type	max_step_ratio = 1.0,
		int	max_newton_iter = 3
	)

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Member Function Documentation

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_COMPOSITION_MEMBERS	(	DirectLineSearch_Strategy	,
		direct_ls_sqp
	)

<<std comp>="">> members for direct_ls_sqp.

This is the line search strategy object for the SQP step for x_k+1 = x_k + alpha_k * d_k + alpha_k^2 * w.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_COMPOSITION_MEMBERS	(	MeritFuncNLP	,
		merit_func
	)

<<std comp>="">> members for merit_func.

This is the merit function object for SQP step line search.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_COMPOSITION_MEMBERS	(	FeasibilityStep_Strategy	,
		feasibility_step
	)

<<std comp>="">> members for feasibility_step.

This is the strategy object that is used to compute feasibility steps for the newton iterations.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_COMPOSITION_MEMBERS	(	DirectLineSearch_Strategy	,
		direct_ls_newton
	)

<<std comp>="">> members for direct_ls_newton.

This is the line search strategy object for the internal newton iterations for determining the second order correction w.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		eta
	)

the Armijo cord fractional reduction test parameter eta

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	ENewtonOutputLevel	,
		newton_olevel
	)

Optput level for newton iterations.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		constr_norm_threshold
	)

constr_norm_threshold.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		constr_incr_ratio
	)

constr_incr_ratio

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	int	,
		after_k_iter
	)

after_k_iter.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	EForcedConstrReduction	,
		forced_constr_reduction
	)

forced_constr_reduction.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		forced_reduct_ratio
	)

forced_reduct_ratio

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		max_step_ratio
	)

max_step_ratio.

MoochoPack::LineSearch2ndOrderCorrect_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	int	,
		max_newton_iter
	)

max_netwon_iter.

bool MoochoPack::LineSearch2ndOrderCorrect_Step::do_step	(	Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss
	)

void MoochoPack::LineSearch2ndOrderCorrect_Step::print_step	(	const Algorithm &	algo,
		poss_type	step_poss,
		IterationPack::EDoStepType	type,
		poss_type	assoc_step_poss,
		std::ostream &	out,
		const std::string &	leading_str
	)		const

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

• MoochoPack_LineSearch2ndOrderCorrect_Step.hpp