MoochoPack::LineSearchFilter_Step Class Reference

Filter line-search step class. More...

#include <MoochoPack_LineSearchFilter_Step.hpp>

Inheritance diagram for MoochoPack::LineSearchFilter_Step:

List of all members.

Public Member Functions
	~LineSearchFilter_Step ()
	Destructor.
Public types
static value_type	F_MIN_UNBOUNDED = std::numeric_limits<value_type>::min()
Constructors / initializers
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, gamma_theta)
	Feasibility decrease fraction.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, gamma_f)
	Optimality decrease fraction.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, f_min)
	Estimate of minimum value obtainable for the objective function.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, gamma_alpha)
	alpha_min linearization correction fraction
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, delta)
	Delta parameter for switching condition.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, s_f)
	Exponent for objective in switching condition.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, s_theta)
	Exponent for theta in switching condition.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_small_fact)
	Factor to evaluate theta_small theta_small = theta_small_fact*max(1,theta_k)
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_max)
	Maximum allowable theta value.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta_f)
	Constant for Armijo condition on objective.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, back_track_frac)
	Backtracking fraction for step.
	LineSearchFilter_Step (Teuchos::RCP< NLPInterfacePack::NLP > nlp, const std::string obj_iq_name="f", const std::string grad_obj_iq_name="Gf", const value_type &gamma_theta=1e-5, const value_type &gamma_f=1e-5, const value_type &f_min=F_MIN_UNBOUNDED, const value_type &gamma_alpha=5e-2, const value_type &delta=1e-4, const value_type &s_theta=1.1, const value_type &s_f=2.3, const value_type &theta_small_fact=1e-4, const value_type &theta_max=1e10, const value_type &eta_f=1e-4, const value_type &back_track_frac=0.5)
	Constructor.
Overridden from AlgorithmStep
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

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Detailed Description

Filter line-search step class.

Todo: Finish documentataion.

Definition at line 79 of file MoochoPack_LineSearchFilter_Step.hpp.

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Constructor & Destructor Documentation

MoochoPack::LineSearchFilter_Step::LineSearchFilter_Step	(	Teuchos::RCP< NLPInterfacePack::NLP >	nlp,
		const std::string	obj_iq_name = "f",
		const std::string	grad_obj_iq_name = "Gf",
		const value_type &	gamma_theta = 1e-5,
		const value_type &	gamma_f = 1e-5,
		const value_type &	f_min = F_MIN_UNBOUNDED,
		const value_type &	gamma_alpha = 5e-2,
		const value_type &	delta = 1e-4,
		const value_type &	s_theta = 1.1,
		const value_type &	s_f = 2.3,
		const value_type &	theta_small_fact = 1e-4,
		const value_type &	theta_max = 1e10,
		const value_type &	eta_f = 1e-4,
		const value_type &	back_track_frac = 0.5
	)

Constructor.

Definition at line 122 of file MoochoPack_LineSearchFilter_Step.cpp.

MoochoPack::LineSearchFilter_Step::~LineSearchFilter_Step

(

)

Destructor.

Definition at line 168 of file MoochoPack_LineSearchFilter_Step.cpp.

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Member Function Documentation

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		gamma_theta
	)

Feasibility decrease fraction.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		gamma_f
	)

Optimality decrease fraction.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		f_min
	)

Estimate of minimum value obtainable for the objective function.

If this value is set to F_MIN_UNBOUNDED then the default behavior if gamma_f is alterned otherwise the value of gamma_f used is set to gamm_f_used = gamma_f *(f_k-f_min) (see the algorithm print out).

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		gamma_alpha
	)

alpha_min linearization correction fraction

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		delta
	)

Delta parameter for switching condition.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		s_f
	)

Exponent for objective in switching condition.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		s_theta
	)

Exponent for theta in switching condition.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		theta_small_fact
	)

Factor to evaluate theta_small theta_small = theta_small_fact*max(1,theta_k)

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		theta_max
	)

Maximum allowable theta value.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		eta_f
	)

Constant for Armijo condition on objective.

ToDo: Finish documentation.

MoochoPack::LineSearchFilter_Step::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		back_track_frac
	)

Backtracking fraction for step.

ToDo: Finish documentation.

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

Definition at line 177 of file MoochoPack_LineSearchFilter_Step.cpp.

void MoochoPack::LineSearchFilter_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

Definition at line 537 of file MoochoPack_LineSearchFilter_Step.cpp.

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Member Data Documentation

value_type MoochoPack::LineSearchFilter_Step::F_MIN_UNBOUNDED = std::numeric_limits<value_type>::min() [static]

Definition at line 88 of file MoochoPack_LineSearchFilter_Step.hpp.

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

• MoochoPack_LineSearchFilter_Step.hpp
• MoochoPack_LineSearchFilter_Step.cpp