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MoochoPack : Framework for Large-Scale Optimization Algorithms
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Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...
#include <MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp>

Public Member Functions | |
| MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol) | |
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Overridden from AlgorithmStep | |
| bool | do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss) |
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| 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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Overridden from MeritFunc_PenaltyParamUpdate_AddedStep | |
| void | small_mu (value_type small_mu) |
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| value_type | small_mu () const |
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| void | mult_factor (value_type mult_factor) |
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| value_type | mult_factor () const |
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| void | kkt_near_sol (value_type kkt_near_sol) |
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| value_type | kkt_near_sol () const |
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Pure virtual functions to be overridden by subclasses | |
| virtual bool | min_mu (NLPAlgoState &s, value_type *min_mu) const =0 |
| Override to determine the mininum value of mu the penalty parameter can take on. | |
| virtual void | print_min_mu_step (std::ostream &out, const std::string &leading_str) const =0 |
| Override to print how min_mu calculated. | |
Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ).
This class assumes the merit function iteration quantity supports the interfaces MeritFuncPenaltyParam and MeritFuncNLPDirecDeriv.
min_mu is computed by subclasses.
Definition at line 57 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp.
| MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::MeritFunc_PenaltyParamUpdateGuts_AddedStep | ( | value_type | small_mu, |
| value_type | mult_factor, | ||
| value_type | kkt_near_sol | ||
| ) |
Definition at line 62 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::do_step | ( | Algorithm & | algo, |
| poss_type | step_poss, | ||
| IterationPack::EDoStepType | type, | ||
| poss_type | assoc_step_poss | ||
| ) |
Definition at line 73 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::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 184 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu | ( | value_type | small_mu | ) | [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 232 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::small_mu | ( | ) | const [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 237 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor | ( | value_type | mult_factor | ) | [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 242 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::mult_factor | ( | ) | const [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 247 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol | ( | value_type | kkt_near_sol | ) | [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 252 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| value_type MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::kkt_near_sol | ( | ) | const [virtual] |
Implements MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep.
Definition at line 257 of file MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp.
| virtual bool MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::min_mu | ( | NLPAlgoState & | s, |
| value_type * | min_mu | ||
| ) | const [protected, pure virtual] |
Override to determine the mininum value of mu the penalty parameter can take on.
| s | [in] The rSQP state object to get at useful information. |
| min_mu | [out] If min_mu(...) returns true, then this is the mininum value mu can take on and still have descent in the merit function. |
Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep.
| virtual void MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep::print_min_mu_step | ( | std::ostream & | out, |
| const std::string & | leading_str | ||
| ) | const [protected, pure virtual] |
Override to print how min_mu calculated.
Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep.
1.7.6.1