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MoochoPack : Framework for Large-Scale Optimization Algorithms
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Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf. More...
#include <MoochoPack_MeritFunc_PenaltyParamUpdateWithMult_AddedStep.hpp>

Public Member Functions | |
| MeritFunc_PenaltyParamUpdateWithMult_AddedStep (const merit_func_ptr_t &merit_func, value_type small_mu=1e-6, value_type mult_factor=1e-4, value_type kkt_near_sol=1.0) | |
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Protected Member Functions | |
| bool | min_mu (NLPAlgoState &s, value_type *min_mu) const |
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| void | print_min_mu_step (std::ostream &out, const std::string &leading_str) const |
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Specializes the update of the penalty parameter for a merit function as: min_mu =||lambda||inf.
Definition at line 52 of file MoochoPack_MeritFunc_PenaltyParamUpdateWithMult_AddedStep.hpp.
| MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep::MeritFunc_PenaltyParamUpdateWithMult_AddedStep | ( | const merit_func_ptr_t & | merit_func, |
| value_type | small_mu = 1e-6, |
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| value_type | mult_factor = 1e-4, |
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| value_type | kkt_near_sol = 1.0 |
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| ) |
| bool MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep::min_mu | ( | NLPAlgoState & | s, |
| value_type * | min_mu | ||
| ) | const [protected, virtual] |
| void MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep::print_min_mu_step | ( | std::ostream & | out, |
| const std::string & | leading_str | ||
| ) | const [protected, virtual] |
1.7.6.1