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MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp
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41 
42 #ifndef MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
43 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
44 
45 #include "rSQPAlgo_Step.h"
49 
50 namespace MoochoPack {
51 
57  : public rSQPAlgo_Step
58 {
59 public:
60 
62  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
63 
66  const merit_func_ptr_t& merit_func
67  , value_type eta
68  , int after_k_iter = 3
69  , value_type obj_increase_threshold = 1e-4
70  , value_type max_pos_penalty_increase = 1.0
71  , value_type pos_to_neg_penalty_increase = 1.0
72  , value_type incr_mult_factor = 1e-4 );
73 
76 
78  STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);
79 
81  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,obj_increase_threshold);
82 
84  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_pos_penalty_increase);
85 
87  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,pos_to_neg_penalty_increase);
88 
91 
92  // ///////////////////////////////
93  // Overridden from AlgorithmStep
94 
96  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
97  , poss_type assoc_step_poss);
98 
100  void print_step( const Algorithm& algo, poss_type step_poss
101  , IterationPack::EDoStepType type, poss_type assoc_step_poss
102  , std::ostream& out, const std::string& leading_str ) const;
103 
104 private:
105  // not defined and not to be called.
109 
110 }; // end class MeritFunc_ModifiedL1LargerSteps_AddedStep
111 
112 } // end namespace MoochoPack
113 
114 #endif // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
MeritFunc_ModifiedL1LargerSteps_AddedStep & operator=(const MeritFunc_ModifiedL1LargerSteps_AddedStep &)
STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP, merit_func)
<<std comp>="">> members for merit_func
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
std::ostream * out
This function increases the penalty parameters of the modifed L1 merit function to allow for larger s...
AbstractLinAlgPack::value_type value_type
Acts as the central hub for an iterative algorithm.