MoochoPack : Framework for Large-Scale Optimization Algorithms
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Filter line-search step class. More...
#include <MoochoPack_LineSearchFilter_Step.hpp>
Public Member Functions | |
~LineSearchFilter_Step () | |
Destructor. More... | |
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. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, gamma_f) | |
Optimality decrease fraction. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, f_min) | |
Estimate of minimum value obtainable for the objective function. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, gamma_alpha) | |
alpha_min linearization correction fraction More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, delta) | |
Delta parameter for switching condition. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, s_f) | |
Exponent for objective in switching condition. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, s_theta) | |
Exponent for theta in switching condition. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_small_fact) | |
Factor to evaluate theta_small theta_small = theta_small_fact*max(1,theta_k) More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, theta_max) | |
Maximum allowable theta value. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, eta_f) | |
Constant for Armijo condition on objective. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, back_track_frac) | |
Backtracking fraction for step. More... | |
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. More... | |
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 |
Filter line-search step class.
Todo: Finish documentataion.
Definition at line 79 of file MoochoPack_LineSearchFilter_Step.hpp.
MoochoPack::LineSearchFilter_Step::LineSearchFilter_Step | ( | Teuchos::RCP< NLPInterfacePack::NLP > | nlp, |
const std::string | obj_iq_name = "f" , |
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const std::string | grad_obj_iq_name = "Gf" , |
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const value_type & | gamma_theta = 1e-5 , |
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const value_type & | gamma_f = 1e-5 , |
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const value_type & | f_min = F_MIN_UNBOUNDED , |
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const value_type & | gamma_alpha = 5e-2 , |
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const value_type & | delta = 1e-4 , |
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const value_type & | s_theta = 1.1 , |
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const value_type & | s_f = 2.3 , |
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const value_type & | theta_small_fact = 1e-4 , |
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const value_type & | theta_max = 1e10 , |
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const value_type & | eta_f = 1e-4 , |
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const value_type & | back_track_frac = 0.5 |
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) |
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.
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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static |
Definition at line 88 of file MoochoPack_LineSearchFilter_Step.hpp.