MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep Class Reference

Updates the penalty parameter for a merit function as: mu_k = max( mu_km1, min_mu ). More...

#include <MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp>

Inheritance diagram for MoochoPack::MeritFunc_PenaltyParamUpdateGuts_AddedStep:

Public Member Functions
	MeritFunc_PenaltyParamUpdateGuts_AddedStep (value_type small_mu, value_type mult_factor, value_type kkt_near_sol)
Public Member Functions inherited from MoochoPack::MeritFunc_PenaltyParamUpdate_AddedStep
virtual void	min_mu_ratio (value_type min_mu_ratio)
	Set the ratio of min(mu(i))/max(mu(i)) >= min_mu_ratio. More...
virtual value_type	min_mu_ratio () const

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

Overridden from MeritFunc_PenaltyParamUpdate_AddedStep
void	small_mu (value_type small_mu)
value_type	small_mu () const
void	mult_factor (value_type mult_factor)
value_type	mult_factor () const
void	kkt_near_sol (value_type kkt_near_sol)
value_type	kkt_near_sol () const

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. More...
virtual void	print_min_mu_step (std::ostream &out, const std::string &leading_str) const =0
	Override to print how min_mu calculated. More...

Detailed Description

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.

Constructor & Destructor Documentation

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.

Member Function Documentation

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

protectedpure virtual

Override to determine the mininum value of mu the penalty parameter can take on.

Parameters

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.

Returns

Returns true if the penalty parameter should be updated or false if the previous mu_km1 should be used.

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

protectedpure virtual

Override to print how min_mu calculated.

Implemented in MoochoPack::MeritFunc_PenaltyParamUpdateWithMult_AddedStep, and MoochoPack::MeritFunc_PenaltyParamUpdateMultFree_AddedStep.

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

• MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.hpp
• MoochoPack_MeritFunc_PenaltyParamUpdateGuts_AddedStep.cpp