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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
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00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // This library is free software; you can redistribute it and/or modify 00011 // it under the terms of the GNU Lesser General Public License as 00012 // published by the Free Software Foundation; either version 2.1 of the 00013 // License, or (at your option) any later version. 00014 // 00015 // This library is distributed in the hope that it will be useful, but 00016 // WITHOUT ANY WARRANTY; without even the implied warranty of 00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00018 // Lesser General Public License for more details. 00019 // 00020 // You should have received a copy of the GNU Lesser General Public 00021 // License along with this library; if not, write to the Free Software 00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00023 // USA 00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00025 // 00026 // *********************************************************************** 00027 // @HEADER 00028 00029 #ifndef MERIT_FUNC_NLP_L1_H 00030 #define MERIT_FUNC_NLP_L1_H 00031 00032 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00033 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp" 00034 #include "ConstrainedOptPack_MeritFuncPenaltyParam.hpp" 00035 00036 namespace ConstrainedOptPack { 00037 00054 class MeritFuncNLPL1 00055 : public MeritFuncNLP 00056 , public MeritFuncNLPDirecDeriv 00057 , public MeritFuncPenaltyParam 00058 { 00059 public: 00060 00062 MeritFuncNLPL1(); 00063 00066 00068 MeritFuncNLP& operator=(const MeritFuncNLP&); 00070 value_type value( 00071 value_type f 00072 ,const Vector *c 00073 ,const Vector *h 00074 ,const Vector *hl 00075 ,const Vector *hu 00076 ) const; 00078 value_type deriv() const; 00080 void print_merit_func( 00081 std::ostream& out, const std::string& leading_str ) const; 00082 00084 00087 00089 value_type calc_deriv( 00090 const Vector &Gf_k 00091 ,const Vector *c_k 00092 ,const Vector *h_k 00093 ,const Vector *hl 00094 ,const Vector *hu 00095 ,const Vector &d_k 00096 ); 00097 00099 00102 00104 void mu(value_type mu); 00105 00107 value_type mu() const; 00108 00110 00111 private: 00112 value_type deriv_; 00113 value_type mu_; 00114 00115 }; // end class MeritFuncNLPL1 00116 00117 } // end namespace ConstrainedOptPack 00118 00119 #endif // MERIT_FUNC_NLP_L1_H
1.7.4