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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_MOD_L1_H 00030 #define MERIT_FUNC_NLP_MOD_L1_H 00031 00032 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00033 #include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp" 00034 #include "ConstrainedOptPack_MeritFuncPenaltyParams.hpp" 00035 00036 namespace ConstrainedOptPack { 00037 00052 class MeritFuncNLPModL1 00053 : public MeritFuncNLP 00054 , public MeritFuncNLPDirecDeriv 00055 , public MeritFuncPenaltyParams 00056 { 00057 public: 00058 00060 MeritFuncNLPModL1(); 00061 00064 00066 value_type value( 00067 value_type f 00068 ,const Vector *c 00069 ,const Vector *h 00070 ,const Vector *hl 00071 ,const Vector *hu 00072 ) const; 00073 00075 value_type deriv() const; 00076 00078 void print_merit_func( 00079 std::ostream& out, const std::string& leading_str ) const; 00080 00082 00085 00091 value_type calc_deriv( 00092 const Vector &Gf_k 00093 ,const Vector *c_k 00094 ,const Vector *h_k 00095 ,const Vector *hl 00096 ,const Vector *hu 00097 ,const Vector &d_k 00098 ); 00099 00101 00104 00106 void set_space_c( const VectorSpace::space_ptr_t& space_c ); 00107 00109 VectorMutable& set_mu(); 00110 00112 const Vector& get_mu() const; 00113 00115 00116 private: 00117 value_type deriv_; 00118 VectorSpace::vec_mut_ptr_t mu_; 00119 00120 }; // end class MeritFuncNLPModL1 00121 00122 } // end namespace ConstrainedOptPack 00123 00124 #endif // MERIT_FUNC_NLP_MOD_L1_H
1.7.4