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MoochoPack : Framework for Large-Scale Optimization Algorithms 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_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H 00030 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H 00031 00032 #include "rSQPAlgo_Step.h" 00033 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00034 #include "Teuchos_StandardCompositionMacros.hpp" 00035 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00036 00037 namespace MoochoPack { 00038 00043 class MeritFunc_ModifiedL1LargerSteps_AddedStep 00044 : public rSQPAlgo_Step 00045 { 00046 public: 00047 00049 STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func); 00050 00052 MeritFunc_ModifiedL1LargerSteps_AddedStep( 00053 const merit_func_ptr_t& merit_func 00054 , value_type eta 00055 , int after_k_iter = 3 00056 , value_type obj_increase_threshold = 1e-4 00057 , value_type max_pos_penalty_increase = 1.0 00058 , value_type pos_to_neg_penalty_increase = 1.0 00059 , value_type incr_mult_factor = 1e-4 ); 00060 00062 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta); 00063 00065 STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter); 00066 00068 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,obj_increase_threshold); 00069 00071 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_pos_penalty_increase); 00072 00074 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,pos_to_neg_penalty_increase); 00075 00077 STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,incr_mult_factor); 00078 00079 // /////////////////////////////// 00080 // Overridden from AlgorithmStep 00081 00083 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00084 , poss_type assoc_step_poss); 00085 00087 void print_step( const Algorithm& algo, poss_type step_poss 00088 , IterationPack::EDoStepType type, poss_type assoc_step_poss 00089 , std::ostream& out, const std::string& leading_str ) const; 00090 00091 private: 00092 // not defined and not to be called. 00093 MeritFunc_ModifiedL1LargerSteps_AddedStep(); 00094 MeritFunc_ModifiedL1LargerSteps_AddedStep(const MeritFunc_ModifiedL1LargerSteps_AddedStep&); 00095 MeritFunc_ModifiedL1LargerSteps_AddedStep& operator=(const MeritFunc_ModifiedL1LargerSteps_AddedStep&); 00096 00097 }; // end class MeritFunc_ModifiedL1LargerSteps_AddedStep 00098 00099 } // end namespace MoochoPack 00100 00101 #endif // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
1.7.4