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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_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H 00030 #define MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H 00031 00032 #include "MoochoPack_MeritFunc_PenaltyParamUpdate_AddedStep.hpp" 00033 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00034 #include "Teuchos_StandardCompositionMacros.hpp" 00035 00036 namespace MoochoPack { 00037 00044 class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep 00045 : public MeritFunc_PenaltyParamUpdate_AddedStep 00046 { 00047 public: 00048 00050 STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func); 00051 00053 MeritFunc_PenaltyParamsUpdateWithMult_AddedStep(const merit_func_ptr_t& merit_func 00054 , value_type small_mu = 1e-6, value_type min_mu_ratio = 1e-8 00055 , value_type mult_factor = 1e-4 , value_type kkt_near_sol = 1e-1 ); 00056 00057 // /////////////////////////////// 00058 // Overridden from AlgorithmStep 00059 00061 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00062 , poss_type assoc_step_poss); 00063 00065 void print_step( const Algorithm& algo, poss_type step_poss 00066 , IterationPack::EDoStepType type, poss_type assoc_step_poss 00067 , std::ostream& out, const std::string& leading_str ) const; 00068 00069 // ////////////////////////////////////////////////////////////////////// 00070 // Overridden from MeritFunc_PenaltyParamUpdate_AddedStep 00071 00073 void small_mu( value_type small_mu ); 00075 value_type small_mu() const; 00076 00078 void min_mu_ratio( value_type min_mu_ratio ); 00080 value_type min_mu_ratio() const; 00081 00083 void mult_factor( value_type mult_factor ); 00085 value_type mult_factor() const; 00086 00088 void kkt_near_sol( value_type kkt_near_sol ); 00090 value_type kkt_near_sol() const; 00091 00092 private: 00093 bool near_solution_; 00094 value_type small_mu_; 00095 value_type min_mu_ratio_; 00096 value_type mult_factor_; 00097 value_type kkt_near_sol_; 00098 value_type norm_inf_mu_last_; 00099 00100 }; // end class MeritFunc_PenaltyParamsUpdateWithMult_AddedStep 00101 00102 } // end namespace MoochoPack 00103 00104 #endif // MERIT_FUNC_PENALTY_PARAMS_UPDATE_WITH_MULT_ADDED_STEP_H
1.7.4