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// ***********************************************************************
//
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
// Copyright (2003) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
//
// ***********************************************************************
// @HEADER
#ifndef MERIT_FUNC_NLP_MOD_L1_H
#define MERIT_FUNC_NLP_MOD_L1_H
#include "ConstrainedOptPack_MeritFuncNLP.hpp"
#include "ConstrainedOptPack_MeritFuncNLPDirecDeriv.hpp"
#include "ConstrainedOptPack_MeritFuncPenaltyParams.hpp"
namespace ConstrainedOptPack {
/** \brief The modified L1 merit function using different penatly parameters for each constriant.
*
* phi(x) = f) + sum( mu(j) * abs(c(j)), j = 1,...,m )
*
* Dphi(x_k,d_k) = Gf_k' * d_k - sum( mu(j) * abs(c(j)), j = 1,...,m )
*
* Note that the definition of Dphi(x_k,d_k) assumes
* that Gc_k'*d_k + c_k = 0. In otherwords, d_k must
* satisfiy the linearized equality constraints at
* at x_k.
*
* Implicit copy constructor and assignment operators
* are allowed.
*/
class MeritFuncNLPModL1
: public MeritFuncNLP
, public MeritFuncNLPDirecDeriv
, public MeritFuncPenaltyParams
{
public:
/// Initializes deriv() = 0 and mu() = 0
MeritFuncNLPModL1();
/** @name Overridden from MeritFuncNLP */
//@{
/** \brief . */
value_type value(
value_type f
,const Vector *c
,const Vector *h
,const Vector *hl
,const Vector *hu
) const;
/** \brief . */
value_type deriv() const;
/** \brief . */
void print_merit_func(
std::ostream& out, const std::string& leading_str ) const;
//@}
/** @name Overridden from MeritFuncNLPDirecDeriv */
//@{
/** \brief If the value n passed to resize(n) does not
* equal the size of the vector parameters then
* an exception #MeritFuncNLP::InvalidInitialization#
* will be thrown.
*/
value_type calc_deriv(
const Vector &Gf_k
,const Vector *c_k
,const Vector *h_k
,const Vector *hl
,const Vector *hu
,const Vector &d_k
);
//@}
/** @name Overridden from MeritFuncPenaltyParams */
//@{
/** \brief . */
void set_space_c( const VectorSpace::space_ptr_t& space_c );
/** \brief . */
VectorMutable& set_mu();
/** \brief . */
const Vector& get_mu() const;
//@}
private:
value_type deriv_;
VectorSpace::vec_mut_ptr_t mu_;
}; // end class MeritFuncNLPModL1
} // end namespace ConstrainedOptPack
#endif // MERIT_FUNC_NLP_MOD_L1_H
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