Funnel

(class from pyomo.contrib.trustregion.funnel)

class pyomo.contrib.trustregion.funnel.Funnel(phi_init: float, f_best_init: float, phi_min: float, kappa_f: float, kappa_r: float, alpha: float, beta: float, mu_s: float, eta: float)

Bases: object

Scalar funnel tracker for Trust‑Region Funnel (grey‑box).

Parameters:

• phi_init (initial funnel width φ⁰ (≥ θ⁰))

• f_best_init (first feasible objective (usually f⁰))

• phi_min (hard floor on φ (>0))

• kappa_f (shrink factor after theta‑step (0<κ_f<1))

• kappa_r (relax factor for theta (>1))

• alpha (curvature exponent (0<α<1))

• beta (θ‑type shrink factor (0<β<1))

• mu_s (switching parameter δ (small, e.g.1e‑2))

• eta (Armijo parameter (0<η<1))

__init__(phi_init: float, f_best_init: float, phi_min: float, kappa_f: float, kappa_r: float, alpha: float, beta: float, mu_s: float, eta: float)

Methods

__init__(phi_init, f_best_init, phi_min, ...)
accept_f(theta_new, f_new)	Call after accepting an f‑type step.
accept_theta(theta_new)	Call after accepting a θ‑type step.
classify_step(theta_old, theta_new, f_old, ...)	Return 'f', 'theta', or 'reject' for the trial point.

Member Documentation

accept_f(theta_new: float, f_new: float)

Call after accepting an f‑type step.

accept_theta(theta_new: float)

Call after accepting a θ‑type step.

classify_step(theta_old: float, theta_new: float, f_old: float, f_new: float, delta: float) → str

Return ‘f’, ‘theta’, or ‘reject’ for the trial point.