MoochoPack_InitFinDiffReducedHessian_Step.hpp

Go to the documentation of this file.

// @HEADER
// ***********************************************************************
// 
// 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.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
#define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H

#include "IterationPack_AlgorithmStep.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class InitFinDiffReducedHessian_Step
  : public IterationPack::AlgorithmStep // doxygen needs full path
{
public:


  enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };

  InitFinDiffReducedHessian_Step(
    EInitializationMethod   initialization_method  = SCALE_IDENTITY
    ,value_type             max_cond               = 1e+1
    ,value_type             min_diag               = 1e-8
    ,value_type             step_scale             = 1e-1
    );

  STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod,initialization_method);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale);


  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss);
  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;


private:
  quasi_newton_stats_iq_member  quasi_newton_stats_;

};  // end class ReducedHessianBFGS_Step

} // end namespace MoochoPack 

#endif  // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H