MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.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 REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
#define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H

#include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
#include "MoochoPack_BFGSUpdate_Strategy.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "MoochoPack_act_set_stats.hpp"
#include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class ReducedHessianSecantUpdateBFGSProjected_Strategy : public ReducedHessianSecantUpdate_Strategy
{
public:
  
  STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
    
    ReducedHessianSecantUpdateBFGSProjected_Strategy(
    const bfgs_update_ptr_t&      bfgs_update                = NULL
    ,value_type                   act_set_frac_proj_start    = 0.8
    ,value_type                   project_error_tol          = 1e-5
    ,value_type                   super_basic_mult_drop_tol  = 1e-5
    );      

  bool perform_update(
    DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
    ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
    ,MatrixOp *rHL_k
    );
  void print_step( std::ostream& out, const std::string& leading_str ) const;

private:
  
  // /////////////////////////////
  // Private data members

  quasi_newton_stats_iq_member    quasi_newton_stats_;
  act_set_stats_iq_member         act_set_stats_;

}; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy

}  // end namespace MoochoPack

#endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H