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ConstrainedOptPack_DirectLineSearch_Strategy.hpp
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41 
42 #ifndef DIRECT_LINE_SEARCH_STRATEGY_H
43 #define DIRECT_LINE_SEARCH_STRATEGY_H
44 
45 #include <stdexcept>
46 #include <iosfwd>
47 
49 
50 namespace ConstrainedOptPack {
51 
58 public:
59 
62 
64  class NotDescentDirection : public std::logic_error
65  {public: NotDescentDirection(const std::string& what_arg) : std::logic_error(what_arg) {}};
66 
68 
71 
73  virtual void set_max_iter(int max_iter) = 0;
74 
76  virtual int max_iter() const = 0;
77 
79  virtual int num_iterations() const = 0;
80 
121  virtual bool do_line_search(
122  const MeritFuncCalc1D &phi
123  ,value_type phi_k
124  ,value_type *alpha_k
125  ,value_type *phi_kp1
126  ,std::ostream *out = 0
127  ) = 0;
128 
133  virtual void print_algorithm(std::ostream& out, const std::string& leading_str) const
134  {}
135 
136 }; // end class DirectLineSearch_Strategy
137 
138 } // end namespace ConstrainedOptPack
139 
140 #endif // DIRECT_LINE_SEARCH_STRATEGY_H
Abstracts a 1D merit function {abstract}.
virtual bool do_line_search(const MeritFuncCalc1D &phi, value_type phi_k, value_type *alpha_k, value_type *phi_kp1, std::ostream *out=0)=0
Called to perform the linesearch.
virtual int max_iter() const =0
Get the maximum number of iterations.
virtual int num_iterations() const =0
Get the number of iterations performed.
std::ostream * out
Thrown if the direction vector d_k is not a descent direction for the merit funciton.
virtual void set_max_iter(int max_iter)=0
Set the maximum number of iterations.
Abstract strategy interface for 1D line searches {abstract}.
AbstractLinAlgPack::value_type value_type
virtual void print_algorithm(std::ostream &out, const std::string &leading_str) const
Print the direct line search algorithm.