MOOCHO (Single Doxygen Collection)  Version of the Day
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
MoochoPack_LineSearchWatchDog_Step.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ***********************************************************************
3 //
4 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
5 // Copyright (2003) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov)
38 //
39 // ***********************************************************************
40 // @HEADER
41 
42 #ifndef LINE_SEARCH_WATCH_DOG_STEP_H
43 #define LINE_SEARCH_WATCH_DOG_STEP_H
44 
45 #include "rSQPAlgo_StepBaseClasses.h"
50 #include "MiStandardAggregationMacros.h"
52 
53 namespace MoochoPack {
54 
61 class LineSearchWatchDog_Step : public LineSearch_Step {
62 public:
63 
65  STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search);
66 
68  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
69 
73 
77  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold );
78 
82  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold );
83 
86  const direct_line_search_ptr_t& direct_line_search = 0
87  , const merit_func_ptr_t& merit_func = 0
88  , value_type eta = 1e-4
89  , value_type opt_kkt_err_threshold = 1e-1
90  , value_type feas_kkt_err_threshold = 1e-3
91  );
92 
93  // ////////////////////
94  // Overridden
95 
97  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
98  , poss_type assoc_step_poss);
99 
101  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
102  , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
103 
104 private:
105  int watch_k_; // >= 0 means that we are using the watchdog.
113 
114 }; // end class LineSearchWatchDog_Step
115 
116 } // end namespace MoochoPack
117 
118 #endif // LINE_SEARCH_WATCH_DOG_STEP_H
LineSearchWatchDog_Step(const direct_line_search_ptr_t &direct_line_search=0, const merit_func_ptr_t &merit_func=0, value_type eta=1e-4, value_type opt_kkt_err_threshold=1e-1, value_type feas_kkt_err_threshold=1e-3)
std::ostream * out
AbstractLinAlgPack::value_type value_type
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
Acts as the central hub for an iterative algorithm.
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy, direct_line_search)
<<std comp>="">> members for direct_line_search
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, eta)
<<std member="" comp>="">> members for the armijo fractional reduction parameter. ...