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ConstrainedOptPack_DirectLineSearchArmQuad_Strategy.hpp
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41 
42 #ifndef DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
43 #define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
44 
45 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
47 
48 namespace ConstrainedOptPack {
49 
54 public:
55 
57  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
58 
60  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, min_frac );
61 
63  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_frac );
64 
70  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, max_out_iter );
71 
74  int max_iter = 20
75  ,value_type eta = 1.0e-4
76  ,value_type min_frac = 0.1
77  ,value_type max_frac = 0.5
78  ,bool max_out_iter = false
79  );
80 
83 
85  void set_max_iter(int max_iter);
87  int max_iter() const;
89  int num_iterations() const;
112  bool do_line_search(
113  const MeritFuncCalc1D &phi
114  ,value_type phi_k
115  ,value_type *alpha_k
116  ,value_type *phi_kp1
117  ,std::ostream *out
118  );
119 
121  void print_algorithm(std::ostream& out, const std::string& leading_str) const;
122 
124 
125 private:
126  int max_iter_;
127  int num_iter_; // stores the number of interations
128 
129  // Throw an exception if the parameters are not in a proper range.
130  void validate_parameters() const;
131 
132 }; // end class DirectLineSearchArmQuad_Strategy
133 
134 } // end namespace ConstrainedOptPack
135 
136 #endif // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
Abstracts a 1D merit function {abstract}.
bool do_line_search(const MeritFuncCalc1D &phi, value_type phi_k, value_type *alpha_k, value_type *phi_kp1, std::ostream *out)
Performs the following line search:
void print_algorithm(std::ostream &out, const std::string &leading_str) const
Abstract strategy interface for 1D line searches {abstract}.
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, eta)
Set the Armijo cord test fractional reduction parameter.
Performs a line search using the Armijo condition and uses quadratic interpolation to select each new...
DirectLineSearchArmQuad_Strategy(int max_iter=20, value_type eta=1.0e-4, value_type min_frac=0.1, value_type max_frac=0.5, bool max_out_iter=false)
Constructs with default settings.