MoochoPack : Framework for Large-Scale Optimization Algorithms  Version of the Day
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Groups Pages
MoochoPack_FeasibilityStepReducedStd_Strategy.hpp
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 FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
43 #define FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
44 
45 #include "MoochoPack_FeasibilityStep_Strategy.hpp"
46 #include "MoochoPack_QuasiRangeSpaceStep_Strategy.hpp"
47 #include "MoochoPack_d_bounds_iter_quant.hpp"
48 #include "IterationPack_CastIQMember.hpp"
49 #include "ConstrainedOptPack_QPSolverRelaxed.hpp"
50 #include "ConstrainedOptPack_QPSolverRelaxedTester.hpp"
51 #include "AbstractLinAlgPack_MatrixOp.hpp"
52 #include "DenseLinAlgPack_DMatrixClass.hpp"
53 #include "AbstractLinAlgPack_VectorSpace.hpp"
56 
57 namespace MoochoPack {
58 
62 {
63 public:
64 
67 
70 
72  STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxed, qp_solver );
73 
76 
78  enum EQPObjective {
82  };
83 
87 
89  enum EQPTesting {
93  };
94 
98 
101  const quasi_range_space_step_ptr_t &quasi_range_space_step
102  ,const qp_solver_ptr_t &qp_solver
103  ,const qp_tester_ptr_t &qp_tester
104  ,EQPObjective qp_objective = OBJ_MIN_NULL_SPACE_STEP
105  ,EQPTesting qp_testing = QP_TEST_DEFAULT
106  );
107 
108  // ////////////////////////////////////////////
109  // Overridden from FeasibilityStep_Strategy
110 
117  std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
118  ,const Vector& xo, const Vector& c_xo, VectorMutable* w
119  );
120 
122  void print_step( std::ostream& out, const std::string& leading_str ) const;
123 
124 private:
125 
128  int current_k_;
130  VectorSpace::vec_mut_ptr_t grad_store_;
131  DMatrix Hess_store_;
132 
133 }; // end class FeasibilityStepReducedStd_Strategy
134 
135 } // end namespace MoochoPack
136 
137 #endif // FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
Abstract interface for a strategy object that will compute a step that will improve feasibility (at l...
void print_step(std::ostream &out, const std::string &leading_str) const
STANDARD_COMPOSITION_MEMBERS(QuasiRangeSpaceStep_Strategy, quasi_range_space_step)
<<std comp>="">> members for the qp solver
rSQP Algorithm control class.
Abstract interface for a strategy object that will compute a step that will approximalty solve a rang...
STANDARD_MEMBER_COMPOSITION_MEMBERS(EQPObjective, qp_objective)
Set what is used for the QP objective.
Implements the feasibility step computation for reduced space SQP.
Reduced space SQP state encapsulation interface.
bool compute_feasibility_step(std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, const Vector &xo, const Vector &c_xo, VectorMutable *w)
Computes a feasibility step by computing simple quasi-range and null space components.
FeasibilityStepReducedStd_Strategy(const quasi_range_space_step_ptr_t &quasi_range_space_step, const qp_solver_ptr_t &qp_solver, const qp_tester_ptr_t &qp_tester, EQPObjective qp_objective=OBJ_MIN_NULL_SPACE_STEP, EQPTesting qp_testing=QP_TEST_DEFAULT)
Construct and initialize.