MoochoPack : Framework for Large-Scale Optimization Algorithms  Version of the Day
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Groups Pages
MoochoPack_UpdateBarrierParameter_Step.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 UPDATE_BARRIER_PARAMETER_STEP_H
43 #define UPDATE_BARRIER_PARAMETER_STEP_H
44 
45 #include "MoochoPack_Types.hpp"
46 #include "IterationPack_AlgorithmStep.hpp"
49 
50 #include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp"
51 #include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp"
52 
53 namespace MoochoPack {
54 
62  : public IterationPack::AlgorithmStep // doxygen needs full path
63  {
64  public:
65 
68 
73  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, init_barrier_parameter );
74 
79  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, tau_mu );
80 
85  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, theta_mu );
86 
91  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, tau_epsilon );
92 
97  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, theta_epsilon );
98 
102  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, e_tol_max );
103 
107  const value_type init_barrier_parameter = 0.1,
108  const value_type tau_mu = 0.2,
109  const value_type theta_mu = 1.5,
110  const value_type tau_epsilon = 10,
111  const value_type theta_epsilon = 1.1,
112  const value_type e_tol_max = 1000
113  );
115 
119  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
120  , poss_type assoc_step_poss);
121 
122 
123  void print_step( const IterationPack::Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
124  , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
126 
127  private:
128  value_type Calculate_e_tol(value_type mu);
129 
130  }; // end class UpdateBarrierParameter_Step
131 
132 
133 class UpdateBarrierParameter_StepSetOptions
135  public OptionsFromStreamPack::SetOptionsToTargetBase< UpdateBarrierParameter_Step >
136  {
137  public:
138  UpdateBarrierParameter_StepSetOptions(
139  UpdateBarrierParameter_Step* target = 0,
140  const char opt_grp_name[] = "UpdateBarrierParameter" );
141 
142  protected:
143 
145  void setOption( int option_num, const std::string& option_value );
146 
147  }; // end class UpdateBarrierParameter_StepSetOptions
148 
149 } // end namespace MoochoPack
150 
151 #endif // #if !defined UPDATE_BARRIER_PARAMETER_STEP_H
UpdateBarrierParameter_Step(const value_type init_barrier_parameter=0.1, const value_type tau_mu=0.2, const value_type theta_mu=1.5, const value_type tau_epsilon=10, const value_type theta_epsilon=1.1, const value_type e_tol_max=1000)
Constructor.
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, init_barrier_parameter)
Initial barrier parameter.