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MoochoPack_UpdateReducedSigma_Step.hpp
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41 
42 #ifndef UPDATE_REDUCED_SIGMA_STEP_H
43 #define UPDATE_REDUCED_SIGMA_STEP_H
44 
45 #include "IterationPack_AlgorithmStep.hpp"
48 
49 #include "MoochoPack_Types.hpp"
50 #include "IterationPack_AlgorithmStep.hpp"
51 
52 #include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp"
53 #include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp"
54 
55 namespace MoochoPack {
56 
64  : public IterationPack::AlgorithmStep // doxygen needs full path
65  {
66  public:
67 
68  enum e_update_methods
69  {
70  ALWAYS_EXPLICIT,
71  BFGS_PRIMAL,
72  BFGS_DUAL_NO_CORRECTION,
73  BFGS_DUAL_EXPLICIT_CORRECTION,
74  BFGS_DUAL_SCALING_CORRECTION
75  };
76 
95  STANDARD_MEMBER_COMPOSITION_MEMBERS( e_update_methods, update_method);
96 
100  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
101  , poss_type assoc_step_poss);
102 
103 
104  void print_step( const IterationPack::Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
105  , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
107 
111 // const e_update_methods update_method = BFGS_DUAL_EXPLICIT_CORRECTION
112  const e_update_methods update_method = ALWAYS_EXPLICIT // For now only!
113  );
115 
116  private:
117  void FormReducedSigmaExplicitly(NLPAlgo& algo, IpState& s, EJournalOutputLevel olevel, std::ostream& out);
118 
119 
120  }; // end class EvalNewPointBarrier_Step
121 
122 const char UpdateReducedSigma_opt_grp_name[] = "UpdateReducedSigma";
123 class UpdateReducedSigma_StepSetOptions
125  public OptionsFromStreamPack::SetOptionsToTargetBase< UpdateReducedSigma_Step >
126  {
127  public:
128  UpdateReducedSigma_StepSetOptions(
129  UpdateReducedSigma_Step* target = 0,
130  const char opt_grp_name[] = UpdateReducedSigma_opt_grp_name );
131 
132  protected:
133 
135  void setOption( int option_num, const std::string& option_value );
136 
137  }; // end class UpdateReducedSigma_StepSetOptions
138 
139 
140 } // end namespace MoochoPack
141 
142 #endif // UPDATE_REDUCED_SIGMA_STEP_H
UpdateReducedSigma_Step(const e_update_methods update_method=ALWAYS_EXPLICIT)
rSQP Algorithm control class.
Standard class for updating the reduced sigma for interior point optimization.
STANDARD_MEMBER_COMPOSITION_MEMBERS(e_update_methods, update_method)
update method for the reduced sigma term update_method = always_explicit; update_method = BFGS_primal...
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)