OptiPack_NonlinearCG_decl.hpp

/*
// @HEADER
// ***********************************************************************
// 
//    OptiPack: Collection of simple Thyra-based Optimization ANAs
//                 Copyright (2009) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER
*/

#ifndef OPTIPACK_NONLINEAR_CG_DECL_HPP
#define OPTIPACK_NONLINEAR_CG_DECL_HPP


#include "OptiPack_Types.hpp"
#include "Thyra_ModelEvaluator.hpp"
#include "GlobiPack_LineSearchBase.hpp"
#include "Teuchos_Describable.hpp"
#include "Teuchos_VerboseObject.hpp"
#include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
#include "Teuchos_ParameterEntryValidator.hpp"


namespace OptiPack {


namespace NonlinearCGUtils {


enum ESolveReturn {
  SOLVE_SOLUTION_FOUND,      
  SOLVE_LINSEARCH_FAILURE,   
  SOLVE_MAX_ITERS_EXCEEDED   
};


enum ESolverTypes {
  NONLINEAR_CG_FR,      
  NONLINEAR_CG_PR_PLUS, 
  NONLINEAR_CG_FR_PR,   
  NONLINEAR_CG_HS       
};


} // namespace NonlinearCGUtils


template<typename Scalar>
class NonlinearCG
  : public Teuchos::Describable,
    public Teuchos::VerboseObject<NonlinearCG<Scalar> >,
    public Teuchos::ParameterListAcceptorDefaultBase
{
public:

  typedef typename ScalarTraits<Scalar>::magnitudeType ScalarMag;


  NonlinearCG();

  void initialize(
    const RCP<const Thyra::ModelEvaluator<Scalar> > &model,
    const int paramIndex,
    const int responseIndex,
    const RCP<GlobiPack::LineSearchBase<Scalar> > &linesearch
    );

  NonlinearCGUtils::ESolverTypes get_solverType() const;
  ScalarMag get_alpha_init() const;
  bool get_alpha_reinit() const;
  bool get_and_conv_tests() const;
  int get_minIters() const;
  int get_maxIters() const;
  ScalarMag get_g_reduct_tol() const;
  ScalarMag get_g_grad_tol() const;
  ScalarMag get_g_mag() const;



  void setParameterList(RCP<ParameterList> const& paramList);
  RCP<const ParameterList> getValidParameters() const;



  NonlinearCGUtils::ESolveReturn
  doSolve(
    const Ptr<Thyra::VectorBase<Scalar> > &p,
    const Ptr<ScalarMag> &g_opt,
    const Ptr<const ScalarMag> &g_reduct_tol = Teuchos::null,
    const Ptr<const ScalarMag> &g_grad_tol = Teuchos::null,
    const Ptr<const ScalarMag> &alpha_init = Teuchos::null,
    const Ptr<int> &numIters = Teuchos::null
    );


private:

  // //////////////////////
  // Private data members

  RCP<const Thyra::ModelEvaluator<Scalar> > model_;
  int paramIndex_;
  int responseIndex_;
  RCP<GlobiPack::LineSearchBase<Scalar> > linesearch_;

  NonlinearCGUtils::ESolverTypes solverType_;
  ScalarMag alpha_init_;
  bool alpha_reinit_;
  bool and_conv_tests_;
  int minIters_;
  int maxIters_;
  ScalarMag g_reduct_tol_;
  ScalarMag g_grad_tol_;
  ScalarMag g_mag_;
  
  mutable int numIters_;
  
  static RCP<Teuchos::ParameterEntryValidator>
  solverType_validator_;

};


template<typename Scalar>
const RCP<NonlinearCG<Scalar> >
nonlinearCG()
{
  return Teuchos::rcp(new NonlinearCG<Scalar>);
}


template<typename Scalar>
const RCP<NonlinearCG<Scalar> >
nonlinearCG(
  const RCP<const Thyra::ModelEvaluator<Scalar> > &model,
  const int paramIndex,
  const int responseIndex,
  const RCP<GlobiPack::LineSearchBase<Scalar> > &linesearch
  )
{
  const RCP<NonlinearCG<Scalar> > solver = 
    Teuchos::rcp(new NonlinearCG<Scalar>);
  solver->initialize(model, paramIndex, responseIndex, linesearch);
  return solver;
}


// Default values are exposed here for unit testing purposes


namespace NonlinearCGUtils {

const std::string solverType_name = "Solver Type";
const std::string solverType_default = "FR";
const ESolverTypes solverType_default_integral_val = NONLINEAR_CG_FR;

const std::string alpha_init_name = "Initial Linesearch Step Length";
const double alpha_init_default = 1.0;

const std::string alpha_reinit_name = "Reinitlaize Linesearch Step Length";
const bool alpha_reinit_default = false;

const std::string and_conv_tests_name = "AND Convergence Tests";
const bool and_conv_tests_default = false;

const std::string minIters_name = "Min Num Iterations";
const int minIters_default = 0;

const std::string maxIters_name = "Max Num Iterations";
const int maxIters_default = 20;

const std::string g_reduct_tol_name = "Objective Reduction Tol";
const double g_reduct_tol_default = 1e-5;

const std::string g_grad_tol_name = "Objective Gradient Tol";
const double g_grad_tol_default = 1e-5;

const std::string g_mag_name = "Objective Magnitude";
const double g_mag_default = 1.0;


} // namespace NonlinearCGUtils



} // namespace OptiPack


/* Todos:

6) Implement FR-PR method

7) Implement tabular output option

*/


#endif // OPTIPACK_NONLINEAR_CG_DECL_HPP