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MoochoPack_LineSearchFullStep_Step.cpp
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00041 
00042 #include <ostream>
00043 
00044 #include "MoochoPack_LineSearchFullStep_Step.hpp"
00045 #include "MoochoPack_Exceptions.hpp"
00046 #include "MoochoPack_moocho_algo_conversion.hpp"
00047 #include "IterationPack_print_algorithm_step.hpp"
00048 #include "AbstractLinAlgPack_MatrixOpOut.hpp"
00049 #include "AbstractLinAlgPack_VectorMutable.hpp"
00050 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00051 #include "AbstractLinAlgPack_VectorOut.hpp"
00052 #include "AbstractLinAlgPack_LinAlgOpPack.hpp"
00053 #include "AbstractLinAlgPack_assert_print_nan_inf.hpp"
00054 #include "Teuchos_Assert.hpp"
00055 
00056 namespace MoochoPack {
00057 
00058 MoochoPack::LineSearchFullStep_Step::LineSearchFullStep_Step(
00059     const bounds_tester_ptr_t&  bounds_tester
00060     )
00061   :
00062     bounds_tester_(bounds_tester)
00063 {}
00064 
00065 
00066 bool LineSearchFullStep_Step::do_step(Algorithm& _algo
00067   , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
00068 {
00069   using AbstractLinAlgPack::Vp_StV;
00070   using AbstractLinAlgPack::assert_print_nan_inf;
00071   using LinAlgOpPack::V_VpV;
00072 
00073   NLPAlgo        &algo   = rsqp_algo(_algo);
00074   NLPAlgoState   &s      = algo.rsqp_state();
00075   NLP            &nlp    = algo.nlp();
00076 
00077   const size_type
00078     m = nlp.m();
00079 
00080   EJournalOutputLevel olevel = algo.algo_cntr().journal_output_level();
00081   std::ostream& out = algo.track().journal_out();
00082 
00083   // print step header.
00084   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00085     using IterationPack::print_algorithm_step;
00086     print_algorithm_step( algo, step_poss, type, assoc_step_poss, out );
00087   }
00088   
00089   // alpha_k = 1.0
00090   IterQuantityAccess<value_type>
00091     &alpha_iq   = s.alpha();
00092   if( !alpha_iq.updated_k(0) )
00093     alpha_iq.set_k(0) = 1.0;
00094 
00095   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00096     out << "\nf_k        = " << s.f().get_k(0);
00097     if(m)
00098       out << "\n||c_k||inf = " << s.c().get_k(0).norm_inf();
00099     out << "\nalpha_k    = " << alpha_iq.get_k(0) << std::endl;
00100   }
00101 
00102   // x_kp1 = x_k + d_k
00103   IterQuantityAccess<VectorMutable>  &x_iq = s.x();
00104   const Vector                       &x_k   = x_iq.get_k(0);
00105   VectorMutable                      &x_kp1 = x_iq.set_k(+1);
00106   x_kp1 = x_k;
00107   Vp_StV( &x_kp1, alpha_iq.get_k(0), s.d().get_k(0) );
00108 
00109   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00110     out << "\n||x_kp1||inf   = " << s.x().get_k(+1).norm_inf() << std::endl;
00111   }
00112   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00113     out << "\nx_kp1 =\n" << s.x().get_k(+1);
00114   }
00115 
00116   if(algo.algo_cntr().check_results()) {
00117     assert_print_nan_inf(
00118       x_kp1, "x_kp1",true
00119       ,int(olevel) >= int(PRINT_ALGORITHM_STEPS) ? &out : NULL
00120       );
00121     if( nlp.num_bounded_x() ) {
00122       if(!bounds_tester().check_in_bounds(
00123           int(olevel) >= int(PRINT_ALGORITHM_STEPS) ? &out : NULL
00124         , int(olevel) >= int(PRINT_VECTORS)         // print_all_warnings
00125         , int(olevel) >= int(PRINT_ITERATION_QUANTITIES)  // print_vectors
00126         , nlp.xl(), "xl"
00127         , nlp.xu(), "xu"
00128         , x_kp1, "x_kp1"
00129         ))
00130       {
00131         TEUCHOS_TEST_FOR_EXCEPTION(
00132           true, TestFailed
00133           ,"LineSearchFullStep_Step::do_step(...) : Error, "
00134           "the variables bounds xl <= x_k(+1) <= xu where violated!" );
00135       }
00136     }
00137   }
00138 
00139   // Calcuate f and c at the new point.
00140   nlp.unset_quantities();
00141   nlp.set_f( &s.f().set_k(+1) );
00142   if(m) nlp.set_c( &s.c().set_k(+1) );
00143   nlp.calc_f(x_kp1);
00144   if(m) nlp.calc_c( x_kp1, false );
00145   nlp.unset_quantities();
00146 
00147   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00148     out << "\nf_kp1        = " << s.f().get_k(+1);
00149     if(m)
00150       out << "\n||c_kp1||inf = " << s.c().get_k(+1).norm_inf();
00151     out << std::endl;
00152   }
00153 
00154   if( m && static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00155     out << "\nc_kp1 =\n" << s.c().get_k(+1); 
00156   }
00157 
00158   if(algo.algo_cntr().check_results()) {
00159     assert_print_nan_inf( s.f().get_k(+1), "f(x_kp1)", true, &out );
00160     if(m)
00161       assert_print_nan_inf( s.c().get_k(+1), "c(x_kp1)", true, &out );
00162   }
00163 
00164   return true;
00165 }
00166 
00167 void LineSearchFullStep_Step::print_step( const Algorithm& algo
00168   , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss
00169   , std::ostream& out, const std::string& L ) const
00170 {
00171   out
00172     << L << "if alpha_k is not updated then\n"
00173     << L << "    alpha_k = 1.0\n"
00174     << L << "end\n"
00175     << L << "x_kp1 = x_k + alpha_k * d_k\n"
00176     << L << "f_kp1 = f(x_kp1)\n"
00177     << L << "if m > 0 then c_kp1 = c(x_kp1)\n";
00178 }
00179 
00180 } // end namespace MoochoPack
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