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MoochoPack_NLPSolverClientInterface.hpp
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00041 
00042 #ifndef RSQP_SOLVER_CLIENT_INTERFACE_H
00043 #define RSQP_SOLVER_CLIENT_INTERFACE_H
00044 
00045 #include <stdexcept>
00046 
00047 #include "MoochoPack_Types.hpp"
00048 #include "NLPInterfacePack_NLP.hpp"
00049 #include "IterationPack_AlgorithmTracker.hpp"
00050 #include "Teuchos_StandardCompositionMacros.hpp"
00051 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00052 
00053 namespace MoochoPack {
00054 
00059 class NLPSolverClientInterface {
00060 public:
00061 
00064 
00066   enum EFindMinReturn {
00067     SOLUTION_FOUND
00068     ,MAX_ITER_EXCEEDED
00069     ,MAX_RUN_TIME_EXCEEDED
00070     ,ALGORITHMIC_ERROR
00071   };
00072 
00074   class InvalidSetup : public std::logic_error
00075   {public: InvalidSetup(const std::string& what_arg) : std::logic_error(what_arg) {}};
00076 
00078   
00081 
00083   STANDARD_MEMBER_COMPOSITION_MEMBERS( int, max_iter );
00084 
00087   STANDARD_MEMBER_COMPOSITION_MEMBERS( double, max_run_time );
00088 
00092   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_tol );
00093 
00097   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_tol );
00098 
00103   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, comp_tol );
00104 
00109   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, step_tol );
00110 
00113   STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, journal_output_level );
00114 
00120   STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, null_space_journal_output_level );
00121 
00124   STANDARD_MEMBER_COMPOSITION_MEMBERS( int, journal_print_digits );
00125 
00128   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, check_results );
00129 
00133   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_conditioning );
00134 
00137   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_norms );
00138 
00142   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_info_null_space_only );
00143 
00145 
00148 
00150   STANDARD_COMPOSITION_MEMBERS( NLP, nlp );
00151 
00153   STANDARD_COMPOSITION_MEMBERS( AlgorithmTracker, track );
00154 
00157   NLPSolverClientInterface(
00158     int                    max_iter             = 10000
00159     ,double                max_run_time         = 1e+10 // run forever
00160     ,value_type            opt_tol              = 1e-6
00161     ,value_type            feas_tol             = 1e-6
00162     ,value_type            comp_tol             = 1e-6
00163     ,value_type            step_tol             = 1e-2
00164     ,EJournalOutputLevel   journal_output_level = PRINT_ALGORITHM_STEPS
00165     ,EJournalOutputLevel   null_space_journal_output_level = PRINT_ALGORITHM_STEPS
00166     ,int                   journal_print_digits = 6
00167     ,bool                  check_results        = false
00168     ,bool                  calc_conditioning    = false
00169     ,bool                  calc_matrix_norms    = false
00170     ,bool                  calc_matrix_info_null_space_only = false
00171     );
00172 
00174   virtual ~NLPSolverClientInterface() {}
00175 
00177 
00180 
00217   virtual EFindMinReturn find_min() = 0;
00218 
00220 
00223 
00226   virtual void print_algorithm(std::ostream& out) const = 0;
00227 
00229 
00232 
00238   virtual void set_algo_timing( bool algo_timing ) = 0;
00239 
00241   virtual bool algo_timing() const = 0;
00242 
00248   virtual void print_algorithm_times( std::ostream& out ) const = 0;
00249 
00251 
00252 private:
00253 
00254 #ifdef DOXYGEN_COMPILE // Strictly for doxygen diagrams
00255 
00256   NLPInterfacePack::NLP                  *nlp;
00258   IterationPack::AlgorithmTracker   *track;
00259 #endif
00260 
00261 }; // end class NLPSolverClientInterface
00262 
00263 }  // end namespace MoochoPack
00264 
00265 #endif  // RSQP_SOLVER_CLIENT_INTERFACE_H
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