MoochoPack_LineSearch2ndOrderCorrect_Step.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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#ifndef LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
#define LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H

#include "MoochoPack/src/rSQPAlgo_StepBaseClasses.h"
#include "MoochoPack_FeasibilityStep_Strategy.hpp"
#include "ConstrainedOptPack_MeritFuncNLP.hpp"
#include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "MiStandardAggregationMacros.h"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class LineSearch2ndOrderCorrect_Step : public LineSearch_Step {
public:

  enum ENewtonOutputLevel {
    PRINT_USE_DEFAULT
    ,PRINT_NEWTON_NOTHING      = 0
    ,PRINT_NEWTON_SUMMARY_INFO = 1
    ,PRINT_NEWTON_STEPS        = 2
    ,PRINT_NEWTON_VECTORS      = 3
  };

  enum EForcedConstrReduction { CONSTR_LESS_X_D, CONSTR_LESS_X };

  STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_sqp);

  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);

  STANDARD_COMPOSITION_MEMBERS(FeasibilityStep_Strategy,feasibility_step);

  STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_newton);

  LineSearch2ndOrderCorrect_Step(
    const direct_ls_sqp_ptr_t&      direct_ls_sqp     = NULL
    ,const merit_func_ptr_t&      merit_func        = NULL
    ,const feasibility_step_ptr_t&    feasibility_step        = NULL
    ,const direct_ls_newton_ptr_t&    direct_ls_newton    = 0
    ,value_type             eta           = 1.0e-4
    ,ENewtonOutputLevel         newton_olevel     = PRINT_USE_DEFAULT
    ,value_type             constr_norm_threshold = 1.0
    ,value_type             constr_incr_ratio   = 10.0
    ,int                after_k_iter      = 0
    ,EForcedConstrReduction       forced_constr_reduction = CONSTR_LESS_X
    ,value_type                         forced_reduct_ratio     = 1.0
    ,value_type             max_step_ratio      = 1.0
    ,int                max_newton_iter     = 3
    );


  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(ENewtonOutputLevel,newton_olevel);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_norm_threshold);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_incr_ratio);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(EForcedConstrReduction,forced_constr_reduction);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,forced_reduct_ratio);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_step_ratio);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(int,max_newton_iter);
  

  // ////////////////////
  // Overridden

  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss);

  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;

};  // end class LineSearch2ndOrderCorrect_Step

} // end namespace MoochoPack 

#endif  // LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H

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