00001 // @HEADER 00002 // *********************************************************************** 00003 // 00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00005 // Copyright (2003) Sandia Corporation 00006 // 00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00008 // license for use of this work by or on behalf of the U.S. Government. 00009 // 00010 // This library is free software; you can redistribute it and/or modify 00011 // it under the terms of the GNU Lesser General Public License as 00012 // published by the Free Software Foundation; either version 2.1 of the 00013 // License, or (at your option) any later version. 00014 // 00015 // This library is distributed in the hope that it will be useful, but 00016 // WITHOUT ANY WARRANTY; without even the implied warranty of 00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00018 // Lesser General Public License for more details. 00019 // 00020 // You should have received a copy of the GNU Lesser General Public 00021 // License along with this library; if not, write to the Free Software 00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00023 // USA 00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00025 // 00026 // *********************************************************************** 00027 // @HEADER 00028 00029 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_BFGS_FULL_STRATEGY_H 00030 #define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_FULL_STRATEGY_H 00031 00032 #include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp" 00033 #include "MoochoPack_BFGSUpdate_Strategy.hpp" 00034 #include "MoochoPack_quasi_newton_stats.hpp" 00035 #include "Teuchos_StandardCompositionMacros.hpp" 00036 00037 namespace MoochoPack { 00038 00045 class ReducedHessianSecantUpdateBFGSFull_Strategy : public ReducedHessianSecantUpdate_Strategy 00046 { 00047 public: 00048 00052 STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update ); 00053 00054 ReducedHessianSecantUpdateBFGSFull_Strategy( 00055 const bfgs_update_ptr_t& bfgs_update = Teuchos::null 00056 ); 00057 00061 bool perform_update( 00062 VectorMutable *s_bfgs 00063 ,VectorMutable *y_bfgs 00064 ,bool first_update 00065 ,std::ostream & out 00066 ,EJournalOutputLevel olevel 00067 ,NLPAlgo *algo 00068 ,NLPAlgoState *s 00069 ,MatrixSymOp *rHL_k 00070 ); 00072 void print_step( std::ostream& out, const std::string& leading_str ) const; 00074 00075 private: 00076 quasi_newton_stats_iq_member quasi_newton_stats_; 00077 00078 }; // end class ReducedHessianSecantUpdateBFGSFull_Strategy 00079 00080 } // end namespace MoochoPack 00081 00082 #endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_FULL_STRATEGY_H
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