ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization Version of the Day
ConstrainedOptPack_DirectLineSearchArmQuad_Strategy.hpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #ifndef DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
00043 #define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
00044 
00045 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
00046 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00047 
00048 namespace ConstrainedOptPack {
00049 
00053 class DirectLineSearchArmQuad_Strategy : public DirectLineSearch_Strategy {
00054 public:
00055 
00057   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
00058   
00060   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, min_frac );
00061 
00063   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_frac );
00064 
00070   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, max_out_iter );
00071 
00073   DirectLineSearchArmQuad_Strategy(
00074     int           max_iter       = 20
00075     ,value_type   eta            = 1.0e-4
00076     ,value_type   min_frac       = 0.1
00077     ,value_type   max_frac       = 0.5
00078     ,bool         max_out_iter   = false
00079     );
00080 
00083 
00085   void set_max_iter(int max_iter);
00087   int max_iter() const;
00089   int num_iterations() const;
00112   bool do_line_search(
00113     const MeritFuncCalc1D   &phi
00114     ,value_type             phi_k
00115     ,value_type             *alpha_k
00116     ,value_type             *phi_kp1
00117     ,std::ostream           *out
00118     );
00119 
00121   void print_algorithm(std::ostream& out, const std::string& leading_str) const;
00122 
00124 
00125 private:
00126   int max_iter_;
00127   int num_iter_;  // stores the number of interations
00128 
00129   // Throw an exception if the parameters are not in a proper range.
00130   void validate_parameters() const;
00131 
00132 };  // end class DirectLineSearchArmQuad_Strategy
00133 
00134 } // end namespace ConstrainedOptPack
00135 
00136 #endif  // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
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