MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_InitFinDiffReducedHessian_Step.hpp
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00041 
00042 #ifndef INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
00043 #define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
00044 
00045 #include "IterationPack_AlgorithmStep.hpp"
00046 #include "MoochoPack_quasi_newton_stats.hpp"
00047 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00048 
00049 namespace MoochoPack {
00050 
00082 class InitFinDiffReducedHessian_Step
00083   : public IterationPack::AlgorithmStep // doxygen needs full path
00084 {
00085 public:
00086 
00089 
00091   enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };
00092 
00094   InitFinDiffReducedHessian_Step(
00095     EInitializationMethod   initialization_method  = SCALE_IDENTITY
00096     ,value_type             max_cond               = 1e+1
00097     ,value_type             min_diag               = 1e-8
00098     ,value_type             step_scale             = 1e-1
00099     );
00100 
00102   STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod,initialization_method);
00103 
00105   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond);
00106 
00108   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag);
00109 
00111   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale);
00112 
00114 
00118   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00119     , poss_type assoc_step_poss);
00121   void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00122     , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
00124 
00125 
00126 private:
00127   quasi_newton_stats_iq_member  quasi_newton_stats_;
00128 
00129 };  // end class ReducedHessianBFGS_Step
00130 
00131 } // end namespace MoochoPack 
00132 
00133 #endif  // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
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