MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_ReducedHessianSecantUpdateBFGSFull_Strategy.cpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #include "MoochoPack_ReducedHessianSecantUpdateBFGSFull_Strategy.hpp"
00043 #include "MoochoPack_NLPAlgo.hpp"
00044 #include "MoochoPack_NLPAlgoState.hpp"
00045 
00046 namespace MoochoPack {
00047 
00048 ReducedHessianSecantUpdateBFGSFull_Strategy::ReducedHessianSecantUpdateBFGSFull_Strategy(
00049   const bfgs_update_ptr_t&      bfgs_update
00050   )
00051   :bfgs_update_(bfgs_update)
00052 {}
00053 
00054 bool ReducedHessianSecantUpdateBFGSFull_Strategy::perform_update(
00055   VectorMutable           *s_bfgs
00056   ,VectorMutable          *y_bfgs
00057   ,bool                   first_update
00058   ,std::ostream           & out
00059   ,EJournalOutputLevel    olevel
00060   ,NLPAlgo                *algo
00061   ,NLPAlgoState           *s
00062   ,MatrixSymOp            *rHL_k
00063   )
00064 {
00065   bfgs_update().perform_update(
00066     s_bfgs,y_bfgs,first_update,out,olevel,algo->algo_cntr().check_results()
00067     ,rHL_k, &quasi_newton_stats_(*s).set_k(0)
00068     );
00069   return true;
00070 }
00071 
00072 void ReducedHessianSecantUpdateBFGSFull_Strategy::print_step( std::ostream& out, const std::string& L ) const
00073 {
00074   out
00075     << L << "*** Perform BFGS update on full matrix where: B = rHL_k\n";
00076   bfgs_update().print_step(out,L);
00077 }
00078 
00079 }  // end namespace MoochoPack
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