MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp
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00041 
00042 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
00043 #define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
00044 
00045 #include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
00046 #include "MoochoPack_BFGSUpdate_Strategy.hpp"
00047 #include "MoochoPack_quasi_newton_stats.hpp"
00048 #include "MoochoPack_act_set_stats.hpp"
00049 #include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
00050 #include "Teuchos_StandardCompositionMacros.hpp"
00051 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00052 
00053 namespace MoochoPack {
00054 
00059 class ReducedHessianSecantUpdateBFGSProjected_Strategy : public ReducedHessianSecantUpdate_Strategy
00060 {
00061 public:
00062   
00066   STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update );
00067 
00072   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );
00073 
00077   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );
00078 
00082   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
00083     
00085     ReducedHessianSecantUpdateBFGSProjected_Strategy(
00086     const bfgs_update_ptr_t&      bfgs_update                = NULL
00087     ,value_type                   act_set_frac_proj_start    = 0.8
00088     ,value_type                   project_error_tol          = 1e-5
00089     ,value_type                   super_basic_mult_drop_tol  = 1e-5
00090     );      
00091 
00093   bool perform_update(
00094     DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
00095     ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
00096     ,MatrixOp *rHL_k
00097     );
00099   void print_step( std::ostream& out, const std::string& leading_str ) const;
00100 
00101 private:
00102   
00103   // /////////////////////////////
00104   // Private data members
00105 
00106   quasi_newton_stats_iq_member    quasi_newton_stats_;
00107   act_set_stats_iq_member         act_set_stats_;
00108 
00109 }; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy
00110 
00111 }  // end namespace MoochoPack
00112 
00113 #endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
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