NLPInterfacePack: C++ Interfaces and Implementation for Non-Linear Programs Version of the Day
NLPInterfacePack_NLPSecondOrder.hpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #ifndef NLP_SECOND_ORDER_INFO_H
00043 #define NLP_SECOND_ORDER_INFO_H
00044 
00045 #include "NLPInterfacePack_NLPFirstOrder.hpp"
00046 
00047 namespace NLPInterfacePack {
00048 
00077 class NLPSecondOrder : virtual public NLPFirstOrder {
00078 public:
00079 
00081   typedef Teuchos::RCP<
00082     const Teuchos::AbstractFactory<MatrixSymOp> >    mat_sym_fcty_ptr_t;
00083 
00086 
00088   NLPSecondOrder();
00089 
00091 
00094   
00107   void initialize(bool test_setup);
00108 
00110 
00113 
00120   virtual const mat_sym_fcty_ptr_t factory_HL() const = 0;
00121 
00123 
00126 
00139   virtual void set_HL(MatrixSymOp* HL);
00146   virtual MatrixSymOp* get_HL();
00154   virtual MatrixSymOp& HL();
00162   virtual const MatrixSymOp& HL() const;
00163 
00165 
00168   
00182   void unset_quantities();
00183 
00185 
00188 
00218   virtual void calc_HL(
00219     const Vector& x, const Vector* lambda, bool newpoint = true) const;
00220 
00222 
00225 
00231   virtual size_type num_HL_evals() const;
00232 
00234 
00235 protected:
00236 
00239   struct SecondOrderInfo {
00241     SecondOrderInfo()
00242       : HL(NULL), Gc(NULL), Gf(NULL), f(NULL), c(NULL)
00243       {}
00245     SecondOrderInfo( MatrixSymOp* HL_in, const FirstOrderInfo& first_order_info )
00246       :HL(HL_in), Gc(first_order_info.Gc), Gf(first_order_info.Gf)
00247       ,f(first_order_info.f), c(first_order_info.c)
00248       {}
00250     MatrixSymOp*        HL;
00252     MatrixOp*           Gc;
00254     VectorMutable*      Gf;
00256     value_type*         f;
00258     VectorMutable*      c;
00259   }; // end struct SecondOrderInfo
00260 
00262   const SecondOrderInfo second_order_info() const;
00263 
00266 
00290   virtual void imp_calc_HL(
00291     const Vector& x, const Vector* lambda, bool newpoint
00292     ,const SecondOrderInfo& second_order_info
00293     ) const = 0;
00294 
00296 
00297 private:
00298 
00299 #ifdef DOXYGEN_COMPILE
00300   Teuchos::AbstractFactory<AbstractLinAlgPack::MatrixSymOp>  *factory_HL;
00301 #endif
00302   mutable MatrixSymOp   *HL_;
00303   mutable bool          num_HL_evals_;
00304 
00305 };  // end class NLPSecondOrder
00306 
00307 // //////////////////
00308 // Inline members
00309 
00310 inline
00311 const NLPSecondOrder::SecondOrderInfo NLPSecondOrder::second_order_info() const
00312 {
00313   return SecondOrderInfo(HL_,first_order_info());
00314 }
00315 
00316 } // end namespace NLPInterfacePack 
00317 
00318 #endif // NLP_SECOND_ORDER_INFO_H
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