MoochoPack_LineSearchFullStep_Step.cpp

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00001 // @HEADER
00002 // ***********************************************************************
00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00008 // license for use of this work by or on behalf of the U.S. Government.
00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
00013 // License, or (at your option) any later version.
00014 //  
00015 // This library is distributed in the hope that it will be useful, but
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
00021 // License along with this library; if not, write to the Free Software
00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #include <ostream>
00030 
00031 #include "MoochoPack_LineSearchFullStep_Step.hpp"
00032 #include "MoochoPack_Exceptions.hpp"
00033 #include "MoochoPack_moocho_algo_conversion.hpp"
00034 #include "IterationPack_print_algorithm_step.hpp"
00035 #include "AbstractLinAlgPack_MatrixOpOut.hpp"
00036 #include "AbstractLinAlgPack_VectorMutable.hpp"
00037 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00038 #include "AbstractLinAlgPack_VectorOut.hpp"
00039 #include "AbstractLinAlgPack_LinAlgOpPack.hpp"
00040 #include "AbstractLinAlgPack_assert_print_nan_inf.hpp"
00041 #include "Teuchos_TestForException.hpp"
00042 
00043 namespace MoochoPack {
00044 
00045 MoochoPack::LineSearchFullStep_Step::LineSearchFullStep_Step(
00046     const bounds_tester_ptr_t&  bounds_tester
00047     )
00048   :
00049     bounds_tester_(bounds_tester)
00050 {}
00051 
00052 
00053 bool LineSearchFullStep_Step::do_step(Algorithm& _algo
00054   , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
00055 {
00056   using AbstractLinAlgPack::Vp_StV;
00057   using AbstractLinAlgPack::assert_print_nan_inf;
00058   using LinAlgOpPack::V_VpV;
00059 
00060   NLPAlgo        &algo   = rsqp_algo(_algo);
00061   NLPAlgoState   &s      = algo.rsqp_state();
00062   NLP            &nlp    = algo.nlp();
00063 
00064   const size_type
00065     m = nlp.m();
00066 
00067   EJournalOutputLevel olevel = algo.algo_cntr().journal_output_level();
00068   std::ostream& out = algo.track().journal_out();
00069 
00070   // print step header.
00071   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00072     using IterationPack::print_algorithm_step;
00073     print_algorithm_step( algo, step_poss, type, assoc_step_poss, out );
00074   }
00075   
00076   // alpha_k = 1.0
00077   IterQuantityAccess<value_type>
00078     &alpha_iq   = s.alpha();
00079   if( !alpha_iq.updated_k(0) )
00080     alpha_iq.set_k(0) = 1.0;
00081 
00082   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00083     out << "\nf_k        = " << s.f().get_k(0);
00084     if(m)
00085       out << "\n||c_k||inf = " << s.c().get_k(0).norm_inf();
00086     out << "\nalpha_k    = " << alpha_iq.get_k(0) << std::endl;
00087   }
00088 
00089   // x_kp1 = x_k + d_k
00090   IterQuantityAccess<VectorMutable>  &x_iq = s.x();
00091   const Vector                       &x_k   = x_iq.get_k(0);
00092   VectorMutable                      &x_kp1 = x_iq.set_k(+1);
00093   x_kp1 = x_k;
00094   Vp_StV( &x_kp1, alpha_iq.get_k(0), s.d().get_k(0) );
00095 
00096   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00097     out << "\n||x_kp1||inf   = " << s.x().get_k(+1).norm_inf() << std::endl;
00098   }
00099   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00100     out << "\nx_kp1 =\n" << s.x().get_k(+1);
00101   }
00102 
00103   if(algo.algo_cntr().check_results()) {
00104     assert_print_nan_inf(
00105       x_kp1, "x_kp1",true
00106       ,int(olevel) >= int(PRINT_ALGORITHM_STEPS) ? &out : NULL
00107       );
00108     if( nlp.num_bounded_x() ) {
00109       if(!bounds_tester().check_in_bounds(
00110           int(olevel) >= int(PRINT_ALGORITHM_STEPS) ? &out : NULL
00111         , int(olevel) >= int(PRINT_VECTORS)         // print_all_warnings
00112         , int(olevel) >= int(PRINT_ITERATION_QUANTITIES)  // print_vectors
00113         , nlp.xl(), "xl"
00114         , nlp.xu(), "xu"
00115         , x_kp1, "x_kp1"
00116         ))
00117       {
00118         TEST_FOR_EXCEPTION(
00119           true, TestFailed
00120           ,"LineSearchFullStep_Step::do_step(...) : Error, "
00121           "the variables bounds xl <= x_k(+1) <= xu where violated!" );
00122       }
00123     }
00124   }
00125 
00126   // Calcuate f and c at the new point.
00127   nlp.unset_quantities();
00128   nlp.set_f( &s.f().set_k(+1) );
00129   if(m) nlp.set_c( &s.c().set_k(+1) );
00130   nlp.calc_f(x_kp1);
00131   if(m) nlp.calc_c( x_kp1, false );
00132   nlp.unset_quantities();
00133 
00134   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00135     out << "\nf_kp1        = " << s.f().get_k(+1);
00136     if(m)
00137       out << "\n||c_kp1||inf = " << s.c().get_k(+1).norm_inf();
00138     out << std::endl;
00139   }
00140 
00141   if( m && static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00142     out << "\nc_kp1 =\n" << s.c().get_k(+1); 
00143   }
00144 
00145   if(algo.algo_cntr().check_results()) {
00146     assert_print_nan_inf( s.f().get_k(+1), "f(x_kp1)", true, &out );
00147     if(m)
00148       assert_print_nan_inf( s.c().get_k(+1), "c(x_kp1)", true, &out );
00149   }
00150 
00151   return true;
00152 }
00153 
00154 void LineSearchFullStep_Step::print_step( const Algorithm& algo
00155   , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss
00156   , std::ostream& out, const std::string& L ) const
00157 {
00158   out
00159     << L << "if alpha_k is not updated then\n"
00160     << L << "    alpha_k = 1.0\n"
00161     << L << "end\n"
00162     << L << "x_kp1 = x_k + alpha_k * d_k\n"
00163     << L << "f_kp1 = f(x_kp1)\n"
00164     << L << "if m > 0 then c_kp1 = c(x_kp1)\n";
00165 }
00166 
00167 } // end namespace MoochoPack

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