MoochoPack_NLPAlgoConfigMamaJama.hpp

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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
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00011 // it under the terms of the GNU Lesser General Public License as
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00028 
00029 #ifndef RSQP_ALGO_CONFIG_MAMA_JAMA_H
00030 #define RSQP_ALGO_CONFIG_MAMA_JAMA_H
00031 
00032 #include "MoochoPack_NLPAlgoConfig.hpp"
00033 #include "MoochoPack_NLPAlgo.hpp"
00034 #include "MoochoPack_DecompositionSystemStateStepBuilderStd.hpp"
00035 #include "OptionsFromStreamPack_OptionsFromStream.hpp"
00036 
00037 namespace MoochoPack {
00038 
00056 class NLPAlgoConfigMamaJama : public NLPAlgoConfig {
00057 public:
00058 
00060   NLPAlgoConfigMamaJama();
00061 
00063   ~NLPAlgoConfigMamaJama();
00064 
00067 
00078   void set_options( const options_ptr_t& options );
00080   const options_ptr_t& get_options() const;
00082   void config_algo_cntr(NLPAlgoContainer* algo_cntr, std::ostream* trase_out);
00084   void init_algo(NLPAlgoInterface* algo);
00085 
00087 
00088 public:
00089 
00092 
00094   enum EQuasiNewton {
00095     QN_AUTO, QN_BFGS, QN_PBFGS, QN_LBFGS, QN_LPBFGS };
00097   enum EHessianInitialization {
00098     INIT_HESS_AUTO, INIT_HESS_SERIALIZE, INIT_HESS_IDENTITY, INIT_HESS_FIN_DIFF_SCALE_IDENTITY
00099     , INIT_HESS_FIN_DIFF_SCALE_DIAGONAL, INIT_HESS_FIN_DIFF_SCALE_DIAGONAL_ABS };
00101   enum EQPSolverType {
00102     QP_AUTO, QP_QPSOL, QP_QPOPT, QP_QPKWIK, QP_QPSCHUR };
00104   enum ELineSearchMethod {
00105     LINE_SEARCH_AUTO, LINE_SEARCH_NONE, LINE_SEARCH_DIRECT
00106     , LINE_SEARCH_2ND_ORDER_CORRECT, LINE_SEARCH_WATCHDOG
00107     , LINE_SEARCH_FILTER };
00109   enum EMeritFunctionType {
00110     MERIT_FUNC_AUTO, MERIT_FUNC_L1, MERIT_FUNC_MOD_L1
00111     , MERIT_FUNC_MOD_L1_INCR };
00113   enum EL1PenaltyParamUpdate {
00114     L1_PENALTY_PARAM_AUTO, L1_PENALTY_PARAM_WITH_MULT
00115     , L1_PENALTY_PARAM_MULT_FREE };
00116 
00118 
00121 
00123   struct SOptionValues {
00124     // Constructor (sets default values)
00125     SOptionValues();
00126     // Variable Reduction, Range/Null space decompositions
00127     value_type max_basis_cond_change_frac_; // If < , don't change default
00128     // Reduced Hessian Approximations
00129     bool exact_reduced_hessian_;
00130     EQuasiNewton quasi_newton_;
00131     int num_lbfgs_updates_stored_; // If < 0, don't change default
00132     bool lbfgs_auto_scaling_;
00133     EHessianInitialization hessian_initialization_;
00134     // QP subproblem solvers
00135     EQPSolverType qp_solver_type_;
00136     bool reinit_hessian_on_qp_fail_;
00137     // Line search methods
00138     ELineSearchMethod line_search_method_;
00139     EMeritFunctionType merit_function_type_;
00140     EL1PenaltyParamUpdate l1_penalty_param_update_;
00141     int full_steps_after_k_; // If < 0, do not use this option at all.
00142     value_type max_pz_norm_;
00143     int num_pz_damp_iters_;
00144   };
00145   
00147 
00148 private:
00149 
00151   DecompositionSystemStateStepBuilderStd decomp_sys_step_builder_;
00152   
00154   options_ptr_t options_;
00155   
00157   SOptionValues uov_; // options set by user
00158   SOptionValues cov_; // current option values actually used
00159 
00160   // ///////////////////////////////////////////////////////
00161   // Private member functions
00162 
00164   static void readin_options(
00165     const OptionsFromStreamPack::OptionsFromStream& options
00166     , SOptionValues *option_values, std::ostream* trase_out );
00167 
00169   static void set_default_options(
00170     const SOptionValues& user_option_values
00171     , SOptionValues *current_option_values
00172     , std::ostream* trase_out );
00173 
00174 };  // end class NLPAlgoConfigMamaJama
00175 
00185 } // end namespace MoochoPack 
00186 
00187 #endif  // RSQP_ALGO_CONFIG_MAMA_JAMA_H

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