MoochoPack_LineSearchWatchDog_Step.hpp

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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
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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
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00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
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00028 
00029 #ifndef LINE_SEARCH_WATCH_DOG_STEP_H
00030 #define LINE_SEARCH_WATCH_DOG_STEP_H
00031 
00032 #include "rSQPAlgo_StepBaseClasses.h"
00033 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00034 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
00035 #include "DenseLinAlgPack_DVectorClass.hpp"
00036 #include "Teuchos_StandardCompositionMacros.hpp"
00037 #include "MiStandardAggregationMacros.h"
00038 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00039 
00040 namespace MoochoPack {
00041 
00048 class LineSearchWatchDog_Step : public LineSearch_Step {
00049 public:
00050 
00052   STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search);
00053 
00055   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00056 
00059   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
00060 
00064   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold );
00065   
00069   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold );
00070 
00072   LineSearchWatchDog_Step(
00073         const direct_line_search_ptr_t& direct_line_search    = 0
00074       , const merit_func_ptr_t&     merit_func        = 0
00075       , value_type            eta           = 1e-4
00076       , value_type            opt_kkt_err_threshold   = 1e-1
00077       , value_type            feas_kkt_err_threshold  = 1e-3
00078       );
00079 
00080   // ////////////////////
00081   // Overridden
00082 
00084   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00085     , poss_type assoc_step_poss);
00086 
00088   void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00089     , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
00090 
00091 private:
00092   int         watch_k_; // >= 0 means that we are using the watchdog.
00093   DVector       xo_;
00094   value_type      fo_;
00095   value_type      nrm_co_;
00096   DVector       do_;
00097   value_type      phio_;
00098   value_type      Dphio_;
00099   value_type      phiop1_;
00100   
00101 };  // end class LineSearchWatchDog_Step
00102 
00103 } // end namespace MoochoPack 
00104 
00105 #endif  // LINE_SEARCH_WATCH_DOG_STEP_H

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