MoochoPack_NLPSolverClientInterface.hpp

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 #ifndef RSQP_SOLVER_CLIENT_INTERFACE_H
00030 #define RSQP_SOLVER_CLIENT_INTERFACE_H
00031 
00032 #include <stdexcept>
00033 
00034 #include "MoochoPack_Types.hpp"
00035 #include "NLPInterfacePack_NLP.hpp"
00036 #include "IterationPack_AlgorithmTracker.hpp"
00037 #include "Teuchos_StandardCompositionMacros.hpp"
00038 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00039 
00040 namespace MoochoPack {
00041 
00046 class NLPSolverClientInterface {
00047 public:
00048 
00051 
00053   enum EFindMinReturn {
00054     SOLUTION_FOUND
00055     ,MAX_ITER_EXCEEDED
00056     ,MAX_RUN_TIME_EXCEEDED
00057     ,ALGORITHMIC_ERROR
00058   };
00059 
00061   class InvalidSetup : public std::logic_error
00062   {public: InvalidSetup(const std::string& what_arg) : std::logic_error(what_arg) {}};
00063 
00065   
00068 
00070   STANDARD_MEMBER_COMPOSITION_MEMBERS( int, max_iter );
00071 
00074   STANDARD_MEMBER_COMPOSITION_MEMBERS( double, max_run_time );
00075 
00079   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_tol );
00080 
00084   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_tol );
00085 
00090   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, comp_tol );
00091 
00096   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, step_tol );
00097 
00100   STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, journal_output_level );
00101 
00107   STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, null_space_journal_output_level );
00108 
00111   STANDARD_MEMBER_COMPOSITION_MEMBERS( int, journal_print_digits );
00112 
00115   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, check_results );
00116 
00120   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_conditioning );
00121 
00124   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_norms );
00125 
00129   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_info_null_space_only );
00130 
00132 
00135 
00137   STANDARD_COMPOSITION_MEMBERS( NLP, nlp );
00138 
00140   STANDARD_COMPOSITION_MEMBERS( AlgorithmTracker, track );
00141 
00144   NLPSolverClientInterface(
00145     int                    max_iter             = 10000
00146     ,double                max_run_time         = 1e+10 // run forever
00147     ,value_type            opt_tol              = 1e-6
00148     ,value_type            feas_tol             = 1e-6
00149     ,value_type            comp_tol             = 1e-6
00150     ,value_type            step_tol             = 1e-2
00151     ,EJournalOutputLevel   journal_output_level = PRINT_ALGORITHM_STEPS
00152     ,EJournalOutputLevel   null_space_journal_output_level = PRINT_ALGORITHM_STEPS
00153     ,int                   journal_print_digits = 6
00154     ,bool                  check_results        = false
00155     ,bool                  calc_conditioning    = false
00156     ,bool                  calc_matrix_norms    = false
00157     ,bool                  calc_matrix_info_null_space_only = false
00158     );
00159 
00161   virtual ~NLPSolverClientInterface() {}
00162 
00164 
00167 
00204   virtual EFindMinReturn find_min() = 0;
00205 
00207 
00210 
00213   virtual void print_algorithm(std::ostream& out) const = 0;
00214 
00216 
00219 
00225   virtual void set_algo_timing( bool algo_timing ) = 0;
00226 
00228   virtual bool algo_timing() const = 0;
00229 
00235   virtual void print_algorithm_times( std::ostream& out ) const = 0;
00236 
00238 
00239 private:
00240 
00241 #ifdef DOXYGEN_COMPILE // Strictly for doxygen diagrams
00242 
00243   NLPInterfacePack::NLP                  *nlp;
00245   IterationPack::AlgorithmTracker   *track;
00246 #endif
00247 
00248 }; // end class NLPSolverClientInterface
00249 
00250 }  // end namespace MoochoPack
00251 
00252 #endif  // RSQP_SOLVER_CLIENT_INTERFACE_H

Generated on Tue Jul 13 09:29:32 2010 for MoochoPack : Framework for Large-Scale Optimization Algorithms by  doxygen 1.4.7