MoochoPack_BFGSUpdate_Strategy.hpp

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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
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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
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00028 
00029 #ifndef BFGS_UPDATE_STRATEGY_H
00030 #define BFGS_UPDATE_STRATEGY_H
00031 
00032 #include "MoochoPack_Types.hpp"
00033 #include "MoochoPack_QuasiNewtonStats.hpp"
00034 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00035 
00036 namespace MoochoPack {
00037 
00046 class BFGSUpdate_Strategy {
00047 public:
00048 
00052   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, rescale_init_identity );
00053 
00057   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, use_dampening );
00058 
00060   enum ESecantTesting { SECANT_TEST_DEFAULT, SECANT_TEST_ALWAYS, SECANT_NO_TEST };
00061 
00067   STANDARD_MEMBER_COMPOSITION_MEMBERS( ESecantTesting, secant_testing );
00068 
00072   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_warning_tol );
00073 
00077   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_error_tol );
00078 
00080   BFGSUpdate_Strategy(
00081     bool               rescale_init_identity  = true
00082     ,bool              use_dampening          = true
00083     ,ESecantTesting    secant_testing         = SECANT_TEST_DEFAULT
00084     ,value_type        secant_warning_tol     = 1e-6
00085     ,value_type        secant_error_tol       = 1e-1
00086     );
00087 
00119   void perform_update(
00120     VectorMutable      *s_bfgs
00121     ,VectorMutable     *y_bfgs
00122     ,bool                    first_update
00123     ,std::ostream            &out
00124     ,EJournalOutputLevel     olevel
00125     ,bool                    check_results
00126     ,MatrixSymOp         *B
00127     ,QuasiNewtonStats        * quasi_newton_stats 
00128     );
00129   
00131   void print_step( std::ostream& out, const std::string& leading_str ) const;
00132 
00133 }; // end class BFGSUpdate_Strategy
00134 
00135 }  // end namespace MoochoPack
00136 
00137 #endif // BFGS_UPDATE_STRATEGY_H
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