NLPInterfacePack_NLPSecondOrder.hpp

Go to the documentation of this file.
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 NLP_SECOND_ORDER_INFO_H
00030 #define NLP_SECOND_ORDER_INFO_H
00031 
00032 #include "NLPInterfacePack_NLPFirstOrder.hpp"
00033 
00034 namespace NLPInterfacePack {
00035 
00064 class NLPSecondOrder : virtual public NLPFirstOrder {
00065 public:
00066 
00068   typedef Teuchos::RCP<
00069     const Teuchos::AbstractFactory<MatrixSymOp> >    mat_sym_fcty_ptr_t;
00070 
00073 
00075   NLPSecondOrder();
00076 
00078 
00081   
00094   void initialize(bool test_setup);
00095 
00097 
00100 
00107   virtual const mat_sym_fcty_ptr_t factory_HL() const = 0;
00108 
00110 
00113 
00126   virtual void set_HL(MatrixSymOp* HL);
00133   virtual MatrixSymOp* get_HL();
00141   virtual MatrixSymOp& HL();
00149   virtual const MatrixSymOp& HL() const;
00150 
00152 
00155   
00169   void unset_quantities();
00170 
00172 
00175 
00205   virtual void calc_HL(
00206     const Vector& x, const Vector* lambda, bool newpoint = true) const;
00207 
00209 
00212 
00218   virtual size_type num_HL_evals() const;
00219 
00221 
00222 protected:
00223 
00226   struct SecondOrderInfo {
00228     SecondOrderInfo()
00229       : HL(NULL), Gc(NULL), Gf(NULL), f(NULL), c(NULL)
00230       {}
00232     SecondOrderInfo( MatrixSymOp* HL_in, const FirstOrderInfo& first_order_info )
00233       :HL(HL_in), Gc(first_order_info.Gc), Gf(first_order_info.Gf)
00234       ,f(first_order_info.f), c(first_order_info.c)
00235       {}
00237     MatrixSymOp*        HL;
00239     MatrixOp*           Gc;
00241     VectorMutable*      Gf;
00243     value_type*         f;
00245     VectorMutable*      c;
00246   }; // end struct SecondOrderInfo
00247 
00249   const SecondOrderInfo second_order_info() const;
00250 
00253 
00277   virtual void imp_calc_HL(
00278     const Vector& x, const Vector* lambda, bool newpoint
00279     ,const SecondOrderInfo& second_order_info
00280     ) const = 0;
00281 
00283 
00284 private:
00285 
00286 #ifdef DOXYGEN_COMPILE
00287   Teuchos::AbstractFactory<AbstractLinAlgPack::MatrixSymOp>  *factory_HL;
00288 #endif
00289   mutable MatrixSymOp   *HL_;
00290   mutable bool          num_HL_evals_;
00291 
00292 };  // end class NLPSecondOrder
00293 
00294 // //////////////////
00295 // Inline members
00296 
00297 inline
00298 const NLPSecondOrder::SecondOrderInfo NLPSecondOrder::second_order_info() const
00299 {
00300   return SecondOrderInfo(HL_,first_order_info());
00301 }
00302 
00303 } // end namespace NLPInterfacePack 
00304 
00305 #endif // NLP_SECOND_ORDER_INFO_H
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines
Generated on Wed Apr 13 10:11:01 2011 for MOOCHO (Single Doxygen Collection) by  doxygen 1.6.3