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GlobiPack_Brents1DMinimization_decl.hpp
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00001 /*
00002 // @HEADER
00003 // ***********************************************************************
00004 // 
00005 //    GlobiPack: Collection of Scalar 1D globalizaton utilities
00006 //                 Copyright (2009) Sandia Corporation
00007 // 
00008 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00009 // license for use of this work by or on behalf of the U.S. Government.
00010 // 
00011 // This library is free software; you can redistribute it and/or modify
00012 // it under the terms of the GNU Lesser General Public License as
00013 // published by the Free Software Foundation; either version 2.1 of the
00014 // License, or (at your option) any later version.
00015 // 
00016 // This library is distributed in the hope that it will be useful, but
00017 // WITHOUT ANY WARRANTY; without even the implied warranty of
00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00019 // Lesser General Public License for more details.
00020 // 
00021 // You should have received a copy of the GNU Lesser General Public
00022 // License along with this library; if not, write to the Free Software
00023 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00024 // USA
00025 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00026 // 
00027 // ***********************************************************************
00028 // @HEADER
00029 */
00030 
00031 #ifndef GLOBIPACK_BRENTS_1D_MINIMIZATION_DECL_HPP
00032 #define GLOBIPACK_BRENTS_1D_MINIMIZATION_DECL_HPP
00033 
00034 
00035 #include "GlobiPack_MeritFunc1DBase.hpp"
00036 #include "Teuchos_Describable.hpp"
00037 #include "Teuchos_VerboseObject.hpp"
00038 #include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
00039 
00040 
00041 namespace GlobiPack {
00042 
00043 
00049 template<typename Scalar>
00050 class Brents1DMinimization
00051   : public Teuchos::Describable,
00052     public Teuchos::VerboseObject<Brents1DMinimization<Scalar> >,
00053     public Teuchos::ParameterListAcceptorDefaultBase
00054 {
00055 public:
00056 
00059 
00061   Brents1DMinimization();
00062 
00064 
00067 
00069   void setParameterList(RCP<ParameterList> const& paramList);
00071   RCP<const ParameterList> getValidParameters() const;
00072 
00074 
00077 
00111   bool approxMinimize(
00112     const MeritFunc1DBase<Scalar> &phi,
00113     const PointEval1D<Scalar> &pointLower,
00114     const Ptr<PointEval1D<Scalar> > &pointMiddle,
00115     const PointEval1D<Scalar> &pointUpper,
00116     const Ptr<int> &numIters = Teuchos::null
00117     ) const;
00118 
00120 
00121 private:
00122 
00123   // //////////////////////
00124   // Private data members
00125 
00126   Scalar rel_tol_;
00127   Scalar bracket_tol_;
00128   int max_iters_;
00129 
00130 };
00131 
00132 
00137 template<typename Scalar>
00138 inline
00139 const RCP<Brents1DMinimization<Scalar> > brents1DMinimization()
00140 {
00141   return Teuchos::rcp(new Brents1DMinimization<Scalar>());
00142 }
00143 
00144 
00145 // Default values are exposed here for unit testing purposes
00146 
00147 
00148 namespace Brents1DMinimizationUtils {
00149 
00150 
00151 const std::string rel_tol_name = "Relative Tol";
00152 const double rel_tol_default = 1.0e-5;
00153 
00154 const std::string bracket_tol_name = "Bracket Tol";
00155 const double bracket_tol_default = 1.0e-5;
00156 
00157 const std::string max_iters_name = "Max Iterations";
00158 const int max_iters_default = 10;
00159 
00160 
00161 } // namespace Brents1DMinimizationUtils
00162 
00163 
00164 
00165 } // namespace GlobiPack
00166 
00167 
00168 #endif // GLOBIPACK_BRENTS_1D_MINIMIZATION_DECL_HPP
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