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MoochoPack_LineSearch2ndOrderCorrect_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
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
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00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
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00028 
00029 #ifndef LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
00030 #define LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
00031 
00032 #include "MoochoPack/src/rSQPAlgo_StepBaseClasses.h"
00033 #include "MoochoPack_FeasibilityStep_Strategy.hpp"
00034 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00035 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
00036 #include "Teuchos_StandardCompositionMacros.hpp"
00037 #include "MiStandardAggregationMacros.h"
00038 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00039 
00040 namespace MoochoPack {
00041 
00046 class LineSearch2ndOrderCorrect_Step : public LineSearch_Step {
00047 public:
00048 
00050   enum ENewtonOutputLevel {
00051     PRINT_USE_DEFAULT
00052     ,PRINT_NEWTON_NOTHING      = 0
00053     ,PRINT_NEWTON_SUMMARY_INFO = 1
00054     ,PRINT_NEWTON_STEPS        = 2
00055     ,PRINT_NEWTON_VECTORS      = 3
00056   };
00057 
00059   enum EForcedConstrReduction { CONSTR_LESS_X_D, CONSTR_LESS_X };
00060 
00066   STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_sqp);
00067 
00072   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00073 
00079   STANDARD_COMPOSITION_MEMBERS(FeasibilityStep_Strategy,feasibility_step);
00080 
00086   STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_newton);
00087 
00089   LineSearch2ndOrderCorrect_Step(
00090     const direct_ls_sqp_ptr_t&      direct_ls_sqp     = NULL
00091     ,const merit_func_ptr_t&      merit_func        = NULL
00092     ,const feasibility_step_ptr_t&    feasibility_step        = NULL
00093     ,const direct_ls_newton_ptr_t&    direct_ls_newton    = 0
00094     ,value_type             eta           = 1.0e-4
00095     ,ENewtonOutputLevel         newton_olevel     = PRINT_USE_DEFAULT
00096     ,value_type             constr_norm_threshold = 1.0
00097     ,value_type             constr_incr_ratio   = 10.0
00098     ,int                after_k_iter      = 0
00099     ,EForcedConstrReduction       forced_constr_reduction = CONSTR_LESS_X
00100     ,value_type                         forced_reduct_ratio     = 1.0
00101     ,value_type             max_step_ratio      = 1.0
00102     ,int                max_newton_iter     = 3
00103     );
00104 
00109 
00111   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta);
00112 
00114   STANDARD_MEMBER_COMPOSITION_MEMBERS(ENewtonOutputLevel,newton_olevel);
00115 
00117   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_norm_threshold);
00118 
00120   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_incr_ratio);
00121 
00123   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);
00124 
00126   STANDARD_MEMBER_COMPOSITION_MEMBERS(EForcedConstrReduction,forced_constr_reduction);
00127 
00129   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,forced_reduct_ratio);
00130 
00132   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_step_ratio);
00133 
00135   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,max_newton_iter);
00136   
00138 
00139   // ////////////////////
00140   // Overridden
00141 
00143   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00144     , poss_type assoc_step_poss);
00145 
00147   void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00148     , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
00149 
00150 };  // end class LineSearch2ndOrderCorrect_Step
00151 
00152 } // end namespace MoochoPack 
00153 
00154 #endif  // LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
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