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GlobiPack_ArmijoPolyInterpLineSearch_decl.hpp
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00043 
00044 #ifndef GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP
00045 #define GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP
00046 
00047 
00048 #include "GlobiPack_LineSearchBase.hpp"
00049 #include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
00050 
00051 
00052 namespace GlobiPack {
00053 
00054 
00063 template<typename Scalar>
00064 class ArmijoPolyInterpLineSearch
00065   : public LineSearchBase<Scalar>,
00066     protected Teuchos::ParameterListAcceptorDefaultBase
00067 {
00068 public:
00069 
00072 
00074   ArmijoPolyInterpLineSearch();
00075 
00077   Scalar eta() const;
00079   Scalar minFrac() const;
00081   Scalar maxFrac() const;
00083   int minIters() const;
00085   int maxIters() const;
00087   bool doMaxIters() const;
00088 
00090 
00093 
00095   void setParameterList(RCP<ParameterList> const& paramList);
00097   RCP<const ParameterList> getValidParameters() const;
00098 
00100 
00103 
00105   virtual bool requiresBaseDeriv() const;
00106 
00108   virtual bool requiresDerivEvals() const;
00109 
00111   virtual bool doLineSearch(
00112     const MeritFunc1DBase<Scalar> &phi,
00113     const PointEval1D<Scalar> &point_k,
00114     const Ptr<PointEval1D<Scalar> > &point_kp1,
00115     const Ptr<int> &numIters
00116     ) const;
00117 
00119 
00120 private:
00121 
00122   // //////////////////////
00123   // Private data members
00124 
00125   Scalar eta_;
00126   Scalar minFrac_;
00127   Scalar maxFrac_;
00128   int minIters_;
00129   int maxIters_;
00130   bool doMaxIters_;
00131 
00132 };
00133 
00134 
00139 template<typename Scalar>
00140 const RCP<ArmijoPolyInterpLineSearch<Scalar> > armijoQuadraticLineSearch()
00141 {
00142   return Teuchos::rcp(new ArmijoPolyInterpLineSearch<Scalar>());
00143 }
00144 
00145 
00146 // Default values are exposed here for unit testing purposes
00147 
00148 
00149 namespace ArmijoPolyInterpLineSearchUtils {
00150 
00151 
00152 const std::string eta_name = "Armijo Slope Fraction";
00153 const double eta_default = 1.0e-4;
00154 
00155 const std::string minFrac_name = "Min Backtrack Fraction";
00156 const double minFrac_default = 0.1;
00157 
00158 const std::string maxFrac_name = "Max Backtrack Fraction";
00159 const double maxFrac_default = 0.5;
00160 
00161 const std::string minIters_name = "Min Num Iterations";
00162 const int minIters_default = 0;
00163 
00164 const std::string maxIters_name = "Max Num Iterations";
00165 const int maxIters_default = 20;
00166 
00167 const std::string doMaxIters_name = "Do Max Iterations";
00168 const bool doMaxIters_default = false;
00169 
00170 
00171 } // namespace ArmijoPolyInterpLineSearchUtils
00172 
00173 
00174 
00175 } // namespace GlobiPack
00176 
00177 
00178 #endif // GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP
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