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MoochoPack_ReducedHessianSecantUpdateLPBFGS_Strategy.hpp
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00041 
00042 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H
00043 #define REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H
00044 
00045 #include "MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp"
00046 #include "MoochoPack_BFGSUpdate_Strategy.hpp"
00047 #include "MoochoPack_quasi_newton_stats.hpp"
00048 #include "MoochoPack_act_set_stats.hpp"
00049 #include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
00050 #include "Teuchos_StandardCompositionMacros.hpp"
00051 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00052 
00053 namespace MoochoPack {
00054 
00059 class ReducedHessianSecantUpdateLPBFGS_Strategy : public ReducedHessianSecantUpdate_Strategy
00060 {
00061 public:
00062   
00066   STANDARD_COMPOSITION_MEMBERS( ReducedHessianSecantUpdateBFGSProjected_Strategy, proj_bfgs_updater );
00067 
00071   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, min_num_updates_proj_start );
00072 
00077   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, max_num_updates_proj_start );
00078 
00082   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_superbasics_switch_dense );
00083 
00087   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_add_recent_updates );
00088 
00090     ReducedHessianSecantUpdateLPBFGS_Strategy(
00091     const proj_bfgs_updater_ptr_t&  proj_bfgs_updater            = NULL
00092     ,size_type                      min_num_updates_proj_start   = 0
00093     ,size_type                      max_num_updates_proj_start   = 999999
00094     ,size_type                      num_superbasics_switch_dense = 500
00095     ,size_type                      num_add_recent_updates       = 10
00096     );
00097 
00099   bool perform_update(
00100     DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
00101     ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
00102     ,MatrixOp *rHL_k
00103     );
00105   void print_step( std::ostream& out, const std::string& leading_str ) const;
00106 
00107 private:
00108   
00109   // //////////////////////////////
00110   // Private types
00111 
00112   // /////////////////////////////
00113   // Private data members
00114 
00115   quasi_newton_stats_iq_member    quasi_newton_stats_;
00116   act_set_stats_iq_member         act_set_stats_;
00117 
00118 }; // end class ReducedHessianSecantUpdateLPBFGS_Strategy
00119 
00120 }  // end namespace MoochoPack
00121 
00122 #endif // REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H
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