MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_BFGSUpdate_Strategy.hpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #ifndef BFGS_UPDATE_STRATEGY_H
00043 #define BFGS_UPDATE_STRATEGY_H
00044 
00045 #include "MoochoPack_Types.hpp"
00046 #include "MoochoPack_QuasiNewtonStats.hpp"
00047 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00048 
00049 namespace MoochoPack {
00050 
00059 class BFGSUpdate_Strategy {
00060 public:
00061 
00065   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, rescale_init_identity );
00066 
00070   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, use_dampening );
00071 
00073   enum ESecantTesting { SECANT_TEST_DEFAULT, SECANT_TEST_ALWAYS, SECANT_NO_TEST };
00074 
00080   STANDARD_MEMBER_COMPOSITION_MEMBERS( ESecantTesting, secant_testing );
00081 
00085   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_warning_tol );
00086 
00090   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_error_tol );
00091 
00093   BFGSUpdate_Strategy(
00094     bool               rescale_init_identity  = true
00095     ,bool              use_dampening          = true
00096     ,ESecantTesting    secant_testing         = SECANT_TEST_DEFAULT
00097     ,value_type        secant_warning_tol     = 1e-6
00098     ,value_type        secant_error_tol       = 1e-1
00099     );
00100 
00132   void perform_update(
00133     VectorMutable      *s_bfgs
00134     ,VectorMutable     *y_bfgs
00135     ,bool                    first_update
00136     ,std::ostream            &out
00137     ,EJournalOutputLevel     olevel
00138     ,bool                    check_results
00139     ,MatrixSymOp         *B
00140     ,QuasiNewtonStats        * quasi_newton_stats 
00141     );
00142   
00144   void print_step( std::ostream& out, const std::string& leading_str ) const;
00145 
00146 }; // end class BFGSUpdate_Strategy
00147 
00148 }  // end namespace MoochoPack
00149 
00150 #endif // BFGS_UPDATE_STRATEGY_H
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