MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_LineSearch2ndOrderCorrect_Step.hpp
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00041 
00042 #ifndef LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
00043 #define LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
00044 
00045 #include "MoochoPack/src/rSQPAlgo_StepBaseClasses.h"
00046 #include "MoochoPack_FeasibilityStep_Strategy.hpp"
00047 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00048 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
00049 #include "Teuchos_StandardCompositionMacros.hpp"
00050 #include "MiStandardAggregationMacros.h"
00051 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00052 
00053 namespace MoochoPack {
00054 
00059 class LineSearch2ndOrderCorrect_Step : public LineSearch_Step {
00060 public:
00061 
00063   enum ENewtonOutputLevel {
00064     PRINT_USE_DEFAULT
00065     ,PRINT_NEWTON_NOTHING      = 0
00066     ,PRINT_NEWTON_SUMMARY_INFO = 1
00067     ,PRINT_NEWTON_STEPS        = 2
00068     ,PRINT_NEWTON_VECTORS      = 3
00069   };
00070 
00072   enum EForcedConstrReduction { CONSTR_LESS_X_D, CONSTR_LESS_X };
00073 
00079   STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_sqp);
00080 
00085   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00086 
00092   STANDARD_COMPOSITION_MEMBERS(FeasibilityStep_Strategy,feasibility_step);
00093 
00099   STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_ls_newton);
00100 
00102   LineSearch2ndOrderCorrect_Step(
00103     const direct_ls_sqp_ptr_t&      direct_ls_sqp     = NULL
00104     ,const merit_func_ptr_t&      merit_func        = NULL
00105     ,const feasibility_step_ptr_t&    feasibility_step        = NULL
00106     ,const direct_ls_newton_ptr_t&    direct_ls_newton    = 0
00107     ,value_type             eta           = 1.0e-4
00108     ,ENewtonOutputLevel         newton_olevel     = PRINT_USE_DEFAULT
00109     ,value_type             constr_norm_threshold = 1.0
00110     ,value_type             constr_incr_ratio   = 10.0
00111     ,int                after_k_iter      = 0
00112     ,EForcedConstrReduction       forced_constr_reduction = CONSTR_LESS_X
00113     ,value_type                         forced_reduct_ratio     = 1.0
00114     ,value_type             max_step_ratio      = 1.0
00115     ,int                max_newton_iter     = 3
00116     );
00117 
00122 
00124   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta);
00125 
00127   STANDARD_MEMBER_COMPOSITION_MEMBERS(ENewtonOutputLevel,newton_olevel);
00128 
00130   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_norm_threshold);
00131 
00133   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,constr_incr_ratio);
00134 
00136   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);
00137 
00139   STANDARD_MEMBER_COMPOSITION_MEMBERS(EForcedConstrReduction,forced_constr_reduction);
00140 
00142   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,forced_reduct_ratio);
00143 
00145   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_step_ratio);
00146 
00148   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,max_newton_iter);
00149   
00151 
00152   // ////////////////////
00153   // Overridden
00154 
00156   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00157     , poss_type assoc_step_poss);
00158 
00160   void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00161     , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
00162 
00163 };  // end class LineSearch2ndOrderCorrect_Step
00164 
00165 } // end namespace MoochoPack 
00166 
00167 #endif  // LINE_SEARCH_2ND_ORDER_CORRECT_STEP_H
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