MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_MeritFunc_ModifiedL1LargerSteps_AddedStep.hpp
00001 // @HEADER
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 // Redistribution and use in source and binary forms, with or without
00011 // modification, are permitted provided that the following conditions are
00012 // met:
00013 //
00014 // 1. Redistributions of source code must retain the above copyright
00015 // notice, this list of conditions and the following disclaimer.
00016 //
00017 // 2. Redistributions in binary form must reproduce the above copyright
00018 // notice, this list of conditions and the following disclaimer in the
00019 // documentation and/or other materials provided with the distribution.
00020 //
00021 // 3. Neither the name of the Corporation nor the names of the
00022 // contributors may be used to endorse or promote products derived from
00023 // this software without specific prior written permission.
00024 //
00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00036 //
00037 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00038 // 
00039 // ***********************************************************************
00040 // @HEADER
00041 
00042 #ifndef MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
00043 #define MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
00044 
00045 #include "rSQPAlgo_Step.h"
00046 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
00047 #include "Teuchos_StandardCompositionMacros.hpp"
00048 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00049 
00050 namespace MoochoPack {
00051 
00056 class MeritFunc_ModifiedL1LargerSteps_AddedStep
00057   : public rSQPAlgo_Step
00058 {
00059 public:
00060 
00062   STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
00063 
00065   MeritFunc_ModifiedL1LargerSteps_AddedStep(
00066       const merit_func_ptr_t& merit_func
00067     , value_type  eta
00068     , int     after_k_iter        = 3
00069     , value_type  obj_increase_threshold    = 1e-4
00070     , value_type  max_pos_penalty_increase  = 1.0
00071     , value_type  pos_to_neg_penalty_increase = 1.0
00072     , value_type  incr_mult_factor      = 1e-4 );
00073 
00075   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,eta);
00076 
00078   STANDARD_MEMBER_COMPOSITION_MEMBERS(int,after_k_iter);
00079 
00081   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,obj_increase_threshold);
00082 
00084   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_pos_penalty_increase);
00085 
00087   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,pos_to_neg_penalty_increase);
00088 
00090   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,incr_mult_factor);
00091 
00092   // ///////////////////////////////
00093   // Overridden from AlgorithmStep
00094 
00096   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00097     , poss_type assoc_step_poss);
00098 
00100   void print_step( const Algorithm& algo, poss_type step_poss
00101     , IterationPack::EDoStepType type, poss_type assoc_step_poss
00102     , std::ostream& out, const std::string& leading_str ) const;
00103 
00104 private:
00105   // not defined and not to be called.
00106   MeritFunc_ModifiedL1LargerSteps_AddedStep();
00107   MeritFunc_ModifiedL1LargerSteps_AddedStep(const MeritFunc_ModifiedL1LargerSteps_AddedStep&);
00108   MeritFunc_ModifiedL1LargerSteps_AddedStep& operator=(const MeritFunc_ModifiedL1LargerSteps_AddedStep&);
00109   
00110 };  // end class MeritFunc_ModifiedL1LargerSteps_AddedStep
00111 
00112 } // end namespace MoochoPack 
00113 
00114 #endif  // MERIT_FUNC_MODIFIED_L1_LARGER_STEPS_ADDED_STEP_H
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends