NLPInterfacePack: C++ Interfaces and Implementation for Non-Linear Programs Version of the Day
NLPInterfacePack_NLPFirstDerivTester.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 NLP_FIRST_DERIVATIVES_TESTER_H
00043 #define NLP_FIRST_DERIVATIVES_TESTER_H
00044 
00045 #include <iosfwd>
00046 
00047 #include "NLPInterfacePack_Types.hpp"
00048 #include "NLPInterfacePack_CalcFiniteDiffProd.hpp"
00049 #include "Teuchos_StandardCompositionMacros.hpp"
00050 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00051 
00052 namespace NLPInterfacePack {
00053 
00133 class NLPFirstDerivTester {
00134 public:
00135 
00137   enum ETestingMethod {
00138     FD_COMPUTE_ALL
00139     ,FD_DIRECTIONAL
00140   };
00141 
00143   STANDARD_COMPOSITION_MEMBERS( CalcFiniteDiffProd, calc_fd_prod );
00145   STANDARD_MEMBER_COMPOSITION_MEMBERS( ETestingMethod, fd_testing_method );
00147   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_fd_directions );
00149   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, warning_tol );
00151   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, error_tol );
00152 
00154   NLPFirstDerivTester(
00155     const calc_fd_prod_ptr_t  &calc_fd_prod      = Teuchos::rcp(new CalcFiniteDiffProd())
00156     ,ETestingMethod           fd_testing_method  = FD_DIRECTIONAL
00157     ,size_type                num_fd_directions  = 1
00158     ,value_type               warning_tol        = 1e-8
00159     ,value_type               error_tol          = 1e-3
00160     );
00161 
00190   bool finite_diff_check(
00191     NLP               *nlp
00192     ,const Vector     &xo
00193     ,const Vector     *xl
00194     ,const Vector     *xu
00195     ,const MatrixOp   *Gc
00196     ,const Vector     *Gf
00197     ,bool             print_all_warnings
00198     ,std::ostream     *out
00199     ) const;
00200 
00201 private:
00202 
00204   bool fd_check_all(
00205     NLP               *nlp
00206     ,const Vector     &xo
00207     ,const Vector     *xl
00208     ,const Vector     *xu
00209     ,const MatrixOp   *Gc
00210     ,const Vector     *Gf
00211     ,bool             print_all_warnings
00212     ,std::ostream     *out
00213     ) const;
00214 
00216   bool fd_directional_check(
00217     NLP               *nlp
00218     ,const Vector     &xo
00219     ,const Vector     *xl
00220     ,const Vector     *xu
00221     ,const MatrixOp   *Gc
00222     ,const Vector     *Gf
00223     ,bool             print_all_warnings
00224     ,std::ostream     *out
00225     ) const;
00226 };
00227 
00228 } // end namespace NLPInterfacePack
00229 
00230 #endif  // NLP_FIRST_DERIVATIVES_TESTER_H
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends