MoochoPack_InitFinDiffReducedHessian_Step.hpp

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00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
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00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
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00028 
00029 #ifndef INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
00030 #define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
00031 
00032 #include "IterationPack_AlgorithmStep.hpp"
00033 #include "MoochoPack_quasi_newton_stats.hpp"
00034 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00035 
00036 namespace MoochoPack {
00037 
00069 class InitFinDiffReducedHessian_Step
00070   : public IterationPack::AlgorithmStep // doxygen needs full path
00071 {
00072 public:
00073 
00076 
00078   enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };
00079 
00081   InitFinDiffReducedHessian_Step(
00082     EInitializationMethod   initialization_method  = SCALE_IDENTITY
00083     ,value_type             max_cond               = 1e+1
00084     ,value_type             min_diag               = 1e-8
00085     ,value_type             step_scale             = 1e-1
00086     );
00087 
00089   STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod,initialization_method)
00090 
00091   
00092   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond)
00093 
00095   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag)
00096 
00098   STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale)
00099 
00101 
00105   bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00106     , poss_type assoc_step_poss);
00108   void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
00109     , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
00111 
00112 
00113 private:
00114   quasi_newton_stats_iq_member  quasi_newton_stats_;
00115 
00116 };  // end class ReducedHessianBFGS_Step
00117 
00118 } // end namespace MoochoPack 
00119 
00120 #endif  // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H

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