MoochoPack::LineSearchWatchDog_Step Class Reference

Implements watchdog line search. More...

#include <MoochoPack_LineSearchWatchDog_Step.hpp>

List of all members.

Public Types

typedef Teuchos::RefCountPtr<
DirectLineSearch_Strategy > 
direct_line_search_ptr_t
typedef Teuchos::RefCountPtr<
MeritFuncNLP > 
merit_func_ptr_t

Public Member Functions

void set_direct_line_search (const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &direct_line_search)
 <<std comp="">> members for direct_line_search
Teuchos::RefCountPtr< DirectLineSearch_Strategy > get_direct_line_search () const
DirectLineSearch_Strategy & direct_line_search ()
const DirectLineSearch_Strategy & direct_line_search () const
void set_merit_func (const Teuchos::RefCountPtr< MeritFuncNLP > &merit_func)
 <<std comp="">> members for merit_func
Teuchos::RefCountPtr< MeritFuncNLP > get_merit_func () const
MeritFuncNLP & merit_func ()
const MeritFuncNLP & merit_func () const
void eta (const value_type &eta)
 <<std member="" comp="">> members for the armijo fractional reduction parameter.
const value_typeeta () const
void opt_kkt_err_threshold (const value_type &opt_kkt_err_threshold)
 <<std member="" comp="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in.
const value_typeopt_kkt_err_threshold () const
void feas_kkt_err_threshold (const value_type &feas_kkt_err_threshold)
 <<std member="" comp="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in.
const value_typefeas_kkt_err_threshold () const
 LineSearchWatchDog_Step (const direct_line_search_ptr_t &direct_line_search=0, const merit_func_ptr_t &merit_func=0, value_type eta=1e-4, value_type opt_kkt_err_threshold=1e-1, value_type feas_kkt_err_threshold=1e-3)
 
bool do_step (Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
 
void print_step (const Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss, std::ostream &out, const std::string &leading_str) const
 

Private Attributes

Teuchos::RefCountPtr< DirectLineSearch_Strategy > direct_line_search_
Teuchos::RefCountPtr< MeritFuncNLP > merit_func_
value_type eta_
value_type opt_kkt_err_threshold_
value_type feas_kkt_err_threshold_
int watch_k_
DVector xo_
value_type fo_
value_type nrm_co_
DVector do_
value_type phio_
value_type Dphio_
value_type phiop1_


Detailed Description

Implements watchdog line search.

The watchdog proceedure will only be considered when : opt_kkt_err_k <= opt_kkt_err_threshold && feas_kkt_err_k <= feas_kkt_err_threshold (see step listing). The default behavior is to never use the watchdog procedure.

Definition at line 48 of file MoochoPack_LineSearchWatchDog_Step.hpp.


Member Typedef Documentation

typedef Teuchos::RefCountPtr< DirectLineSearch_Strategy > MoochoPack::LineSearchWatchDog_Step::direct_line_search_ptr_t
 

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

typedef Teuchos::RefCountPtr< MeritFuncNLP > MoochoPack::LineSearchWatchDog_Step::merit_func_ptr_t
 

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.


Constructor & Destructor Documentation

MoochoPack::LineSearchWatchDog_Step::LineSearchWatchDog_Step const direct_line_search_ptr_t direct_line_search = 0,
const merit_func_ptr_t merit_func = 0,
value_type  eta = 1e-4,
value_type  opt_kkt_err_threshold = 1e-1,
value_type  feas_kkt_err_threshold = 1e-3
 

Definition at line 54 of file MoochoPack_LineSearchWatchDog_Step.cpp.


Member Function Documentation

void MoochoPack::LineSearchWatchDog_Step::set_direct_line_search const Teuchos::RefCountPtr< DirectLineSearch_Strategy > &  direct_line_search  )  [inline]
 

<<std comp="">> members for direct_line_search

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

Teuchos::RefCountPtr< DirectLineSearch_Strategy > MoochoPack::LineSearchWatchDog_Step::get_direct_line_search  )  const [inline]
 

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

DirectLineSearch_Strategy& MoochoPack::LineSearchWatchDog_Step::direct_line_search  )  [inline]
 

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

const DirectLineSearch_Strategy& MoochoPack::LineSearchWatchDog_Step::direct_line_search  )  const [inline]
 

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

void MoochoPack::LineSearchWatchDog_Step::set_merit_func const Teuchos::RefCountPtr< MeritFuncNLP > &  merit_func  )  [inline]
 

<<std comp="">> members for merit_func

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.

Teuchos::RefCountPtr< MeritFuncNLP > MoochoPack::LineSearchWatchDog_Step::get_merit_func  )  const [inline]
 

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.

MeritFuncNLP& MoochoPack::LineSearchWatchDog_Step::merit_func  )  [inline]
 

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.

const MeritFuncNLP& MoochoPack::LineSearchWatchDog_Step::merit_func  )  const [inline]
 

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.

void MoochoPack::LineSearchWatchDog_Step::eta const value_type eta  )  [inline]
 

<<std member="" comp="">> members for the armijo fractional reduction parameter.

Definition at line 59 of file MoochoPack_LineSearchWatchDog_Step.hpp.

const value_type& MoochoPack::LineSearchWatchDog_Step::eta  )  const [inline]
 

Definition at line 59 of file MoochoPack_LineSearchWatchDog_Step.hpp.

void MoochoPack::LineSearchWatchDog_Step::opt_kkt_err_threshold const value_type opt_kkt_err_threshold  )  [inline]
 

<<std member="" comp="">> members for the threshold for opt_kkt_err before the watchdog procedure should kick-in.

Definition at line 64 of file MoochoPack_LineSearchWatchDog_Step.hpp.

const value_type& MoochoPack::LineSearchWatchDog_Step::opt_kkt_err_threshold  )  const [inline]
 

Definition at line 64 of file MoochoPack_LineSearchWatchDog_Step.hpp.

void MoochoPack::LineSearchWatchDog_Step::feas_kkt_err_threshold const value_type feas_kkt_err_threshold  )  [inline]
 

<<std member="" comp="">> members for the threshold for feas_kkt_err before the watchdog procedure should kick-in.

Definition at line 69 of file MoochoPack_LineSearchWatchDog_Step.hpp.

const value_type& MoochoPack::LineSearchWatchDog_Step::feas_kkt_err_threshold  )  const [inline]
 

Definition at line 69 of file MoochoPack_LineSearchWatchDog_Step.hpp.

bool MoochoPack::LineSearchWatchDog_Step::do_step Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss
 

Definition at line 70 of file MoochoPack_LineSearchWatchDog_Step.cpp.

void MoochoPack::LineSearchWatchDog_Step::print_step const Algorithm algo,
poss_type  step_poss,
IterationPack::EDoStepType  type,
poss_type  assoc_step_poss,
std::ostream &  out,
const std::string &  leading_str
const
 

Definition at line 420 of file MoochoPack_LineSearchWatchDog_Step.cpp.


Member Data Documentation

Teuchos::RefCountPtr< DirectLineSearch_Strategy > MoochoPack::LineSearchWatchDog_Step::direct_line_search_ [private]
 

Definition at line 52 of file MoochoPack_LineSearchWatchDog_Step.hpp.

Teuchos::RefCountPtr< MeritFuncNLP > MoochoPack::LineSearchWatchDog_Step::merit_func_ [private]
 

Definition at line 55 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::eta_ [private]
 

Definition at line 59 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::opt_kkt_err_threshold_ [private]
 

Definition at line 64 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::feas_kkt_err_threshold_ [private]
 

Definition at line 69 of file MoochoPack_LineSearchWatchDog_Step.hpp.

int MoochoPack::LineSearchWatchDog_Step::watch_k_ [private]
 

Definition at line 92 of file MoochoPack_LineSearchWatchDog_Step.hpp.

DVector MoochoPack::LineSearchWatchDog_Step::xo_ [private]
 

Definition at line 93 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::fo_ [private]
 

Definition at line 94 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::nrm_co_ [private]
 

Definition at line 95 of file MoochoPack_LineSearchWatchDog_Step.hpp.

DVector MoochoPack::LineSearchWatchDog_Step::do_ [private]
 

Definition at line 96 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::phio_ [private]
 

Definition at line 97 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::Dphio_ [private]
 

Definition at line 98 of file MoochoPack_LineSearchWatchDog_Step.hpp.

value_type MoochoPack::LineSearchWatchDog_Step::phiop1_ [private]
 

Definition at line 99 of file MoochoPack_LineSearchWatchDog_Step.hpp.


The documentation for this class was generated from the following files:
Generated on Thu Sep 18 12:36:21 2008 for MOOCHO (Single Doxygen Collection) by doxygen 1.3.9.1