NLPInterfacePack_NLPDirectTester.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 // 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
00013 // License, or (at your option) any later version.
00014 //  
00015 // This library is distributed in the hope that it will be useful, but
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
00021 // License along with this library; if not, write to the Free Software
00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #ifndef NLP_FIRST_ORDER_DIRECT_TESTER_H
00030 #define NLP_FIRST_ORDER_DIRECT_TESTER_H
00031 
00032 #include <iosfwd>
00033 
00034 #include "NLPInterfacePack_Types.hpp"
00035 #include "NLPInterfacePack_CalcFiniteDiffProd.hpp"
00036 #include "Teuchos_StandardCompositionMacros.hpp"
00037 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00038 
00039 namespace NLPInterfacePack {
00040 
00154 class NLPDirectTester {
00155 public:
00156 
00158   enum ETestingMethod {
00159     FD_COMPUTE_ALL
00160     ,FD_DIRECTIONAL
00161   };
00162 
00164   STANDARD_COMPOSITION_MEMBERS( CalcFiniteDiffProd, calc_fd_prod )
00166   STANDARD_MEMBER_COMPOSITION_MEMBERS( ETestingMethod, Gf_testing_method )
00168   STANDARD_MEMBER_COMPOSITION_MEMBERS( ETestingMethod, Gc_testing_method )
00170   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, Gf_warning_tol )
00172   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, Gf_error_tol )
00174   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, Gc_warning_tol )
00176   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, Gc_error_tol )
00178   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_fd_directions )
00180   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, dump_all )
00181 
00183   NLPDirectTester(
00184     const calc_fd_prod_ptr_t  &calc_fd_prod       = Teuchos::null
00185     ,ETestingMethod           Gf_testing_method   = FD_DIRECTIONAL
00186     ,ETestingMethod           Gc_testing_method   = FD_DIRECTIONAL
00187     ,value_type               Gf_warning_tol      = 1e-6
00188     ,value_type               Gf_error_tol        = 1e-1
00189     ,value_type               Gc_warning_tol      = 1e-6
00190     ,value_type               Gc_error_tol        = 1e-1
00191     ,size_type                num_fd_directions   = 1
00192     ,bool                     dump_all            = false
00193     );
00194 
00245   bool finite_diff_check(
00246     NLPDirect         *nlp
00247     ,const Vector     &xo
00248     ,const Vector     *xl
00249     ,const Vector     *xu
00250     ,const Vector     *c
00251     ,const Vector     *Gf
00252     ,const Vector     *py
00253     ,const Vector     *rGf
00254     ,const MatrixOp   *GcU
00255     ,const MatrixOp   *D
00256     ,const MatrixOp   *Uz
00257     ,bool             print_all_warnings
00258     ,std::ostream     *out
00259     ) const;
00260 
00261 };  // end class NLPDirectTester
00262 
00263 } // end namespace NLPInterfacePack
00264 
00265 #endif  // NLP_FIRST_ORDER_DIRECT_TESTER_H

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