ConstrainedOptPack_DirectLineSearchArmQuad_Strategy.hpp

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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
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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 DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
00030 #define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
00031 
00032 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
00033 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00034 
00035 namespace ConstrainedOptPack {
00036 
00040 class DirectLineSearchArmQuad_Strategy : public DirectLineSearch_Strategy {
00041 public:
00042 
00044   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
00045   
00047   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, min_frac );
00048 
00050   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_frac );
00051 
00057   STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, max_out_iter );
00058 
00060   DirectLineSearchArmQuad_Strategy(
00061     int           max_iter       = 20
00062     ,value_type   eta            = 1.0e-4
00063     ,value_type   min_frac       = 0.1
00064     ,value_type   max_frac       = 0.5
00065     ,bool         max_out_iter   = false
00066     );
00067 
00070 
00072   void set_max_iter(int max_iter);
00074   int max_iter() const;
00076   int num_iterations() const;
00099   bool do_line_search(
00100     const MeritFuncCalc1D   &phi
00101     ,value_type             phi_k
00102     ,value_type             *alpha_k
00103     ,value_type             *phi_kp1
00104     ,std::ostream           *out
00105     );
00106 
00108   void print_algorithm(std::ostream& out, const std::string& leading_str) const;
00109 
00111 
00112 private:
00113   int max_iter_;
00114   int num_iter_;  // stores the number of interations
00115 
00116   // Throw an exception if the parameters are not in a proper range.
00117   void validate_parameters() const;
00118 
00119 };  // end class DirectLineSearchArmQuad_Strategy
00120 
00121 } // end namespace ConstrainedOptPack
00122 
00123 #endif  // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H

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