MoochoPack_ReducedHessianSecantUpdateBFGSFull_Strategy.cpp

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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 #include "MoochoPack_ReducedHessianSecantUpdateBFGSFull_Strategy.hpp"
00030 #include "MoochoPack_NLPAlgo.hpp"
00031 #include "MoochoPack_NLPAlgoState.hpp"
00032 
00033 namespace MoochoPack {
00034 
00035 ReducedHessianSecantUpdateBFGSFull_Strategy::ReducedHessianSecantUpdateBFGSFull_Strategy(
00036   const bfgs_update_ptr_t&      bfgs_update
00037   )
00038   :bfgs_update_(bfgs_update)
00039 {}
00040 
00041 bool ReducedHessianSecantUpdateBFGSFull_Strategy::perform_update(
00042   VectorMutable           *s_bfgs
00043   ,VectorMutable          *y_bfgs
00044   ,bool                   first_update
00045   ,std::ostream           & out
00046   ,EJournalOutputLevel    olevel
00047   ,NLPAlgo                *algo
00048   ,NLPAlgoState           *s
00049   ,MatrixSymOp            *rHL_k
00050   )
00051 {
00052   bfgs_update().perform_update(
00053     s_bfgs,y_bfgs,first_update,out,olevel,algo->algo_cntr().check_results()
00054     ,rHL_k, &quasi_newton_stats_(*s).set_k(0)
00055     );
00056   return true;
00057 }
00058 
00059 void ReducedHessianSecantUpdateBFGSFull_Strategy::print_step( std::ostream& out, const std::string& L ) const
00060 {
00061   out
00062     << L << "*** Perform BFGS update on full matrix where: B = rHL_k\n";
00063   bfgs_update().print_step(out,L);
00064 }
00065 
00066 }  // end namespace MoochoPack

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