MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp

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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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00011 // it under the terms of the GNU Lesser General Public License as
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00028 
00029 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
00030 #define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
00031 
00032 #include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
00033 #include "MoochoPack_BFGSUpdate_Strategy.hpp"
00034 #include "MoochoPack_quasi_newton_stats.hpp"
00035 #include "MoochoPack_act_set_stats.hpp"
00036 #include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
00037 #include "Teuchos_StandardCompositionMacros.hpp"
00038 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00039 
00040 namespace MoochoPack {
00041 
00046 class ReducedHessianSecantUpdateBFGSProjected_Strategy : public ReducedHessianSecantUpdate_Strategy
00047 {
00048 public:
00049   
00053   STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update );
00054 
00059   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );
00060 
00064   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );
00065 
00069   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
00070     
00072     ReducedHessianSecantUpdateBFGSProjected_Strategy(
00073     const bfgs_update_ptr_t&      bfgs_update                = NULL
00074     ,value_type                   act_set_frac_proj_start    = 0.8
00075     ,value_type                   project_error_tol          = 1e-5
00076     ,value_type                   super_basic_mult_drop_tol  = 1e-5
00077     );      
00078 
00080   bool perform_update(
00081     DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
00082     ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
00083     ,MatrixOp *rHL_k
00084     );
00086   void print_step( std::ostream& out, const std::string& leading_str ) const;
00087 
00088 private:
00089   
00090   // /////////////////////////////
00091   // Private data members
00092 
00093   quasi_newton_stats_iq_member    quasi_newton_stats_;
00094   act_set_stats_iq_member         act_set_stats_;
00095 
00096 }; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy
00097 
00098 }  // end namespace MoochoPack
00099 
00100 #endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H

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