MoochoPack_ReducedHessianSecantUpdateLPBFGS_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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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
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00028 
00029 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H
00030 #define REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H
00031 
00032 #include "MoochoPack_ReducedHessianSecantUpdateBFGSProjected_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 ReducedHessianSecantUpdateLPBFGS_Strategy : public ReducedHessianSecantUpdate_Strategy
00047 {
00048 public:
00049   
00053   STANDARD_COMPOSITION_MEMBERS( ReducedHessianSecantUpdateBFGSProjected_Strategy, proj_bfgs_updater );
00054 
00058   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, min_num_updates_proj_start );
00059 
00064   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, max_num_updates_proj_start );
00065 
00069   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_superbasics_switch_dense );
00070 
00074   STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_add_recent_updates );
00075 
00077     ReducedHessianSecantUpdateLPBFGS_Strategy(
00078     const proj_bfgs_updater_ptr_t&  proj_bfgs_updater            = NULL
00079     ,size_type                      min_num_updates_proj_start   = 0
00080     ,size_type                      max_num_updates_proj_start   = 999999
00081     ,size_type                      num_superbasics_switch_dense = 500
00082     ,size_type                      num_add_recent_updates       = 10
00083     );
00084 
00086   bool perform_update(
00087     DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
00088     ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
00089     ,MatrixOp *rHL_k
00090     );
00092   void print_step( std::ostream& out, const std::string& leading_str ) const;
00093 
00094 private:
00095   
00096   // //////////////////////////////
00097   // Private types
00098 
00099   // /////////////////////////////
00100   // Private data members
00101 
00102   quasi_newton_stats_iq_member    quasi_newton_stats_;
00103   act_set_stats_iq_member         act_set_stats_;
00104 
00105 }; // end class ReducedHessianSecantUpdateLPBFGS_Strategy
00106 
00107 }  // end namespace MoochoPack
00108 
00109 #endif // REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H

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