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00001 /* 00002 // @HEADER 00003 // *********************************************************************** 00004 // 00005 // GlobiPack: Collection of Scalar 1D globalizaton utilities 00006 // Copyright (2009) Sandia Corporation 00007 // 00008 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00009 // license for use of this work by or on behalf of the U.S. Government. 00010 // 00011 // Redistribution and use in source and binary forms, with or without 00012 // modification, are permitted provided that the following conditions are 00013 // met: 00014 // 00015 // 1. Redistributions of source code must retain the above copyright 00016 // notice, this list of conditions and the following disclaimer. 00017 // 00018 // 2. Redistributions in binary form must reproduce the above copyright 00019 // notice, this list of conditions and the following disclaimer in the 00020 // documentation and/or other materials provided with the distribution. 00021 // 00022 // 3. Neither the name of the Corporation nor the names of the 00023 // contributors may be used to endorse or promote products derived from 00024 // this software without specific prior written permission. 00025 // 00026 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00027 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00028 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00029 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00030 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00031 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00032 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00033 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00034 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00035 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00036 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00037 // 00038 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00039 // 00040 // *********************************************************************** 00041 // @HEADER 00042 */ 00043 00044 #ifndef GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP 00045 #define GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP 00046 00047 00048 #include "GlobiPack_LineSearchBase.hpp" 00049 #include "Teuchos_ParameterListAcceptorDefaultBase.hpp" 00050 00051 00052 namespace GlobiPack { 00053 00054 00063 template<typename Scalar> 00064 class ArmijoPolyInterpLineSearch 00065 : public LineSearchBase<Scalar>, 00066 protected Teuchos::ParameterListAcceptorDefaultBase 00067 { 00068 public: 00069 00072 00074 ArmijoPolyInterpLineSearch(); 00075 00077 Scalar eta() const; 00079 Scalar minFrac() const; 00081 Scalar maxFrac() const; 00083 int minIters() const; 00085 int maxIters() const; 00087 bool doMaxIters() const; 00088 00090 00093 00095 void setParameterList(RCP<ParameterList> const& paramList); 00097 RCP<const ParameterList> getValidParameters() const; 00098 00100 00103 00105 virtual bool requiresBaseDeriv() const; 00106 00108 virtual bool requiresDerivEvals() const; 00109 00111 virtual bool doLineSearch( 00112 const MeritFunc1DBase<Scalar> &phi, 00113 const PointEval1D<Scalar> &point_k, 00114 const Ptr<PointEval1D<Scalar> > &point_kp1, 00115 const Ptr<int> &numIters 00116 ) const; 00117 00119 00120 private: 00121 00122 // ////////////////////// 00123 // Private data members 00124 00125 Scalar eta_; 00126 Scalar minFrac_; 00127 Scalar maxFrac_; 00128 int minIters_; 00129 int maxIters_; 00130 bool doMaxIters_; 00131 00132 }; 00133 00134 00139 template<typename Scalar> 00140 const RCP<ArmijoPolyInterpLineSearch<Scalar> > armijoQuadraticLineSearch() 00141 { 00142 return Teuchos::rcp(new ArmijoPolyInterpLineSearch<Scalar>()); 00143 } 00144 00145 00146 // Default values are exposed here for unit testing purposes 00147 00148 00149 namespace ArmijoPolyInterpLineSearchUtils { 00150 00151 00152 const std::string eta_name = "Armijo Slope Fraction"; 00153 const double eta_default = 1.0e-4; 00154 00155 const std::string minFrac_name = "Min Backtrack Fraction"; 00156 const double minFrac_default = 0.1; 00157 00158 const std::string maxFrac_name = "Max Backtrack Fraction"; 00159 const double maxFrac_default = 0.5; 00160 00161 const std::string minIters_name = "Min Num Iterations"; 00162 const int minIters_default = 0; 00163 00164 const std::string maxIters_name = "Max Num Iterations"; 00165 const int maxIters_default = 20; 00166 00167 const std::string doMaxIters_name = "Do Max Iterations"; 00168 const bool doMaxIters_default = false; 00169 00170 00171 } // namespace ArmijoPolyInterpLineSearchUtils 00172 00173 00174 00175 } // namespace GlobiPack 00176 00177 00178 #endif // GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP
1.7.6.1