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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_BRENTS_1D_MINIMIZATION_DECL_HPP 00045 #define GLOBIPACK_BRENTS_1D_MINIMIZATION_DECL_HPP 00046 00047 00048 #include "GlobiPack_MeritFunc1DBase.hpp" 00049 #include "Teuchos_Describable.hpp" 00050 #include "Teuchos_VerboseObject.hpp" 00051 #include "Teuchos_ParameterListAcceptorDefaultBase.hpp" 00052 00053 00054 namespace GlobiPack { 00055 00056 00062 template<typename Scalar> 00063 class Brents1DMinimization 00064 : public Teuchos::Describable, 00065 public Teuchos::VerboseObject<Brents1DMinimization<Scalar> >, 00066 public Teuchos::ParameterListAcceptorDefaultBase 00067 { 00068 public: 00069 00072 00074 Brents1DMinimization(); 00075 00077 00080 00082 void setParameterList(RCP<ParameterList> const& paramList); 00084 RCP<const ParameterList> getValidParameters() const; 00085 00087 00090 00124 bool approxMinimize( 00125 const MeritFunc1DBase<Scalar> &phi, 00126 const PointEval1D<Scalar> &pointLower, 00127 const Ptr<PointEval1D<Scalar> > &pointMiddle, 00128 const PointEval1D<Scalar> &pointUpper, 00129 const Ptr<int> &numIters = Teuchos::null 00130 ) const; 00131 00133 00134 private: 00135 00136 // ////////////////////// 00137 // Private data members 00138 00139 Scalar rel_tol_; 00140 Scalar bracket_tol_; 00141 int max_iters_; 00142 00143 }; 00144 00145 00150 template<typename Scalar> 00151 inline 00152 const RCP<Brents1DMinimization<Scalar> > brents1DMinimization() 00153 { 00154 return Teuchos::rcp(new Brents1DMinimization<Scalar>()); 00155 } 00156 00157 00158 // Default values are exposed here for unit testing purposes 00159 00160 00161 namespace Brents1DMinimizationUtils { 00162 00163 00164 const std::string rel_tol_name = "Relative Tol"; 00165 const double rel_tol_default = 1.0e-5; 00166 00167 const std::string bracket_tol_name = "Bracket Tol"; 00168 const double bracket_tol_default = 1.0e-5; 00169 00170 const std::string max_iters_name = "Max Iterations"; 00171 const int max_iters_default = 10; 00172 00173 00174 } // namespace Brents1DMinimizationUtils 00175 00176 00177 00178 } // namespace GlobiPack 00179 00180 00181 #endif // GLOBIPACK_BRENTS_1D_MINIMIZATION_DECL_HPP
1.7.6.1