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ConstrainedOptPack: C++ Tools for Constrained (and Unconstrained) Optimization
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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 // Redistribution and use in source and binary forms, with or without 00011 // modification, are permitted provided that the following conditions are 00012 // met: 00013 // 00014 // 1. Redistributions of source code must retain the above copyright 00015 // notice, this list of conditions and the following disclaimer. 00016 // 00017 // 2. Redistributions in binary form must reproduce the above copyright 00018 // notice, this list of conditions and the following disclaimer in the 00019 // documentation and/or other materials provided with the distribution. 00020 // 00021 // 3. Neither the name of the Corporation nor the names of the 00022 // contributors may be used to endorse or promote products derived from 00023 // this software without specific prior written permission. 00024 // 00025 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00026 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00027 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00028 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00029 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00030 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00031 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00032 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00033 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00034 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00035 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00036 // 00037 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00038 // 00039 // *********************************************************************** 00040 // @HEADER 00041 00042 #ifndef DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H 00043 #define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H 00044 00045 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp" 00046 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00047 00048 namespace ConstrainedOptPack { 00049 00053 class DirectLineSearchArmQuad_Strategy : public DirectLineSearch_Strategy { 00054 public: 00055 00057 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta ); 00058 00060 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, min_frac ); 00061 00063 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_frac ); 00064 00070 STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, max_out_iter ); 00071 00073 DirectLineSearchArmQuad_Strategy( 00074 int max_iter = 20 00075 ,value_type eta = 1.0e-4 00076 ,value_type min_frac = 0.1 00077 ,value_type max_frac = 0.5 00078 ,bool max_out_iter = false 00079 ); 00080 00083 00085 void set_max_iter(int max_iter); 00087 int max_iter() const; 00089 int num_iterations() const; 00112 bool do_line_search( 00113 const MeritFuncCalc1D &phi 00114 ,value_type phi_k 00115 ,value_type *alpha_k 00116 ,value_type *phi_kp1 00117 ,std::ostream *out 00118 ); 00119 00121 void print_algorithm(std::ostream& out, const std::string& leading_str) const; 00122 00124 00125 private: 00126 int max_iter_; 00127 int num_iter_; // stores the number of interations 00128 00129 // Throw an exception if the parameters are not in a proper range. 00130 void validate_parameters() const; 00131 00132 }; // end class DirectLineSearchArmQuad_Strategy 00133 00134 } // end namespace ConstrainedOptPack 00135 00136 #endif // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
1.7.6.1