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MoochoPack : Framework for Large-Scale Optimization Algorithms
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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 CHECK_CONVERGENCE_STRATEGY_H 00043 #define CHECK_CONVERGENCE_STRATEGY_H 00044 00045 #include "MoochoPack_Types.hpp" 00046 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00047 #include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp" 00048 #include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp" 00049 00050 namespace MoochoPack { 00051 00060 class CheckConvergence_Strategy 00061 { 00062 public: 00063 00064 enum EOptErrorCheck 00065 { 00066 OPT_ERROR_REDUCED_GRADIENT_LAGR, 00067 OPT_ERROR_GRADIENT_LAGR 00068 }; 00069 00073 STANDARD_MEMBER_COMPOSITION_MEMBERS( EOptErrorCheck, opt_error_check ); 00074 00075 enum EScaleKKTErrorBy 00076 { 00077 SCALE_BY_ONE, 00078 SCALE_BY_NORM_2_X, 00079 SCALE_BY_NORM_INF_X 00080 }; 00081 00085 STANDARD_MEMBER_COMPOSITION_MEMBERS( EScaleKKTErrorBy, scale_opt_error_by ); 00086 00087 00091 STANDARD_MEMBER_COMPOSITION_MEMBERS( EScaleKKTErrorBy, scale_feas_error_by ); 00092 00093 00097 STANDARD_MEMBER_COMPOSITION_MEMBERS( EScaleKKTErrorBy, scale_comp_error_by ); 00098 00099 00103 STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, scale_opt_error_by_Gf ); 00104 00106 CheckConvergence_Strategy( 00107 EOptErrorCheck opt_error_check = OPT_ERROR_REDUCED_GRADIENT_LAGR, 00108 EScaleKKTErrorBy scale_opt_error_by = SCALE_BY_ONE, 00109 EScaleKKTErrorBy scale_feas_error_by = SCALE_BY_ONE, 00110 EScaleKKTErrorBy scale_comp_error_by = SCALE_BY_ONE, 00111 bool scale_opt_error_by_Gf = true 00112 ); 00113 00115 virtual bool Converged( Algorithm& _algo)=0; 00116 00118 virtual void print_step( const Algorithm& _algo, std::ostream& out, const std::string& L ) const =0; 00119 00120 00121 }; // end interface CheckConvergence_Strategy 00122 00123 00154 class CheckConvergence_StrategySetOptions 00155 : public OptionsFromStreamPack::SetOptionsFromStreamNode, 00156 public OptionsFromStreamPack::SetOptionsToTargetBase< 00157 CheckConvergence_Strategy > 00158 { 00159 public: 00160 00162 CheckConvergence_StrategySetOptions( 00163 CheckConvergence_Strategy* target = 0 00164 , const char opt_grp_name[] = "CheckConvergenceStrategy" ); 00165 00166 protected: 00167 00169 void setOption( int option_num, const std::string& option_value ); 00170 00171 }; // end class CheckConvergence_Strategy 00172 00173 00174 } // end namespace MoochoPack 00175 00176 #endif // CHECK_CONVERGENCE_STRATEGY_H
1.7.6.1