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MoochoPack : Framework for Large-Scale Optimization Algorithms
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00001 #if 0 00002 00003 // @HEADER 00004 // *********************************************************************** 00005 // 00006 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization 00007 // Copyright (2003) Sandia Corporation 00008 // 00009 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00010 // license for use of this work by or on behalf of the U.S. Government. 00011 // 00012 // Redistribution and use in source and binary forms, with or without 00013 // modification, are permitted provided that the following conditions are 00014 // met: 00015 // 00016 // 1. Redistributions of source code must retain the above copyright 00017 // notice, this list of conditions and the following disclaimer. 00018 // 00019 // 2. Redistributions in binary form must reproduce the above copyright 00020 // notice, this list of conditions and the following disclaimer in the 00021 // documentation and/or other materials provided with the distribution. 00022 // 00023 // 3. Neither the name of the Corporation nor the names of the 00024 // contributors may be used to endorse or promote products derived from 00025 // this software without specific prior written permission. 00026 // 00027 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY 00028 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 00029 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 00030 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE 00031 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, 00032 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, 00033 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00034 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00035 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00036 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00037 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00038 // 00039 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00040 // 00041 // *********************************************************************** 00042 // @HEADER 00043 00044 #include <ostream> 00045 00046 #include "MoochoPack_CrossTermExactStd_Step.hpp" 00047 #include "MoochoPack_moocho_algo_conversion.hpp" 00048 #include "IterationPack_print_algorithm_step.hpp" 00049 #include "ConstrainedOptPack/src/VectorWithNorms.h" 00050 #include "AbstractLinAlgPack/src/AbstractLinAlgPack_MatrixOp.hpp" 00051 #include "DenseLinAlgPack_LinAlgOpPack.hpp" 00052 #include "DenseLinAlgPack_DVectorClass.hpp" 00053 #include "DenseLinAlgPack_DVectorOut.hpp" 00054 00055 namespace LinAlgOpPack { 00056 using AbstractLinAlgPack::Vp_StMtV; 00057 } 00058 00059 bool MoochoPack::CrossTermExactStd_Step::do_step(Algorithm& _algo 00060 , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss) 00061 { 00062 using LinAlgOpPack::V_MtV; 00063 using DenseLinAlgPack::norm_inf; 00064 00065 NLPAlgo &algo = rsqp_algo(_algo); 00066 NLPAlgoState &s = algo.rsqp_state(); 00067 00068 EJournalOutputLevel olevel = algo.algo_cntr().journal_output_level(); 00069 std::ostream& out = algo.track().journal_out(); 00070 00071 // print step header. 00072 if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) { 00073 using IterationPack::print_algorithm_step; 00074 print_algorithm_step( _algo, step_poss, type, assoc_step_poss, out ); 00075 } 00076 00077 // tmp = HL * Ypy 00078 DVector tmp; 00079 V_MtV( &tmp, s.HL().get_k(0), BLAS_Cpp::no_trans, s.Ypy().get_k(0)() ); 00080 // w = Z' * tmp 00081 V_MtV( &s.w().set_k(0).v(), s.Z().get_k(0), BLAS_Cpp::trans, tmp() ); 00082 00083 if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) { 00084 out << "\n||w||inf = " << s.w().get_k(0).norm_inf() << std::endl; 00085 } 00086 00087 if( static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) { 00088 out << "\nw_k =\n" << s.w().get_k(0)(); 00089 } 00090 00091 return true; 00092 } 00093 00094 void MoochoPack::CrossTermExactStd_Step::print_step( const Algorithm& algo 00095 , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss 00096 , std::ostream& out, const std::string& L ) const 00097 { 00098 out 00099 << L << "*** Evaluate the exact reduced QP cross term\n" 00100 << L << "w_k = Z_k' * HL_k * Ypy_k\n"; 00101 } 00102 00103 #endif // 0
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