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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 FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H 00043 #define FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H 00044 00045 #include "MoochoPack_FeasibilityStep_Strategy.hpp" 00046 #include "MoochoPack_QuasiRangeSpaceStep_Strategy.hpp" 00047 #include "MoochoPack_d_bounds_iter_quant.hpp" 00048 #include "IterationPack_CastIQMember.hpp" 00049 #include "ConstrainedOptPack_QPSolverRelaxed.hpp" 00050 #include "ConstrainedOptPack_QPSolverRelaxedTester.hpp" 00051 #include "AbstractLinAlgPack_MatrixOp.hpp" 00052 #include "DenseLinAlgPack_DMatrixClass.hpp" 00053 #include "AbstractLinAlgPack_VectorSpace.hpp" 00054 #include "Teuchos_StandardCompositionMacros.hpp" 00055 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00056 00057 namespace MoochoPack { 00058 00061 class FeasibilityStepReducedStd_Strategy : public FeasibilityStep_Strategy 00062 { 00063 public: 00064 00066 STANDARD_COMPOSITION_MEMBERS( QuasiRangeSpaceStep_Strategy, quasi_range_space_step ); 00067 00068 typedef ConstrainedOptPack::QPSolverRelaxedTester 00069 QPSolverRelaxedTester; 00070 00072 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxed, qp_solver ); 00073 00075 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxedTester, qp_tester ); 00076 00078 enum EQPObjective { 00079 OBJ_MIN_FULL_STEP 00080 ,OBJ_MIN_NULL_SPACE_STEP 00081 ,OBJ_RSQP 00082 }; 00083 00086 STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPObjective, qp_objective ); 00087 00089 enum EQPTesting { 00090 QP_TEST_DEFAULT 00091 ,QP_TEST 00092 ,QP_NO_TEST 00093 }; 00094 00097 STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPTesting, qp_testing ); 00098 00100 FeasibilityStepReducedStd_Strategy( 00101 const quasi_range_space_step_ptr_t &quasi_range_space_step 00102 ,const qp_solver_ptr_t &qp_solver 00103 ,const qp_tester_ptr_t &qp_tester 00104 ,EQPObjective qp_objective = OBJ_MIN_NULL_SPACE_STEP 00105 ,EQPTesting qp_testing = QP_TEST_DEFAULT 00106 ); 00107 00108 // //////////////////////////////////////////// 00109 // Overridden from FeasibilityStep_Strategy 00110 00116 bool compute_feasibility_step( 00117 std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s 00118 ,const Vector& xo, const Vector& c_xo, VectorMutable* w 00119 ); 00120 00122 void print_step( std::ostream& out, const std::string& leading_str ) const; 00123 00124 private: 00125 00126 IterationPack::CastIQMember<VectorMutable> dl_iq_; 00127 IterationPack::CastIQMember<VectorMutable> du_iq_; 00128 int current_k_; 00129 Teuchos::RCP<const MatrixOp> Hess_ptr_; 00130 VectorSpace::vec_mut_ptr_t grad_store_; 00131 DMatrix Hess_store_; 00132 00133 }; // end class FeasibilityStepReducedStd_Strategy 00134 00135 } // end namespace MoochoPack 00136 00137 #endif // FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
1.7.6.1