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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 LINE_SEARCH_WATCH_DOG_STEP_H 00043 #define LINE_SEARCH_WATCH_DOG_STEP_H 00044 00045 #include "rSQPAlgo_StepBaseClasses.h" 00046 #include "ConstrainedOptPack_MeritFuncNLP.hpp" 00047 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp" 00048 #include "DenseLinAlgPack_DVectorClass.hpp" 00049 #include "Teuchos_StandardCompositionMacros.hpp" 00050 #include "MiStandardAggregationMacros.h" 00051 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00052 00053 namespace MoochoPack { 00054 00061 class LineSearchWatchDog_Step : public LineSearch_Step { 00062 public: 00063 00065 STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search); 00066 00068 STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func); 00069 00072 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta ); 00073 00077 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold ); 00078 00082 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold ); 00083 00085 LineSearchWatchDog_Step( 00086 const direct_line_search_ptr_t& direct_line_search = 0 00087 , const merit_func_ptr_t& merit_func = 0 00088 , value_type eta = 1e-4 00089 , value_type opt_kkt_err_threshold = 1e-1 00090 , value_type feas_kkt_err_threshold = 1e-3 00091 ); 00092 00093 // //////////////////// 00094 // Overridden 00095 00097 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00098 , poss_type assoc_step_poss); 00099 00101 void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00102 , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const; 00103 00104 private: 00105 int watch_k_; // >= 0 means that we are using the watchdog. 00106 DVector xo_; 00107 value_type fo_; 00108 value_type nrm_co_; 00109 DVector do_; 00110 value_type phio_; 00111 value_type Dphio_; 00112 value_type phiop1_; 00113 00114 }; // end class LineSearchWatchDog_Step 00115 00116 } // end namespace MoochoPack 00117 00118 #endif // LINE_SEARCH_WATCH_DOG_STEP_H
1.7.6.1