MoochoPack_NLPSolverClientInterface.hpp

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#ifndef RSQP_SOLVER_CLIENT_INTERFACE_H
#define RSQP_SOLVER_CLIENT_INTERFACE_H

#include <stdexcept>

#include "MoochoPack_Types.hpp"
#include "NLPInterfacePack_NLP.hpp"
#include "IterationPack_AlgorithmTracker.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class NLPSolverClientInterface {
public:


  enum EFindMinReturn {
    SOLUTION_FOUND
    ,MAX_ITER_EXCEEDED
    ,MAX_RUN_TIME_EXCEEDED
    ,ALGORITHMIC_ERROR
  };

  class InvalidSetup : public std::logic_error
  {public: InvalidSetup(const std::string& what_arg) : std::logic_error(what_arg) {}};

  

  STANDARD_MEMBER_COMPOSITION_MEMBERS( int, max_iter );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( double, max_run_time );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, comp_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, step_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, journal_output_level );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( EJournalOutputLevel, null_space_journal_output_level );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( int, journal_print_digits );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, check_results );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_conditioning );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_norms );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, calc_matrix_info_null_space_only );



  STANDARD_COMPOSITION_MEMBERS( NLP, nlp );

  STANDARD_COMPOSITION_MEMBERS( AlgorithmTracker, track );

  NLPSolverClientInterface(
    int                    max_iter             = 10000
    ,double                max_run_time         = 1e+10 // run forever
    ,value_type            opt_tol              = 1e-6
    ,value_type            feas_tol             = 1e-6
    ,value_type            comp_tol             = 1e-6
    ,value_type            step_tol             = 1e-2
    ,EJournalOutputLevel   journal_output_level = PRINT_ALGORITHM_STEPS
    ,EJournalOutputLevel   null_space_journal_output_level = PRINT_ALGORITHM_STEPS
    ,int                   journal_print_digits = 6
    ,bool                  check_results        = false
    ,bool                  calc_conditioning    = false
    ,bool                  calc_matrix_norms    = false
    ,bool                  calc_matrix_info_null_space_only = false
    );

  virtual ~NLPSolverClientInterface() {}



  virtual EFindMinReturn find_min() = 0;



  virtual void print_algorithm(std::ostream& out) const = 0;



  virtual void set_algo_timing( bool algo_timing ) = 0;

  virtual bool algo_timing() const = 0;

  virtual void print_algorithm_times( std::ostream& out ) const = 0;


private:

#ifdef DOXYGEN_COMPILE // Strictly for doxygen diagrams

  NLPInterfacePack::NLP                  *nlp;
  IterationPack::AlgorithmTracker   *track;
#endif

}; // end class NLPSolverClientInterface

}  // end namespace MoochoPack

#endif  // RSQP_SOLVER_CLIENT_INTERFACE_H