|
MoochoPack : Framework for Large-Scale Optimization Algorithms
Version of the Day
|
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 #include "MoochoPack_ReducedHessianSecantUpdateBFGSFull_Strategy.hpp" 00043 #include "MoochoPack_NLPAlgo.hpp" 00044 #include "MoochoPack_NLPAlgoState.hpp" 00045 00046 namespace MoochoPack { 00047 00048 ReducedHessianSecantUpdateBFGSFull_Strategy::ReducedHessianSecantUpdateBFGSFull_Strategy( 00049 const bfgs_update_ptr_t& bfgs_update 00050 ) 00051 :bfgs_update_(bfgs_update) 00052 {} 00053 00054 bool ReducedHessianSecantUpdateBFGSFull_Strategy::perform_update( 00055 VectorMutable *s_bfgs 00056 ,VectorMutable *y_bfgs 00057 ,bool first_update 00058 ,std::ostream & out 00059 ,EJournalOutputLevel olevel 00060 ,NLPAlgo *algo 00061 ,NLPAlgoState *s 00062 ,MatrixSymOp *rHL_k 00063 ) 00064 { 00065 bfgs_update().perform_update( 00066 s_bfgs,y_bfgs,first_update,out,olevel,algo->algo_cntr().check_results() 00067 ,rHL_k, &quasi_newton_stats_(*s).set_k(0) 00068 ); 00069 return true; 00070 } 00071 00072 void ReducedHessianSecantUpdateBFGSFull_Strategy::print_step( std::ostream& out, const std::string& L ) const 00073 { 00074 out 00075 << L << "*** Perform BFGS update on full matrix where: B = rHL_k\n"; 00076 bfgs_update().print_step(out,L); 00077 } 00078 00079 } // end namespace MoochoPack
1.7.6.1