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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 NULL_SPACE_STEP_WITH_INEQU_STD_STEP_H 00043 #define NULL_SPACE_STEP_WITH_INEQU_STD_STEP_H 00044 00045 #include "MoochoPack_Types.hpp" 00046 #include "IterationPack_AlgorithmStep.hpp" 00047 #include "IterationPack_CastIQMember.hpp" 00048 #include "MoochoPack_d_bounds_iter_quant.hpp" 00049 #include "MoochoPack_qp_solver_stats.hpp" 00050 #include "MoochoPack_act_set_stats.hpp" 00051 #include "ConstrainedOptPack_QPSolverRelaxed.hpp" 00052 #include "ConstrainedOptPack_QPSolverRelaxedTester.hpp" 00053 #include "Teuchos_StandardCompositionMacros.hpp" 00054 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00055 00056 namespace MoochoPack { 00057 00063 class TangentialStepWithInequStd_Step 00064 : public IterationPack::AlgorithmStep // doxygen needs full path 00065 { 00066 public: 00067 00069 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxed, qp_solver ); 00070 00072 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxedTester, qp_tester ); 00073 00077 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, warm_start_frac ); 00078 00080 enum EQPTesting { QP_TEST_DEFAULT, QP_TEST, QP_NO_TEST }; 00081 00086 STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPTesting, qp_testing ); 00087 00091 STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, primal_feasible_point_error ); 00092 00096 STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, dual_feasible_point_error ); 00097 00099 TangentialStepWithInequStd_Step( 00100 const qp_solver_ptr_t &qp_solver 00101 ,const qp_tester_ptr_t &qp_tester 00102 ,value_type warm_start_frac = 0.8 00103 ,EQPTesting qp_testing = QP_TEST_DEFAULT 00104 ,bool primal_feasible_point_error = true 00105 ,bool dual_feasible_point_error = true 00106 ); 00107 00111 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00112 , poss_type assoc_step_poss); 00114 void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00115 , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const; 00117 00118 private: 00119 IterationPack::CastIQMember<VectorMutable> dl_iq_; 00120 IterationPack::CastIQMember<VectorMutable> du_iq_; 00121 qp_solver_stats_iq_member qp_solver_stats_; 00122 act_set_stats_iq_member act_set_stats_; 00123 00124 // not defined and not to be called 00125 TangentialStepWithInequStd_Step(); 00126 00127 }; // end class TangentialStepWithInequStd_Step 00128 00129 } // end namespace MoochoPack 00130 00131 #endif // NULL_SPACE_STEP_WITH_INEQU_STD_STEP_H
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