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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 UPDATE_BARRIER_PARAMETER_STEP_H 00043 #define UPDATE_BARRIER_PARAMETER_STEP_H 00044 00045 #include "MoochoPack_Types.hpp" 00046 #include "IterationPack_AlgorithmStep.hpp" 00047 #include "Teuchos_StandardCompositionMacros.hpp" 00048 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00049 00050 #include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp" 00051 #include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp" 00052 00053 namespace MoochoPack { 00054 00061 class UpdateBarrierParameter_Step 00062 : public IterationPack::AlgorithmStep // doxygen needs full path 00063 { 00064 public: 00065 00068 00073 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, init_barrier_parameter ); 00074 00079 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, tau_mu ); 00080 00085 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, theta_mu ); 00086 00091 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, tau_epsilon ); 00092 00097 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, theta_epsilon ); 00098 00102 STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, e_tol_max ); 00103 00106 UpdateBarrierParameter_Step( 00107 const value_type init_barrier_parameter = 0.1, 00108 const value_type tau_mu = 0.2, 00109 const value_type theta_mu = 1.5, 00110 const value_type tau_epsilon = 10, 00111 const value_type theta_epsilon = 1.1, 00112 const value_type e_tol_max = 1000 00113 ); 00115 00119 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00120 , poss_type assoc_step_poss); 00121 00122 00123 void print_step( const IterationPack::Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00124 , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const; 00126 00127 private: 00128 value_type Calculate_e_tol(value_type mu); 00129 00130 }; // end class UpdateBarrierParameter_Step 00131 00132 00133 class UpdateBarrierParameter_StepSetOptions 00134 : public OptionsFromStreamPack::SetOptionsFromStreamNode, 00135 public OptionsFromStreamPack::SetOptionsToTargetBase< UpdateBarrierParameter_Step > 00136 { 00137 public: 00138 UpdateBarrierParameter_StepSetOptions( 00139 UpdateBarrierParameter_Step* target = 0, 00140 const char opt_grp_name[] = "UpdateBarrierParameter" ); 00141 00142 protected: 00143 00145 void setOption( int option_num, const std::string& option_value ); 00146 00147 }; // end class UpdateBarrierParameter_StepSetOptions 00148 00149 } // end namespace MoochoPack 00150 00151 #endif // #if !defined UPDATE_BARRIER_PARAMETER_STEP_H
1.7.6.1