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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_REDUCED_SIGMA_STEP_H 00043 #define UPDATE_REDUCED_SIGMA_STEP_H 00044 00045 #include "IterationPack_AlgorithmStep.hpp" 00046 #include "Teuchos_StandardCompositionMacros.hpp" 00047 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00048 00049 #include "MoochoPack_Types.hpp" 00050 #include "IterationPack_AlgorithmStep.hpp" 00051 00052 #include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp" 00053 #include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp" 00054 00055 namespace MoochoPack { 00056 00063 class UpdateReducedSigma_Step 00064 : public IterationPack::AlgorithmStep // doxygen needs full path 00065 { 00066 public: 00067 00068 enum e_update_methods 00069 { 00070 ALWAYS_EXPLICIT, 00071 BFGS_PRIMAL, 00072 BFGS_DUAL_NO_CORRECTION, 00073 BFGS_DUAL_EXPLICIT_CORRECTION, 00074 BFGS_DUAL_SCALING_CORRECTION 00075 }; 00076 00095 STANDARD_MEMBER_COMPOSITION_MEMBERS( e_update_methods, update_method); 00096 00100 bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00101 , poss_type assoc_step_poss); 00102 00103 00104 void print_step( const IterationPack::Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type 00105 , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const; 00107 00110 UpdateReducedSigma_Step( 00111 // const e_update_methods update_method = BFGS_DUAL_EXPLICIT_CORRECTION 00112 const e_update_methods update_method = ALWAYS_EXPLICIT // For now only! 00113 ); 00115 00116 private: 00117 void FormReducedSigmaExplicitly(NLPAlgo& algo, IpState& s, EJournalOutputLevel olevel, std::ostream& out); 00118 00119 00120 }; // end class EvalNewPointBarrier_Step 00121 00122 const char UpdateReducedSigma_opt_grp_name[] = "UpdateReducedSigma"; 00123 class UpdateReducedSigma_StepSetOptions 00124 : public OptionsFromStreamPack::SetOptionsFromStreamNode, 00125 public OptionsFromStreamPack::SetOptionsToTargetBase< UpdateReducedSigma_Step > 00126 { 00127 public: 00128 UpdateReducedSigma_StepSetOptions( 00129 UpdateReducedSigma_Step* target = 0, 00130 const char opt_grp_name[] = UpdateReducedSigma_opt_grp_name ); 00131 00132 protected: 00133 00135 void setOption( int option_num, const std::string& option_value ); 00136 00137 }; // end class UpdateReducedSigma_StepSetOptions 00138 00139 00140 } // end namespace MoochoPack 00141 00142 #endif // UPDATE_REDUCED_SIGMA_STEP_H
1.7.6.1