NLPInterfacePack_CalcFiniteDiffProd.hpp

// @HEADER
// ***********************************************************************
// 
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
#define CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H

#include "NLPInterfacePack_Types.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace NLPInterfacePack {

class CalcFiniteDiffProd {
public:

  enum EFDMethodOrder {
    FD_ORDER_ONE           
    ,FD_ORDER_TWO          
    ,FD_ORDER_TWO_CENTRAL  
    ,FD_ORDER_TWO_AUTO     
    ,FD_ORDER_FOUR         
    ,FD_ORDER_FOUR_CENTRAL 
    ,FD_ORDER_FOUR_AUTO    
  };
  enum EFDStepSelect {
    FD_STEP_ABSOLUTE      
    ,FD_STEP_RELATIVE     
  };
  STANDARD_MEMBER_COMPOSITION_MEMBERS( EFDMethodOrder, fd_method_order );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( EFDStepSelect, fd_step_select );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_min );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_f );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_c );

  CalcFiniteDiffProd(
    EFDMethodOrder              fd_method_order  = FD_ORDER_FOUR_AUTO
    ,EFDStepSelect              fd_step_select   = FD_STEP_ABSOLUTE
    ,value_type                 fd_step_size     = -1.0
    ,value_type                 fd_step_size_min = -1.0
    ,value_type                 fd_step_size_f   = -1.0
    ,value_type                 fd_step_size_c   = -1.0
    );

  virtual ~CalcFiniteDiffProd() {}

  virtual bool calc_deriv_product(
    const Vector       &xo
    ,const Vector      *xl
    ,const Vector      *xu
    ,const Vector      &v
    ,const value_type  *fo
    ,const Vector      *co
    ,bool              check_nan_inf
    ,NLP               *nlp
    ,value_type        *Gf_prod
    ,VectorMutable     *Gc_prod
    ,std::ostream      *out
    ,bool              trace    = false
    ,bool              dump_all = false
    ) const;

};  // end class CalcFiniteDiffProd

} // end namespace NLPInterfacePack

#endif  // CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H