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NLPInterfacePack: C++ Interfaces and Implementation for Non-Linear Programs
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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 NLP_SECOND_ORDER_INFO_H 00043 #define NLP_SECOND_ORDER_INFO_H 00044 00045 #include "NLPInterfacePack_NLPFirstOrder.hpp" 00046 00047 namespace NLPInterfacePack { 00048 00077 class NLPSecondOrder : virtual public NLPFirstOrder { 00078 public: 00079 00081 typedef Teuchos::RCP< 00082 const Teuchos::AbstractFactory<MatrixSymOp> > mat_sym_fcty_ptr_t; 00083 00086 00088 NLPSecondOrder(); 00089 00091 00094 00107 void initialize(bool test_setup); 00108 00110 00113 00120 virtual const mat_sym_fcty_ptr_t factory_HL() const = 0; 00121 00123 00126 00139 virtual void set_HL(MatrixSymOp* HL); 00146 virtual MatrixSymOp* get_HL(); 00154 virtual MatrixSymOp& HL(); 00162 virtual const MatrixSymOp& HL() const; 00163 00165 00168 00182 void unset_quantities(); 00183 00185 00188 00218 virtual void calc_HL( 00219 const Vector& x, const Vector* lambda, bool newpoint = true) const; 00220 00222 00225 00231 virtual size_type num_HL_evals() const; 00232 00234 00235 protected: 00236 00239 struct SecondOrderInfo { 00241 SecondOrderInfo() 00242 : HL(NULL), Gc(NULL), Gf(NULL), f(NULL), c(NULL) 00243 {} 00245 SecondOrderInfo( MatrixSymOp* HL_in, const FirstOrderInfo& first_order_info ) 00246 :HL(HL_in), Gc(first_order_info.Gc), Gf(first_order_info.Gf) 00247 ,f(first_order_info.f), c(first_order_info.c) 00248 {} 00250 MatrixSymOp* HL; 00252 MatrixOp* Gc; 00254 VectorMutable* Gf; 00256 value_type* f; 00258 VectorMutable* c; 00259 }; // end struct SecondOrderInfo 00260 00262 const SecondOrderInfo second_order_info() const; 00263 00266 00290 virtual void imp_calc_HL( 00291 const Vector& x, const Vector* lambda, bool newpoint 00292 ,const SecondOrderInfo& second_order_info 00293 ) const = 0; 00294 00296 00297 private: 00298 00299 #ifdef DOXYGEN_COMPILE 00300 Teuchos::AbstractFactory<AbstractLinAlgPack::MatrixSymOp> *factory_HL; 00301 #endif 00302 mutable MatrixSymOp *HL_; 00303 mutable bool num_HL_evals_; 00304 00305 }; // end class NLPSecondOrder 00306 00307 // ////////////////// 00308 // Inline members 00309 00310 inline 00311 const NLPSecondOrder::SecondOrderInfo NLPSecondOrder::second_order_info() const 00312 { 00313 return SecondOrderInfo(HL_,first_order_info()); 00314 } 00315 00316 } // end namespace NLPInterfacePack 00317 00318 #endif // NLP_SECOND_ORDER_INFO_H
1.7.6.1