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GlobiPack Package Browser (Single Doxygen Collection) Version of the Day
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00001 /* 00002 // @HEADER 00003 // *********************************************************************** 00004 // 00005 // GlobiPack: Collection of Scalar 1D globalizaton utilities 00006 // Copyright (2009) Sandia Corporation 00007 // 00008 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive 00009 // license for use of this work by or on behalf of the U.S. Government. 00010 // 00011 // This library is free software; you can redistribute it and/or modify 00012 // it under the terms of the GNU Lesser General Public License as 00013 // published by the Free Software Foundation; either version 2.1 of the 00014 // License, or (at your option) any later version. 00015 // 00016 // This library is distributed in the hope that it will be useful, but 00017 // WITHOUT ANY WARRANTY; without even the implied warranty of 00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00019 // Lesser General Public License for more details. 00020 // 00021 // You should have received a copy of the GNU Lesser General Public 00022 // License along with this library; if not, write to the Free Software 00023 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00024 // USA 00025 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00026 // 00027 // *********************************************************************** 00028 // @HEADER 00029 */ 00030 00031 #ifndef GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP 00032 #define GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP 00033 00034 00035 #include "GlobiPack_LineSearchBase.hpp" 00036 #include "Teuchos_ParameterListAcceptorDefaultBase.hpp" 00037 00038 00039 namespace GlobiPack { 00040 00041 00050 template<typename Scalar> 00051 class ArmijoPolyInterpLineSearch 00052 : public LineSearchBase<Scalar>, 00053 protected Teuchos::ParameterListAcceptorDefaultBase 00054 { 00055 public: 00056 00059 00061 ArmijoPolyInterpLineSearch(); 00062 00064 Scalar eta() const; 00066 Scalar minFrac() const; 00068 Scalar maxFrac() const; 00070 int minIters() const; 00072 int maxIters() const; 00074 bool doMaxIters() const; 00075 00077 00080 00082 void setParameterList(RCP<ParameterList> const& paramList); 00084 RCP<const ParameterList> getValidParameters() const; 00085 00087 00090 00092 virtual bool requiresBaseDeriv() const; 00093 00095 virtual bool requiresDerivEvals() const; 00096 00098 virtual bool doLineSearch( 00099 const MeritFunc1DBase<Scalar> &phi, 00100 const PointEval1D<Scalar> &point_k, 00101 const Ptr<PointEval1D<Scalar> > &point_kp1, 00102 const Ptr<int> &numIters 00103 ) const; 00104 00106 00107 private: 00108 00109 // ////////////////////// 00110 // Private data members 00111 00112 Scalar eta_; 00113 Scalar minFrac_; 00114 Scalar maxFrac_; 00115 int minIters_; 00116 int maxIters_; 00117 bool doMaxIters_; 00118 00119 }; 00120 00121 00126 template<typename Scalar> 00127 const RCP<ArmijoPolyInterpLineSearch<Scalar> > armijoQuadraticLineSearch() 00128 { 00129 return Teuchos::rcp(new ArmijoPolyInterpLineSearch<Scalar>()); 00130 } 00131 00132 00133 // Default values are exposed here for unit testing purposes 00134 00135 00136 namespace ArmijoPolyInterpLineSearchUtils { 00137 00138 00139 const std::string eta_name = "Armijo Slope Fraction"; 00140 const double eta_default = 1.0e-4; 00141 00142 const std::string minFrac_name = "Min Backtrack Fraction"; 00143 const double minFrac_default = 0.1; 00144 00145 const std::string maxFrac_name = "Max Backtrack Fraction"; 00146 const double maxFrac_default = 0.5; 00147 00148 const std::string minIters_name = "Min Num Iterations"; 00149 const int minIters_default = 0; 00150 00151 const std::string maxIters_name = "Max Num Iterations"; 00152 const int maxIters_default = 20; 00153 00154 const std::string doMaxIters_name = "Do Max Iterations"; 00155 const bool doMaxIters_default = false; 00156 00157 00158 } // namespace ArmijoPolyInterpLineSearchUtils 00159 00160 00161 00162 } // namespace GlobiPack 00163 00164 00165 #endif // GLOBIPACK_POLY_INTERP_LINE_SEARCH_DECL_HPP
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