ConstrainedOptPack_DirectLineSearchArmQuad_Strategy.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
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#ifndef DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
#define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H

#include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace ConstrainedOptPack {

class DirectLineSearchArmQuad_Strategy : public DirectLineSearch_Strategy {
public:

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
  
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, min_frac );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_frac );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, max_out_iter );

  DirectLineSearchArmQuad_Strategy(
    int           max_iter       = 20
    ,value_type   eta            = 1.0e-4
    ,value_type   min_frac       = 0.1
    ,value_type   max_frac       = 0.5
    ,bool         max_out_iter   = false
    );


  void set_max_iter(int max_iter);
  int max_iter() const;
  int num_iterations() const;
  bool do_line_search(
    const MeritFuncCalc1D   &phi
    ,value_type             phi_k
    ,value_type             *alpha_k
    ,value_type             *phi_kp1
    ,std::ostream           *out
    );

  void print_algorithm(std::ostream& out, const std::string& leading_str) const;


private:
  int max_iter_;
  int num_iter_;  // stores the number of interations

  // Throw an exception if the parameters are not in a proper range.
  void validate_parameters() const;

};  // end class DirectLineSearchArmQuad_Strategy

} // end namespace ConstrainedOptPack

#endif  // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H