MoochoPack_BFGSUpdate_Strategy.hpp

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// 
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
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// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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#ifndef BFGS_UPDATE_STRATEGY_H
#define BFGS_UPDATE_STRATEGY_H

#include "MoochoPack_Types.hpp"
#include "MoochoPack_QuasiNewtonStats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class BFGSUpdate_Strategy {
public:

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, rescale_init_identity );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( bool, use_dampening );

  enum ESecantTesting { SECANT_TEST_DEFAULT, SECANT_TEST_ALWAYS, SECANT_NO_TEST };

  STANDARD_MEMBER_COMPOSITION_MEMBERS( ESecantTesting, secant_testing );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_warning_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, secant_error_tol );

  BFGSUpdate_Strategy(
    bool               rescale_init_identity  = true
    ,bool              use_dampening          = true
    ,ESecantTesting    secant_testing         = SECANT_TEST_DEFAULT
    ,value_type        secant_warning_tol     = 1e-6
    ,value_type        secant_error_tol       = 1e-1
    );

  void perform_update(
    VectorMutable      *s_bfgs
    ,VectorMutable     *y_bfgs
    ,bool                    first_update
    ,std::ostream            &out
    ,EJournalOutputLevel     olevel
    ,bool                    check_results
    ,MatrixSymOp         *B
    ,QuasiNewtonStats        * quasi_newton_stats 
    );
  
  void print_step( std::ostream& out, const std::string& leading_str ) const;

}; // end class BFGSUpdate_Strategy

}  // end namespace MoochoPack

#endif // BFGS_UPDATE_STRATEGY_H