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MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
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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 // This library is free software; you can redistribute it and/or modify 00011 // it under the terms of the GNU Lesser General Public License as 00012 // published by the Free Software Foundation; either version 2.1 of the 00013 // License, or (at your option) any later version. 00014 // 00015 // This library is distributed in the hope that it will be useful, but 00016 // WITHOUT ANY WARRANTY; without even the implied warranty of 00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00018 // Lesser General Public License for more details. 00019 // 00020 // You should have received a copy of the GNU Lesser General Public 00021 // License along with this library; if not, write to the Free Software 00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 00023 // USA 00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 00025 // 00026 // *********************************************************************** 00027 // @HEADER 00028 00029 #ifndef FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H 00030 #define FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H 00031 00032 #include "MoochoPack_FeasibilityStep_Strategy.hpp" 00033 #include "MoochoPack_QuasiRangeSpaceStep_Strategy.hpp" 00034 #include "MoochoPack_d_bounds_iter_quant.hpp" 00035 #include "IterationPack_CastIQMember.hpp" 00036 #include "ConstrainedOptPack_QPSolverRelaxed.hpp" 00037 #include "ConstrainedOptPack_QPSolverRelaxedTester.hpp" 00038 #include "AbstractLinAlgPack_MatrixOp.hpp" 00039 #include "DenseLinAlgPack_DMatrixClass.hpp" 00040 #include "AbstractLinAlgPack_VectorSpace.hpp" 00041 #include "Teuchos_StandardCompositionMacros.hpp" 00042 #include "Teuchos_StandardMemberCompositionMacros.hpp" 00043 00044 namespace MoochoPack { 00045 00048 class FeasibilityStepReducedStd_Strategy : public FeasibilityStep_Strategy 00049 { 00050 public: 00051 00053 STANDARD_COMPOSITION_MEMBERS( QuasiRangeSpaceStep_Strategy, quasi_range_space_step ); 00054 00055 typedef ConstrainedOptPack::QPSolverRelaxedTester 00056 QPSolverRelaxedTester; 00057 00059 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxed, qp_solver ); 00060 00062 STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxedTester, qp_tester ); 00063 00065 enum EQPObjective { 00066 OBJ_MIN_FULL_STEP 00067 ,OBJ_MIN_NULL_SPACE_STEP 00068 ,OBJ_RSQP 00069 }; 00070 00073 STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPObjective, qp_objective ); 00074 00076 enum EQPTesting { 00077 QP_TEST_DEFAULT 00078 ,QP_TEST 00079 ,QP_NO_TEST 00080 }; 00081 00084 STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPTesting, qp_testing ); 00085 00087 FeasibilityStepReducedStd_Strategy( 00088 const quasi_range_space_step_ptr_t &quasi_range_space_step 00089 ,const qp_solver_ptr_t &qp_solver 00090 ,const qp_tester_ptr_t &qp_tester 00091 ,EQPObjective qp_objective = OBJ_MIN_NULL_SPACE_STEP 00092 ,EQPTesting qp_testing = QP_TEST_DEFAULT 00093 ); 00094 00095 // //////////////////////////////////////////// 00096 // Overridden from FeasibilityStep_Strategy 00097 00103 bool compute_feasibility_step( 00104 std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s 00105 ,const Vector& xo, const Vector& c_xo, VectorMutable* w 00106 ); 00107 00109 void print_step( std::ostream& out, const std::string& leading_str ) const; 00110 00111 private: 00112 00113 IterationPack::CastIQMember<VectorMutable> dl_iq_; 00114 IterationPack::CastIQMember<VectorMutable> du_iq_; 00115 int current_k_; 00116 Teuchos::RCP<const MatrixOp> Hess_ptr_; 00117 VectorSpace::vec_mut_ptr_t grad_store_; 00118 DMatrix Hess_store_; 00119 00120 }; // end class FeasibilityStepReducedStd_Strategy 00121 00122 } // end namespace MoochoPack 00123 00124 #endif // FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
1.7.4