MoochoPack_InitFinDiffReducedHessian_Step.hpp

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

#include "IterationPack_AlgorithmStep.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class InitFinDiffReducedHessian_Step
  : public IterationPack::AlgorithmStep // doxygen needs full path
{
public:


  enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };

  InitFinDiffReducedHessian_Step(
    EInitializationMethod   initialization_method  = SCALE_IDENTITY
    ,value_type             max_cond               = 1e+1
    ,value_type             min_diag               = 1e-8
    ,value_type             step_scale             = 1e-1
    );

  STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod,initialization_method);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag);

  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale);


  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss);
  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
    , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;


private:
  quasi_newton_stats_iq_member  quasi_newton_stats_;

};  // end class ReducedHessianBFGS_Step

} // end namespace MoochoPack 

#endif  // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H