MoochoPack_LineSearchWatchDog_Step.hpp

// @HEADER
// ***********************************************************************
// 
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//  
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
//  
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef LINE_SEARCH_WATCH_DOG_STEP_H
#define LINE_SEARCH_WATCH_DOG_STEP_H

#include "rSQPAlgo_StepBaseClasses.h"
#include "ConstrainedOptPack_MeritFuncNLP.hpp"
#include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
#include "DenseLinAlgPack_DVectorClass.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "MiStandardAggregationMacros.h"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class LineSearchWatchDog_Step : public LineSearch_Step {
public:

  STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search);

  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold );
  
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold );

  LineSearchWatchDog_Step(
        const direct_line_search_ptr_t& direct_line_search    = 0
      , const merit_func_ptr_t&     merit_func        = 0
      , value_type            eta           = 1e-4
      , value_type            opt_kkt_err_threshold   = 1e-1
      , value_type            feas_kkt_err_threshold  = 1e-3
      );

  // ////////////////////
  // Overridden

  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:
  int         watch_k_; // >= 0 means that we are using the watchdog.
  DVector       xo_;
  value_type      fo_;
  value_type      nrm_co_;
  DVector       do_;
  value_type      phio_;
  value_type      Dphio_;
  value_type      phiop1_;
  
};  // end class LineSearchWatchDog_Step

} // end namespace MoochoPack 

#endif  // LINE_SEARCH_WATCH_DOG_STEP_H