MoochoPack_NLPAlgoConfigMamaJama.hpp

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

#include "MoochoPack_NLPAlgoConfig.hpp"
#include "MoochoPack_NLPAlgo.hpp"
#include "MoochoPack_DecompositionSystemStateStepBuilderStd.hpp"
#include "OptionsFromStreamPack_OptionsFromStream.hpp"

namespace MoochoPack {

class NLPAlgoConfigMamaJama : public NLPAlgoConfig {
public:

  NLPAlgoConfigMamaJama();

  ~NLPAlgoConfigMamaJama();


  void set_options( const options_ptr_t& options );
  const options_ptr_t& get_options() const;
  void config_algo_cntr(NLPAlgoContainer* algo_cntr, std::ostream* trase_out);
  void init_algo(NLPAlgoInterface* algo);


public:


  enum EQuasiNewton {
    QN_AUTO, QN_BFGS, QN_PBFGS, QN_LBFGS, QN_LPBFGS };
  enum EHessianInitialization {
    INIT_HESS_AUTO, INIT_HESS_SERIALIZE, INIT_HESS_IDENTITY, INIT_HESS_FIN_DIFF_SCALE_IDENTITY
    , INIT_HESS_FIN_DIFF_SCALE_DIAGONAL, INIT_HESS_FIN_DIFF_SCALE_DIAGONAL_ABS };
  enum EQPSolverType {
    QP_AUTO, QP_QPSOL, QP_QPOPT, QP_QPKWIK, QP_QPSCHUR };
  enum ELineSearchMethod {
    LINE_SEARCH_AUTO, LINE_SEARCH_NONE, LINE_SEARCH_DIRECT
    , LINE_SEARCH_2ND_ORDER_CORRECT, LINE_SEARCH_WATCHDOG
    , LINE_SEARCH_FILTER };
  enum EMeritFunctionType {
    MERIT_FUNC_AUTO, MERIT_FUNC_L1, MERIT_FUNC_MOD_L1
    , MERIT_FUNC_MOD_L1_INCR };
  enum EL1PenaltyParamUpdate {
    L1_PENALTY_PARAM_AUTO, L1_PENALTY_PARAM_WITH_MULT
    , L1_PENALTY_PARAM_MULT_FREE };



  struct SOptionValues {
    // Constructor (sets default values)
    SOptionValues();
    // Variable Reduction, Range/Null space decompositions
    value_type max_basis_cond_change_frac_; // If < , don't change default
    // Reduced Hessian Approximations
    bool exact_reduced_hessian_;
    EQuasiNewton quasi_newton_;
    int num_lbfgs_updates_stored_; // If < 0, don't change default
    bool lbfgs_auto_scaling_;
    EHessianInitialization hessian_initialization_;
    // QP subproblem solvers
    EQPSolverType qp_solver_type_;
    bool reinit_hessian_on_qp_fail_;
    // Line search methods
    ELineSearchMethod line_search_method_;
    EMeritFunctionType merit_function_type_;
    EL1PenaltyParamUpdate l1_penalty_param_update_;
    int full_steps_after_k_; // If < 0, do not use this option at all.
    value_type max_pz_norm_;
    int num_pz_damp_iters_;
  };
  

private:

  DecompositionSystemStateStepBuilderStd decomp_sys_step_builder_;
  
  options_ptr_t options_;
  
  SOptionValues uov_; // options set by user
  SOptionValues cov_; // current option values actually used

  // ///////////////////////////////////////////////////////
  // Private member functions

  static void readin_options(
    const OptionsFromStreamPack::OptionsFromStream& options
    , SOptionValues *option_values, std::ostream* trase_out );

  static void set_default_options(
    const SOptionValues& user_option_values
    , SOptionValues *current_option_values
    , std::ostream* trase_out );

};  // end class NLPAlgoConfigMamaJama

} // end namespace MoochoPack 

#endif  // RSQP_ALGO_CONFIG_MAMA_JAMA_H