MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp

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

#include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
#include "MoochoPack_BFGSUpdate_Strategy.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "MoochoPack_act_set_stats.hpp"
#include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace MoochoPack {

class ReducedHessianSecantUpdateBFGSProjected_Strategy : public ReducedHessianSecantUpdate_Strategy
{
public:
  
  STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
    
    ReducedHessianSecantUpdateBFGSProjected_Strategy(
    const bfgs_update_ptr_t&      bfgs_update                = NULL
    ,value_type                   act_set_frac_proj_start    = 0.8
    ,value_type                   project_error_tol          = 1e-5
    ,value_type                   super_basic_mult_drop_tol  = 1e-5
    );      

  bool perform_update(
    DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
    ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
    ,MatrixOp *rHL_k
    );
  void print_step( std::ostream& out, const std::string& leading_str ) const;

private:
  
  // /////////////////////////////
  // Private data members

  quasi_newton_stats_iq_member    quasi_newton_stats_;
  act_set_stats_iq_member         act_set_stats_;

}; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy

}  // end namespace MoochoPack

#endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H