MoochoPack_ReducedHessianSecantUpdateLPBFGS_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_LPBFGS_STRATEGY_H
#define REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H

#include "MoochoPack_ReducedHessianSecantUpdateBFGSProjected_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 ReducedHessianSecantUpdateLPBFGS_Strategy : public ReducedHessianSecantUpdate_Strategy
{
public:
  
  STANDARD_COMPOSITION_MEMBERS( ReducedHessianSecantUpdateBFGSProjected_Strategy, proj_bfgs_updater );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, min_num_updates_proj_start );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, max_num_updates_proj_start );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_superbasics_switch_dense );

  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_add_recent_updates );

    ReducedHessianSecantUpdateLPBFGS_Strategy(
    const proj_bfgs_updater_ptr_t&  proj_bfgs_updater            = NULL
    ,size_type                      min_num_updates_proj_start   = 0
    ,size_type                      max_num_updates_proj_start   = 999999
    ,size_type                      num_superbasics_switch_dense = 500
    ,size_type                      num_add_recent_updates       = 10
    );

  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 types

  // /////////////////////////////
  // Private data members

  quasi_newton_stats_iq_member    quasi_newton_stats_;
  act_set_stats_iq_member         act_set_stats_;

}; // end class ReducedHessianSecantUpdateLPBFGS_Strategy

}  // end namespace MoochoPack

#endif // REDUCED_HESSIAN_SECANT_UPDATE_LPBFGS_STRATEGY_H