NLPInterfacePack_NLPFirstDerivTester.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
// license for use of this work by or on behalf of the U.S. Government.
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#ifndef NLP_FIRST_DERIVATIVES_TESTER_H
#define NLP_FIRST_DERIVATIVES_TESTER_H

#include <iosfwd>

#include "NLPInterfacePack_Types.hpp"
#include "NLPInterfacePack_CalcFiniteDiffProd.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace NLPInterfacePack {

class NLPFirstDerivTester {
public:

  enum ETestingMethod {
    FD_COMPUTE_ALL
    ,FD_DIRECTIONAL
  };

  STANDARD_COMPOSITION_MEMBERS( CalcFiniteDiffProd, calc_fd_prod );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( ETestingMethod, fd_testing_method );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( size_type, num_fd_directions );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, warning_tol );
  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, error_tol );

  NLPFirstDerivTester(
    const calc_fd_prod_ptr_t  &calc_fd_prod      = Teuchos::rcp(new CalcFiniteDiffProd())
    ,ETestingMethod           fd_testing_method  = FD_DIRECTIONAL
    ,size_type                num_fd_directions  = 1
    ,value_type               warning_tol        = 1e-8
    ,value_type               error_tol          = 1e-3
    );

  bool finite_diff_check(
    NLP               *nlp
    ,const Vector     &xo
    ,const Vector     *xl
    ,const Vector     *xu
    ,const MatrixOp   *Gc
    ,const Vector     *Gf
    ,bool             print_all_warnings
    ,std::ostream     *out
    ) const;

private:

  bool fd_check_all(
    NLP               *nlp
    ,const Vector     &xo
    ,const Vector     *xl
    ,const Vector     *xu
    ,const MatrixOp   *Gc
    ,const Vector     *Gf
    ,bool             print_all_warnings
    ,std::ostream     *out
    ) const;

  bool fd_directional_check(
    NLP               *nlp
    ,const Vector     &xo
    ,const Vector     *xl
    ,const Vector     *xu
    ,const MatrixOp   *Gc
    ,const Vector     *Gf
    ,bool             print_all_warnings
    ,std::ostream     *out
    ) const;
};

} // end namespace NLPInterfacePack

#endif  // NLP_FIRST_DERIVATIVES_TESTER_H