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// @HEADER
// ***********************************************************************
//
// GlobiPack: Collection of Scalar 1D globalizaton utilities
// Copyright (2009) 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 GLOBIPACK_GOLDEN_BRACKET_QUAD_INTERP_DECL_HPP
#define GLOBIPACK_GOLDEN_BRACKET_QUAD_INTERP_DECL_HPP
#include "GlobiPack_MeritFunc1DBase.hpp"
#include "Teuchos_Describable.hpp"
#include "Teuchos_VerboseObject.hpp"
#include "Teuchos_ParameterListAcceptorDefaultBase.hpp"
namespace GlobiPack {
/** \brief Simple concrete class that implements a 1D algorithm to bracket the
* minimum of a 1D merit function.
*
* ToDo: Finish Documentation!
*/
template<typename Scalar>
class GoldenQuadInterpBracket
: public Teuchos::Describable,
public Teuchos::VerboseObject<GoldenQuadInterpBracket<Scalar> >,
public Teuchos::ParameterListAcceptorDefaultBase
{
public:
/** \name Constructor/Initializers/Accessors */
//@{
/** \brief Construct with default parameters. */
GoldenQuadInterpBracket();
//@}
/** \name Overridden from ParameterListAcceptor */
//@{
/** \brief . */
void setParameterList(RCP<ParameterList> const& paramList);
/** \brief . */
RCP<const ParameterList> getValidParameters() const;
//@}
/** \name Bracket. */
//@{
/** \brief Bracket the minimum of a 1D function.
*
* \param phi [in] The evaluator object for the merit function which
* evaluates <tt>phi(alpha)</tt>).
*
* \param pointLower [in/out] In input, <tt>*pointLower</tt> give the
* initial guess for the lower bound for the point. This lower bound will
* be respected and will never be violated. On output, <tt>*pointLower<tt>
* gives the lower bound for the bracket of the minimum. The derivative
* field <tt>pointLower->Dphi</tt> is not accessed.
*
* \param pointMiddle [in/out] In input, <tt>*pointMiddle</tt> give the
* initial guess for the point. On output, <tt>*pointMiddle<tt> gives the
* bracketed minimum. The derivative field <tt>pointUpper->Dphi</tt> is not
* accessed.
*
* \param pointUpper [out] On output, <tt>*pointUpper<tt> gives the upper
* bound for the bracket of the minimum. The derivative field
* <tt>pointUpper->Dphi</tt> is not accessed.
*
* \param numIters [out] If not null, on output, <tt>numIters<tt> gives the
* number of iterations used.
*
* \return Returns <tt>true</tt> if a bracket has been found, <tt>false</tt>
* otherwise.
*
* <b>Preconditions:</b><ul>
*
* <li><tt>pointLower->alpha < pointMiddle->alpha</tt>
*
* </ul>
*
* <b>Postconditions:</b><ul>
*
* <li>[<tt>returnVal==true</tt>] <tt>pointLower->alpha < pointMiddle->alpha
* && pointMiddle->alpha < pointUpper->alpha</tt>
*
* <li>[<tt>returnVal==true</tt>] <tt>pointLower->phi > pointMiddle->phi
* && pointMiddle->phi < pointUpper->phi</tt>
*
* </ul>
*/
bool bracketMinimum(
const MeritFunc1DBase<Scalar> &phi,
const Ptr<PointEval1D<Scalar> > &pointLower,
const Ptr<PointEval1D<Scalar> > &pointMiddle,
const Ptr<PointEval1D<Scalar> > &pointUpper,
const Ptr<int> &numIters = Teuchos::null
) const;
//@}
private:
// //////////////////////
// Private data members
};
/** \brief Nonmember constructor.
*
* \relates GoldenQuadInterpBracket
*/
template<typename Scalar>
inline
const RCP<GoldenQuadInterpBracket<Scalar> > goldenQuadInterpBracket()
{
return Teuchos::rcp(new GoldenQuadInterpBracket<Scalar>());
}
// Default values are exposed here for unit testing purposes
namespace GoldenQuadInterpBracketUtils {
const std::string eta_name = "Armijo Slope Fraction";
const double eta_default = 1.0e-4;
} // namespace GoldenQuadInterpBracketUtils
} // namespace GlobiPack
#endif // GLOBIPACK_GOLDEN_BRACKET_QUAD_INTERP_DECL_HPP
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