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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.
//
// 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 CHECK_DECOMPOSITION_FROM_PY_STEP_H
#define CHECK_DECOMPOSITION_FROM_PY_STEP_H
#include "MoochoPack_NewDecompositionSelection_Strategy.hpp"
#include "IterationPack_AlgorithmStep.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Check if the decomposition is going singular and if it is
* select a new decomposition.
*
* This steps checks if the decomposition is going singular by looking
* to see if the computation for the range space step looks bad.
*
* In particular we want to know how \c cond(R) is changing. We know that:
\verbatim
py = -inv(R) * c
--> ||py|| <= ||inv(R)|| * ||c||
--> ||py|| / ||c|| <= ||inv(R)||
--> ( ||py|| / ||c|| ) * ||R|| <= ||inv(R)|| * ||R|| = cond(R)
\endverbatim
*
* If we assume <tt>||R|| > 1</tt> we know that <tt>cond(R) > beta = ||py||/||c||</tt>
* so if \c beta is very large then cond(R) is even larger. Since the best decomposition
* we can find may be fairly illconditioned we may not want to use and absolute measure
* of \c beta to determine if the decomposition is illconditioned. Instead we will look
* at the change in \c beta between iterations and if \c beta gets very much
* larger than its minimum value (i.e. <tt>beta / beta_min > max_cond_change</tt>
* ( default = 10000 ) ) then we will select a new decomposition. Also if
* <tt>beta > max_cond</tt> ( default = <tt>0.01 / mach_eps</tt> ) then we know we will be
* computing inacurate solutions so we must select a new decomposition.
*/
class CheckDecompositionFromPy_Step
: public IterationPack::AlgorithmStep // doxygen needs full name
{
public:
/** \brief . */
STANDARD_COMPOSITION_MEMBERS( NewDecompositionSelection_Strategy, new_decomp_strategy );
/** \brief . */
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_decomposition_cond_change_frac );
/** \brief . */
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, max_cond );
/** \brief . */
CheckDecompositionFromPy_Step(
const new_decomp_strategy_ptr_t &new_decomp_strategy
,value_type max_decomposition_cond_change_frac = 100.0
);
/// Call the reset initialization of all defaults.
void reset();
/** @name Overridden from AlgorithmStep */
//@{
/** \brief . */
bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss);
/** \brief . */
void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
//@}
private:
value_type beta_min_;
// Not defined and not to be called
CheckDecompositionFromPy_Step();
}; // end class CheckDecompositionFromPy_Step
} // end namespace MoochoPack
#endif // CHECK_DECOMPOSITION_FROM_PY_STEP_H
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