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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 DAMPEN_CROSS_TERM_STD_STEP_H
#define DAMPEN_CROSS_TERM_STD_STEP_H
#include "rSQPAlgo_Step.h"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Compute a dampening term zeta_k for the cross term w_k such that
* Gf'*Z*pz <= 0.
*
* This condition Gf'*Z*pz <= 0 is needed to ensure descent of many
* merit functions.
*
* This implementation ensures that Gf'*Z*pz <= 0 only if
* there will not be any active constraints when the reduced QP subproblem
* is solved (nu_k = 0) and there are no undecomposed equality constraints
* or if there they are linearly dependent (lambda_k(undecomp_con) = 0).
*
* In particular this implementation computes zeta_k such that:
*
* Gf'*Z*pz <= frac_descent * rGf'inv(B)*rGf
*
* where: 0 < frac_descent < 1
*
* To ensure strong descent (and hopefully deal with the cases where
* nu_k != 0 and lambda_k(undecomp_con) != 0) the parameter frac_descent
* is set to frac_descent = 0.9 by default.
*
* The basis derivation goes like this:
*
* ToDo: Finish documentation!
*/
class DampenCrossTermStd_Step : public rSQPAlgo_Step {
public:
/// «std comp» members for frac_descent
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, frac_descent );
/** \brief . */
DampenCrossTermStd_Step(const value_type& frac_descent = 0.9);
// ////////////////////
// Overridden
/** \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;
}; // end class DampenCrossTermStd_Step
} // end namespace MoochoPack
#endif // DAMPEN_CROSS_TERM_STD_STEP_H
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