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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 FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
#define FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
#include "MoochoPack_FeasibilityStep_Strategy.hpp"
#include "MoochoPack_QuasiRangeSpaceStep_Strategy.hpp"
#include "MoochoPack_d_bounds_iter_quant.hpp"
#include "IterationPack_CastIQMember.hpp"
#include "ConstrainedOptPack_QPSolverRelaxed.hpp"
#include "ConstrainedOptPack_QPSolverRelaxedTester.hpp"
#include "AbstractLinAlgPack_MatrixOp.hpp"
#include "DenseLinAlgPack_DMatrixClass.hpp"
#include "AbstractLinAlgPack_VectorSpace.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Implements the feasibility step computation for reduced space SQP.
*/
class FeasibilityStepReducedStd_Strategy : public FeasibilityStep_Strategy
{
public:
/// <<std comp>> members for the qp solver
STANDARD_COMPOSITION_MEMBERS( QuasiRangeSpaceStep_Strategy, quasi_range_space_step );
typedef ConstrainedOptPack::QPSolverRelaxedTester
QPSolverRelaxedTester;
/// QP solver
STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxed, qp_solver );
/// Comparision object compatible with Gc
STANDARD_COMPOSITION_MEMBERS( QPSolverRelaxedTester, qp_tester );
/** \brief . */
enum EQPObjective {
OBJ_MIN_FULL_STEP ///< min 1/2 * (Y*wy + Z*wz)'*(Y*wy + Z*wz)
,OBJ_MIN_NULL_SPACE_STEP ///< min 1/2 * wz'*wz
,OBJ_RSQP ///< min qp_grad_k'*wz + 1/2 * wz'*rHL_k*wz
};
/** \brief Set what is used for the QP objective.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPObjective, qp_objective );
/** \brief . */
enum EQPTesting {
QP_TEST_DEFAULT ///< Decide based on olevel input to <tt>compute_feasibility_step(...)</tt>
,QP_TEST ///< Perform the tests
,QP_NO_TEST ///< Don't perform the tests
};
/** \brief Set how and if the QP solution is tested.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( EQPTesting, qp_testing );
/// Construct and initialize
FeasibilityStepReducedStd_Strategy(
const quasi_range_space_step_ptr_t &quasi_range_space_step
,const qp_solver_ptr_t &qp_solver
,const qp_tester_ptr_t &qp_tester
,EQPObjective qp_objective = OBJ_MIN_NULL_SPACE_STEP
,EQPTesting qp_testing = QP_TEST_DEFAULT
);
// ////////////////////////////////////////////
// Overridden from FeasibilityStep_Strategy
/** \brief Computes a feasibility step by computing simple quasi-range and null space components.
*
* ToDo: Finish documentation!
*
*/
bool compute_feasibility_step(
std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
,const Vector& xo, const Vector& c_xo, VectorMutable* w
);
/** \brief . */
void print_step( std::ostream& out, const std::string& leading_str ) const;
private:
IterationPack::CastIQMember<VectorMutable> dl_iq_;
IterationPack::CastIQMember<VectorMutable> du_iq_;
int current_k_;
Teuchos::RCP<const MatrixOp> Hess_ptr_;
VectorSpace::vec_mut_ptr_t grad_store_;
DMatrix Hess_store_;
}; // end class FeasibilityStepReducedStd_Strategy
} // end namespace MoochoPack
#endif // FEASIBILITY_STEP_REDUCED_STD_STRATEGY_H
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