/usr/include/trilinos/MoochoPack_InitFinDiffReducedHessian_StepSetOptions.hpp is in libtrilinos-dev 10.4.0.dfsg-1ubuntu2.
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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 INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_SET_OPTIONS_H
#define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_SET_OPTIONS_H
#include "MoochoPack_InitFinDiffReducedHessian_Step.hpp"
#include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp"
#include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp"
namespace MoochoPack {
/** \brief Set options for InitFinDiffReducedHessian_Step from an
* OptionsFromStream object.
*
* The default options group name is InitFinDiffReducedHessian.
*
* The options group is:
*
\begin{verbatim}
options_group InitFinDiffReducedHessian {
initialization_method = SCALE_DIAGONAL_ABS;
max_cond = 1e+1;
min_diag = 1e-8;
step_scale = 1e-1;
}
\end{verbatim}
*
* \begin{description}
* \item[initialization_method] Determines how the diagonal is initialized.
* from the finite difference taken.
* \begin{description}
* \item[SCALE_IDENTITY] diag(i) = max( ||rGf_fd||inf , smallest_ele )
* \item[SCALE_DIAGONAL] diag(i) = max( rGf_fd(i) , smallest_ele )
* \item[SCALE_DIAGONAL_ABS] diag(i) = max( abs(rGf_fd(i)), smallest_ele )
* \end{description}
* where: smallest_ele = max( ||rGf_fd||inf / max_cond , min_diag )
* \item[max_cond] The maximum condition of the initialized matrix.
* See initialization_method.\\
* Example: max_cond = 1e+1.
* \item[min_diag] The smallest absolute diagonal element.\\
* Example: min_diag = 1e-8.
* \item[step_scale] scales the step for the finite difference by
* #u = scale_step / ||Z*e||inf#.
* The finite difference is then taken as:\\
* #rGf_fd = ( Z_k * g(x_k + u * Z*e - rGf_k ) / u#\\
* Example: step_scale = 1.0.
*/
class InitFinDiffReducedHessian_StepSetOptions
: public OptionsFromStreamPack::SetOptionsFromStreamNode
, public OptionsFromStreamPack::SetOptionsToTargetBase<
InitFinDiffReducedHessian_Step >
{
public:
/** \brief . */
InitFinDiffReducedHessian_StepSetOptions(
InitFinDiffReducedHessian_Step* target = 0
, const char opt_grp_name[] = "InitFinDiffReducedHessian" );
protected:
/// Overridden from SetOptionsFromStreamNode
void setOption( int option_num, const std::string& option_value );
}; // end class InitFinDiffReducedHessian_StepSetOptions
} // end namespace MoochoPack
#endif // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_SET_OPTIONS_H
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