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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 LINE_SEARCH_WATCH_DOG_STEP_H
#define LINE_SEARCH_WATCH_DOG_STEP_H
#include "rSQPAlgo_StepBaseClasses.h"
#include "ConstrainedOptPack_MeritFuncNLP.hpp"
#include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
#include "DenseLinAlgPack_DVectorClass.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "MiStandardAggregationMacros.h"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Implements watchdog line search.
*
* The watchdog proceedure will only be considered when :
* opt_kkt_err_k <= opt_kkt_err_threshold && feas_kkt_err_k <= feas_kkt_err_threshold
* (see step listing). The default behavior is to never use the watchdog procedure.
*/
class LineSearchWatchDog_Step : public LineSearch_Step {
public:
/// <<std comp>> members for direct_line_search
STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search);
/// <<std comp>> members for merit_func
STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
/** \brief <<std member comp>> members for the armijo fractional reduction parameter.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
/** \brief <<std member comp>> members for the threshold for opt_kkt_err before
* the watchdog procedure should kick-in.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold );
/** \brief <<std member comp>> members for the threshold for feas_kkt_err before
* the watchdog procedure should kick-in.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold );
/** \brief . */
LineSearchWatchDog_Step(
const direct_line_search_ptr_t& direct_line_search = 0
, const merit_func_ptr_t& merit_func = 0
, value_type eta = 1e-4
, value_type opt_kkt_err_threshold = 1e-1
, value_type feas_kkt_err_threshold = 1e-3
);
// ////////////////////
// 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;
private:
int watch_k_; // >= 0 means that we are using the watchdog.
DVector xo_;
value_type fo_;
value_type nrm_co_;
DVector do_;
value_type phio_;
value_type Dphio_;
value_type phiop1_;
}; // end class LineSearchWatchDog_Step
} // end namespace MoochoPack
#endif // LINE_SEARCH_WATCH_DOG_STEP_H
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