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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 REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
#define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
#include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
#include "MoochoPack_BFGSUpdate_Strategy.hpp"
#include "MoochoPack_quasi_newton_stats.hpp"
#include "MoochoPack_act_set_stats.hpp"
#include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
namespace MoochoPack {
/** \brief Perform BFGS updates on only the free independent (super basic) variables.
*
* This method should be very efficient for few super basic variables.
*/
class ReducedHessianSecantUpdateBFGSProjected_Strategy : public ReducedHessianSecantUpdate_Strategy
{
public:
/** \brief <<std comp>> members for the strategy object that will
* perform the guts of the BFGS update.
*/
STANDARD_COMPOSITION_MEMBERS( BFGSUpdate_Strategy, bfgs_update );
/** \brief Set the ratio of the number of inequality constraints in the
* active-set of the last two calls before a projected updating
* for superbasic variables only is started.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );
/** \brief Set the tolerance for determining if a projected BFGS update is
* valid ???
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );
/** \brief Set the tolerance for Langrange multipliers for fixed variables
* below which rows/cols from rHL_RR will not be dropped.
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
/** \brief . */
ReducedHessianSecantUpdateBFGSProjected_Strategy(
const bfgs_update_ptr_t& bfgs_update = NULL
,value_type act_set_frac_proj_start = 0.8
,value_type project_error_tol = 1e-5
,value_type super_basic_mult_drop_tol = 1e-5
);
/** \brief . */
bool perform_update(
DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
,MatrixOp *rHL_k
);
/** \brief . */
void print_step( std::ostream& out, const std::string& leading_str ) const;
private:
// /////////////////////////////
// Private data members
quasi_newton_stats_iq_member quasi_newton_stats_;
act_set_stats_iq_member act_set_stats_;
}; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy
} // end namespace MoochoPack
#endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
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