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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_STRATEGY_H
#define REDUCED_HESSIAN_SECANT_UPDATE_STRATEGY_H
#include "MoochoPack_Types.hpp"
namespace MoochoPack {
/** \brief Strategy interface for performing secant updates {abstract}.
*
* This interface is used by the class \c ReducedHessianSecantUpdateStd_Step
* to actually perform the secant updates.
*/
class ReducedHessianSecantUpdate_Strategy {
public:
/** \brief . */
virtual ~ReducedHessianSecantUpdate_Strategy() {}
/** \brief Perform the secant update.
*
* The function will update <tt>rHL_k</tt> so that <tt>rHL_k * s_bfgs \approx y_bfgs</tt>.
* Note that this post conditions for this function do not strictly require
* that the secant property <tt>rHL_k * s_bfgs = y_bfgs</tt> be satisfied. This
* allows for more flexibility in how the update is perform.
*
* Preconditions:<ul>
* <li> <tt>s_bfgs->size() == y_bfgs->size() == rHL_k->rows() == rHL_k->cols()</tt> (throws ???)
* </ul>
*
* @param s_bfgs [in/work] Secant change vector on input. May be modified as
* modified as workspace.
* @param y_bfgs [in/work] Secant change vector on input. May be modified as
* modified as workspace.
* @param first_update
* [in] If true then this is the first update after <tt>rHL</tt> was
* initialized to identity. This is information that may be
* used in order to deliver a beter initial update.
* @param out [out] Output stream journal data is written to.
* @param olevel [in] Output level for printing to <tt>out</tt>
* @param algo [in/out] The NLPAlgo object. This object can be queryed for
* information and also be called to redirect control (in which
* case this function should probably return false).
* @param s [in/out] NLPAlgoState object. May be queried or modified if needed.
* @param rHL_k [in/out] The matrix to be updated. Note that <tt>rHL_k</tt> was already
* set to <tt>rHL_km1</tt> before this call was made. Also, <tt>rHL_k</tt> will
* probably have to support the <tt>MatrixSymSecant</tt> interface
* or an exception will be thrown.
*
* @return Returns false if the algorithms path has been redirected through <tt>algo</tt>.
* Ohterwise, this function should return true.
*/
virtual bool perform_update(
VectorMutable *s_bfgs
,VectorMutable *y_bfgs
,bool first_update
,std::ostream & out
,EJournalOutputLevel olevel
,NLPAlgo *algo
,NLPAlgoState *s
,MatrixSymOp *rHL_k
) = 0;
/** \brief This function will print a description of the computations and logic used
* in the update.
*/
virtual void print_step( std::ostream& out, const std::string& leading_str ) const = 0;
}; // end class ReducedHessianSecantUpdate_Strategy
} // end namespace MoochoPack
#endif // REDUCED_HESSIAN_SECANT_UPDATE_STRATEGY_H
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