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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 UPDATE_REDUCED_SIGMA_STEP_H
#define UPDATE_REDUCED_SIGMA_STEP_H
#include "IterationPack_AlgorithmStep.hpp"
#include "Teuchos_StandardCompositionMacros.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"
#include "MoochoPack_Types.hpp"
#include "IterationPack_AlgorithmStep.hpp"
#include "OptionsFromStreamPack_SetOptionsFromStreamNode.hpp"
#include "OptionsFromStreamPack_SetOptionsToTargetBase.hpp"
namespace MoochoPack {
/** \brief Standard class for updating the reduced sigma
* for interior point optimization
*
*
*/
class UpdateReducedSigma_Step
: public IterationPack::AlgorithmStep // doxygen needs full path
{
public:
enum e_update_methods
{
ALWAYS_EXPLICIT,
BFGS_PRIMAL,
BFGS_DUAL_NO_CORRECTION,
BFGS_DUAL_EXPLICIT_CORRECTION,
BFGS_DUAL_SCALING_CORRECTION
};
/** \brief update method for the reduced sigma term
* update_method = always_explicit;
* update_method = BFGS_primal;
* update_method = BFGS_dual_no_correction;
* update_method = BFGS_dual_explicit_correction; *** (default)
* update_method = BFGS_dual_scaling_correction;
*** These options determine exactly how the reduced sigma
*** term will be updated.
***
*** always_explicit : the full Z_kT*Sigma*Zk at each step (expensive)
*** BFGS_primal : a BFGS update of mu*X^-2 (exact at solution)
*** BFGS_dual_no_correction : update with Z_kT*Sigma*Z_k*pz
*** (no correction when mu changes)
*** BFGS_dual_explicit_correction : same as above
*** (do an explicit calculation when mu changes)
*** BFGS_dual_scaling_correction : same as above
*** (scale by mu_kp1/mu_k when mu changes)
*/
STANDARD_MEMBER_COMPOSITION_MEMBERS( e_update_methods, update_method);
/** @name Overridden from AlgorithmStep */
//@{
/** \brief . */
bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss);
void print_step( const IterationPack::Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
, poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
//@}
/** Constructor.
*/
UpdateReducedSigma_Step(
// const e_update_methods update_method = BFGS_DUAL_EXPLICIT_CORRECTION
const e_update_methods update_method = ALWAYS_EXPLICIT // For now only!
);
//@}
private:
void FormReducedSigmaExplicitly(NLPAlgo& algo, IpState& s, EJournalOutputLevel olevel, std::ostream& out);
}; // end class EvalNewPointBarrier_Step
const char UpdateReducedSigma_opt_grp_name[] = "UpdateReducedSigma";
class UpdateReducedSigma_StepSetOptions
: public OptionsFromStreamPack::SetOptionsFromStreamNode,
public OptionsFromStreamPack::SetOptionsToTargetBase< UpdateReducedSigma_Step >
{
public:
UpdateReducedSigma_StepSetOptions(
UpdateReducedSigma_Step* target = 0,
const char opt_grp_name[] = UpdateReducedSigma_opt_grp_name );
protected:
/// Overridden from SetOptionsFromStreamNode
void setOption( int option_num, const std::string& option_value );
}; // end class UpdateReducedSigma_StepSetOptions
} // end namespace MoochoPack
#endif // UPDATE_REDUCED_SIGMA_STEP_H
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