MoochoPack::BFGSUpdate_Strategy Class Reference

Strategy interface which contains the guts for a dampened BFGS update. More...

#include <MoochoPack_BFGSUpdate_Strategy.hpp>

Public Types
enum	ESecantTesting

Public Member Functions
	STANDARD_MEMBER_COMPOSITION_MEMBERS (bool, rescale_init_identity)
	<<std member="" comp>="">> members for whether to rescale the initial identity Hessian or not. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (bool, use_dampening)
	<<std member="" comp>="">> members for whether to perform dampended quasi-newton updating or not. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (ESecantTesting, secant_testing)
	<<std member="" comp>="">> members how and if the secant property of the BFGS update is tested. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, secant_warning_tol)
	<<std member="" comp>="">> members for the warning tolerance for the check of the secant property. More...
	STANDARD_MEMBER_COMPOSITION_MEMBERS (value_type, secant_error_tol)
	<<std member="" comp>="">> members for the error tolerance for the check of the secant property. More...
	BFGSUpdate_Strategy (bool rescale_init_identity=true, bool use_dampening=true, ESecantTesting secant_testing=SECANT_TEST_DEFAULT, value_type secant_warning_tol=1e-6, value_type secant_error_tol=1e-1)
void	perform_update (VectorMutable *s_bfgs, VectorMutable *y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, bool check_results, MatrixSymOp *B, QuasiNewtonStats *quasi_newton_stats)
	Perform the BFGS update. More...
void	print_step (std::ostream &out, const std::string &leading_str) const

Detailed Description

Strategy interface which contains the guts for a dampened BFGS update.

This object can not change the flow of control or do anything fancy. It just performs the dampened update or skips it if the update is not sufficiently positive definite.

See the printed documentation generated by this->print_step().

Definition at line 59 of file MoochoPack_BFGSUpdate_Strategy.hpp.

Member Enumeration Documentation

enum MoochoPack::BFGSUpdate_Strategy::ESecantTesting

Definition at line 73 of file MoochoPack_BFGSUpdate_Strategy.hpp.

Constructor & Destructor Documentation

MoochoPack::BFGSUpdate_Strategy::BFGSUpdate_Strategy	(	bool	rescale_init_identity = true,
		bool	use_dampening = true,
		ESecantTesting	secant_testing = SECANT_TEST_DEFAULT,
		value_type	secant_warning_tol = 1e-6,
		value_type	secant_error_tol = 1e-1
	)

Definition at line 60 of file MoochoPack_BFGSUpdate_Strategy.cpp.

Member Function Documentation

MoochoPack::BFGSUpdate_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	bool	,
		rescale_init_identity
	)

<<std member="" comp>="">> members for whether to rescale the initial identity Hessian or not.

MoochoPack::BFGSUpdate_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	bool	,
		use_dampening
	)

<<std member="" comp>="">> members for whether to perform dampended quasi-newton updating or not.

MoochoPack::BFGSUpdate_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	ESecantTesting	,
		secant_testing
	)

<<std member="" comp>="">> members how and if the secant property of the BFGS update is tested.

ToDo: Finish documentation.

MoochoPack::BFGSUpdate_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		secant_warning_tol
	)

<<std member="" comp>="">> members for the warning tolerance for the check of the secant property.

MoochoPack::BFGSUpdate_Strategy::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	value_type	,
		secant_error_tol
	)

<<std member="" comp>="">> members for the error tolerance for the check of the secant property.

void MoochoPack::BFGSUpdate_Strategy::perform_update	(	VectorMutable *	s_bfgs,
		VectorMutable *	y_bfgs,
		bool	first_update,
		std::ostream &	out,
		EJournalOutputLevel	olevel,
		bool	check_results,
		MatrixSymOp *	B,
		QuasiNewtonStats *	quasi_newton_stats
	)

Perform the BFGS update.

The function performs a straight forward (possibly dampended) BFGS update that strictly satisfies the secant property B * s_bfgs = y_bfgs.

See the printed documentation generated by this->print_step().

Preconditions:

• s_bfgs->size() == y_bfgs->size() == B->rows() == B->cols() (throws ???)

Parameters

s_bfgs	[in/w] Secant change vector on input. May be modified as modified as workspace.
y_bfgs	[in/w] Secant change vector on input. May be modified as modified as workspace.
first_update	[in] If true then this is the first update after B was initialized to identity. In this case B will be rescaled as B = Iscale * I before the update is performed if this->rescale_init_identity() == true.
out	[out] Output stream journal data is written to.
olevel	[in] Output level for printing to out.
check_results	[in] Helps determine if the secant property is tested or not after the update (see the printed documentation).
B	[in/out] The matrix to be updated. B must support the MatrixSymSecant interface or an exception will be thrown.
quasi_newton_stats	[out] The quasi-newton statistics object that is updated to inform what happened durring the update.

Definition at line 74 of file MoochoPack_BFGSUpdate_Strategy.cpp.

void MoochoPack::BFGSUpdate_Strategy::print_step	(	std::ostream &	out,
		const std::string &	leading_str
	)		const

Definition at line 280 of file MoochoPack_BFGSUpdate_Strategy.cpp.

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The documentation for this class was generated from the following files:

• MoochoPack_BFGSUpdate_Strategy.hpp
• MoochoPack_BFGSUpdate_Strategy.cpp