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MoochoPack_InitFinDiffReducedHessian_Step.hpp
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41 
42 #ifndef INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
43 #define INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
44 
45 #include "IterationPack_AlgorithmStep.hpp"
46 #include "MoochoPack_quasi_newton_stats.hpp"
48 
49 namespace MoochoPack {
50 
83  : public IterationPack::AlgorithmStep // doxygen needs full path
84 {
85 public:
86 
89 
91  enum EInitializationMethod { SCALE_IDENTITY, SCALE_DIAGONAL, SCALE_DIAGONAL_ABS };
92 
95  EInitializationMethod initialization_method = SCALE_IDENTITY
96  ,value_type max_cond = 1e+1
97  ,value_type min_diag = 1e-8
98  ,value_type step_scale = 1e-1
99  );
100 
103 
105  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,max_cond);
106 
108  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,min_diag);
109 
111  STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type,step_scale);
112 
114 
118  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
119  , poss_type assoc_step_poss);
121  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
122  , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
124 
125 
126 private:
127  quasi_newton_stats_iq_member quasi_newton_stats_;
128 
129 }; // end class ReducedHessianBFGS_Step
130 
131 } // end namespace MoochoPack
132 
133 #endif // INIT_FIN_DIFF_REDUCED_HESSIAN_STEP_H
Initializes the reduced hessian using a single finite difference along the null space of the constrai...
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
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
Class for object that attempts to return an IterQuantityAccess<QuasiNewtonStats> from an AlgorithmSta...
STANDARD_MEMBER_COMPOSITION_MEMBERS(EInitializationMethod, initialization_method)
The initialization method for setting the diagonal.
InitFinDiffReducedHessian_Step(EInitializationMethod initialization_method=SCALE_IDENTITY, value_type max_cond=1e+1, value_type min_diag=1e-8, value_type step_scale=1e-1)