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MoochoPack_LineSearchWatchDog_Step.hpp
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41 
42 #ifndef LINE_SEARCH_WATCH_DOG_STEP_H
43 #define LINE_SEARCH_WATCH_DOG_STEP_H
44 
45 #include "rSQPAlgo_StepBaseClasses.h"
46 #include "ConstrainedOptPack_MeritFuncNLP.hpp"
47 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
48 #include "DenseLinAlgPack_DVectorClass.hpp"
50 #include "MiStandardAggregationMacros.h"
52 
53 namespace MoochoPack {
54 
61 class LineSearchWatchDog_Step : public LineSearch_Step {
62 public:
63 
65  STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy,direct_line_search);
66 
68  STANDARD_COMPOSITION_MEMBERS(MeritFuncNLP,merit_func);
69 
72  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, eta );
73 
77  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, opt_kkt_err_threshold );
78 
82  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, feas_kkt_err_threshold );
83 
86  const direct_line_search_ptr_t& direct_line_search = 0
87  , const merit_func_ptr_t& merit_func = 0
88  , value_type eta = 1e-4
89  , value_type opt_kkt_err_threshold = 1e-1
90  , value_type feas_kkt_err_threshold = 1e-3
91  );
92 
93  // ////////////////////
94  // Overridden
95 
97  bool do_step(Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
98  , poss_type assoc_step_poss);
99 
101  void print_step( const Algorithm& algo, poss_type step_poss, IterationPack::EDoStepType type
102  , poss_type assoc_step_poss, std::ostream& out, const std::string& leading_str ) const;
103 
104 private:
105  int watch_k_; // >= 0 means that we are using the watchdog.
106  DVector xo_;
107  value_type fo_;
108  value_type nrm_co_;
109  DVector do_;
110  value_type phio_;
111  value_type Dphio_;
112  value_type phiop1_;
113 
114 }; // end class LineSearchWatchDog_Step
115 
116 } // end namespace MoochoPack
117 
118 #endif // LINE_SEARCH_WATCH_DOG_STEP_H
LineSearchWatchDog_Step(const direct_line_search_ptr_t &direct_line_search=0, const merit_func_ptr_t &merit_func=0, value_type eta=1e-4, value_type opt_kkt_err_threshold=1e-1, value_type feas_kkt_err_threshold=1e-3)
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
bool do_step(Algorithm &algo, poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss)
STANDARD_COMPOSITION_MEMBERS(DirectLineSearch_Strategy, direct_line_search)
<<std comp>="">> members for direct_line_search
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, eta)
<<std member="" comp>="">> members for the armijo fractional reduction parameter. ...