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MoochoPack_ReducedHessianSecantUpdateBFGSProjected_Strategy.hpp
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41 
42 #ifndef REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
43 #define REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
44 
45 #include "MoochoPack_ReducedHessianSecantUpdate_Strategy.hpp"
46 #include "MoochoPack_BFGSUpdate_Strategy.hpp"
47 #include "MoochoPack_quasi_newton_stats.hpp"
48 #include "MoochoPack_act_set_stats.hpp"
49 #include "ConstrainedOptPack_MatrixHessianSuperBasic.hpp"
52 
53 namespace MoochoPack {
54 
60 {
61 public:
62 
67 
72  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, act_set_frac_proj_start );
73 
77  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, project_error_tol );
78 
82  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, super_basic_mult_drop_tol );
83 
86  const bfgs_update_ptr_t& bfgs_update = NULL
87  ,value_type act_set_frac_proj_start = 0.8
88  ,value_type project_error_tol = 1e-5
89  ,value_type super_basic_mult_drop_tol = 1e-5
90  );
91 
93  bool perform_update(
94  DVectorSlice* s_bfgs, DVectorSlice* y_bfgs, bool first_update
95  ,std::ostream& out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s
96  ,MatrixOp *rHL_k
97  );
99  void print_step( std::ostream& out, const std::string& leading_str ) const;
100 
101 private:
102 
103  // /////////////////////////////
104  // Private data members
105 
106  quasi_newton_stats_iq_member quasi_newton_stats_;
107  act_set_stats_iq_member act_set_stats_;
108 
109 }; // end class ReducedHessianSecantUpdateBFGSProjected_Strategy
110 
111 } // end namespace MoochoPack
112 
113 #endif // REDUCED_HESSIAN_SECANT_UPDATE_BFGS_PROJECTED_STRATEGY_H
Strategy interface for performing secant updates {abstract}.
rSQP Algorithm control class.
bool perform_update(DVectorSlice *s_bfgs, DVectorSlice *y_bfgs, bool first_update, std::ostream &out, EJournalOutputLevel olevel, NLPAlgo *algo, NLPAlgoState *s, MatrixOp *rHL_k)
Perform BFGS updates on only the free independent (super basic) variables.
STANDARD_COMPOSITION_MEMBERS(BFGSUpdate_Strategy, bfgs_update)
<<std comp>="">> members for the strategy object that will perform the guts of the BFGS update...
Reduced space SQP state encapsulation interface.
void print_step(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(value_type, act_set_frac_proj_start)
Set the ratio of the number of inequality constraints in the active-set of the last two calls before ...
Strategy interface which contains the guts for a dampened BFGS update.
Class for object that attempts to return an IterQuantityAccess<ActSetStats> from an AlgorithmState ob...
ReducedHessianSecantUpdateBFGSProjected_Strategy(const bfgs_update_ptr_t &bfgs_update=NULL, value_type act_set_frac_proj_start=0.8, value_type project_error_tol=1e-5, value_type super_basic_mult_drop_tol=1e-5)