OptCG.h

#ifndef OptCG_h
#define OptCG_h

/*----------------------------------------------------------------------
  Copyright (c) 2001, Sandia Corporation.
  J.C. Meza, Sandia National Laboratories, meza@ca.sandia.gov
 ----------------------------------------------------------------------*/

#ifndef Opt_h
#include "Opt.h"
#endif

namespace OPTPP {

class OptCGLike: public OptimizeClass {
 protected:
  virtual NLP1 *nlprob() const = 0;
  NEWMAT::ColumnVector gprev;           
  int grad_evals;               
  SearchStrategy strategy;      

 public:
  OptCGLike(){}
  OptCGLike(int n): OptimizeClass(n), 
                    gprev(n), grad_evals(0), strategy(LineSearch){}
  OptCGLike(int n, TOLS t): OptimizeClass(n,t),
                            gprev(n),grad_evals(0), strategy(LineSearch){}

  virtual ~OptCGLike(){}

  void setSearchStrategy(SearchStrategy s) {strategy = s;}

  SearchStrategy getSearchStrategy() const {return strategy;}

  virtual void acceptStep(int, int) = 0;
  virtual int checkConvg();
  virtual int checkDeriv();
  virtual void optimize() {} 
  virtual void readOptInput() {}
  virtual void updateModel(int, int, NEWMAT::ColumnVector) = 0;

};

class OptCG: public OptCGLike {
private:
  NLP1* nlp;    
  
protected:
  NLP1* nlprob() const { return nlp; }

public:
  OptCG(){strcpy(method,"Nonlinear CG");}
  OptCG(NLP1* p): OptCGLike(p->getDim()),nlp(p)
    {strcpy(method,"Nonlinear CG");}
  OptCG(NLP1* p, TOLS t): OptCGLike(p->getDim(), t),nlp(p)
    {strcpy(method,"Nonlinear CG");}

  virtual ~OptCG(){}

  virtual NEWMAT::ColumnVector computeSearch(NEWMAT::SymmetricMatrix& ) 
    {return NEWMAT::ColumnVector();}

  virtual void acceptStep(int k, int step_type)
    {OptimizeClass::defaultAcceptStep(k, step_type);}

  virtual void updateModel(int k, int ndim, NEWMAT::ColumnVector x)
    {OptimizeClass::defaultUpdateModel(k, ndim, x);}

// These are defined elsewhere
  virtual int checkDeriv();
  virtual int computeStep(NEWMAT::ColumnVector sk);
  virtual void reset();
  virtual void initOpt();
  virtual void optimize();
  virtual real stepTolNorm() const;
  virtual void printStatus(char *);
};

} // namespace OPTPP
#endif