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SQPsearchDirectionMeritFunctionAndHessian.h

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00001 /* ****************************************************************** **
00002 **    OpenSees - Open System for Earthquake Engineering Simulation    **
00003 **          Pacific Earthquake Engineering Research Center            **
00004 **                                                                    **
00005 **                                                                    **
00006 ** (C) Copyright 2001, The Regents of the University of California    **
00007 ** All Rights Reserved.                                               **
00008 **                                                                    **
00009 ** Commercial use of this program without express permission of the   **
00010 ** University of California, Berkeley, is strictly prohibited.  See   **
00011 ** file 'COPYRIGHT'  in main directory for information on usage and   **
00012 ** redistribution,  and for a DISCLAIMER OF ALL WARRANTIES.           **
00013 **                                                                    **
00014 ** Developed by:                                                      **
00015 **   Frank McKenna (fmckenna@ce.berkeley.edu)                         **
00016 **   Gregory L. Fenves (fenves@ce.berkeley.edu)                       **
00017 **   Filip C. Filippou (filippou@ce.berkeley.edu)                     **
00018 **                                                                    **
00019 ** Reliability module developed by:                                   **
00020 **   Terje Haukaas (haukaas@ce.berkeley.edu)                          **
00021 **   Armen Der Kiureghian (adk@ce.berkeley.edu)                       **
00022 **                                                                    **
00023 ** ****************************************************************** */
00024                                                                         
00025 // $Revision: 1.2 $
00026 // $Date: 2003/10/27 23:45:42 $
00027 // $Source: /usr/local/cvs/OpenSees/SRC/reliability/analysis/direction/SQPsearchDirectionMeritFunctionAndHessian.h,v $
00028 
00029 
00030 //
00031 // Written by Terje Haukaas (haukaas@ce.berkeley.edu) 
00032 //
00033 
00034 #ifndef SQPsearchDirectionMeritFunctionAndHessian_h
00035 #define SQPsearchDirectionMeritFunctionAndHessian_h
00036 
00037 #include <SearchDirection.h>
00038 #include <MeritFunctionCheck.h>
00039 #include <HessianApproximation.h>
00040 #include <Vector.h>
00041 
00042 class SQPsearchDirectionMeritFunctionAndHessian : public SearchDirection, public MeritFunctionCheck, public HessianApproximation
00043 {
00044 
00045 public:
00046         SQPsearchDirectionMeritFunctionAndHessian(double c_bar, double e_bar);
00047         ~SQPsearchDirectionMeritFunctionAndHessian();
00048 
00049         // METHODS FOR SEARCH DIRECTION
00050         int computeSearchDirection(     int stepNumber, 
00051                                                                 Vector passed_u, 
00052                                                                 double passed_gFunctionValue, 
00053                                                                 Vector passedGradientInStandardNormalSpace);
00054         Vector getSearchDirection();
00055 
00056         // METHODS FOR MERIT FUNCTION CHECK
00057         int     check(Vector u_old, 
00058                           double g_old, 
00059                           Vector grad_G_old, 
00060                           double stepSize,
00061                           Vector stepDirection,
00062                           double g_new);
00063         double getMeritFunctionValue(Vector u, double g, Vector grad_G);
00064         int updateMeritParameters(Vector u, double g, Vector grad_G);
00065 
00066         int setAlpha(double alpha);
00067 
00068         // METHODS FOR HESSIAN APPROXIMATION
00069         Matrix  getHessianApproximation();
00070         int     setHessianToIdentity(int size);
00071         int     setHessianApproximation(HessianApproximation *theHessianApproximation);
00072         int     updateHessianApproximation(Vector u_old,
00073                                                                            double g_old,
00074                                                                            Vector gradG_old,
00075                                                                            double stepSize,
00076                                                                            Vector searchDirection,
00077                                                                            double g_new,
00078                                                                            Vector grad_G_new);
00079 
00080 protected:
00081 
00082 private:
00083         HessianApproximation *theHessianApproximation;
00084 
00085         // Parameters
00086         double c_bar, e_bar, alpha;
00087 
00088         // To be returned...
00089         Vector searchDirection;
00090         double stepSize;
00091 
00092         // History data
00093         Matrix *B;
00094         double delta, c, lambda; 
00095         double kappa;
00096 };
00097 
00098 #endif

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