OptimizerOptions.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2015 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_OPT_OPTIONS_H
#define UQ_OPT_OPTIONS_H

// C++
#include <string>

// QUESO
#include <queso/SharedPtr.h>

#define UQ_OPT_HELP ""

// _ODV = option default value
#define UQ_OPT_MAX_ITERATIONS 100
#define UQ_OPT_TOLERANCE 1e-3
#define UQ_OPT_FINITE_DIFFERENCE_STEP_SIZE 1e-4
#define UQ_OPT_SOLVER_TYPE "bfgs2"
#define UQ_OPT_FSTEP_SIZE 0.1
#define UQ_OPT_FDFSTEP_SIZE 1.0
#define UQ_OPT_LINE_TOLERANCE 0.1

namespace QUESO {

class BaseEnvironment;
class BoostInputOptionsParser;

class OptimizerOptions
{
public:

  OptimizerOptions();

  OptimizerOptions(const BaseEnvironment * env, const char * prefix = "");

  OptimizerOptions(const OptimizerOptions & rhs);

  virtual ~OptimizerOptions();

  std::string m_prefix;

  std::string m_help;

  unsigned int m_maxIterations;


  double m_tolerance;


  double m_finiteDifferenceStepSize;


  std::string m_solverType;


  double m_fstepSize;

  double m_fdfstepSize;


  double m_lineTolerance;

private:
  const BaseEnvironment * m_env;

  BoostInputOptionsParser * m_parser;

  // The input options as strings so we can parse the input file later
  std::string m_option_help;

  std::string m_option_maxIterations;
  std::string m_option_tolerance;
  std::string m_option_finiteDifferenceStepSize;
  std::string m_option_solverType;
  std::string m_option_fstepSize;
  std::string m_option_fdfstepSize;
  std::string m_option_lineTolerance;

  void checkOptions();

  friend std::ostream & operator<<(std::ostream & os,
      const OptimizerOptions & obj);
};

}  // End namespace QUESO

#endif // UQ_OPT_OPTIONS_H