qnewton.h
//
// qnewton.h
//
// Copyright (C) 1996 Limit Point Systems, Inc.
//
// Author: Curtis Janssen <cljanss@limitpt.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit 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 Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB. If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//
#ifndef _math_optimize_qnewton_h
#define _math_optimize_qnewton_h
#ifdef __GNUC__
#pragma interface
#endif
#include <util/state/state.h>
#include <util/class/class.h>
#include <math/scmat/matrix.h>
#include <math/optimize/function.h>
#include <math/optimize/opt.h>
#include <math/optimize/update.h>
namespace sc {
// //////////////////////////////////////////////////////////////////////
// newton and related methods
class QNewtonOpt: public Optimize {
protected:
double maxabs_gradient;
double accuracy_;
RefSymmSCMatrix ihessian_;
Ref<HessianUpdate> update_;
Ref<LineOpt> lineopt_;
int take_newton_step_;
int print_hessian_;
int print_x_;
int print_gradient_;
int linear_;
int restrict_;
int dynamic_grad_acc_;
int force_search_;
int restart_;
public:
QNewtonOpt(const Ref<KeyVal>&);
QNewtonOpt(StateIn&);
~QNewtonOpt();
void save_data_state(StateOut&);
void apply_transform(const Ref<NonlinearTransform>&);
void init();
int update();
};
}
#endif
// Local Variables:
// mode: c++
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