opt.h
//
// opt.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_opt_h
#define _math_optimize_opt_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/conv.h>
namespace sc {
// //////////////////////////////////////////////////////////////////////
class Optimize: virtual public SavableState {
protected:
int max_iterations_;
int n_iterations_;
int ckpt_;
int print_timings_;
double max_stepsize_;
char *ckpt_file;
Ref<Function> function_;
Ref<Convergence> conv_;
public:
Optimize();
Optimize(StateIn&);
Optimize(const Ref<KeyVal>&);
virtual ~Optimize();
void save_data_state(StateOut&);
virtual int optimize();
void set_checkpoint();
void set_checkpoint_file(const char*);
void set_function(const Ref<Function>&);
void set_max_iterations(int);
virtual void init();
virtual int update() = 0;
virtual void apply_transform(const Ref<NonlinearTransform>&);
Ref<Function> function() const { return function_; }
Ref<SCMatrixKit> matrixkit() const { return function_->matrixkit(); }
RefSCDimension dimension() const { return function_->dimension(); }
};
class LineOpt: public Optimize {
protected:
double decrease_factor_;
RefSCVector initial_x_;
double initial_value_;
RefSCVector initial_grad_;
RefSCVector search_direction_;
Ref<Function> function_;
int sufficient_decrease(RefSCVector& step);
public:
LineOpt();
LineOpt(StateIn&);
LineOpt(const Ref<KeyVal>&);
~LineOpt();
void save_data_state(StateOut&);
virtual void init(RefSCVector& direction);
virtual void init(RefSCVector& direction, Ref<Function> function);
void apply_transform(const Ref<NonlinearTransform>&);
double decrease_factor() { return decrease_factor_; }
double set_decrease_factor( double factor )
{ double temp = decrease_factor_; decrease_factor_ = factor; return temp; }
};
class Backtrack: public LineOpt {
protected:
double backtrack_factor_;
public:
Backtrack(const Ref<KeyVal>&);
~Backtrack(){}
int update();
};
}
#endif
// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End: