update.h
//
// update.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_update_h
#define _math_optimize_update_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/transform.h>
namespace sc {
// //////////////////////////////////////////////////////////////////////
// hessian update classes. based on the value of inverse_hessian_
// x and g may be reversed (see Schlegel, ab initio Methods in Quantum
// Chemistry I, 1987, p 10
class HessianUpdate: virtual public SavableState {
protected:
int inverse_hessian_;
public:
HessianUpdate();
HessianUpdate(StateIn&);
HessianUpdate(const Ref<KeyVal>&);
void save_data_state(StateOut&);
virtual ~HessianUpdate();
virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&,
const RefSCVector&xnew,const RefSCVector&gnew) = 0;
virtual void set_inverse();
virtual void apply_transform(const Ref<NonlinearTransform>&);
};
class DFPUpdate: public HessianUpdate {
protected:
RefSCVector xprev;
RefSCVector gprev;
public:
DFPUpdate();
DFPUpdate(StateIn&);
DFPUpdate(const Ref<KeyVal>&);
void save_data_state(StateOut&);
~DFPUpdate();
void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
const RefSCVector&xnew,const RefSCVector&gnew);
void apply_transform(const Ref<NonlinearTransform>&);
void set_inverse();
};
class BFGSUpdate: public DFPUpdate {
public:
BFGSUpdate();
BFGSUpdate(StateIn&);
BFGSUpdate(const Ref<KeyVal>&);
void save_data_state(StateOut&);
~BFGSUpdate();
void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
const RefSCVector&xnew,const RefSCVector&gnew);
};
class PowellUpdate: public HessianUpdate {
protected:
RefSCVector xprev;
RefSCVector gprev;
public:
PowellUpdate();
PowellUpdate(StateIn&);
PowellUpdate(const Ref<KeyVal>&);
void save_data_state(StateOut&);
~PowellUpdate();
void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func,
const RefSCVector&xnew,const RefSCVector&gnew);
void apply_transform(const Ref<NonlinearTransform>&);
};
}
#endif
// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End: