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/group/message.h>
#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_;
    Ref<MessageGrp> msg_;
  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(); }

    void print(std::ostream& = ExEnv::out0()) const;
};


class LineOpt: public Optimize {

  protected:

    RefSCVector initial_x_;
    double initial_value_;
    RefSCVector initial_grad_;
    RefSCVector search_direction_;
    Ref<Function> function_;

  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>&);

    void print(std::ostream& = ExEnv::out0()) const;
};

class Backtrack: public LineOpt {

 protected:
   double decrease_factor_;
   double backtrack_factor_;
   int force_search_;
    
   int sufficient_decrease(RefSCVector& step);

 public:
   Backtrack(const Ref<KeyVal>&);
   Backtrack(StateIn&s);
   ~Backtrack();
   int update();
   void save_data_state(StateOut&s);
  
   int force_search() const { return force_search_; }
   double decrease_factor() { return decrease_factor_; }
   double set_decrease_factor( double factor ) 
   { double temp = decrease_factor_; decrease_factor_ = factor; return temp; }

   void print(std::ostream& = ExEnv::out0()) const;
};

}

#endif

// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End:

---