NICE_Optimization/ArmijoLineSearcher.h

//////////////////////////////////////////////////////////////////////
//
//	ArmijoLineSearcher.h: interface of the AxA3dNUMArmijoLineSearcher class.
//
//	Written by: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _ARMIJO_LINE_SEARCHER_H_
#define _ARMIJO_LINE_SEARCHER_H_

#include <cmath>
#include "LineSearcher.h"
/*!
	class for the brent line search

   HowToUse:
	
	  * use setX0() to set the offset
	  * use setH0()	to set the search direction
	  * use setGk() to set the gradient in x0
	  * call init()
	  * call optimize() (returns lambda)
 */
class  ArmijoLineSearcher : public LineSearcher
{
public:

	typedef LineSearcher	SuperClass;
	typedef SuperClass::matrix_type matrix_type;
	
	/*!
		default constructor
	*/
	ArmijoLineSearcher();

	/*!
		constructor
	*/
	ArmijoLineSearcher(CostFunction *costFunc, OptLogBase *loger);

	/*!
		Copy constructor
		\param opt .. optimizer to copy
	*/
	ArmijoLineSearcher( const ArmijoLineSearcher &lin);
	
	/*!
		operator =
	*/
	ArmijoLineSearcher & operator=(const ArmijoLineSearcher &lin);

	/*!
		Destructor.
	*/
	virtual ~ArmijoLineSearcher();

	/*!
		set Parameters
		@param gamma reduction Factor of step width test
		@param L divisor for computation of sk ( > 0 )
		@param sigma multiplicative parameter for test (0, 0.5)
	*/
	void setGammaLSigma(double gamma, double L, double sigma);


	/*!
		local search setup
		@param xk start point
		@param gk gradient at xk
		@param dk descent direction from xk
	*/
	void setXkGkDk(const matrix_type xk, const matrix_type gk, const matrix_type dk);
		
	/*!
		optimize
		returns a double..
	*/
	double optimize();

protected:

	//! an internal parameter
	double m_dGamma;

	//! an internal paramter
	double m_dL;

	//! an internal parameter
	double m_dSigma;

	//! gradient in xk 
	matrix_type m_gk;

	//! iteration direction from xk
	matrix_type m_dk;
};

#endif