NICE_Optimization/BFGSOptimizer.cpp

//////////////////////////////////////////////////////////////////////
//
//	NewtonMethodOptimizer.cpp: Implementation of the NewtonMethodOptimizer
//								  Optimizer class.
//
//	Written by Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#include "optimization/BFGSOptimizer.h"



BFGSOptimizer::BFGSOptimizer(OptLogBase *loger) : SuperClass(loger)
{
}


BFGSOptimizer::BFGSOptimizer( const BFGSOptimizer &opt) : SuperClass(opt)
{	
}


BFGSOptimizer::~BFGSOptimizer()
{
}



void BFGSOptimizer::init()
{
	SuperClass::init();

}


BFGSOptimizer & BFGSOptimizer::operator=(const BFGSOptimizer &opt)
{

	/*
			avoid self-copy
	*/
	if(this != &opt)
	{
		
		/*
			=operator of SuperClass
		*/
		SuperClass::operator=(opt);

	}

  	return *this;
}



void BFGSOptimizer::updateIterationMatrix()
{
	matrix_type pk = m_parameters - m_oldParams;
	matrix_type rk = m_gradient - m_oldGradient;
	matrix_type rkt=!rk;
	matrix_type pkt=!pk;

	m_IterationMatrix = m_IterationMatrix 
				+ (rk * rkt) * (1.0/ (rkt * pk)[0][0]) 
				- (m_IterationMatrix * pk * pkt * m_IterationMatrix) * (1.0/ (pkt * m_IterationMatrix * pk)[0][0]);

}