NICE_Optimization/BFGSOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMBFGSOptimizer.h: interface for MatrixItertiveMethods class
//
//	Written by: Matthias Wacker
//
//
//////////////////////////////////////////////////////////////////////

#ifndef _BFGS_OPTIMIZER_H_
#define _BFGS_OPTIMIZER_H_

#include "optimization/MatrixIterativeOptimizer.h"

/*!
	class for the BFGS

   HowToUse:
	
	  * use setStepSize to specify the initial stepsize to compute the numerical gradient
	  * use setParameters() to set the start point
	  * call init()
	  * call optimize()


 	Implemented Abort criteria:
		
	  * maximum number of iterations
	  *	time limit
	  * parameter bounds
	  * function value tolerance
	  * parameter tolerance

	Additional return reason:
	

 */
class BFGSOptimizer : public MatrixIterativeOptimizer
{
public:
		typedef  MatrixIterativeOptimizer	SuperClass;
		typedef SuperClass::matrix_type	matrix_type;

	    /*!
			Constructor.
			\param loger : OptLogBase * to existing log class
		*/
		BFGSOptimizer(OptLogBase *loger=NULL);

		/*!
			Copy constructor
			\param opt .. optimizer to copy
		*/
		BFGSOptimizer( const BFGSOptimizer &opt);


		/*!
			operator =
		*/
		BFGSOptimizer & operator=(const BFGSOptimizer &opt);


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


		/*!
			internal initoializations 
		*/
		void init();

protected:
		

		/*!
			\brief update the Iteration Matrix
		*/
		void updateIterationMatrix() ;
	
};

#endif