NICE_Optimization/BrentLineSearcher.h

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

#ifndef _BRENT_LINE_SEARCHER_H
#define _BRENT_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 setEps() to set the abort criterion
	  * use setBounds() to set a different search bound for lambda than [0,10]
	  * call init()
	  * call optimize() (returns lambda)
 */
class  BrentLineSearcher : public LineSearcher
{
public:

	typedef  LineSearcher	SuperClass;
	typedef SuperClass::matrix_type matrix_type;
	

	/*!
		default constructor
	*/
	BrentLineSearcher();

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

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

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

	/*!
		set the bound parameters
	*/
	bool setBounds(double a, double c);

	/*!
		set the abort threshold
	*/
	bool setEps(double eps);

	/*!
		optimize
		returns a double..
	*/
	double optimize();

protected:

	/*!
		approximation of the golden cut ratio
	*/
	const double m_CGOLD; // = 0.38196601125010515179541316563436;

	/*!
		small number trying to achieve fractional accuracy for a minimum at 0
	*/
	const double m_ZEPS;	

	/*!
		the bounds
	*/
	double m_a, m_b, m_c;

	/*!
		the abort criteria
	*/
	double m_eps;


};

#endif