NICE_Optimization/CostFunction.h

//////////////////////////////////////////////////////////////////////
//
//	CostFunction.h: interface of the CostFunction class.
//
//	Written By: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _COST_FUNCTION_H_
#define _COST_FUNCTION_H_

#include "optimization/Optimizable.h"
#include "optimization/Opt_Namespace.h"

namespace opt=optimization;

/*!
    class Abstract base class for all cost functions.
 */

class CostFunction : public Optimizable
{
	public:

		typedef		Optimizable		SuperClass;
		typedef	opt::matrix_type	matrix_type;
		
		/*!
			DefaultConstructor
		*/
		CostFunction();

		/*!
			Constructor.
			\param numOfParameters
         	*/
		CostFunction(unsigned int numOfParamters);
        
		/*
			Copy constructor
		*/
		CostFunction(const CostFunction &func);

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

		/*!
			=operator
		*/
		CostFunction &operator=(const CostFunction &costFunc);


		inline bool hasAnalyticGradient(){return m_hasAnalyticGradient;}

		/*!
			get the analytic gradient
		*/
		virtual const opt::matrix_type getAnalyticGradient(const opt::matrix_type &x);
		
		
		inline bool hasAnalyticHessian(){return m_hasAnalyticHessian;}

		/*!
			get the analytic hessian
		*/
		virtual const opt::matrix_type getAnalyticHessian(const opt::matrix_type & x);

		/*!
			get number of Evaluations
		*/
		inline unsigned int getNumberOfEvaluations(){return m_numEval;};

		/*!
			reset the evaluation counter
		*/
		inline void resetNumberOfEvaluations(){m_numEval = 0;};

		/*!
			Initialization for the cost function
		 */
		virtual void init();

		/*!
			set an x0 for 1dim line search
		*/
		bool setX0(const opt::matrix_type &x0);

		/*!
			set an h0 for 1dim line search
		*/
		bool setH0(const opt::matrix_type &H0);

		/*!
			evaluate 1dimension sub function fsub(lambda) = f(x0 + lambda * h0) 
		*/
		double evaluateSub(double lambda);

		/*!
		 * This function returns the full parameter vector. If the costfunction performs dimension reduction
		 * this method will return the current parameter vector with full dimension. Otherwise the costfunction works with
		 * the full parameter vector in any case and it is returned unchanged.
		 * @param x current parameter vector (from optimizer)
		 * @return full parameter vector
		 */
		virtual opt::matrix_type getFullParamsFromSubParams(const opt::matrix_type &x)
		{
		  matrix_type fullparamvec(x);
		  return x;
		}

	protected:

		/*!
			has analytic gradient ?
		*/
		bool m_hasAnalyticGradient;
	
		/*!
			has analytic hessian ?
		*/
		bool m_hasAnalyticHessian;

		/*!
			x_0		
		*/
		opt::matrix_type m_x_0;

		/*!
			direction h_0
		*/
		opt::matrix_type m_h_0;

		/*!
			number of evaluations
		*/
		unsigned int m_numEval;
};

#endif